Fidelity Group of Funds > Fidelity Income Fund /MA/
Fidelity Total Bond K6 Fund
$2.03B
Avg Monthly Net Assets
$5.68B
Total Assets
$1.33B
Total Liabilities
$4.35B
Net Assets
Fidelity Total Bond K6 Fund is a Mutual Fund in Fidelity Income Fund /MA/
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $2.03B.
On July 26th, 2024 it reported 3,981 holdings, the largest
being Fidelity Central Investment Portfolios LLC (5.5%), UST NOTES (3.7%) and UNITED STATES TREASURY BOND (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Total Bond K6 Fund | C000182864 | FTKFX |
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 3.875% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $608K | – | 0.01 |
| 1375209 BC LTD 9% 01/30/2028 144A | Long | Debt | CA | $242K | – | 0.01 |
| 180 MEDICAL INC 3.875% 10/15/2029 144A | Long | Debt | US | $531K | – | 0.01 |
| AASET 2018-1A A 3.844% 1/38 144A (AASET 2018-1 TR) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.00 |
| AASET 2019-1 TRUST 3.844% 05/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| AASET 2019-2 B TR 4.458% 10/16/2039 144A (AASET 2019-2 TR) | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.00 |
| AASET 2019-2 TR 3.376% 10/16/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $664K | – | 0.02 |
| AASET 2021-1 TR 2.95% 11/16/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.14 |
| AASET 2021-2 TR 2.798% 01/15/2047 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| AASET 2022-1 LTD 6% 05/16/2047 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| ABN AMRO BANK NV 3.875% 01/15/2032 REGS | Long | Debt | NL | $540K | – | 0.01 |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A | Long | Debt | AE | $202K | – | 0.00 |
| ABU DHABI NATL ENERGY CO PJSC 4.375% 01/24/2029 144A | Long | Debt | AE | $121K | – | 0.00 |
| ABU DHABI NATL ENERGY CO PJSC 4.696% 04/24/2033 144A | Long | Debt | AE | $130K | – | 0.00 |
| ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A | Long | Debt | AE | $84K | – | 0.00 |
| ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A | Long | Debt | AE | $155K | – | 0.00 |
| ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS | Long | Debt | DE | $324K | – | 0.01 |
| ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A | Long | Debt | NG | $176K | – | 0.00 |
| ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A | Long | Debt | US | $205K | – | 0.00 |
| ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A | Long | Debt | US | $304K | – | 0.01 |
| ADAPTHEALTH LLC 5.125% 03/01/2030 144A | Long | Debt | US | $437K | – | 0.01 |
| ADARO INDONESIA PT 4.25% 10/31/2024 144A | Long | Debt | ID | $277K | – | 0.01 |
| ADECOAGRO SA 6% 09/21/2027 144A | Long | Debt | LU | $218K | – | 0.01 |
| ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS | Long | Debt | GB | $542K | – | 0.01 |
| ADT SECURITY CORP/THE 4.125% 08/01/2029 144A | Long | Debt | US | $163K | – | 0.00 |
| ADT SECURITY CORP/THE 4.875% 07/15/2032 144A | Long | Debt | US | $162K | – | 0.00 |
| ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A | Long | Debt | US | $909K | – | 0.02 |
| ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A | Long | Debt | US | $544K | – | 0.01 |
| AECOM 5.125% 03/15/2027 | Long | Debt | US | $993K | – | 0.02 |
| AEGEA FINANCE SARL 9% 01/20/2031 144A | Long | Debt | LU | $73K | – | 0.00 |
| AERCAP GLOBAL AVIATION TR 6.5%/VAR 06/15/2045 144A | Long | Debt | US | $250K | – | 0.01 |
| AERCAP HOLDINGS NV 5.875/VAR 10/10/2079 | Long | Equity-preferred | NL | $969K | – | 0.02 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | Long | Debt | IE | $612K | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $808K | – | 0.02 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 | Long | Debt | IE | $2M | – | 0.06 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $4M | – | 0.08 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026 | Long | Debt | IE | $550K | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028 | Long | Debt | IE | $2M | – | 0.05 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 | Long | Debt | IE | $5M | – | 0.11 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 | Long | Debt | IE | $737K | – | 0.02 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A | Long | Debt | PA | $65K | – | 0.00 |
| AES CORP 2.45% 01/15/2031 | Long | Debt | US | $2M | – | 0.05 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $3M | – | 0.08 |
| AES CORP 3.95% 07/15/2030 144A | Long | Debt | US | $2M | – | 0.05 |
| AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| AGPS BONDCO PLC 4.625%/VAR 01/14/2026 REGS | Long | Debt | GB | $675K | – | 0.02 |
| AHEAD DB HOLDINGS LLC 6.625% 05/01/2028 144A | Long | Debt | US | $232K | – | 0.01 |
| AIB GROUP PLC 2.25%/VAR 04/04/2028 REGS | Long | Debt | IE | $1M | – | 0.02 |
| AIB GROUP PLC 5.25/VAR 10/23/2031 REGS | Long | Debt | IE | $144K | – | 0.00 |
| AIB GROUP PLC 6.25%/VAR PERP REGS | Long | Equity-preferred | IE | $217K | – | 0.00 |
| AIB GROUP PLC 6.608%/VAR 09/13/2029 144A | Long | Debt | IE | $446K | – | 0.01 |
| AIMCO 2019 TSFR3M+141 07/22/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| AIMCO CLO 11 LTD TSFR3M+139.161 10/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $871K | – | 0.02 |
| AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.10 |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC TSFR3M+150 04/16/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| 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 | $2M | – | 0.04 |
| AIR LEASE CORP 3.375% 07/01/2025 | Long | Debt | US | $1M | – | 0.03 |
| AIR LEASE CORP 4.125/VAR PERP | Long | Equity-preferred | US | $447K | – | 0.01 |
| AIRCASTLE LTD 5.25/VAR PERP 144A | Long | Equity-preferred | BM | $485K | – | 0.01 |
| AKUMIN INC 8% 08/01/2028 144A | Long | Debt | US | $118K | – | 0.00 |
| ALABAMA POWER CO 3.05% 03/15/2032 (ALABAMA POWER and LIGHT) | Long | Debt | US | $1M | – | 0.03 |
| ALARM.COM HOLDINGS INC CONV 2.25% 06/01/2029 144A | Long | Debt | US | $39K | – | 0.00 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A | Long | Debt | US | $468K | – | 0.01 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A | Long | Debt | US | $353K | – | 0.01 |
| ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A | Long | Debt | NL | $696K | – | 0.02 |
| ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $835K | – | 0.02 |
| ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031 | Long | Debt | KY | $111K | – | 0.00 |
| ALLEGRO CLO LTD TSFR3M+140.161 07/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $995K | – | 0.02 |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A | Long | ABS-collateralized bond/debt obligation | XX | $1M | – | 0.03 |
| ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A | Long | Debt | US | $698K | – | 0.02 |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) | Long | Debt | US | $684K | – | 0.02 |
| ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A | Long | Debt | US | $550K | – | 0.01 |
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| ALLY FINANCIAL 4.7/VAR INC PERP (ALLY FINANCIAL INC) | Long | Equity-preferred | US | $1M | – | 0.03 |
| ALLY FINL INC 4.75% 06/09/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.06 |
| ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) | Long | Debt | US | $464K | – | 0.01 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.04 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $1M | – | 0.02 |
| ALLY FINL INC 6.992%/VAR 06/13/2029 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.05 |
| ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.05 |
| ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) | Long | Debt | US | $3M | – | 0.06 |
| ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS | Long | Debt | LU | $244K | – | 0.01 |
| ALTICE FING SA 5.75% 08/15/2029 144A | Long | Debt | LU | $223K | – | 0.01 |
| ALTICE FING SA 5% 01/15/2028 144A | Long | Debt | LU | $225K | – | 0.01 |
| ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A | Long | Debt | LU | $233K | – | 0.01 |
| ALTICE FRANCE SA 5.125% 01/15/2029 144A | Long | Debt | FR | $507K | – | 0.01 |
| ALTICE FRANCE SA 5.125% 07/15/2029 144A | Long | Debt | FR | $486K | – | 0.01 |
| ALTRIA GROUP INC 3.875% 09/16/2046 | Long | Debt | US | $1M | – | 0.03 |
| ALTRIA GROUP INC 4.25% 08/09/2042 | Long | Debt | US | $741K | – | 0.02 |
| ALTRIA GROUP INC 4.5% 05/02/2043 | Long | Debt | US | $517K | – | 0.01 |
| ALTRIA GROUP INC 4.8% 02/14/2029 | Long | Debt | US | $170K | – | 0.00 |
| ALTRIA GROUP INC 5.95% 02/14/2049 | Long | Debt | US | $586K | – | 0.01 |
| AMER SPORTS CO 6.75% 02/16/2031 144A | Long | Debt | US | $697K | – | 0.02 |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | Long | Debt | US | $234K | – | 0.01 |
| AMERICAN AIRLINES INC 7.25% 02/15/2028 144A | Long | Debt | US | $749K | – | 0.02 |
| AMERICAN AIRLINES INC 8.5% 05/15/2029 144A | Long | Debt | US | $320K | – | 0.01 |
| AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031 | Long | Debt | US | $124K | – | 0.00 |
| AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 | Long | Debt | US | $590K | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034 | Long | Debt | US | $379K | – | 0.01 |
| AMERICAN INTERNATIONAL GRP INC 5.125% 03/27/2033 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN ROCK SALT TERM 1LN 06/11/2028 (AMERICAN ROCK SALT CO LLC) | Long | Loan | US | $235K | – | 0.01 |
| AMERICAN TOWER CORP 5.45% 02/15/2034 | Long | Debt | US | $158K | – | 0.00 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $830K | – | 0.02 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $2M | – | 0.04 |
| AMGEN INC 5.6% 03/02/2043 | Long | Debt | US | $880K | – | 0.02 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $1M | – | 0.03 |
| AMGEN INC 5.75% 03/02/2063 | Long | Debt | US | $792K | – | 0.02 |
| AMMC CLO XI LTD TSFR3M+127.161 04/30/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.02 |
| AMPRION GMBH 3.625% 05/21/2031 REGS | Long | Debt | DE | $107K | – | 0.00 |
| ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS | Long | Debt | GB | $183K | – | 0.00 |
| ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS | Long | Debt | GB | $129K | – | 0.00 |
| ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS | Long | Debt | GB | $401K | – | 0.01 |
| ANGOLA REPUBLIC 8.25% 05/09/2028 144A | Long | Debt | AO | $231K | – | 0.01 |
| ANGOLA REPUBLIC 8.75% 04/14/2032 144A | Long | Debt | AO | $179K | – | 0.00 |
| ANGOLA REPUBLIC 9.5% 11/12/2025 144A | Long | Debt | AO | $321K | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $633K | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $885K | – | 0.02 |
| ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $539K | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $802K | – | 0.02 |
| ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $2M | – | 0.04 |
| ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $2M | – | 0.05 |
| 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 | $2M | – | 0.04 |
| ANTOFAGASTA PLC 2.375% 10/14/2030 144A | Long | Debt | GB | $263K | – | 0.01 |
| ANTOFAGASTA PLC 5.625% 05/13/2032 144A | Long | Debt | GB | $108K | – | 0.00 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $237K | – | 0.01 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.00 |
| ARAMARK SERVICES INC 5% 02/01/2028 144A | Long | Debt | US | $794K | – | 0.02 |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 ASB 2.2446% 06/15/2054 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A | Long | Debt | US | $509K | – | 0.01 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A | Long | Debt | US | $330K | – | 0.01 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A | Long | Debt | US | $20K | – | 0.00 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A | Long | Debt | IE | $213K | – | 0.00 |
| ARES CAPITAL CORP 3.875% 01/15/2026 | Long | Debt | US | $3M | – | 0.06 |
| ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| ARES LIX CLO LTD 2021-59A A TSFR3M+129.161 04/25/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $658K | – | 0.02 |
| ARES LN FDG V LTD TSFR3M+0 07/25/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.07 |
| ARES LV CLO LTD 2020-55A A1R TSFR3M+139.161 07/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| 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 | $2M | – | 0.04 |
| ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| ARGENTINA REPUBLIC OF 1% 07/09/2029 | Long | Debt | AR | $236K | – | 0.01 |
| ARGENTINA REPUBLIC OF STEP 01/09/2038 | Long | Debt | AR | $334K | – | 0.01 |
| ARGENTINA REPUBLIC OF STEP 07/09/2030 | Long | Debt | AR | $2M | – | 0.04 |
| ARGENTINA REPUBLIC OF STEP 07/09/2035 | Long | Debt | AR | $1M | – | 0.03 |
| ARGENTINA REPUBLIC OF STEP 07/09/2041 | Long | Debt | AR | $188K | – | 0.00 |
| ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS | Long | Debt | NL | $386K | – | 0.01 |
| ARGENTUM NETHERLANDS BV 5.75%/VAR 08/15/2050 REGS | Long | Debt | NL | $766K | – | 0.02 |
| AROUNDTOWN SA 3.375%/VAR PERP REGS | Long | Equity-preferred | LU | $814K | – | 0.02 |
| ARSENAL AIC PARENT LLC 8% 10/01/2030 144A | Long | Debt | US | $114K | – | 0.00 |
| ARTERA SERVICES LLC 8.5% 02/15/2031 144A | Long | Debt | US | $1M | – | 0.03 |
| ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A | Long | Debt | US | $984K | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A | Long | Debt | US | $291K | – | 0.01 |
| ASGN INC 4.625% 05/15/2028 144A | Long | Debt | US | $743K | – | 0.02 |
| ASSUREDPARTNERS INC 5.625% 01/15/2029 144A | Long | Debt | US | $465K | – | 0.01 |
| ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A (ASTON MARTIN CAPITAL HOLDINGS LTD) | Long | Debt | JE | $236K | – | 0.01 |
| AT and T INC 2.55% 12/01/2033 | Long | Debt | US | $3M | – | 0.08 |
| AT and T INC 3.8% 12/01/2057 | Long | Debt | US | $3M | – | 0.07 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $533K | – | 0.01 |
| AT and T INC 5.15% 11/15/2046 | Long | Debt | US | $921K | – | 0.02 |
| ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A | Long | Debt | US | $5M | – | 0.11 |
| ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A | Long | Debt | US | $2M | – | 0.05 |
| ATP TOWER HOLDINGS LLC/ANDEAN TOWER PARTNERS COLOMBIA SAS/ANDEAN TELECOM PAR 4.05% 04/27/2026 144A (ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COLOMBIA SAS / ANDEAN TELECOM PAR) | Long | Debt | US | $281K | – | 0.01 |
| AUNA SAA 10% 12/15/2029 144A | Long | Debt | PE | $118K | – | 0.00 |
| AUST 10Y BOND FUT JUN24 XMM4 (SYDNEY FUTURES EXCHANGE LTD) | Derivative-interest rate | AU | $5K | – | 0.00 | |
| AUTONATION INC DEL 4.75% 06/01/2030 | Long | Debt | US | $148K | – | 0.00 |
| AUTOZONE INC 4% 04/15/2030 | Long | Debt | US | $1M | – | 0.02 |
| AVANTOR FUNDING INC 4.625% 07/15/2028 144A | Long | Debt | US | $315K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A | Long | Debt | KY | $379K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | Long | Debt | KY | $281K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | Long | Debt | KY | $855K | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A | Long | Debt | KY | $3M | – | 0.07 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A | Long | Debt | KY | $134K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $5M | – | 0.11 |
| 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 | $579K | – | 0.01 |
| AXIAN TELECOM 7.375% 02/16/2027 144A | Long | Debt | MU | $258K | – | 0.01 |
| AYDEM YENILENEBILIR ENERJI AS 7.75% 02/02/2027 144A | Long | Debt | TR | $102K | – | 0.00 |
| AZUL SECURED FINANCE LLP 11.5% 05/28/2029 144A | Long | Debt | US | $241K | – | 0.01 |
| AZUL SECURED FINANCE LLP 11.93% 08/28/2028 144A | Long | Debt | US | $121K | – | 0.00 |
| BA CR CARD TR 4.79% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR TSFR3M+141.161 10/15/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $862K | – | 0.02 |
| BACM 2016-UBS10 CSTR 06/49 (BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10) | Long | ABS-mortgage backed security | US | $669K | – | 0.02 |
| BAE SYSTEMS HOLDINGS INC 3.8% 10/07/2024 144A | Long | Debt | US | $1M | – | 0.02 |
| BAHAMAS COMWLTH 6% 11/21/2028 144A | Long | Debt | BS | $179K | – | 0.00 |
| BALL CORP 2.875% 08/15/2030 | Long | Debt | US | $860K | – | 0.02 |
| BALL CORP 6% 06/15/2029 | Long | Debt | US | $450K | – | 0.01 |
| BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $700K | – | 0.02 |
| BAMLL COML MTG SECS TR 2019 3.287% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A | Long | ABS-mortgage backed security | US | $998K | – | 0.02 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| BANCO BILBAO VIZ ARGENTARIA SA 6.1%/VAR 03/13/2035 (BANCO BILBAO VIZCAYA ARGENTARIA S.A) | Long | Debt | ES | $400K | – | 0.01 |
| BANCO DE CREDITO E INVERSIONES 8.75%/VAR 12/31/2199 144A | Long | Equity-preferred | CL | $120K | – | 0.00 |
| BANCO DEL ESTADO DE CHILE 7.95%/VAR PERP 144A | Long | Equity-preferred | CL | $108K | – | 0.00 |
| BANCO DO BRASIL CAYMAN ISLAND BRH 6% 03/18/2031 144A (BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH) | Long | Debt | KY | $161K | – | 0.00 |
| BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A (BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH) | Long | Equity-preferred | KY | $251K | – | 0.01 |
| BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 6.75%/VAR PERP 144A (BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH) | Long | Equity-preferred | KY | $144K | – | 0.00 |
| BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 7.625%/VAR PERP 144A (BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH) | Long | Equity-preferred | KY | $296K | – | 0.01 |
| BANK 2017-BNK9 A4 3.538% 11/15/2054 | Long | ABS-mortgage backed security | US | $749K | – | 0.02 |
| BANK 2017-BNKS 3.39% 06/15/2060 | Long | ABS-mortgage backed security | US | $938K | – | 0.02 |
| BANK 2018-BNK10 3.641% 02/15/2061 | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| BANK 2018-BNK10 3.688% 02/15/2061 | Long | ABS-mortgage backed security | US | $648K | – | 0.01 |
| BANK 2018-BNK13 3.953% 08/15/2061 | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| BANK 2018-BNK14 4.231% 09/15/2060 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK 2019 2.846% 12/15/2052 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| BANK 2019-BN21 A5 2.851% 10/17/2052 (BANK 2019-BNK21) | Long | ABS-mortgage backed security | US | $836K | – | 0.02 |
| BANK 2019-BNK19 3.071% 08/15/2061 | Long | ABS-mortgage backed security | US | $593K | – | 0.01 |
| BANK 2019-BNK20 2.933% 09/15/2062 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| BANK 2023-BNK45 B VAR 02/15/2056 | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A | Long | Debt | PL | $73K | – | 0.00 |
| BANK GOSPODARSTWA KRAJOWEGO 6.25% 10/31/2028 144A | Long | Debt | PL | $72K | – | 0.00 |
| BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $395K | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 | Long | Debt | US | $2M | – | 0.04 |
| BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028 | Long | Debt | US | $504K | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 | Long | Debt | US | $10M | – | 0.22 |
| BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | Long | Debt | US | $13M | – | 0.30 |
| BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034 | Long | Debt | US | $11M | – | 0.25 |
| BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034 | Long | Debt | US | $4M | – | 0.09 |
| BANK OF AMERICA CORPORATION 5.875%/VAR PERP | Long | Equity-preferred | US | $236K | – | 0.01 |
| BANK5 2023-5YR3 6.724% 09/15/2056 | Long | ABS-mortgage backed security | US | $625K | – | 0.01 |
| BARBADOS GOVT OF 6.5% 10/01/2029 144A | Long | Debt | BB | $138K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 | Long | Debt | GB | $1M | – | 0.03 |
| BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS | Long | Debt | GB | $955K | – | 0.02 |
| BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS | Long | Debt | GB | $427K | – | 0.01 |
| BARCLAYS PLC (UNGTD) 8.875%/VAR PERP REGS | Long | Equity-preferred | GB | $350K | – | 0.01 |
| BARCLAYS PLC 5.2% 05/12/2026 | Long | Debt | GB | $1M | – | 0.03 |
| BARCLAYS PLC 5.69%/VAR 03/12/2030 | Long | Debt | GB | $3M | – | 0.07 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $2M | – | 0.05 |
| BARCLAYS PLC 6.224%/VAR 05/09/2034 | Long | Debt | GB | $4M | – | 0.08 |
| BARCLAYS PLC 6.41% 09/13/2029 | Long | Debt | GB | $2M | – | 0.06 |
| BARCLAYS PLC 6.9% 09/13/2034 | Long | Debt | GB | $2M | – | 0.05 |
| BARINGS CLO LTD 2020-IV TSFR3M+148.161 01/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| BAT CAPITAL CORP 4.7% 04/02/2027 | Long | Debt | US | $1M | – | 0.03 |
| BAT CAPITAL CORP 4.906% 04/02/2030 | Long | Debt | US | $1M | – | 0.03 |
| BAT CAPITAL CORP 5.282% 04/02/2050 | Long | Debt | US | $1M | – | 0.03 |
| BAT CAPITAL CORP 5.834% 02/20/2031 | Long | Debt | US | $80K | – | 0.00 |
| BAT CAPITAL CORP 6.421% 08/02/2033 | Long | Debt | US | $1M | – | 0.03 |
| BAT CAPITAL CORP 6% 02/20/2034 | Long | Debt | US | $5M | – | 0.12 |
| BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $616K | – | 0.01 |
| BATH and BODY WORKS INC 6.625% 10/01/2030 144A | Long | Debt | US | $1M | – | 0.03 |
| BATH and BODY WORKS INC 6.875% 11/01/2035 | Long | Debt | US | $590K | – | 0.01 |
| BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A | Long | Debt | CA | $271K | – | 0.01 |
| BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A | Long | Debt | CA | $122K | – | 0.00 |
| BAUSCH HEALTH COS INC 5.5% 11/01/2025 144A | Long | Debt | CA | $585K | – | 0.01 |
| BAYER AG 4.625% 05/26/2033 REGS | Long | Debt | DE | $221K | – | 0.01 |
| BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $3M | – | 0.07 |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | Long | Debt | US | $631K | – | 0.01 |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | Long | Debt | US | $725K | – | 0.02 |
| BAYTEX ENERGY CORP 7.375% 03/15/2032 144A | Long | Debt | CA | $288K | – | 0.01 |
| BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 | Long | ABS-mortgage backed security | US | $417K | – | 0.01 |
| BBCMS MTG TR 2022-C16 4.6% 06/15/2055 | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| BBCMS MTG TR 2024-5C25 5.946% 03/15/2057 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BBCMS MTG TR 2024-C26 C 6% 05/15/2057 | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| BBCMS TRUST 2021-C10 ASB 2.268% 07/15/2054 | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA BANCOMER 5.125/VAR 01/18/2033 144A (BBVA BANCOMER SA TEXAS BRANCH) | Long | Equity-preferred | US | $101K | – | 0.00 |
| BBVA BANCOMER SA TEXAS 5.35%/VAR 11/12/2029 144A (BBVA BANCOMER SA TEXAS BRANCH) | Long | Equity-preferred | US | $79K | – | 0.00 |
| BBVA BANCOMER SA TEXAS BRH 8.45% 06/29/2038 144A (BBVA BANCOMER SA TEXAS BRANCH) | Long | Equity-preferred | US | $126K | – | 0.00 |
| BEACON ROOFING SUPPLY INC 6.5% 08/01/2030 144A | Long | Debt | US | $195K | – | 0.00 |
| BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| BENCHMARK 2018-B2 MTG TR 3.7802% 02/15/2051 | Long | ABS-mortgage backed security | US | $765K | – | 0.02 |
| BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| BENCHMARK 2019-B9 MTG TR 2.859% 12/15/2072 | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| BENCHMARK 2021-B28 MTG TR 1.9804% 08/15/2054 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BENCHMARK 2021-B29 MORTGAGE TRUST 2.205% 09/15/2054 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| BENCHMARK 2024-V6 MTG TR 5.92554% 03/15/2029 | Long | ABS-mortgage backed security | US | $813K | – | 0.02 |
| BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051 (BENCHMARK 2018-B4 MTG TR) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 | Long | Debt | US | $3M | – | 0.06 |
| BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A | Long | Debt | BM | $285K | – | 0.01 |
| BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A | Long | Debt | BM | $192K | – | 0.00 |
| BETHP 2021 TSFR3M+139.161 01/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| BIMBO BAKERIES USA INC 5.375% 01/09/2036 144A | Long | Debt | US | $73K | – | 0.00 |
| BIMBO BAKERIES USA INC 6.4% 01/15/2034 144A | Long | Debt | US | $163K | – | 0.00 |
| 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 | $2M | – | 0.03 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $4M | – | 0.09 |
| BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 | Long | Debt | US | $2M | – | 0.04 |
| BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) | Long | Debt | LU | $581K | – | 0.01 |
| BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) | Long | Debt | LU | $1M | – | 0.02 |
| BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) | Long | Debt | LU | $280K | – | 0.01 |
| BLOCK INC 2.75% 06/01/2026 | Long | Debt | US | $170K | – | 0.00 |
| BLOCK INC 6.5% 05/15/2032 144A | Long | Debt | US | $939K | – | 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 | $1M | – | 0.03 |
| BLUE RACER MS LLC / BR FIN CORP 7.25% 07/15/2032 144A (BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP) | Long | Debt | US | $82K | – | 0.00 |
| BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A (BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP) | Long | Debt | US | $81K | – | 0.00 |
| BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A | Long | ABS-mortgage backed security | US | $721K | – | 0.02 |
| BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BNP PARIBAS 2.159/VAR 09/15/2029 144A | Long | Debt | FR | $463K | – | 0.01 |
| BNP PARIBAS 2.219%/VAR 06/09/2026 144A | Long | Debt | FR | $1M | – | 0.03 |
| BNP PARIBAS 2.50%/VAR 03/31/2032 REGS | Long | Debt | FR | $309K | – | 0.01 |
| BNP PARIBAS 4.125% 05/24/2033 REGS | Long | Debt | FR | $564K | – | 0.01 |
| BNPI SWAP CDS 06/20/29 ASSGEN B (BNP PARIBAS) | Derivative-credit | FR | $285.61 | – | 0.00 | |
| BNPI SWAP CDS 06/20/29 BMW B (BNP PARIBAS) | Derivative-credit | FR | $-38K | – | -0.00 | |
| BNPI SWAP CDS 06/20/29 HEIGR B (BNP PARIBAS) | Derivative-credit | FR | $-134K | – | -0.00 | |
| BOAM SWAP PAY 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $104K | – | 0.00 | |
| BOAM SWAP PAY 4.05% 04/23/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $145K | – | 0.00 | |
| BOAM SWAP REC 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $103K | – | 0.00 | |
| BOAM SWAP REC 4.05 04/23/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $160K | – | 0.00 | |
| BOEING CO 3.5% 03/01/2039 | Long | Debt | US | $2M | – | 0.05 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $6M | – | 0.14 |
| BOEING CO 5.705% 05/01/2040 | Long | Debt | US | $662K | – | 0.02 |
| BOEING CO 5.805% 05/01/2050 | Long | Debt | US | $1M | – | 0.02 |
| BOEING CO 5.93% 05/01/2060 | Long | Debt | US | $635K | – | 0.01 |
| BOEING CO 6.259% 05/01/2027 144A | Long | Debt | US | $771K | – | 0.02 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $991K | – | 0.02 |
| BOEING CO 6.388% 05/01/2031 144A | Long | Debt | US | $753K | – | 0.02 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $807K | – | 0.02 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO 7.008% 05/01/2064 144A | Long | Debt | US | $1M | – | 0.03 |
| BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $636K | – | 0.01 |
| BOMBARDIER INC 7.875% 04/15/2027 144A | Long | Debt | CA | $501K | – | 0.01 |
| BOMBARDIER INC 7% 06/01/2032 144A | Long | Debt | CA | $733K | – | 0.02 |
| BONOS PARA LA RECONSTRUCCION DE UNA ARGENTINA LIBRE 0% 06/30/2025 | Long | Debt | AR | $195K | – | 0.00 |
| BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A | Long | Debt | US | $750K | – | 0.02 |
| BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS | Long | Debt | DE | $329K | – | 0.01 |
| BOSTON PPTYS LTD PARTNERSHIP 2.9% 03/15/2030 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $2M | – | 0.04 |
| BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $668K | – | 0.02 |
| BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $569K | – | 0.01 |
| BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $1M | – | 0.03 |
| BOYD GAMING CORP 4.75% 12/01/2027 | Long | Debt | US | $619K | – | 0.01 |
| BPCE SA 1.5%/VAR 01/13/2042 REGS | Long | Debt | FR | $399K | – | 0.01 |
| BPCE SA 5.716%/VAR 01/18/2030 144A | Long | Debt | FR | $250K | – | 0.01 |
| BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A | Long | ABS-mortgage backed security | US | $903K | – | 0.02 |
| BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A | Long | Debt | US | $290K | – | 0.01 |
| BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027 | Long | Debt | US | $379K | – | 0.01 |
| BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029 | Long | Debt | US | $226K | – | 0.01 |
| BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 | Long | Debt | US | $2M | – | 0.04 |
| BRASKEM IDESA SAPI 6.99% 02/20/2032 144A | Long | Debt | MX | $59K | – | 0.00 |
| BRASKEM IDESA SAPI 7.45% 11/15/2029 144A | Long | Debt | MX | $205K | – | 0.00 |
| BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $88K | – | 0.00 |
| BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $140K | – | 0.00 |
| BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $237K | – | 0.01 |
| BRASS NO 10 PLC VAR 04/16/2069 144A | Long | ABS-collateralized bond/debt obligation | GB | $152K | – | 0.00 |
| BRAVO RESIDENTIAL FDG TR 2023-RPL1 A1 5% 05/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $238K | – | 0.01 |
| BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $193K | – | 0.00 |
| BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $267K | – | 0.01 |
| BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $542K | – | 0.01 |
| BRISTOL PARK CLO LTD 2016 TSFR3M+125.161 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.02 |
| BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS | Long | Equity-preferred | GB | $995K | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025 | Long | Debt | US | $2M | – | 0.05 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $971K | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $2M | – | 0.04 |
| BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02/15/2034 | Long | Debt | US | $3M | – | 0.07 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $312K | – | 0.01 |
| BROADCOM INC 2.45% 02/15/2031 144A | Long | Debt | US | $7M | – | 0.16 |
| BROADCOM INC 2.6% 02/15/2033 144A | Long | Debt | US | $14M | – | 0.31 |
| BROADCOM INC 3.187% 11/15/2036 144A | Long | Debt | US | $638K | – | 0.01 |
| BROADCOM INC 3.5% 02/15/2041 144A | Long | Debt | US | $2M | – | 0.04 |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A | Long | Debt | MX | $132K | – | 0.00 |
| BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A | Long | Debt | US | $860K | – | 0.02 |
| BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A | Long | Debt | US | $461K | – | 0.01 |
| BX 2021-LBA TSFR1M+211.448 02/15/2036 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX 2021-LBA TSFR1M+91.45 02/15/2036 144A | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| BX 2021-VOLT D TSFR1M+ 09/15/2036 144A | Long | ABS-mortgage backed security | US | $991K | – | 0.02 |
| BX 2021-VOLT E TSFR1M+211.448 09/15/2036 144A | Long | ABS-mortgage backed security | US | $991K | – | 0.02 |
| BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A | Long | ABS-mortgage backed security | US | $793K | – | 0.02 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A | Long | ABS-mortgage backed security | US | $659K | – | 0.02 |
| BX COML MTG TR 2023-VLT3 TSFR1M+ 11/15/2028 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| BX COML MTG TR 2024-KING E TSFR1M+368.795 05/15/2039 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| BX COML MTG TR 2024-MDHS E TSFR1M+368.83 05/15/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| 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 | $1M | – | 0.03 |
| 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 | $2M | – | 0.04 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $606K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $418K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $602K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR E TSFR1M+191.448 06/15/2038 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $604K | – | 0.01 |
| BX TR 2019-OC11 4.075457% 12/09/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX TR 2019-OC11 VAR 12/09/2041 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX TRUST 0.8% 06/15/2023 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| BX TRUST 2.9% 06/15/2023 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX TRUST 2021-SOAR D TSFR1M+151.448 06/15/2026 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A | Long | ABS-mortgage backed security | US | $688K | – | 0.02 |
| BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A | Long | Debt | US | $259K | – | 0.01 |
| C and W SENIOR FINANCE LTD 6.875% 09/15/2027 144A | Long | Debt | KY | $2M | – | 0.04 |
| CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A | Long | Debt | MU | $253K | – | 0.01 |
| CABINETWORKS TERM B 1LN 05/17/2028 (ACPRODUCTS HOLDINGS INC) | Long | Loan | US | $224K | – | 0.01 |
| CABLE ONDA SA 4.5% 01/30/2030 144A | Long | Debt | PA | $351K | – | 0.01 |
| CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A | Long | Debt | US | $632K | – | 0.01 |
| CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A | Long | Debt | US | $613K | – | 0.01 |
| CALIFORNIA RES CORP 8.25% 06/15/2029 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $346K | – | 0.01 |
| CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A (CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP) | Long | Debt | US | $190K | – | 0.00 |
| CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| CAMPOSOL SA 6% 02/03/2027 144A (CAMPOSOL SA RGS) | Long | Debt | PE | $106K | – | 0.00 |
| CAN 10YR BOND FUT SEP24 CNU4 (MONTREAL EXCHANGE (THE)) | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| CANACOL ENERGY LTD 5.75% 11/24/2028 144A | Long | Debt | CA | $228K | – | 0.01 |
| CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $5M | – | 0.12 |
| CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $3M | – | 0.06 |
| CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $519K | – | 0.01 |
| CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $522K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 | Long | Debt | US | $1M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030 | Long | Debt | US | $1M | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 | Long | Debt | US | $3M | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 | Long | Debt | US | $831K | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028 | Long | Debt | US | $3M | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 | Long | Debt | US | $2M | – | 0.05 |
| CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029 | Long | Debt | US | $5M | – | 0.12 |
| CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 | Long | Debt | US | $8M | – | 0.18 |
| CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 | Long | Debt | US | $1M | – | 0.03 |
| CAPSTONE BORROWER INC 8% 06/15/2030 144A | Long | Debt | US | $127K | – | 0.00 |
| CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A | Long | Debt | US | $455K | – | 0.01 |
| CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| CARNIVAL CORP 7.625% 03/01/2026 144A | Long | Debt | PA | $739K | – | 0.02 |
| CARRIER GLOBAL CORP 4.5% 11/29/2032 | Long | Debt | US | $184K | – | 0.00 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $278K | – | 0.01 |
| CARRIER GLOBAL CORP 6.2% 03/15/2054 | Long | Debt | US | $298K | – | 0.01 |
| CARVANA CO 5.625% 10/01/2025 144A | Long | Debt | US | $357K | – | 0.01 |
| CARVANA CO PIK VAR 06/01/2030 144A | Long | Debt | US | $257K | – | 0.01 |
| CARVANA CO PIK VAR 12/01/2028 144A | Long | Debt | US | $235K | – | 0.01 |
| CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS (CAS CAPITAL NO 1 LTD) | Long | Equity-preferred | VG | $255K | – | 0.01 |
| CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A | Long | ABS-collateralized bond/debt obligation | US | $124K | – | 0.00 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $592K | – | 0.01 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $330K | – | 0.01 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $166K | – | 0.00 |
| CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS | Long | Debt | LU | $314K | – | 0.01 |
| CBRE SERVICES INC 2.5% 04/01/2031 | Long | Debt | US | $882K | – | 0.02 |
| CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032 (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $944K | – | 0.02 |
| CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $669K | – | 0.02 |
| CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $2M | – | 0.05 |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC TSFR3M+139.161 10/25/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $840K | – | 0.02 |
| CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A (CEDAR FDG XVII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| CEDAR FUNDING LTD 24-18A A TSFR3M+155 04/23/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.16 |
| CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| CELANESE US HLDGS LLC 6.35% 11/15/2028 | Long | Debt | US | $1M | – | 0.02 |
| CELANESE US HLDGS LLC 6.379% 07/15/2032 | Long | Debt | US | $2M | – | 0.05 |
| CELANESE US HLDGS LLC 6.55% 11/15/2030 | Long | Debt | US | $1M | – | 0.02 |
| CELANESE US HLDGS LLC 6.7% 11/15/2033 | Long | Debt | US | $639K | – | 0.01 |
| CEMEX SAB DE CV 5.125/VAR PERP 144A | Long | Equity-preferred | MX | $350K | – | 0.01 |
| CEMEX SAB DE CV 9.125%/VAR PERP 144A | Long | Equity-preferred | MX | $161K | – | 0.00 |
| CENOVUS ENERGY INC 3.75% 02/15/2052 | Long | Debt | CA | $149K | – | 0.00 |
| CENOVUS ENERGY INC 5.25% 06/15/2037 | Long | Debt | CA | $675K | – | 0.02 |
| CENOVUS ENERGY INC 5.4% 06/15/2047 | Long | Debt | CA | $135K | – | 0.00 |
| CENOVUS ENERGY INC 6.75% 11/15/2039 | Long | Debt | CA | $62K | – | 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 | $4M | – | 0.09 |
| CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) | Long | Debt | US | $1M | – | 0.03 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $4M | – | 0.09 |
| CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $718K | – | 0.02 |
| CENTENE CORP 3% 10/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $3M | – | 0.06 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $837K | – | 0.02 |
| CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) | Long | Debt | US | $3M | – | 0.08 |
| CENTRAL GARDEN and PET CO 4.125% 04/30/2031 144A | Long | Debt | US | $437K | – | 0.01 |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A | Long | Debt | US | $221K | – | 0.01 |
| CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A (CENTURY CMNTYS INC) | Long | Debt | US | $191K | – | 0.00 |
| CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 3.5853% 12/10/2054 | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 A3 3.3048% 06/15/2050 | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| CFMT 2022-HB10 3.5% 11/25/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $618K | – | 0.01 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $428K | – | 0.01 |
| CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050 | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A | Long | Debt | US | $473K | – | 0.01 |
| CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $755K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032 | Long | Debt | US | $4M | – | 0.09 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033 | Long | Debt | US | $6M | – | 0.13 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 | Long | Debt | US | $3M | – | 0.08 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | Long | Debt | US | $3M | – | 0.06 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 | Long | Debt | US | $2M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048 | Long | Debt | US | $725K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 | Long | Debt | US | $2M | – | 0.06 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 | Long | Debt | US | $1M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034 | Long | Debt | US | $11M | – | 0.26 |
| CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $995K | – | 0.02 |
| CHEMOURS CO 4.625% 11/15/2029 144A | Long | Debt | US | $213K | – | 0.00 |
| CHEMOURS CO 5.375% 05/15/2027 | Long | Debt | US | $1M | – | 0.03 |
| CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032 | Long | Debt | US | $598K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034 144A | Long | Debt | US | $268K | – | 0.01 |
| CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A | Long | Debt | US | $702K | – | 0.02 |
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $619K | – | 0.01 |
| CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A | Long | Debt | LU | $70K | – | 0.00 |
| CHILE REPUBLIC OF 2.45% 01/31/2031 | Long | Debt | CL | $436K | – | 0.01 |
| CHILE REPUBLIC OF 2.75% 01/31/2027 | Long | Debt | CL | $187K | – | 0.00 |
| CHILE REPUBLIC OF 3.1% 01/22/2061 | Long | Debt | CL | $171K | – | 0.00 |
| CHILE REPUBLIC OF 4.34% 03/07/2042 | Long | Debt | CL | $171K | – | 0.00 |
| CHILE REPUBLIC OF 5.33% 01/05/2054 | Long | Debt | CL | $187K | – | 0.00 |
| CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A | Long | Debt | US | $486K | – | 0.01 |
| CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A | Long | Debt | US | $876K | – | 0.02 |
| CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A | Long | Debt | US | $1M | – | 0.03 |
| CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A | Long | Debt | US | $592K | – | 0.01 |
| CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A | Long | Debt | US | $410K | – | 0.01 |
| CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A | Long | Debt | US | $606K | – | 0.01 |
| CHURCHILL DOWNS INC 5.75% 04/01/2030 144A | Long | Debt | US | $484K | – | 0.01 |
| CIA DE MINAS BUENAVENTURA SAA 5.5% 07/23/2026 144A | Long | Debt | PE | $144K | – | 0.00 |
| CIGNA GROUP (THE) 3.05% 10/15/2027 | Long | Debt | US | $468K | – | 0.01 |
| CIGNA GROUP (THE) 4.8% 08/15/2038 | Long | Debt | US | $503K | – | 0.01 |
| CITI SWAP PAY 3.694 12/12/2028 (CITIBANK, N.A.) | Derivative-interest rate | US | $237K | – | 0.01 | |
| CITI SWAP PAY 3.755 03/19/2029 (CITIBANK, N.A.) | Derivative-interest rate | US | $180K | – | 0.00 | |
| CITI SWAP REC 3.694 12/12/2028 (CITIBANK, N.A.) | Derivative-interest rate | US | $188K | – | 0.00 | |
| CITI SWAP REC 3.755 03/19/2029 (CITIBANK, N.A.) | Derivative-interest rate | US | $152K | – | 0.00 | |
| CITIGROUP COML MTG TR 2015-GC27 A5 3.137% 02/10/2048 | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| CITIGROUP COML MTG TR 2015-GC29 XA CSTR 04/10/2048 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CITIGROUP COML MTG TR 2019-GC41 2.7198% 08/10/2056 | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| CITIGROUP COML MTG TR 2020-GC46 2.614% 02/15/2053 | Long | ABS-mortgage backed security | US | $461K | – | 0.01 |
| CITIGROUP COML MTG TR 2023-PRM3 C 6.35973% 07/10/2028 144A | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049 | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT C 6.43808% 06/10/2028 144A | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| CITIGROUP INC 3.070%/VAR 02/24/28 | Long | Debt | US | $2M | – | 0.04 |
| CITIGROUP INC 4.3% 11/20/2026 | Long | Debt | US | $6M | – | 0.14 |
| CITIGROUP INC 4.4% 06/10/2025 | Long | Debt | US | $921K | – | 0.02 |
| CITIGROUP INC 4.412%/VAR 03/31/2031 | Long | Debt | US | $2M | – | 0.05 |
| CITIGROUP INC 4.45% 09/29/2027 | Long | Debt | US | $4M | – | 0.10 |
| CITIGROUP INC 4.91%/VAR 05/24/2033 | Long | Debt | US | $11M | – | 0.25 |
| CITIGROUP INC 6.27/VAR 11/17/2033 | Long | Debt | US | $2M | – | 0.05 |
| CITIGROUP INC VAR 12/29/2049 | Long | Debt | US | $244K | – | 0.01 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $898K | – | 0.02 |
| CITYCON OYJ 4.496%/VAR PERP REGS | Long | Equity-preferred | FI | $197K | – | 0.00 |
| CLEAN HARBORS INC 6.375% 02/01/2031 144A | Long | Debt | US | $424K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A | Long | Debt | US | $236K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A | Long | Debt | US | $246K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A | Long | Debt | US | $260K | – | 0.01 |
| CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $593K | – | 0.01 |
| CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $90K | – | 0.00 |
| CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029 | Long | Debt | US | $2M | – | 0.04 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $1M | – | 0.03 |
| CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A | Long | Debt | US | $839K | – | 0.02 |
| CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A | Long | Debt | US | $366K | – | 0.01 |
| CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A | Long | Debt | US | $114K | – | 0.00 |
| CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A | Long | Debt | US | $1M | – | 0.03 |
| CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A | Long | Debt | US | $484K | – | 0.01 |
| CLOVERIE PLC 4.5/VAR 09/11/2044 REGS | Long | Debt | IE | $1M | – | 0.03 |
| CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A | Long | Debt | US | $386K | – | 0.01 |
| CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A (CENTRAL PARENT LLC / CDK GLO) | Long | Debt | US | $364K | – | 0.01 |
| CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A | Long | Debt | VG | $220K | – | 0.01 |
| CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A | Long | Debt | US | $643K | – | 0.01 |
| COCA COLA CO 3.375% 03/25/2027 | Long | Debt | US | $1M | – | 0.03 |
| COCA COLA CO 3.45% 03/25/2030 | Long | Debt | US | $661K | – | 0.02 |
| COHERENT CORP 5% 12/15/2029 144A | Long | Debt | US | $648K | – | 0.01 |
| COLOMBIA REPUBLIC OF 3.125% 04/15/2031 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $188K | – | 0.00 |
| COLOMBIA REPUBLIC OF 3.25% 04/22/2032 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $152K | – | 0.00 |
| COLOMBIA REPUBLIC OF 3% 01/30/2030 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $280K | – | 0.01 |
| COLOMBIA REPUBLIC OF 4.125% 05/15/2051 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $118K | – | 0.00 |
| COLOMBIA REPUBLIC OF 5.2% 05/15/2049 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $199K | – | 0.00 |
| COLOMBIA REPUBLIC OF 5% 06/15/2045 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $273K | – | 0.01 |
| COLOMBIA REPUBLIC OF 7.375% 09/18/2037 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $97K | – | 0.00 |
| COLOMBIA REPUBLIC OF 8.75% 11/14/2053 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.03 |
| COLOMBIA REPUBLIC OF 8% 11/14/2035 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.02 |
| COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A (COLOMBIA TELECOMUNICACIONES S A ESP) | Long | Debt | CO | $71K | – | 0.00 |
| COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A (COLUMBIA CENT CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045 | Long | Debt | US | $10K | – | 0.00 |
| COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A | Long | Debt | US | $294K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A | Long | Debt | US | $796K | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A | Long | Debt | US | $243K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A | Long | Debt | US | $445K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A | Long | Debt | US | $268K | – | 0.01 |
| COMCAST CORP 6.45% 03/15/2037 | Long | Debt | US | $393K | – | 0.01 |
| COMM 14-CCRE18 MTG TR 3.828% 07/15/2047 | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| COMM 2014-CCRE17 XA CSTR 05/10/2047 (COMM 2014-CCRE17 MTG TR) | Long | ABS-mortgage backed security | US | $3.19 | – | 0.00 |
| COMM 2014-CR20 C CSTR 11/10/2047 (COMM 2006 FL12) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| COMM 2014-LC17 XA CSTR 10/47 (COMM 2014-LC17 MTG TR) | Long | ABS-mortgage backed security | US | $19.29 | – | 0.00 |
| COMM 2015-DC1 MTG TR 3.078% 02/10/2048 | Long | ABS-mortgage backed security | US | $996K | – | 0.02 |
| COMM 2015-DC1 MTG TR VAR 02/10/2048 | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| COMM 2015-LC19 C MTG TR CSTR 02/10/2048 (COMM 2015-LC19 MTG TR) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| COMMERCIAL METALS CO 3.875% 02/15/2031 | Long | Debt | US | $334K | – | 0.01 |
| COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS | Long | Debt | DE | $216K | – | 0.00 |
| COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS | Long | Debt | DE | $269K | – | 0.01 |
| COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A | Long | Debt | AU | $464K | – | 0.01 |
| COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A | Long | Debt | US | $230K | – | 0.01 |
| COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A | Long | Debt | US | $242K | – | 0.01 |
| CONNECT FINCO SARL / CONNECT US FINCO LLC 6.75% 10/01/2026 144A | Long | Debt | LU | $153K | – | 0.00 |
| CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A | Long | Debt | LU | $261K | – | 0.01 |
| COOPERATIEVE RABOBANK UA 3.822% 07/26/2034 REGS | Long | Debt | NL | $108K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 4.375% 08/04/2025 | Long | Debt | NL | $491K | – | 0.01 |
| COOPERATIEVE RABOBANK UA 4% 01/10/2030 REGS | Long | Debt | NL | $661K | – | 0.02 |
| COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 | Long | Debt | US | $437K | – | 0.01 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $1M | – | 0.03 |
| COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 | Long | Debt | US | $581K | – | 0.01 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $6M | – | 0.13 |
| COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 | Long | Debt | US | $139K | – | 0.00 |
| COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 | Long | Debt | US | $395K | – | 0.01 |
| CORECIVIC INC 8.25% 04/15/2029 | Long | Debt | US | $230K | – | 0.01 |
| CORELOGIC TERM B 1LN 06/02/2028 (CORELOGIC INC) | Long | Loan | US | $468K | – | 0.01 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A | Long | Debt | CL | $109K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A | Long | Debt | CL | $199K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A | Long | Debt | CL | $44K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A | Long | Debt | CL | $108K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A | Long | Debt | CL | $124K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A | Long | Debt | CL | $112K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A | Long | Debt | CL | $81K | – | 0.00 |
| CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $328K | – | 0.01 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $193K | – | 0.00 |
| CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $4M | – | 0.09 |
| CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $846K | – | 0.02 |
| COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A | Long | Debt | LU | $121K | – | 0.00 |
| COSAN OVERSEAS LTD 8.25% PERP REGS | Long | Equity-preferred | KY | $183K | – | 0.00 |
| COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A | Long | Debt | CR | $178K | – | 0.00 |
| COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A | Long | Debt | CR | $209K | – | 0.00 |
| COVANTA HLDG CORP 4.875% 12/01/2029 144A | Long | Debt | US | $237K | – | 0.01 |
| CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS | Long | Equity-preferred | LU | $279K | – | 0.01 |
| CPI PROPERTY GROUP SA 7% 05/07/2029 REGS | Long | Debt | LU | $368K | – | 0.01 |
| CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A (CROWNROCK L P / CROWNROCK FIN INC) | Long | Debt | US | $345K | – | 0.01 |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026 (CSAIL 2017-CX10 COML MTG TR) | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| CSAIL 2018-CX12 COML MTG TR 3.9585% 08/15/2051 | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| CSAIL 2019-C15 COML MTG TR 4.0529% 03/15/2052 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| CSC HOLDINGS LLC 3.375% 02/15/2031 144A | Long | Debt | US | $586K | – | 0.01 |
| CSC HOLDINGS LLC 4.125% 12/01/2030 144A | Long | Debt | US | $3K | – | 0.00 |
| CSC HOLDINGS LLC 4.5% 11/15/2031 144A | Long | Debt | US | $223K | – | 0.01 |
| CSC HOLDINGS LLC 4.625% 12/01/2030 144A | Long | Debt | US | $210K | – | 0.00 |
| CSC HOLDINGS LLC 5.375% 02/01/2028 144A | Long | Debt | US | $70K | – | 0.00 |
| CSC SERVICEWORKS TERM B 1LN 03/04/2028 (SPIN HOLDCO INC) | Long | Loan | US | $429K | – | 0.01 |
| CSMC 2020-NET 2.2569% 08/15/2037 144A | Long | ABS-mortgage backed security | US | $350K | – | 0.01 |
| CSMC TR 2017-PFHP D TSFR1M+229.7 12/15/2020 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSN ISLANDS XI CORP 6.75% 01/28/2028 144A | Long | Debt | KY | $188K | – | 0.00 |
| CSN RESOURCES SA 5.875% 04/08/2032 144A | Long | Debt | LU | $129K | – | 0.00 |
| CSN RESOURCES SA 8.875% 12/05/2030 144A | Long | Debt | LU | $65K | – | 0.00 |
| CT TRUST 5.125% 02/03/2032 144A | Long | Debt | GT | $265K | – | 0.01 |
| CVR ENERGY INC 5.75% 02/15/2028 144A | Long | Debt | US | $545K | – | 0.01 |
| CVR ENERGY INC 8.5% 01/15/2029 144A | Long | Debt | US | $678K | – | 0.02 |
| CVS HEALTH CORP 3.625% 04/01/2027 | Long | Debt | US | $359K | – | 0.01 |
| CVS HEALTH CORP 3% 08/15/2026 | Long | Debt | US | $119K | – | 0.00 |
| CVS HEALTH CORP 4.78% 03/25/2038 | Long | Debt | US | $2M | – | 0.04 |
| CVS HEALTH CORP 5.125% 02/21/2030 | Long | Debt | US | $4M | – | 0.09 |
| CVS HEALTH CORP 5.25% 01/30/2031 | Long | Debt | US | $324K | – | 0.01 |
| CVS HEALTH CORP 5% 01/30/2029 | Long | Debt | US | $790K | – | 0.02 |
| CYRUSONE DATA CENTERS ISSUER I LLC 4.65% 05/20/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $324K | – | 0.01 |
| DAIMLER TRUCKS RETAIL TRUST 2023-1 6.03% 09/15/2025 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| DANA INC 4.5% 02/15/2032 | Long | Debt | US | $157K | – | 0.00 |
| DANSKE BANK AS (UNGTD) 2.25%/VAR 01/14/2028 REGS (DANSKE BANK A/S) | Long | Debt | DK | $720K | – | 0.02 |
| DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS (DANSKE BANK A/S) | Long | Debt | DK | $612K | – | 0.01 |
| DARLING INGREDIENTS INC 5.25% 04/15/2027 144A | Long | Debt | US | $623K | – | 0.01 |
| DARLING INGREDIENTS INC 6% 06/15/2030 144A | Long | Debt | US | $108K | – | 0.00 |
| DAVITA INC 4.625% 06/01/2030 144A | Long | Debt | US | $287K | – | 0.01 |
| DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.17 |
| DB MASTER FIN LLC 4.352% 05/20/2049 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| DC COML MTG TR 2023-DC D VAR 09/12/2040 144A | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| DCP MIDSTREAM OPER LP 5.125% 05/15/2029 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $649K | – | 0.01 |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A | Long | Debt | US | $900K | – | 0.02 |
| DELL INTL/EMC CORP 6.2% 07/15/2030 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $437K | – | 0.01 |
| DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS | Long | Debt | DE | $744K | – | 0.02 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $4M | – | 0.09 |
| DEUTSCHE BANK AG 6.125%/VAR 12/12/30 RGS | Long | Debt | DE | $1M | – | 0.03 |
| DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026 | Long | Debt | US | $1M | – | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 5.882/VAR 07/08/2031 | Long | Debt | US | $5M | – | 0.11 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029 | Long | Debt | US | $1M | – | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029 | Long | Debt | US | $2M | – | 0.06 |
| DISCOVER BANK 4.682%/VAR 08/09/2028 | Long | Debt | US | $396K | – | 0.01 |
| DISCOVER CARD EXECUTION NT TR 4.31% 03/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $688K | – | 0.02 |
| DISCOVER FINANCIAL SVS 3.95% 11/06/2024 | Long | Debt | US | $4M | – | 0.10 |
| DISCOVER FINANCIAL SVS 4.1% 02/09/2027 | Long | Debt | US | $273K | – | 0.01 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $788K | – | 0.02 |
| DISCOVER FINANCIAL SVS 6.7% 11/29/2032 | Long | Debt | US | $377K | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $623K | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 | Long | Debt | US | $816K | – | 0.02 |
| DISH DBS CORP 5.75% 12/01/2028 144A | Long | Debt | US | $286K | – | 0.01 |
| DISH NETWORK CORP 11.75% 11/15/2027 144A | Long | Debt | US | $893K | – | 0.02 |
| DISH NETWORK CORP CONV 0% 12/15/2025 | Long | Debt | US | $228K | – | 0.01 |
| DISH NETWORK CORP CONV 3.375% 08/15/2026 | Long | Debt | US | $979K | – | 0.02 |
| DLLAA 2023-1A 5.64% 02/22/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $422K | – | 0.01 |
| DLLAA 2023-1A 5.93% 07/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $441K | – | 0.01 |
| DLLAD 2023-1A 4.79% 01/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $691K | – | 0.02 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $528K | – | 0.01 |
| DNB BANK ASA 0.25%/VAR 02/23/2029 REGS | Long | Debt | NO | $266K | – | 0.01 |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A (DB MASTER FIN LLC) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.01 |
| DOMINICAN REPUBLIC 4.5% 01/30/2030 144A | Long | Debt | DO | $1M | – | 0.03 |
| DOMINICAN REPUBLIC 4.875% 09/23/2032 144A | Long | Debt | DO | $477K | – | 0.01 |
| DOMINICAN REPUBLIC 5.875% 01/30/2060 144A | Long | Debt | DO | $126K | – | 0.00 |
| DOMINICAN REPUBLIC 5.95% 01/25/2027 144A | Long | Debt | DO | $3M | – | 0.07 |
| DOMINICAN REPUBLIC 6.5% 02/15/2048 144A | Long | Debt | DO | $142K | – | 0.00 |
| DOMINICAN REPUBLIC 6.85% 01/27/2045 144A | Long | Debt | DO | $133K | – | 0.00 |
| DOMINICAN REPUBLIC 6.875% 01/29/2026 144A | Long | Debt | DO | $299K | – | 0.01 |
| DOMINICAN REPUBLIC 6% 07/19/2028 144A | Long | Debt | DO | $710K | – | 0.02 |
| DOMINICAN REPUBLIC 7.05% 02/03/2031 144A | Long | Debt | DO | $154K | – | 0.00 |
| DOMINICAN REPUBLIC 7.45% 04/30/2044 144A | Long | Debt | DO | $151K | – | 0.00 |
| DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.16 |
| 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 | $2M | – | 0.05 |
| DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A | Long | Debt | KY | $156K | – | 0.00 |
| DP WORLD PLC 5.625% 09/25/2048 144A | Long | Debt | AE | $164K | – | 0.00 |
| DP WORLD SALAAM 6%/VAR PERP REGS | Long | Equity-preferred | KY | $249K | – | 0.01 |
| DPL INC 4.35% 04/15/2029 | Long | Debt | US | $370K | – | 0.01 |
| DRYDEN 20-78A A1R CLO LTD TSFR3M+153 04/17/2037 144A (DRYDEN 78 CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| DRYDEN 76 CLO LTD TSFR3M+141.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| DRYDEN 83 CLO LTD 2024-83A AR TSFR3M+153 04/18/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| DRYDEN 83 CLO LTD TSFR3M+148.161 01/18/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.22 |
| DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| DRYDEN SENIOR LOAN FUND TSFR3M+113 02/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A | Long | ABS-mortgage backed security | US | $522K | – | 0.01 |
| DTP COML MTG TR 2023-STE2 D CSTR 01/15/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| DUKE ENERGY CORP NEW 2.45% 06/01/2030 | Long | Debt | US | $482K | – | 0.01 |
| DUKE ENERGY CORP NEW 3.85% 06/15/2034 | Long | Debt | US | $364K | – | 0.01 |
| DUKE ENERGY CORP NEW 4.5% 08/15/2032 | Long | Debt | US | $3M | – | 0.06 |
| DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A | Long | Debt | US | $231K | – | 0.01 |
| DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A | Long | Debt | US | $755K | – | 0.02 |
| E.ON SE 3.375% 01/15/2031 REGS | Long | Debt | DE | $246K | – | 0.01 |
| EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A (EATON VANCE CLO 2019-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $612K | – | 0.01 |
| 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 | $4M | – | 0.10 |
| EATON VANCE CLO 2019-1 LTD TSFR3M+151 07/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A | Long | Debt | US | $170K | – | 0.00 |
| ECOPETROL SA 4.625% 11/02/2031 | Long | Debt | CO | $130K | – | 0.00 |
| ECOPETROL SA 8.375% 01/19/2036 | Long | Debt | CO | $112K | – | 0.00 |
| ECOPETROL SA 8.875% 01/13/2033 | Long | Debt | CO | $394K | – | 0.01 |
| ECUADOR REPUBLIC OF STEP 07/31/2030 144A | Long | Debt | EC | $278K | – | 0.01 |
| ECUADOR REPUBLIC OF STEP 07/31/2035 144A | Long | Debt | EC | $159K | – | 0.00 |
| EDISON INTERNATIONAL 5.75% 06/15/2027 | Long | Debt | US | $3M | – | 0.07 |
| EG GLOBAL FINANCE PLC 12% 11/30/2028 144A | Long | Debt | GB | $1M | – | 0.03 |
| EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $299K | – | 0.01 |
| EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $148K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $186K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $149K | – | 0.00 |
| EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $230K | – | 0.01 |
| EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A (EGYPT, (ARAB) REPUBLIC OF) | Long | Debt | EG | $159K | – | 0.00 |
| EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A | Long | Debt | LU | $481K | – | 0.01 |
| EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A | Long | Debt | SV | $5K | – | 0.00 |
| EL SALVADOR REPUBLIC OF 6.375% 01/18/2027 144A | Long | Debt | SV | $26K | – | 0.00 |
| EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A | Long | Debt | SV | $95K | – | 0.00 |
| EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A | Long | Debt | SV | $43K | – | 0.00 |
| EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A | Long | Debt | SV | $131K | – | 0.00 |
| ELANCO ANIMAL HEALTH INC VAR 08/28/2028 | Long | Debt | US | $196K | – | 0.00 |
| ELASTIC NV 4.125% 07/15/2029 144A | Long | Debt | NL | $183K | – | 0.00 |
| ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A | Long | Debt | CA | $114K | – | 0.00 |
| ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS | Long | Debt | FR | $458K | – | 0.01 |
| ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS | Long | Debt | FR | $491K | – | 0.01 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| EMBECTA CORP 5% 02/15/2030 144A | Long | Debt | US | $207K | – | 0.00 |
| EMBRAER NETHERLANDS FINANCE BV 5.4% 02/01/2027 | Long | Debt | NL | $74K | – | 0.00 |
| EMBRAER NETHERLANDS FINANCE BV 6.95% 01/17/2028 144A | Long | Debt | NL | $118K | – | 0.00 |
| EMBRAER NETHERLANDS FINANCE BV 7% 07/28/2030 144A | Long | Debt | NL | $202K | – | 0.00 |
| EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A | Long | Debt | US | $545K | – | 0.01 |
| EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A | Long | Debt | AE | $605K | – | 0.01 |
| EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A | Long | Debt | AE | $222K | – | 0.01 |
| EMIRATE OF ABU DHABI 3% 09/15/2051 144A | Long | Debt | AE | $131K | – | 0.00 |
| EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A | Long | Debt | AE | $199K | – | 0.00 |
| EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS (EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS) | Long | Debt | AE | $221K | – | 0.01 |
| EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS (EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS) | Long | Debt | AE | $188K | – | 0.00 |
| EMPRESA NACIONAL DEL PETROLEO 6.15% 05/10/2033 144A | Long | Debt | CL | $50K | – | 0.00 |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A | Long | Debt | US | $1M | – | 0.03 |
| ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS | Long | Debt | DE | $568K | – | 0.01 |
| ENCORE CAP GROUP INC 8.5% 05/15/2030 144A (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $405K | – | 0.01 |
| ENCORE CAP GROUP INC 9.25% 04/01/2029 144A (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $167K | – | 0.00 |
| ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A | Long | Debt | US | $459K | – | 0.01 |
| ENDEAVOUR MINING PLC 5% 10/14/2026 144A | Long | Debt | GB | $203K | – | 0.00 |
| ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS | Long | Debt | IL | $280K | – | 0.01 |
| ENERGEAN PLC 6.5% 04/30/2027 144A | Long | Debt | GB | $457K | – | 0.01 |
| ENERGO-PRO AS 8.5% 02/04/2027 144A | Long | Debt | CZ | $199K | – | 0.00 |
| ENERGY TRANSFER LP 3.75% 05/15/2030 | Long | Debt | US | $440K | – | 0.01 |
| ENERGY TRANSFER LP 4.95% 06/15/2028 | Long | Debt | US | $486K | – | 0.01 |
| ENERGY TRANSFER LP 5.25% 04/15/2029 | Long | Debt | US | $348K | – | 0.01 |
| ENERGY TRANSFER LP 5.4% 10/01/2047 | Long | Debt | US | $919K | – | 0.02 |
| ENERGY TRANSFER LP 5.625% 05/01/2027 144A | Long | Debt | US | $1M | – | 0.03 |
| ENERGY TRANSFER LP 5.75% 02/15/2033 | Long | Debt | US | $4M | – | 0.09 |
| ENERGY TRANSFER LP 5.8% 06/15/2038 | Long | Debt | US | $267K | – | 0.01 |
| ENERGY TRANSFER LP 5% 05/15/2050 | Long | Debt | US | $3M | – | 0.08 |
| ENERGY TRANSFER LP 6.125% 12/15/2045 | Long | Debt | US | $99K | – | 0.00 |
| ENERGY TRANSFER LP 6.25% 04/15/2049 | Long | Debt | US | $240K | – | 0.01 |
| ENERGY TRANSFER LP 6.55% 12/01/2033 | Long | Debt | US | $5M | – | 0.12 |
| ENERGY TRANSFER LP 6% 06/15/2048 | Long | Debt | US | $1M | – | 0.03 |
| ENERGY TRANSFER LP 7.375% 02/01/2031 144A | Long | Debt | US | $192K | – | 0.00 |
| ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP (ENERGY TRANSFER LP) | Long | Equity-preferred | US | $1M | – | 0.03 |
| ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A | Long | Debt | ES | $360K | – | 0.01 |
| ENGIE SA 3.875% 03/06/2036 REGS | Long | Debt | FR | $323K | – | 0.01 |
| ENGIE SA 4.25% 09/06/2034 REGS | Long | Debt | FR | $443K | – | 0.01 |
| ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A | Long | Debt | US | $454K | – | 0.01 |
| ENLINK MIDSTRM PRTNRS LP 5.05% 04/01/2045 | Long | Debt | US | $118K | – | 0.00 |
| ENLINK MIDSTRM PRTNRS LP 5.45% 06/01/2047 | Long | Debt | US | $265K | – | 0.01 |
| ENLINK MIDSTRM PRTNRS LP 5.6% 04/01/2044 | Long | Debt | US | $448K | – | 0.01 |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A | Long | Debt | VG | $233K | – | 0.01 |
| ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A | Long | Debt | KY | $264K | – | 0.01 |
| ENTEGRIS INC 3.625% 05/01/2029 144A | Long | Debt | US | $889K | – | 0.02 |
| ENTEGRIS INC 4.375% 04/15/2028 144A | Long | Debt | US | $51K | – | 0.00 |
| ENTERGY CORP NEW 2.8% 06/15/2030 | Long | Debt | US | $503K | – | 0.01 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| EQM MIDSTREAM PARTNERS LP 4.75% 01/15/2031 144A | Long | Debt | US | $64K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 5.5% 07/15/2028 | Long | Debt | US | $446K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 6.5% 07/15/2048 | Long | Debt | US | $275K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A | Long | Debt | US | $363K | – | 0.01 |
| ERO COPPER CORP 6.5% 02/15/2030 144A | Long | Debt | CA | $645K | – | 0.01 |
| ESAB CORP 6.25% 04/15/2029 144A | Long | Debt | US | $416K | – | 0.01 |
| ESDEC SOLAR TERM B 1LN 08/27/2028 (ESDEC SOLAR GROUP BV) | Long | Loan | NL | $236K | – | 0.01 |
| ESKOM HLDGS LTD 6.35% 08/10/2028 144A | Long | Debt | ZA | $230K | – | 0.01 |
| ESKOM HLDGS LTD 7.125% 02/11/2025 144A | Long | Debt | ZA | $294K | – | 0.01 |
| ESKOM HLDGS LTD 8.45% 08/10/2028 144A | Long | Debt | ZA | $95K | – | 0.00 |
| ESSEX PORTFOLIO LP 5.5% 04/01/2034 | Long | Debt | US | $6M | – | 0.13 |
| EUROPEAN INVESTMENT BANK 3% 11/15/2028 REGS | Long | Debt | LU | $1M | – | 0.03 |
| EXELON CORP 3.35% 03/15/2032 | Long | Debt | US | $340K | – | 0.01 |
| EXELON CORP 4.05% 04/15/2030 | Long | Debt | US | $7M | – | 0.17 |
| EXELON CORP 4.1% 03/15/2052 | Long | Debt | US | $221K | – | 0.01 |
| EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $622K | – | 0.01 |
| EXTRA SPACE STORAGE LP 5.4% 02/01/2034 | Long | Debt | US | $253K | – | 0.01 |
| EXXON MOBIL CORP 3.482% 03/19/2030 | Long | Debt | US | $3M | – | 0.07 |
| FANNIE MAE 2.5% 02/25/2052 | Long | ABS-collateralized bond/debt obligation | US | $659K | – | 0.02 |
| FANNIE MAE 2010-95 ZC 5% 09/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.00 |
| FANNIE MAE 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| FANNIE MAE 4.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $470K | – | 0.01 |
| FANNIEMAE 20YR 3.5% 05/01/2036#BM3697 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIEMAE 20YR 3.5% 12/01/2036#BM3680 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $19K | – | 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 | $11.51 | – | 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 | $39K | – | 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 | $87K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051 | Long | ABS-collateralized bond/debt obligation | US | $206K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $171K | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 11/15/2031 | Long | ABS-collateralized bond/debt obligation | US | $152K | – | 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 | $96K | – | 0.00 |
| FEDERAL HOME LN MTG MLT 3857 ZP 5% 05/15/2041 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $319K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 04/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $120K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $794K | – | 0.02 |
| 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 | $454K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.25% 04/25/2037 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $465K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $417K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $801K | – | 0.02 |
| 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 | $483K | – | 0.01 |
| 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 | $266K | – | 0.01 |
| 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 | $223K | – | 0.01 |
| 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 | $105K | – | 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 | $223K | – | 0.01 |
| 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 | $173K | – | 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 | $97K | – | 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 | $386K | – | 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 | $119K | – | 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 | $91K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $480K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $471K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 04/25/2045 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $494K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 08/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.10 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.01 |
| 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 | $546K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $481K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2020-5058 BE 3% 11/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $372K | – | 0.01 |
| 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 | $153K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $264K | – | 0.01 |
| 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 | $13.63 | – | 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 | $125K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2041 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $516K | – | 0.01 |
| 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 | $115K | – | 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 | $88K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 11/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| 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 | $196K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3.84 | – | 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 | $23K | – | 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 | $292K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $547K | – | 0.01 |
| 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 | $36K | – | 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 | $1K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.0% 04/15/2041 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $252K | – | 0.01 |
| 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 | $596K | – | 0.01 |
| 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 | $447K | – | 0.01 |
| 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 | $121K | – | 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 | $784K | – | 0.02 |
| 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 | $140K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5210 TA 3.5% 11/25/2046 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $219.13 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 03/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $335K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 06/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $905K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 07/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 10/25/2051 | Long | ABS-collateralized bond/debt obligation | US | $163K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 11/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $694K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052 | Long | ABS-collateralized bond/debt obligation | US | $139K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $246K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $769K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $513K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $763K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $305K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 01/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $569K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $758K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $645K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 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 | $832.46 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2020-49 LA 2% 03/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $166K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $121K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-69 AB 4.5% 01/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $629K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $237K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $171K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $105K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 22-15 GC 3% 01/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 22-17 BH 3% 05/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 22-25 AB 4% 09/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $370K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $372K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051 | Long | ABS-collateralized bond/debt obligation | US | $330K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $661.05 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $13.85 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.5% 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/2034 | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $185.88 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $334.51 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $664.43 | – | 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 | $5.75 | – | 0.00 |
| FEL Energy VI Sarl 5.75% 12/01/2040 144A | Long | Debt | LU | $104K | – | 0.00 |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A | Long | Debt | US | $530K | – | 0.01 |
| FGLMC 30YR 3.5% 09/46#Q43176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| FHLG 15YR 1.5% 02/01/2036#RC1756 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLG 15YR 1.5% 05/01/2036#QN6387 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| FHLG 15YR 1.5% 10/01/2035#SB8068 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FHLG 15YR 2.5% 01/01/2030#SB0800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FHLG 15YR 2.5% 01/01/2031#ZS8593 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2035#QN1578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2032#SB0878 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLG 15YR 2.5% 03/01/2033#G18680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2033#G18683 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2037#RC2527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| FHLG 15YR 2.5% 04/01/2033#ZS8087 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2033#G18687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2031#G18604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2031#J34501 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#V61246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2032#G18651 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $487K | – | 0.01 |
| FHLG 15YR 2.5% 07/01/2033#G16661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2033#ZS8703 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2031#V61273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2032#G18654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLG 15YR 2.5% 10/01/2031#G15963 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2031#ZS8629 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2032#G18665 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2032#ZS8675 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2032#G18669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLG 15YR 2% 01/01/2037#SB8137 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#BR1356 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#QN5328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#SB8510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 15YR 2% 03/01/2036#QN5653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FHLG 15YR 2% 03/01/2036#QN5744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 15YR 2% 03/01/2036#SB0802 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 15YR 2% 04/01/2036#RC1932 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 15YR 2% 05/01/2036#QN6400 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| FHLG 15YR 2% 05/01/2036#SB8512 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 15YR 2% 06/01/2036#SB8107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLG 15YR 2% 07/01/2038#SB1047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FHLG 15YR 2% 08/01/2036#RC2195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 15YR 2% 11/01/2036#SB8128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 15YR 2% 12/01/2035#BQ9287 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 15YR 2% 12/01/2036#SB8132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $761K | – | 0.02 |
| FHLG 15YR 3.5% 04/01/2033#ZT1970 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLG 15YR 3.5% 11/01/2033#ZT1410 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLG 15YR 3% 01/01/2033#ZS8682 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#SB0621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#ZS8686 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 15YR 3% 03/01/2033#ZS8690 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLG 15YR 3% 05/01/2035#SB0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| FHLG 15YR 3% 06/01/2031#J34571 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 15YR 3% 12/01/2030#ZS8591 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#J38057 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#SB0030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 15YR 4.50% 7/25 #G13844 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 20YR 1.5% 04/01/2041#QK0705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $737K | – | 0.02 |
| FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 20YR 2.5% 01/01/2041#SC0119 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| FHLG 20YR 2.5% 02/01/2042#SC0248 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| FHLG 20YR 2.5% 04/01/2041#SC0158 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $908K | – | 0.02 |
| FHLG 20YR 2.5% 04/01/2042#RB5154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FHLG 20YR 2.5% 04/01/2042#SC0270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 20YR 2.5% 05/01/2041#SC0237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $571K | – | 0.01 |
| FHLG 20YR 2.5% 06/01/2040#QK0306 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 20YR 2.5% 06/01/2041#BR1090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 20YR 2.5% 07/01/2041#SC0157 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $717K | – | 0.02 |
| FHLG 20YR 2.5% 08/01/2041#QK0985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLG 20YR 2.5% 09/01/2041#SC0185 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#QK1167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#QK1203 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#SC0210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 20YR 2% 02/01/2041#QK0646 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 20YR 2% 02/01/2041#RB5100 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLG 20YR 2% 03/01/2041#SC0136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| FHLG 20YR 2% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| FHLG 20YR 2% 05/01/2041#RB5111 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FHLG 20YR 2% 06/01/2041#RB5114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| FHLG 20YR 2% 07/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 20YR 2% 07/01/2041#SC0162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLG 20YR 2% 10/01/2041#RB5131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 20YR 2% 11/01/2041#QK1180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| FHLG 20YR 2% 11/01/2041#RB5135 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FHLG 20YR 3.5% 02/34#G30703 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| FHLG 20YR 3.5% 05/01/2034#C91764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 20YR 3.5% 06/01/2032#C91456 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FHLG 20YR 3.5% 07/01/2032#G31067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FHLG 20YR 3.5% 08/01/2034#C91782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 20YR 3.5% 12/01/2033#C91737 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 20YR 3% 02/01/2037#C91917 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 20YR 4.5% 10/01/2042#RB5189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLG 20YR 4.5% 12/01/2042#RB5198 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 20YR 4% 01/01/2036#G30933 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLG 20YR 4% 01/01/2039#K94441 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 20YR 4% 05/01/2038#C91994 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLG 20YR 4% 06/01/2038#K94286 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 20YR 4% 06/01/2038#K94293 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 4% 08/01/2038#K94337 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 20YR 4% 08/01/2038#K94341 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 20YR 7.00% 8/26 #C90997 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $328.54 | – | 0.00 |
| FHLG 20YR 7.00% 9/26 #G30299 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $417.89 | – | 0.00 |
| FHLG 3.5% 02/43 #Q15869 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 3.5% 02/43 #Q15871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 3.50% 4/42 #C03811 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2051#SD8120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 30YR 1.5% 03/01/2051#SD8133 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $869K | – | 0.02 |
| FHLG 30YR 1.5% 04/01/2051#QC0798 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FHLG 30YR 2.5% 01/01/2052#RA6620 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $654K | – | 0.02 |
| FHLG 30YR 2.5% 02/01/2051#RA4527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2051#RA4575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| FHLG 30YR 2.5% 03/01/2051#RA4749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLG 30YR 2.5% 04/01/2047#SD0978 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| FHLG 30YR 2.5% 05/01/2051#SD7540 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| FHLG 30YR 2.5% 07/01/2050#RA2976 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $668K | – | 0.02 |
| FHLG 30YR 2.5% 07/01/2050#SD7521 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 30YR 2.5% 07/01/2051#RA5574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| FHLG 30YR 2.5% 09/01/2051#QC7086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $648K | – | 0.01 |
| FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $647K | – | 0.01 |
| FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FHLG 30YR 2.5% 12/01/2051#RA6434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $505K | – | 0.01 |
| FHLG 30YR 2.5% 12/01/2051#SD8183 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FHLG 30YR 2% 01/01/2051#RA4352 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| FHLG 30YR 2% 02/01/2052#RA6823 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $540K | – | 0.01 |
| FHLG 30YR 2% 02/52#RA6820 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 30YR 2% 03/01/2051#SD4957 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.21 |
| FHLG 30YR 2% 03/01/2052#SD8199 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| FHLG 30YR 2% 05/01/2051#RA5287 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 30YR 2% 05/01/2051#RA5288 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 30YR 2% 05/51#QC1514 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 2% 05/51#SD7541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLG 30YR 2% 06/01/2050#RA2677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| FHLG 30YR 2% 07/51#QC4163 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 2% 09/01/2051#QC7439 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#QC9114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#QD0109 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#RA6076 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $757K | – | 0.02 |
| FHLG 30YR 2% 11/01/2050#SD7527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FHLG 30YR 2% 11/01/2051#QD0399 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6239 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6241 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 30YR 2% 11/01/2051#RA6302 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $565K | – | 0.01 |
| FHLG 30YR 2% 11/01/2051#RA6308 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| FHLG 30YR 2% 12/01/2051#QD3168 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FHLG 30YR 3.0% 01/01/2043#Q15247 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2045#Q33468 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2045#Q34759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.0% 12/01/2042#Q15249 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2046#G08687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2046#G60393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2048#G61896 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2048#Q54334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2052#RA6700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2052#RA6799 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2032#C91403 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#Q31974 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#Q32008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#Q32328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2046#G60440 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54900 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2052#RA6986 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2052#RA6987 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| FHLG 30YR 3.5% 04/01/2043#Q17578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q17646 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2046#Q40046 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2046#Q40085 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#SD0927 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| FHLG 30YR 3.5% 04/40#V81744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2040#V81750 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2040#V81771 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#Q33547 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#G60553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| FHLG 30YR 3.5% 06/01/2040#V81792 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q33724 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q33791 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q34164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q34311 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2042#ZA1228 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $538K | – | 0.01 |
| FHLG 30YR 3.5% 07/01/2042#ZA1231 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| FHLG 30YR 3.5% 08/01/2040#V81886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2051#RA5746 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| FHLG 30YR 3.5% 09/01/2042#ZL3774 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $700K | – | 0.02 |
| FHLG 30YR 3.5% 09/01/2046#G61420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| FHLG 30YR 3.5% 10/01/2040#V81966 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2051#RA6010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| FHLG 30YR 3.5% 11/01/2040#V82091 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2042#ZL4397 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2047#Q52086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 3.5% 11/47#V84700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#Q45023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#Q53034 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 3.5% 12/40#V82128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3.5% 7/40#V81831 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 9/40#V81958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3% 01/01/2052#SD8190 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 3% 02/01/2050#SD0265 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $458K | – | 0.01 |
| FHLG 30YR 3% 03/01/2052#RA6988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $767K | – | 0.02 |
| FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| FHLG 30YR 3% 04/01/2046#Q39717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3% 04/01/2046#Q40165 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3% 04/01/2050#RA2457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FHLG 30YR 3% 05/01/2046#V82275 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLG 30YR 3% 05/01/2051#RA5267 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| FHLG 30YR 3% 05/01/2052#RA7375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FHLG 30YR 3% 06/01/2050#SD7518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLG 30YR 3% 09/01/2051#QC7496 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 30YR 3% 09/01/2051#RA5901 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 30YR 3% 11/01/2051#QD1240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FHLG 30YR 3% 11/01/2051#RA6347 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| FHLG 30YR 3% 12/01/2042#C04320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLG 30YR 3% 12/01/2046#G60989 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| FHLG 30YR 3% 12/01/2051#SD8184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FHLG 30YR 3% 12/01/42#G07240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3% 5/46#Q40310 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3% 6/46#V82414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#V80950 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2042#Q06232 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15400 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#G07345 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#Q17518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2045#Q32823 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2045#Q33138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2045#Q34467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19597 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19690 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2045#Q34458 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#Q20707 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2042#Q11138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21255 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21258 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21835 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21845 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/44#Q28370 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/44#Q28495 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2041#G06800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2042#Q12164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/44#Q28991 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13425 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2042#Q13899 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2040#A90709 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2047#Q45635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2054#SD4557 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLG 30YR 4.5% 01/42#G60517 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2047#Q46222 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2041#A97673 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.5% 03/41#A97555 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2053#RA8714 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| FHLG 30YR 4.5% 04/01/2053#SD8314 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2035#A38837 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2045#Q33769 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2047#Q47935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2047#Q48095 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLG 30YR 4.5% 05/47#Q47942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2047#Q48759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLG 30YR 4.5% 06/47#Q48876 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2040#C03486 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#G61047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2053#SD8340 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2052#QE9066 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2040#G06016 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2041#G60405 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2039#A89270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2039#G05645 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2040#A94586 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#G67716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#Q58998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2040#A94862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2040#A95413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2044#Q30263 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2045#G61796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2046#Q45028 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#A96413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 01/01/2046#Q38296 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4% 01/01/2048#V83906 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 4% 01/45#Q31029 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 4% 02/01/2045#G07949 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#G60824 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#V83994 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4% 02/48#G61343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 30YR 4% 02/50#RA2141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#Q39975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#V82292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55504 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55720 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55725 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4% 04/46#G60551 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 30YR 4% 05/01/2045#G61807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 4% 05/01/2048#Q55992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FHLG 30YR 4% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4% 06/01/2047#Q48754 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| FHLG 30YR 4% 06/01/2048#G67713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 06/45#G60179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 4% 06/47#Q48877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4% 07/01/2042#Q09230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FHLG 30YR 4% 09/42#G07184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 4% 1/45#Q30720 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 10/01/2045#Q37045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 10/01/2052#SD1772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $670K | – | 0.02 |
| FHLG 30YR 4% 11/01/2042#G07368 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 4% 11/01/2045#Q38812 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 11/42#G60488 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLG 30YR 4% 11/45#Q38550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4% 11/47#Q52377 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 4% 12/01/2047#G61305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02130 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5.5% 02/01/2054#RJ0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 30YR 5.5% 04/01/2053#SD7562 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| FHLG 30YR 5.5% 05/01/2053#SD2891 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $646K | – | 0.01 |
| FHLG 30YR 5.5% 10/01/2052#RA7615 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FHLG 30YR 5.5% 11/01/2052#SD3410 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $998K | – | 0.02 |
| FHLG 30YR 5% 01/01/2053#SD2186 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| FHLG 30YR 5% 04/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $909.96 | – | 0.00 |
| FHLG 30YR 5% 05/01/2034# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $363.05 | – | 0.00 |
| FHLG 30YR 5% 06/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $291.26 | – | 0.00 |
| FHLG 30YR 5% 06/01/2052#RA7575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLG 30YR 5% 06/01/2053#SD3196 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5% 08/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $430.42 | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#SD1572 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FHLG 30YR 5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| FHLG 30YR 5% 11/01/2052#SD1863 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $792K | – | 0.02 |
| FHLG 30YR 5% 12/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $629.66 | – | 0.00 |
| FHLG 30YR 5% 12/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#RA8291 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| FHLG 30YR 5% 12/01/2052#RA8292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $613K | – | 0.01 |
| FHLG 30YR 5% 12/01/2052#SD2175 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLG 30YR 6.5% 08/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $518.83 | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| FHLG 30YR 6.5% 10/01/2053#RJ0111 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 30YR 6% 01/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $308.71 | – | 0.00 |
| FHLG 30YR 6% 01/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $205.85 | – | 0.00 |
| FHLG 30YR 6% 03/01/2053#SD2518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 30YR 6% 04/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $169.35 | – | 0.00 |
| FHLG 30YR 6% 04/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $620.92 | – | 0.00 |
| FHLG 30YR 6% 04/01/2054#SD7569 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20M | – | 0.46 |
| FHLG 30YR 6% 05/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42.11 | – | 0.00 |
| FHLG 30YR 6% 06/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59.84 | – | 0.00 |
| FHLG 30YR 6% 07/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $415.84 | – | 0.00 |
| FHLG 30YR 6% 07/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $628 | – | 0.00 |
| FHLG 30YR 6% 09/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 6% 10/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $181.26 | – | 0.00 |
| FHLG 30YR 6% 11/01/2032#C73584 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 6% 11/01/2053#RJ0189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| FHLG 30YR 6% 12/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $98.46 | – | 0.00 |
| FHLG 30YR 7.5% 01/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10.68 | – | 0.00 |
| FHLG 30YR 7% 04/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $464.52 | – | 0.00 |
| FHLG 30YR 7% 04/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174.66 | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76.67 | – | 0.00 |
| FHLG 30YR 8% 07/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44.52 | – | 0.00 |
| FHLG 30YR 8% 08/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107.26 | – | 0.00 |
| FHLG 4.00% 10/41 #Q04092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLG 4.00% 10/41 #Q04113 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 4.00% 11/41 #Q04295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 4.00% 2/41 #A96807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 4.00% 3/42 #Q06886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 4.00% 3/42 #Q07242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.00% 4/42 #C03856 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 4.00% 4/42 #G06973 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 4.00% 5/42 #Q08167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 4.50% 10/39 #G08368 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 4.50% 10/40 #A94662 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.50% 10/41 #Q03643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 4.50% 2/41 #A96695 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.50% 2/41 #A96731 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 4.50% 2/41 #A96766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 4.50% 2/41 #A97151 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 4.50% 2/41 #A97152 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.50% 3/41 #A97661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 4.50% 4/41 #A97942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 4.50% 4/41 #Q00114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.50% 5/39 #G05457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00753 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.50% 6/38 #G05299 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01208 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.50% 7/40 #A93142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.50% 8/33 #C01614 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $597.83 | – | 0.00 |
| FHLG 4.50% 8/40 #A93505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02511 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02592 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02763 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.50% 9/39 #A88585 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 4.50% 9/41 #G06719 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 4.50% 9/41 #Q03090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 5.00% 1/35 #G06928 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 5.00% 1/37 #G02667 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $615.38 | – | 0.00 |
| FHLG 5.00% 1/40 #A90893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 5.00% 11/35 #A47571 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $842.89 | – | 0.00 |
| FHLG 5.00% 4/34 #A19922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $570.16 | – | 0.00 |
| FHLG 5.00% 4/35 #A32122 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 5.00% 4/35 #A54855 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 4/36 #A79236 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 5.00% 4/40 #A91937 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 5.00% 5/34 #A21977 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $666.48 | – | 0.00 |
| FHLG 5.00% 5/35 #G01818 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.00% 6/35 #G01839 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $647.08 | – | 0.00 |
| FHLG 5.00% 6/40 #A92350 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 6/40 #G05898 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 5.00% 6/41 #G06596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FHLG 5.00% 7/35 #G01838 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 5.00% 8/33 #A12833 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $388.68 | – | 0.00 |
| FHLG 5.00% 8/34 #G02758 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 5.00% 8/40 #G05969 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 9/33 #C01622 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 5.00% 9/35 #A37119 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 6.00% 11/31 #C01258 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $242.01 | – | 0.00 |
| FHLG 6.00% 12/37 #A69706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 6.00% 12/37 #A69815 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.00% 5/33 #G01785 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 6.00% 8/37 #G06089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 6.50% 1/32 #C62372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 6.50% 1/36 #G03506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 6.50% 10/32 #G01766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.50% 4/32 #C01343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $137.92 | – | 0.00 |
| FHLG 6.50% 7/32 #G01433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33.38 | – | 0.00 |
| FHLG 6.50% 8/32 #C01385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $334.26 | – | 0.00 |
| FHLG 6.50% 8/32 #C70220 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $308.21 | – | 0.00 |
| FHLG 6.50% 9/39 #G06670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 7.00% 1/36 #A54473 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $706.06 | – | 0.00 |
| FHLG 7.00% 11/34 #A45143 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 7.00% 12/33 #G03583 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 7.00% 7/29 #C47273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 7.00% 9/35 #A47784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 7.00% 9/36 #C02621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105.87 | – | 0.00 |
| FHLM 30YR 5.5% 02/01/2054#RJ0928 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLM 30YR 5.5% 03/01/2054#RJ1003 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FHLM 30YR 5.5% 03/01/2054#RJ1067 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FHLM 30YR 5.5% 08/01/2053#RA9619 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLM 30YR 5.5% 8/53 #RA9560 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| FHLM 30YR 5.5% 8/53 #RA9561 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| FHLM 30YR 5% 08/01/2053#RA9615 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $560K | – | 0.01 |
| FHLM 30YR 6% 04/01/2054#RJ1229 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLM 30YR 6% 06/01/2053#RA9276 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $403K | – | 0.01 |
| FHLM 30YR 6% 06/01/2053#RA9277 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| FHLM 30YR 6% 06/01/2053#RA9278 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FHLM 30YR 6% 07/01/2053#RA9382 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| FHLM 30YR 6% 07/01/2053#RA9383 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $684K | – | 0.02 |
| FHLM ARM 0.0% 05/01/2041#1B8124 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLM ARM 0.0% 07/01/2041#1B8505 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLM ARM 12M+1.75 9/1/41 #1B8787 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLM ARM 2.986% 10/01/2041#1B8864 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLM ARM 3.224% 4/41#1B8179 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $905.73 | – | 0.00 |
| FHLM ARM 3.242% 9/1/41#1B8659 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLM ARM 3.283 6/1/41 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLM ARM 3.417% 12/01/2040#848392 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLM ARM 3.464% 5/1/41#1B8304 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLM ARM 3.627% 6/1/41#1B8372 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLM ARM 4.00% 4/34 #781481 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLM ARM 4.24% 6/33 #847147 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLM ARM 4.56% 6/33 #780605 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLM ARM 4.87% 10/35 #1M1052 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLM ARM 4.889% 3/33 #847126 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $34.31 | – | 0.00 |
| FHLM ARM 5.01% 7/35 #1M1050 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 5.11% 4/38 #1B3803 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $863.79 | – | 0.00 |
| FHLM ARM 5.12% 10/36 #1A1201 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLM ARM 5.12% 7/35 #1L0109 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLM ARM 5.21% 3/36 #1G1851 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 5.61% 3/35 #1L0297 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLM ARM 5.64% 4/36 #1J0058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLM ARM 5.78% 10/35 #1N0063 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLM ARM 5.80% 5/37 #1N1474 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 5.81% 1/36 #1J1262 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLM ARM 5.87% 7/36 #1B7380 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLM ARM 6.03% 1/37 #1A1202 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 6.182% 6/37 #848188 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLM ARM 6.29% 3/36 #1G1852 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 6.36% 7/36 #1B7105 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLM ARM 6.39% 12/36 #1J1448 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLM ARM RFT1Y+190 9 10/42#849255 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHR 1929 EZ 7.5 2/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $934.24 | – | 0.00 |
| FHR 2043 ZH 6% 4/28 (FHLMC MFD HSG COP GTD (FREDMAC) | Long | ABS-collateralized bond/debt obligation | US | $822.53 | – | 0.00 |
| FHR 2056 Z 6% 5/28 (FHLMC MFD HSG COP GTD (FREDMAC) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2095 PE 6% 11/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2101 PD 6% 11/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHR 2121 MG 6% 2/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHR 2131 BG 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FHR 2135 JE 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $405.81 | – | 0.00 |
| FHR 2137 PG 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHR 2145 MZ 6.5% 4/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FHR 2154 PT 6% 5/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2156 TC 6.25% 5/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $465.73 | – | 0.00 |
| FHR 2162 PH 6 6/29 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $369.82 | – | 0.00 |
| FHR 2218 ZB 6% 3/30 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHR 2274 ZM 6.5% 1/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $719.54 | – | 0.00 |
| FHR 2303 ZV 6% 4/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 2357 ZB 6.5% 9/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FHR 2412 FK SOFR30A+91.448 1/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $161.4 | – | 0.00 |
| FHR 2423 FA SOFR30A+101.448 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $238.72 | – | 0.00 |
| FHR 2424 FM SOFR30A+111.448 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $224.6 | – | 0.00 |
| FHR 2432 FE SOFR30A+101.448 6/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $383.92 | – | 0.00 |
| FHR 2432 FG SOFR30A+101.448 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $137.4 | – | 0.00 |
| FHR 2502 ZC 6 9/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2519 ZD 5.50% 11/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2520 BE 6% 11/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 2526 FC SOFR30A+51.448 11/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FHR 2711 FC SOFR30A+101.448 2/33 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| FHR 2770 FH SOFR30A+51.448 3/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.00 |
| FHR 2802 OB 6% 5/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FHR 2877 ZD 5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $176K | – | 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 | $44K | – | 0.00 |
| FHR 2947 XZ 6% 3/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FHR 2996 MK 5.5% 6/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 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 | $29K | – | 0.00 |
| FHR 2998 LY 5.5 7/25 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $543.9 | – | 0.00 |
| FHR 3002 NE 5% 7/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FHR 3007 EW 5.5 7/25 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 3110 OP PO 0% 9/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHR 3119 PO 0 2/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FHR 3123 LO 0% 3/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 3189 PD 6% 7/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FHR 3244 SG SOFR30A+654.552 11/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $984.89 | – | 0.00 |
| FHR 3258 PM 5.5 12/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FHR 3336 LI SOFR30A+646.552 6/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $777.34 | – | 0.00 |
| FHR 3366 FD SOFR30A+36.448 5/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FHR 3415 PC 5% 12/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| FHR 3832 PE 5% 3/41 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.00 |
| FHR 3949 MK 4.5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 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 | $75K | – | 0.00 |
| FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS (CIA DE SEGUROS FIDELIDADE SA) | Long | Debt | PT | $314K | – | 0.01 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $131M | 130M | 3.00 |
| Fidelity Floating Rate Central Fund (Fidelity Central Investment Portfolios LLC) | Long | Equity-common | US | $240M | 2M | 5.50 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $18M | 18M | 0.42 |
| FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028 (FIRST CITIZENS BANK and TRUST COMPANY) | Long | Debt | US | $215K | – | 0.00 |
| FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A | Long | Debt | CA | $470K | – | 0.01 |
| FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A | Long | Debt | CA | $234K | – | 0.01 |
| FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A | Long | Debt | CA | $449K | – | 0.01 |
| FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | Long | Debt | US | $5M | – | 0.13 |
| 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 | $5M | – | 0.11 |
| FLATIRON CLO LT TSFR3M+137.161 07/19/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $905K | – | 0.02 |
| FLATIRON CLO LTD TSFR3M+134.161 11/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A (FMG RESOURCES AUG'06 PTY LTD) | Long | Debt | AU | $902K | – | 0.02 |
| FNCL 2011-39 ZA 6% 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FNMA 15YR 1.5% 01/01/2036#MA4228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $588K | – | 0.01 |
| FNMA 15YR 1.5% 01/01/2037#FS2747 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| FNMA 15YR 1.5% 01/37#MA4515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $374K | – | 0.01 |
| FNMA 15YR 1.5% 02/01/2036#FM6507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 15YR 1.5% 04/36#MA4302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| FNMA 15YR 1.5% 09/01/2035#MA4122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| FNMA 15YR 1.5% 09/01/2036#CB1715 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 15YR 1.5% 11/01/2035#BQ5806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#CA7953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2030#FS3868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2033#MA3246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2037#FS1654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $595K | – | 0.01 |
| FNMA 15YR 2.5% 02/01/2035#FM2502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2035#FM2518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2035#FM6733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 15YR 2.5% 02/35#BO9279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2035#CA5427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $714K | – | 0.02 |
| FNMA 15YR 2.5% 03/01/2035#CA5428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $656K | – | 0.02 |
| FNMA 15YR 2.5% 04/01/2036#FM9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2031#BC0919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 07/36#MA4384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#BC2778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2033#CA2266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#BD6126 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#MA2775 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2029#AS7270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#AS8387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BH5773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#MA3187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2036#CB2246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 15YR 2.5% 12/01/2031#AS8511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| FNMA 15YR 2.5% 12/01/2032#BJ3746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#MA3217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2033#FM4036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 15YR 2.5% 12/01/2036#MA4498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $921K | – | 0.02 |
| FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FNMA 15YR 2% 02/01/2036#BR3300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#FM6342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#MA4261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 15YR 2% 02/01/2037#MA4536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 15YR 2% 02/01/2038#FS6622 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| FNMA 15YR 2% 03/01/2036#CA9437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 15YR 2% 03/01/2036#CA9438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 15YR 2% 04/01/2036#FM6957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| FNMA 15YR 2% 05/01/2036#BT0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA 15YR 2% 05/01/2036#FM6899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 2% 06/01/2035#BP5615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA 15YR 2% 06/01/2036#BP3507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA 15YR 2% 06/01/2036#BT0154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 15YR 2% 06/01/2036#MA4360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 15YR 2% 08/01/2037#FS4794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $534K | – | 0.01 |
| FNMA 15YR 2% 10/01/2035#BK5705 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $417K | – | 0.01 |
| FNMA 15YR 2% 12/01/2035#FM5278 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| FNMA 15YR 2% 12/01/2036#BU1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2035#CA5291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2034#CA4090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| FNMA 15YR 3.5% 09/01/2033#MA3462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 15YR 3.5% 10/01/2034#FM1579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2034#FM7876 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 15YR 3% 01/01/2035#CA5039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 3% 01/01/2035#FM2286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| FNMA 15YR 3% 01/01/2035#FM2349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $607K | – | 0.01 |
| FNMA 15YR 3% 02/01/2031#FS1234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA 15YR 3% 02/01/2034#FS4276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 15YR 3% 02/01/2035# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 15YR 3% 03/01/2033#BK4845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3% 07/01/2033# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 15YR 3% 07/01/2034#FM8940 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| FNMA 15YR 3% 08/01/2032#MA3090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BM1884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3% 09/01/2035#FS0112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| FNMA 15YR 3% 09/32#MA3125 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3% 11/01/2034#FS1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 15YR 3% 11/32#BJ6650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BM5109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| FNMA 15YR 3% 12/01/2032#BM5345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#CA4890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#FM0046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 15YR 3% 12/34#FM0045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 4.5% 11/01/2025#AL8242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.50% 6/25 #MA0442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172.97 | – | 0.00 |
| FNMA 15YR 5.5% 08/01/2025#AL0517 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51.03 | – | 0.00 |
| FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 20YR 2.5% 02/01/2041#MA4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 20YR 2.5% 03/01/2040#FM2646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 20YR 2.5% 03/01/2041#CA9362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 20YR 2.5% 04/01/2037#BM1257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $347K | – | 0.01 |
| FNMA 20YR 2.5% 04/01/2041#MA4312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA 20YR 2.5% 04/01/2042#MA4587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 20YR 2.5% 05/01/2040#MA4016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#CB0469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#CB0471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#FM7587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2042#RB0710 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2042#RB0806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2040#CA6462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| FNMA 20YR 2.5% 07/01/2041#CB1074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2041#CB1076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| FNMA 20YR 2.5% 07/01/2041#CB2014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 20YR 2.5% 08/01/2041#CB1342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $505K | – | 0.01 |
| FNMA 20YR 2.5% 08/01/2041#CB1343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA 20YR 2.5% 09/01/2042#FS6944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.19 |
| FNMA 20YR 2.5% 10/01/2041#CB1842 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| FNMA 20YR 2.5% 11/01/2040#FM9485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| FNMA 20YR 2.5% 11/01/2041#BT9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA 20YR 2% 02/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 2% 03/01/2041#MA4287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA 20YR 2% 04/01/2041#CB0113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| FNMA 20YR 2% 04/01/2041#CB0116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FNMA 20YR 2% 05/01/2041#RB0546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR 2% 05/01/2042#FS4603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 20YR 2% 06/01/2041#FM7891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 20YR 2% 06/01/2041#MA4364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| FNMA 20YR 2% 07/01/2041#FM8066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#FM8334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $465K | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#FM8393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $574K | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#FM8410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 20YR 2% 09/01/2041#FM8862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| FNMA 20YR 2% 10/01/2040#FM4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| FNMA 20YR 2% 10/01/2041#BQ6615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#FM9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $973K | – | 0.02 |
| FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR 2% 11/01/2041#BQ6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $924K | – | 0.02 |
| FNMA 20YR 2% 11/01/2041#BU6530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| FNMA 20YR 2% 12/01/2040#CA8323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 20YR 2% 12/01/2040#MA4204 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| FNMA 20YR 2% 12/01/2041#BU7091 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 20YR 3.5% 05/38#MA3360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 20YR 3% 01/01/2037#MA2866 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 20YR 3% 02/01/2037#AS8773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 20YR 3% 02/01/2037#MA2897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 20YR 3% 03/01/2037#AS9292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 20YR 3% 03/01/2037#MA2922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA 20YR 3% 07/01/2040#FM7867 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 20YR 3% 11/01/2036#AS8355 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 20YR 3% 11/01/2036#MA2804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 20YR 3% 11/01/2039#MA3831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 20YR 4.5% 03/01/2039#FM1774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 20YR 4.5% 05/01/2039#FM1194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $509K | – | 0.01 |
| FNMA 20YR 4.5% 06/01/2039#FM1045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 20YR 4.5% 08/01/2039#FM1353 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 20YR 4.5% 09/01/2042#MA4766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA 20YR 4% 03/01/2039#MA3612 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 20YR 4% 09/01/2039#CA4213 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 20YR 4% 09/01/2039#MA3773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 20YR 6.50% 11/27 #256993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $638.55 | – | 0.00 |
| FNMA 20YR 6.50% 12/27 #257025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $331.95 | – | 0.00 |
| FNMA 20YR 6.50% 5/27 #256738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 6.50% 6/27 #256789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $683.32 | – | 0.00 |
| FNMA 20YR 6.50% 7/27 #256821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 6.50% 8/27 #928600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $142.86 | – | 0.00 |
| FNMA 28YR 6.00% 6/36 #889046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 3.0% 08/45#AS5634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 3.5% 03/43 #AR8173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 3.50% 10/42 #AP9735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 3.50% 10/42 #AQ1181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 3.50% 11/42 #AQ0170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 3.50% 4/42 #AK6572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 3.50% 6/42 #AB5423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 3.50% 8/42 #AO9892 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 3.50% 9/42 #AL2537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 3.50% 9/42 #AP5129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 1.5% 01/01/2051#MA4236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 1.5% 02/01/2051#MA4254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $884K | – | 0.02 |
| FNMA 30YR 1.5% 06/01/2051#MA4354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $687K | – | 0.02 |
| FNMA 30YR 2.5% 01/01/2043#AQ7316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2043#AQ9316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2051#FM5651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| FNMA 30YR 2.5% 01/01/2052#FP0069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.22 |
| FNMA 30YR 2.5% 01/01/2052#FS1648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR 2.5% 01/01/2052#MA4512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052#SD4401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2043#AR2626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2047#FS0594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2051#CA8955 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2047#FS0976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT2008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#BT0330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2051#CB0388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR 2.5% 05/01/2051#CB0414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#CB0447 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 2.5% 05/01/2051#CB0454 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 30YR 2.5% 05/01/2051#CB0511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2053#FS4919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FNMA 30YR 2.5% 06/01/2051#FM7507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 2.5% 07/01/2050#CA6399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR 2.5% 07/01/2051#CB0997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 2.5% 08/01/2051#CB1280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 2.5% 08/01/2051#CB1281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 2.5% 08/01/2051#CB1331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR 2.5% 08/01/2051#CB1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $741K | – | 0.02 |
| FNMA 30YR 2.5% 08/01/2051#MA4399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#MA4414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#BU3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $509K | – | 0.01 |
| FNMA 30YR 2.5% 10/01/2051#CB1784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA 30YR 2.5% 10/01/2051#FS6478 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 2.5% 11/01/2051#CB2048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $669K | – | 0.02 |
| FNMA 30YR 2.5% 11/01/2051#FM9501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $974K | – | 0.02 |
| FNMA 30YR 2.5% 11/01/2051#FM9505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $549K | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#FM9517 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $715K | – | 0.02 |
| FNMA 30YR 2.5% 11/01/2051#MA4466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 2.5% 12/01/2051#CB2289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $664K | – | 0.02 |
| FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FNMA 30YR 2.5% 12/01/2051#CB2321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| FNMA 30YR 2% 01/01/2052#CB2610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 2% 01/01/2052#FS0286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $641K | – | 0.01 |
| FNMA 30YR 2% 01/01/2052#FS0288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| FNMA 30YR 2% 02/01/2051#CA8820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| FNMA 30YR 2% 02/01/2051#FM6338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 2% 02/01/2052#CB2765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR 2% 02/01/2052#CB2842 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $657K | – | 0.02 |
| FNMA 30YR 2% 02/01/2052#FS2040 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $721K | – | 0.02 |
| FNMA 30YR 2% 03/01/2051#FM6560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#MA4281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 2% 03/01/2052#CB3036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#CB3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#CB3038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 2% 04/01/2051#FM6944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 2% 07/01/2050#CA6275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA 30YR 2% 07/01/2050#FM3897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#CB1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 2% 07/51#BQ1010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 2% 07/51#BT1461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 2% 10/01/2050#CA7323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FNMA 30YR 2% 10/01/2051#CB1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $575K | – | 0.01 |
| FNMA 30YR 2% 10/01/2051#CB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $761K | – | 0.02 |
| FNMA 30YR 2% 11/01/2050#CA7616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#BQ6772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#BU5834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#FM9539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#FM9568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA 30YR 2% 12/01/2050#CA8108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#BT9493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $503K | – | 0.01 |
| FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AL3181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1812 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1910 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR2904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB8529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AQ9994 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR0015 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR1584 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR5858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR7033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR9089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT2016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT2721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT5177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2045#AS4972 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2044#AL7195 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2042#AB5542 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AB9858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU3735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2045#AZ3728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2045#AZ8288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AL5059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.0% 1/1/43 #AR1183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AB6493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AB6904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AL2884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AR1624 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.0% 12/1/42 #AL3046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.0% 5/1/43 #AT2720 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 3.0% 5/43#AT2722 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2042#AJ7531 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ9328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#AL9776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2050#FS3728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| FNMA 30YR 3.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2052#CB2679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2052#CB2905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2052#CB2906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $659K | – | 0.02 |
| FNMA 30YR 3.5% 03/01/2052#CB3174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| FNMA 30YR 3.5% 04/01/2046#BC0824 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $478K | – | 0.01 |
| FNMA 30YR 3.5% 05/01/2043#AB9376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AT3989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#AS7241 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2050#CA6009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2051#CB0545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2051#MA4347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AB9671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2048#BM4426 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| FNMA 30YR 3.5% 07/01/2046#AL9515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#BC1216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2051#CB1157 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $581K | – | 0.01 |
| FNMA 30YR 3.5% 08/01/2042#AL2266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AS0076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#AS7822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/43#AL7261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2046#AL9058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| FNMA 30YR 3.5% 09/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2052#CB4599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 30YR 3.5% 09/01/2052#MA4731 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR 3.5% 10/01/2042#AP3667 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ4750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.5% 11/42#AB6934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AL9489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BD9690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BM5096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 30YR 3.5% 12/01/2047#CA0855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2051#CB2446 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.5% 12/1/42 #AQ7097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 12/46#BC9077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43#AR5364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.5% 3/1/43#AR6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT0648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT1745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3% 01/01/2044#FM7604 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 3% 01/01/2051#MA4239 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| FNMA 30YR 3% 01/01/2052#BV1314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3% 01/01/43#AQ1113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#BM4896 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#FM4941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#FM8484 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 30YR 3% 02/01/2050#CA5122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $502K | – | 0.01 |
| FNMA 30YR 3% 02/01/2052#CB2890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3% 02/01/2052#FS0631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $437K | – | 0.01 |
| FNMA 30YR 3% 03/01/2047#BM3114 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| FNMA 30YR 3% 03/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#BP2187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#AS7000 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 3% 04/01/2047#FM9305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 3% 04/01/2048#FM8096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| FNMA 30YR 3% 04/01/2048#FM9750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| FNMA 30YR 3% 04/01/2050#BK2255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 30YR 3% 04/01/2050#MA3991 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#BC0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| FNMA 30YR 3% 05/50#FM3269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 3% 07/01/2046#FM8611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 30YR 3% 07/01/2050#CA6312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| FNMA 30YR 3% 07/01/2050#CA6416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA 30YR 3% 07/46#AS7533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| FNMA 30YR 3% 08/01/2051#FM9973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| FNMA 30YR 3% 09/01/2046#AS7844 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA 30YR 3% 09/01/2046#BC2817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| FNMA 30YR 3% 09/01/2046#FM8575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 30YR 3% 09/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3% 10/01/2042#AQ1820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#AL9371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $602K | – | 0.01 |
| FNMA 30YR 3% 10/01/2051#FM9210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA 30YR 3% 10/46#AL9397 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3% 11/01/2042#AQ1869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#AL9547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $745K | – | 0.02 |
| FNMA 30YR 3% 11/01/2046#BC9026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $767K | – | 0.02 |
| FNMA 30YR 3% 11/01/2046#FM8703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3% 11/01/2050#MA4184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 30YR 3% 11/01/2051#CB2164 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $678K | – | 0.02 |
| FNMA 30YR 3% 11/01/2051#FM9632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $447K | – | 0.01 |
| FNMA 30YR 3% 11/01/2051#FM9633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| FNMA 30YR 3% 12/01/2042#AQ7688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 12/01/2050#MA4211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $664K | – | 0.02 |
| FNMA 30YR 3% 12/01/2051#BT9503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#CB2420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#CB3005 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 30YR 3% 4/1/43 #AB8881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3% 8/46#BC1509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2042#AJ5572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2041#AH3520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2042#AJ5602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 4.0% 04/01/2042#MA1028 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 04/01/2044#AV7161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2045#AZ1783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2045#AZ4344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#AZ4663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#AZ7222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#BA2698 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2040#AE3951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2045#AL7413 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2040#AB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AW9502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% #BM4385 08/48 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#MA3240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2049#CA2963 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2053#BX3688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $408K | – | 0.01 |
| FNMA 30YR 4.5% 02/01/2045#AL7147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1218 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2049#MA3593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2053# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2053#CB5885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR 4.5% 03/01/2039#AB0051 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2046#BM4548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2047#BE5550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2048#MA3307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 03/46#BC0287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2039#AB0050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AW3253 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#AS9394 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 04/48#CA1564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2041#AL7018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2044#AL5512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BE3663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2033#729327 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332.59 | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2047#AS9990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 07/47#BE3749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2033#729380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2053#BX7341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#727060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#727139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#727221 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#741529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $893.28 | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2035#AB8197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2035#AB8198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2042#AL5881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2043#AU6807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#CA0324 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2052#BW9185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2052#FS3425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 4.5% 10/01/2044#AS3651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#CA0623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#BW9886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA 30YR 4.5% 10/01/2052#MA4784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| FNMA 30YR 4.5% 11/01/2039#AC6492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $809.48 | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2042#AL6997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2042#AQ3314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX6493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX6510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2047#CA1780 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2052#CB5124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $628K | – | 0.01 |
| FNMA 30YR 4.5% 11/45#BM1415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2040#AE0675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2041#AJ7242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2046#BC9079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BM5106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2052#BX3986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $677K | – | 0.02 |
| FNMA 30YR 4.5% 12/01/2052#MA4840 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $947K | – | 0.02 |
| FNMA 30YR 4% 01/01/2042#AJ6217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 01/01/2043#AL7626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 01/01/2047#BE6108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 01/01/2049#BN4472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 01/01/2051#FM7031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| FNMA 30YR 4% 02/01/2046#BC0214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BK0167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BM3532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4% 02/01/2049#CA3129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 4% 02/47#AL9779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#AL8321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC0286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC2555 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ4970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ9357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 03/46#BC1776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| FNMA 30YR 4% 04/01/2046#AS7024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4% 04/01/2046#BC0796 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BM3700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 4% 04/01/2049#BN6036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 04/01/2052#CB3313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 4% 04/01/2052#FS1647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $648K | – | 0.01 |
| FNMA 30YR 4% 05/47#BM1277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 4% 06/01/2046#BC1130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4% 06/01/2050#CA6106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 4% 06/45#AZ3341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 06/47#BH4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#AS9968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#BE8819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#MA3058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU2854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 08/01/2047#CA0181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#BA0270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4% 09/01/2046#FS2334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA 30YR 4% 10/01/2043#BM1167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 4% 10/40#AE3576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE4056 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE4058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7382 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8135 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE9771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AZ7335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 11/01/2046#BE2414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 11/01/2048#CA2631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE6588 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE7364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE7390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE8996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 11/45#AZ0560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 12/01/2040#AE9804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 12/01/2042#AQ9061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC0997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ4340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 12/45#AZ9583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 12/45#BA6404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2035#310165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2039#AL7550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2035#843431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2033#AL7521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 30YR 5.0% 10/01/2041#AL4242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.0% 11/01/2044#AL7307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 5.264% 08/01/2041#AL6552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2053#CB5600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2054#CB8330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA 30YR 5.5% 05/01/2053#FS4631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $695K | – | 0.02 |
| FNMA 30YR 5.5% 06/01/2053#CB6527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 5.5% 06/01/2053#CB6636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| FNMA 30YR 5.5% 06/01/2053#CB6642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FNMA 30YR 5.5% 07/01/2053#CB6673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $559K | – | 0.01 |
| FNMA 30YR 5.5% 08/01/2053#CB6911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 5.5% 09/01/2052#FS2960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $833K | – | 0.02 |
| FNMA 30YR 5.5% 10/01/2052#CB4843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $538K | – | 0.01 |
| FNMA 30YR 5.5% 10/01/2052#CB4909 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 5.5% 11/01/2053#DA1079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA 30YR 5% 02/01/2035#AB0067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 5% 02/01/2049#BM5577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 30YR 5% 04/01/2053#FS4829 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| FNMA 30YR 5% 07/01/2033#709470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#BW7430 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#BW8697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#BW9350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#FS3047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $543K | – | 0.01 |
| FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439K | – | 0.01 |
| FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| FNMA 30YR 6.5% 01/01/2054#CB7801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| FNMA 30YR 6.5% 05/01/2053#FS4662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 6.5% 09/01/2053#CB7134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 6.5% 09/01/2053#CB7399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 30YR 6.5% 10/01/2053#CB7348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR 6.679% 02/01/2039#AL8741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 6% 01/01/2035#787546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 6% 03/01/2054#CB8112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $700K | – | 0.02 |
| FNMA 30YR 6% 03/01/2054#CB8165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 30YR 6% 04/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR 6% 05/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $751K | – | 0.02 |
| FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $580K | – | 0.01 |
| FNMA 30YR 6% 09/01/2053#CB7123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $575K | – | 0.01 |
| FNMA 30YR 6% 11/01/2052#CB5049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| FNMA 30YR 6% 11/01/2053#FS6498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 30YR 6% 12/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $709K | – | 0.02 |
| FNMA 30YR 7.5% 06/01/2027#250951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41.82 | – | 0.00 |
| FNMA 4.0% 02/01/2045#AX6813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.0% 03/01/2045#AY1124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.0% 03/01/2045#AY9025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.0% 04/01/2045#AY7471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.0% 8/45#AZ5626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 4.00% 1/41 #AB2079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 4.00% 1/41 #AH1256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.00% 1/41 #AH4987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 10/41 #AB3687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ4047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 4.00% 11/40 #AE6775 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.00% 11/41 #AB3872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 4.00% 11/41 #AL1193 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ4198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ8098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 2/41 #AE6390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 4.00% 2/42 #AK2525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 3/36 #AH8017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 3/42 #AL1521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 6/41 #AB3143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ0165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 10/40 #AE3832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 12/39 #AC6795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.50% 12/40 #AB1898 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 4/39 #AB0042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 4.50% 4/39 #AB0043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 4.50% 7/39 #931504 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 4.50% 7/39 #931506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 8/33 #713686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $824.22 | – | 0.00 |
| FNMA 4.50% 8/33 #726923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 8/33 #726928 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 8/33 #726949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.50% 8/33 #726956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 8/33 #727160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $356.13 | – | 0.00 |
| FNMA 4.50% 9/33 #727147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 9/33 #734922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $691.34 | – | 0.00 |
| FNMA 6.00% 1/34 #255070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 6.00% 1/36 #745154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $378.71 | – | 0.00 |
| FNMA 6.00% 1/38 #889371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 6.00% 1/40 #AD0732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 6.00% 10/34 #357634 (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 | $6K | – | 0.00 |
| FNMA 6.00% 10/37 #995073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.00% 11/34 #735061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 6.00% 11/35 #842191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $930.67 | – | 0.00 |
| FNMA 6.00% 11/35 #843132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 11/35 #843567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $173.15 | – | 0.00 |
| FNMA 6.00% 12/38 #970918 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 2/34 #725162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 3/34 #725228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 3/36 #888342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 3/38 #889219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 4/35 #735503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 6.00% 5/40 #AL2129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 6.00% 6/35 #828385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 6/36 #745640 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.00% 7/35 #357843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 7/35 #787578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $660.52 | – | 0.00 |
| FNMA 6.00% 7/38 #889733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 7/41 #AL0913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 6.00% 8/34 #725703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 6.00% 8/35 #357953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $718.55 | – | 0.00 |
| FNMA 6.00% 8/35 #824358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $170.27 | – | 0.00 |
| FNMA 6.00% 8/37 #AE0265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 6.00% 9/29 #793986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $420.26 | – | 0.00 |
| FNMA 6.00% 9/35 #255844 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.00% 9/37 #942981 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $624.11 | – | 0.00 |
| FNMA 6.50% 10/27 #256946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $279.69 | – | 0.00 |
| FNMA 6.50% 12/32 #735415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 12/35 #AD0723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 6.50% 7/32 #545759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 6.50% 7/32 #545762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 7/35 #745092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 6.50% 8/35 #830779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289.35 | – | 0.00 |
| FNMA 6.50% 8/36 #888034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 6.50% 8/36 #888544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 6.50% 8/36 #AE0746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 6% 11/35 #AD0687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 7.00% 1/29 #323500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12.89 | – | 0.00 |
| FNMA 7.00% 10/25 #303555 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5.63 | – | 0.00 |
| FNMA 7.00% 10/26 #256507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76.92 | – | 0.00 |
| FNMA 7.00% 10/28 #457547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44.08 | – | 0.00 |
| FNMA 7.00% 10/29 #252805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16.84 | – | 0.00 |
| FNMA 7.00% 10/29 #323961 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50.34 | – | 0.00 |
| FNMA 7.00% 10/29 #323968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14.06 | – | 0.00 |
| FNMA 7.00% 11/26 #572166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11.34 | – | 0.00 |
| FNMA 7.00% 11/27 #190289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10.18 | – | 0.00 |
| FNMA 7.00% 11/28 #572167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7.7 | – | 0.00 |
| FNMA 7.00% 11/29 #527286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95.1 | – | 0.00 |
| FNMA 7.00% 12/26 #323242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7.5 | – | 0.00 |
| FNMA 7.00% 2/28 #190294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30.66 | – | 0.00 |
| FNMA 7.00% 2/28 #331338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43.25 | – | 0.00 |
| FNMA 7.00% 2/28 #416823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18.17 | – | 0.00 |
| FNMA 7.00% 2/29 #323542 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134.59 | – | 0.00 |
| FNMA 7.00% 3/32 #254240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $534.98 | – | 0.00 |
| FNMA 7.00% 4/26 #303856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86.55 | – | 0.00 |
| FNMA 7.00% 5/29 #494945 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332.79 | – | 0.00 |
| FNMA 7.00% 5/30 #590851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $974.64 | – | 0.00 |
| FNMA 7.00% 5/32 #646736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110.34 | – | 0.00 |
| FNMA 7.00% 6/28 #432548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155.61 | – | 0.00 |
| FNMA 7.00% 6/29 #500286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102.7 | – | 0.00 |
| FNMA 7.00% 6/30 #546336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4.25 | – | 0.00 |
| FNMA 7.00% 6/32 #611797 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $543.63 | – | 0.00 |
| FNMA 7.00% 6/32 #644809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215.55 | – | 0.00 |
| FNMA 7.00% 7/28 #406815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $160.44 | – | 0.00 |
| FNMA 7.00% 7/29 #505740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110.05 | – | 0.00 |
| FNMA 7.00% 8/25 #303450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17.31 | – | 0.00 |
| FNMA 7.00% 8/25 #319563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4.21 | – | 0.00 |
| FNMA 7.00% 8/27 #313644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98.74 | – | 0.00 |
| FNMA 7.00% 8/29 #479545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16.57 | – | 0.00 |
| FNMA 7.00% 9/25 #250345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3.05 | – | 0.00 |
| FNMA 7.00% 9/27 #313687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18.56 | – | 0.00 |
| FNMA 7.00% 9/28 #323317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56.41 | – | 0.00 |
| FNMA 7.00% 9/31 #622547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230.76 | – | 0.00 |
| FNMA 7.50% 1/27 #368817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79.86 | – | 0.00 |
| FNMA 7.50% 1/27 #368821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49.04 | – | 0.00 |
| FNMA 7.50% 1/28 #251410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26.5 | – | 0.00 |
| FNMA 7.50% 1/28 #405455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 1/28 #413862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81.57 | – | 0.00 |
| FNMA 7.50% 10/26 #313182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4.22 | – | 0.00 |
| FNMA 7.50% 11/27 #251298 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22.12 | – | 0.00 |
| FNMA 7.50% 11/27 #313835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40.22 | – | 0.00 |
| FNMA 7.50% 11/27 #417739 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29.01 | – | 0.00 |
| FNMA 7.50% 11/28 #457257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45.8 | – | 0.00 |
| FNMA 7.50% 11/31 #545304 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56.91 | – | 0.00 |
| FNMA 7.50% 12/28 #323424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47.63 | – | 0.00 |
| FNMA 7.50% 2/27 #356391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34.13 | – | 0.00 |
| FNMA 7.50% 2/28 #251500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4.44 | – | 0.00 |
| FNMA 7.50% 2/30 #535143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88.35 | – | 0.00 |
| FNMA 7.50% 3/26 #339830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117.17 | – | 0.00 |
| FNMA 7.50% 3/28 #251570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45.6 | – | 0.00 |
| FNMA 7.50% 3/28 #420501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104.57 | – | 0.00 |
| FNMA 7.50% 3/29 #323688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41.82 | – | 0.00 |
| FNMA 7.50% 4/26 #313275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13.65 | – | 0.00 |
| FNMA 7.50% 4/28 #251615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35.75 | – | 0.00 |
| FNMA 7.50% 5/27 #379801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82.05 | – | 0.00 |
| FNMA 7.50% 6/26 #349356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33.9 | – | 0.00 |
| FNMA 7.50% 6/28 #251822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51.35 | – | 0.00 |
| FNMA 7.50% 6/30 #538847 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1.43 | – | 0.00 |
| FNMA 7.50% 7/27 #190284 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21.33 | – | 0.00 |
| FNMA 7.50% 7/27 #250990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3.74 | – | 0.00 |
| FNMA 7.50% 7/27 #394197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15.41 | – | 0.00 |
| FNMA 7.50% 8/30 #567034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $955.61 | – | 0.00 |
| FNMA 7.50% 9/26 #358464 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53.08 | – | 0.00 |
| FNMA 7.50% 9/27 #313711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6.67 | – | 0.00 |
| FNMA 7.50% 9/29 #357040 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61.62 | – | 0.00 |
| FNMA ARM 0.0% 01/01/2042#AJ8357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA ARM 0.0% 07/01/2041#AI6050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA ARM 0.0% 09/01/2041#AI9813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA ARM 0.0% 10/01/2041#AI6819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 05/01/2044#AW2449 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $594.27 | – | 0.00 |
| FNMA ARM 06/01/2042#AO2244 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA ARM 11/36 #995606 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 2.501% 04/01/2044#AV5913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $745.27 | – | 0.00 |
| FNMA ARM 2.543% 01/44#AV5544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 2.686% 04/01/2044#AL5128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 2.691% 02/01/2042#AK2344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA ARM 2.947% 07/01/2043#AL5652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA ARM 2.967% 8/41#AI8879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 3.228% 7/41#AI3469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA ARM 3.47% 3/40 #AD0820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA ARM 3.472% 12/01/2040#AE0653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA ARM 3.54% 12/39 #AC8301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $434.77 | – | 0.00 |
| FNMA ARM 3.753% 10/33 #746320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $869.18 | – | 0.00 |
| FNMA ARM 4.19% 9/33 #748643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA ARM 4.293% 3/35 #815586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $536.07 | – | 0.00 |
| FNMA ARM 4.428% 7/36 #555923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 4.58% 7/35 #995273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA ARM 4.60% 2/35 #779905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 4.60% 8/35 #735810 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA ARM 4.64% 1/35 #813730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 4.80% 7/34 #849923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 4.801% 2/33 #695019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $176.72 | – | 0.00 |
| FNMA ARM 4.87% 1/35 #735833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 4.89% 3/33 #725130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA ARM 4.893% 10/35 #847787 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA ARM 4.898% 5/35 #995272 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 5.05% 7/34 #801635 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193.26 | – | 0.00 |
| FNMA ARM 5.16% 9/35 #850124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180.22 | – | 0.00 |
| FNMA ARM 5.349% 12/34 #843013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358.76 | – | 0.00 |
| FNMA ARM 5.37% 6/36 #916726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $949.45 | – | 0.00 |
| FNMA ARM 5.44% 2/37 #888171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA ARM 5.65% 7/37 #942609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 5.66% 4/36 #868559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA ARM 5.869% 5/36 #995608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 6.22% 3/37 #910296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 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 ARM 6.34% 9/36 #893580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $240.17 | – | 0.00 |
| FNMA ARM 6.54% 4/37 #918912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $652.8 | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 1.5% 08/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNR 1997-41 J 7.5% 6/27 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $328.82 | – | 0.00 |
| FNR 1999-17 PG 6% 4/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 1999-25 Z 6% 6/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 1999-32 PL 6% 7/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNR 1999-33 PK 6% 7/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2001-20 Z 6% 5/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2001-31 ZC 6.5% 7/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNR 2001-38 QF SOFR30A+109.448 8/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2001-52 YZ 6.5% 10/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $366.3 | – | 0.00 |
| FNR 2002-16 ZD 6.50% 4/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNR 2002-18 FD SOFR30A+91.448 2/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $223.36 | – | 0.00 |
| FNR 2002-39 FD SOFR30A+111.448 3/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $412.37 | – | 0.00 |
| FNR 2002-60 FV SOFR30A+111.448 4/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $854.31 | – | 0.00 |
| FNR 2002-63 FN SOFR30A+111.448 10/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $558.43 | – | 0.00 |
| FNR 2002-7 FC SOFR30A+86.448 1/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $207.01 | – | 0.00 |
| FNR 2002-74 FV SOFR30A+56.448 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNR 2002-74 SV SOFR30A+743.552 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $25.08 | – | 0.00 |
| FNR 2002-75 FA SOFR30A+111.448 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $836.69 | – | 0.00 |
| FNR 2003-118 S SOFR30A+798.552 12/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNR 2003-21 SK SOFR30A+798.552 3/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $38.99 | – | 0.00 |
| FNR 2003-70 BJ 5% 7/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FNR 2004-91 Z 5 12/34 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.00 |
| FNR 2005-117 JN 4.5% 1/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FNR 2005-14 ZB 5% 3/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.00 |
| FNR 2005-81 PC 5.5% 9/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNR 2006-104 GI SOFR30A+656.552 11/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $494.39 | – | 0.00 |
| FNR 2006-12 BO 0% 10/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNR 2006-15 OP 0% 3/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FNR 2006-45 OP 0 6/36 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2006-62 KP PO 0% 4/36 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNR 2006-72 CY 6% 8/26 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNR 2007-66 SA SOFR30A+3891.312 7/37 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNR 2009-59 HB 5% 8/25/39 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| FNR 2010-118 PB 4.5% 10/40 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.00 |
| FNR 2010-135 ZA 4.5% 12/40 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNR 2010-15 FJ SOFR30A+104.448 6/36 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $172K | – | 0.00 |
| FNR 2010-150 ZC 4.75% 01/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.00 |
| FNR 2010-39 FG SOFR30A+103.448 3/36 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| FNR 2011-4 PZ 5% 2/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| FNR 2011-67 AI IO 4% 7/26 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $51.6 | – | 0.00 |
| FNR 2013-133 IB 3% 04/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $80.59 | – | 0.00 |
| FNR 2015-70 JC 3% 10/45 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $59K | – | 0.00 |
| FNR 2017-30 AI 5.5% 05/47 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNS 339 5 5.5% 8/33 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $314.18 | – | 0.00 |
| FNS 343 16 5.5% 5/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $294.14 | – | 0.00 |
| FNS 348 14 6.5% 8/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $233.16 | – | 0.00 |
| FNS 351 13 6% 3/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $208.79 | – | 0.00 |
| FNS 384 6 5% 7/37 (FNMA STRIPPED MTG BKD SECS) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FOOT LOCKER INC 4% 10/01/2029 144A | Long | Debt | US | $79K | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FORD MOTOR CO 3.25% 02/12/2032 | Long | Debt | US | $3M | – | 0.08 |
| FORD MTR CR CO LLC 4.063% 11/01/2024 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $4M | – | 0.10 |
| FORD MTR CR CO LLC 4.445% 02/14/2030 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $230K | – | 0.01 |
| FORD MTR CR CO LLC 6.8% 05/12/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $2M | – | 0.05 |
| FORD MTR CR CO LLC 6.86% 06/05/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $396K | – | 0.01 |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A | Long | Debt | US | $287K | – | 0.01 |
| FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A | Long | Debt | US | $115K | – | 0.00 |
| FOX CORP 4.709% 01/25/2029 (FOX CORPORATION) | Long | Debt | US | $305K | – | 0.01 |
| FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $291K | – | 0.01 |
| FREEPORT INDONESIA PT 4.763% 04/14/2027 144A | Long | Debt | ID | $93K | – | 0.00 |
| FREEPORT INDONESIA PT 5.315% 04/14/2032 144A | Long | Debt | ID | $159K | – | 0.00 |
| FREEPORT INDONESIA PT 6.2% 04/14/2052 144A | Long | Debt | ID | $106K | – | 0.00 |
| FRESNILLO PLC 4.25% 10/02/2050 144A | Long | Debt | GB | $117K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A | Long | Debt | US | $433K | – | 0.01 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 8.625% 03/15/2031 144A | Long | Debt | US | $487K | – | 0.01 |
| FS 2023-4SZN D VAR 11/10/2027 144A | Long | ABS-mortgage backed security | US | $517K | – | 0.01 |
| FX Forward: EUR/USD settle 2024-08-22 (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-foreign exchange | CA | $256.85 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $171.96 | – | 0.00 | |
| FX Forward: EUR/USD settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward: USD/AUD settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-375.14 | – | -0.00 | |
| FX Forward: USD/CAD settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-125.36 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (BNP PARIBAS) | Derivative-foreign exchange | FR | $333.67 | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $54.44 | – | 0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-313K | – | -0.01 | |
| FX Forward: USD/GBP settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward: USD/GBP settle 2024-08-22 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-309K | – | -0.01 | |
| FX Forward: USD/JPY settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward: USD/JPY settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $455.93 | – | 0.00 | |
| GABONESE REPUBLIC 6.625% 02/06/2031 144A | Long | Debt | GA | $159K | – | 0.00 |
| GABONESE REPUBLIC 7% 11/24/2031 144A | Long | Debt | GA | $159K | – | 0.00 |
| GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A | Long | Debt | JE | $117K | – | 0.00 |
| GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A | Long | Debt | JE | $361K | – | 0.01 |
| GAP INC 3.875% 10/01/2031 144A | Long | Debt | US | $564K | – | 0.01 |
| GARDEN SPINCO CORP 8.625% 07/20/2030 144A | Long | Debt | US | $80K | – | 0.00 |
| GARTNER INC 3.75% 10/01/2030 144A | Long | Debt | US | $234K | – | 0.01 |
| GARTNER INC 4.5% 07/01/2028 144A | Long | Debt | US | $390K | – | 0.01 |
| GATES CORP/THE 6.875% 07/01/2029 144A | Long | Debt | US | $283K | – | 0.01 |
| GCM MINING CORP 6.875% 08/09/2026 144A | Long | Debt | CA | $258K | – | 0.01 |
| GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A | Long | Debt | AE | $652K | – | 0.01 |
| GEN DIGITAL INC 5% 04/15/2025 144A | Long | Debt | US | $496K | – | 0.01 |
| GENESEE and WYOMING INC 6.25% 04/15/2032 144A | Long | Debt | US | $341K | – | 0.01 |
| GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A | Long | Debt | MY | $230K | – | 0.01 |
| GEO GROUP INC/THE 8.625% 04/15/2029 144A | Long | Debt | US | $504K | – | 0.01 |
| GEOPARK LTD 5.5% 01/17/2027 144A | Long | Debt | BM | $185K | – | 0.00 |
| GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A | Long | Debt | GE | $182K | – | 0.00 |
| GERMANY FEDERAL REPUBLIC OF 2.1% 11/15/2029 REGS | Long | Debt | DE | $3M | – | 0.07 |
| GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS | Long | Debt | DE | $1M | – | 0.03 |
| GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS | Long | Debt | DE | $2M | – | 0.06 |
| GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A | Long | Debt | CA | $1M | – | 0.03 |
| GGAM FINANCE LTD 6.875% 04/15/2029 144A | Long | Debt | KY | $292K | – | 0.01 |
| GGAM FINANCE LTD 7.75% 05/15/2026 144A | Long | Debt | KY | $448K | – | 0.01 |
| GGAM FINANCE LTD 8% 02/15/2027 144A | Long | Debt | KY | $283K | – | 0.01 |
| GHANA REPUBLIC OF 10.75% 10/14/2030 144A | Long | Debt | GH | $136K | – | 0.00 |
| GHANA REPUBLIC OF 7.75% 04/07/2029 144A | Long | Debt | GH | $102K | – | 0.00 |
| GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027 | Long | Debt | US | $853K | – | 0.02 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.44% 10/20/2025 | Long | ABS-collateralized bond/debt obligation | US | $245K | – | 0.01 |
| GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $418K | – | 0.01 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $870K | – | 0.02 |
| GN BONDCO LLC 9.5% 10/15/2031 144A | Long | Debt | US | $355K | – | 0.01 |
| GNII 30YR 4.5% 02/20/2041#004948 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $452.11 | – | 0.00 |
| GNII 30YR 4.5% 04/20/2040#004673 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII 30YR 4.5% 06/20/2039#004461 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII 30YR 4.5% 06/20/2040#004709 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII 30YR 4.5% 07/20/2039#004488 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $392.05 | – | 0.00 |
| GNII 30YR 4.5% 07/20/2040#004737 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $316.12 | – | 0.00 |
| GNII 30YR 4.5% 10/20/2040#004828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII 30YR 4.5% 10/39#004553 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII 30YR 4.5% 11/20/2040#004850 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII 30YR 4.5% 12/20/2039#004592 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII 30YR 4.5% 12/20/2040#004880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23M | – | 0.53 |
| GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-12M | – | -0.26 |
| GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $636K | – | 0.01 |
| GNII II 2% 01/20/2052#MA7826 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| GNII II 2% 02/20/2052#MA7880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $45M | – | 1.04 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-16M | – | -0.38 |
| GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.27 |
| GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| GNII II 3.0% 01/20/2043#MA0698 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| GNII II 3.0% 07/20/2043#MA1374 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 3.0% 12/20/2042#MA0624 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 3.5% 01/20/2043#MA0852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 3.5% 03/20/2043 #MA1090 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNII II 3.5% 03/20/44#MA1760 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 3.5% 04/20/2043#MA0934 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 0.39 |
| GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-8M | – | -0.18 |
| GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| GNII II 3.5% 09/20/2043#MA1285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| GNII II 3.5% 12/20/2041#005258 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNII II 3.50% 11/41 #005232 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNII II 3% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $32M | – | 0.74 |
| GNII II 4.0% 06/20/2045#MA2893 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNII II 4.0% 07/20/2044#MA2074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 4.0% 08/20/2043#MA1225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 4.0% 08/20/2044#MA2149 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4.0% 08/20/2045#MA3035 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| GNII II 4.0% 10/20/2044#MA2304 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNII II 4.0% 11/20/2044#MA2372 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| GNII II 4.0% 12/20/44#MA2446 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 4.00% 10/41 #005203 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| GNII II 4.00% 10/41 #005280 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 4.00% 11/40 #004853 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNII II 4.00% 11/41 #005233 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 4.00% 2/41 #004945 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.00% 3/41 #004977 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 4.00% 4/42 #MA0023 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| GNII II 4.50% 1/41 #004946 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNII II 4.50% 10/40 #004834 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.50% 11/40 #004854 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.50% 3/36 #003828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $750.43 | – | 0.00 |
| GNII II 4.50% 3/41 #004978 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.50% 4/41 #005017 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 4.50% 5/40 #004696 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNII II 4.50% 6/33 #003401 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $442.55 | – | 0.00 |
| GNII II 4.50% 6/41 #005082 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNII II 4.50% 7/40 #004746 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 4.50% 7/40 #004923 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 4.50% 9/40 #004801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 4% 03/20/2047#MA4322 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| GNII II 4% 05/46#MA3664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNII II 4% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-6M | – | -0.15 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 0.40 |
| GNII II 5% 9/33 #003442 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 6.00% 11/31 #003160 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $555.25 | – | 0.00 |
| GNII II 6.00% 5/32 #003238 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6.5% 11/31 #003161 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $97.61 | – | 0.00 |
| GNII II 6.5% 3/31 #003053 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $124.74 | – | 0.00 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-13M | – | -0.29 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| GNII II 7.00% 3/32 #003216 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $348.95 | – | 0.00 |
| GNII II 7% 2/32 #003202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $718.32 | – | 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 | $64K | – | 0.00 |
| GNMA 2004-24 ZM 5% 04/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 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 | $297K | – | 0.01 |
| GNMA 3.50% 12/41 #711616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 3.50% 12/41 #739352 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 3.50% 2/42 #778882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 3.50% 2/42 #783532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 3.50% 2/44 #AG9361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 3.50% 7/42 #AA5451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 3.50% 7/42 #AA8273 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 3.0% 02/15/2045#AK7288 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2045#AK8698 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2042#779220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AD2454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 3.0% 12/15/2042#AA5897 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 30YR 3.5% 01/15/2043#AD2150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2043#AD1736 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA 30YR 3.5% 04/15/2043#783836 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 30YR 3.5% 04/15/2043#AA6309 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 11/15/2042#AB9211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2042#778869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2045#AL4767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 4.0% 05/15/2045#AN1263 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2045#AN5671 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4.0% 07/15/2045#AN5744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 4.0% 10/15/2040#705890 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 4.5% 06/15/2041#366975 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 30YR 4.5% 09/15/2039#713871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5815 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4% 03/15/2042#733816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 4% 04/15/2046#784232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 30YR 4% 07/15/2046#AT7536 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 5.0% 05/15/2039#783724 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 6.0% 05/15/2040#783362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 4.00% 1/41 #734151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 10/40 #682568 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 10/40 #737559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 10/41 #479430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 10/41 #479494 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.00% 10/41 #479607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.00% 10/41 #738885 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 10/41 #772072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.00% 11/40 #749953 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.00% 11/41 #489862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 4.00% 12/40 #746823 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 4.00% 12/41 #552554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 12/41 #778681 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 3/40 #711495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 4.00% 3/41 #783267 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.00% 8/39 #698479 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.00% 9/41 #772063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.50% 12/39 #704808 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 2/40 #737007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 2/40 #737015 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 3/40 #711223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 4.50% 4/40 #739091 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 5/39 #698329 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $988.17 | – | 0.00 |
| GNMA 4.50% 5/40 #736729 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 6/39 #713471 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/39 #720064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/40 #677235 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/40 #745083 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.50% 6/40 #745088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/40 #745094 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.50% 6/40 #745127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/40 #745138 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/40 #783008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 4.50% 7/39 #692706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 7/40 #719216 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.50% 7/40 #745196 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 7/40 #745228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.50% 7/40 #745231 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.50% 7/40 #745232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 7/40 #745236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 8/39 #698474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 4.50% 8/39 #713740 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 8/39 #724220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.50% 8/39 #724223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 4.50% 9/39 #710839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.00% 10/39 #723224 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 12/39 #728451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 4/40 #737177 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 4/40 #782918 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 5.00% 4/41 #734392 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 5/39 #713327 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 6/40 #733726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 5.00% 7/39 #782727 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 8/39 #704665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 8/40 #719262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 8/40 #737311 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 8/40 #748482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 9/39 #710849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 5.00% 9/39 #723339 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 9/41 #783501 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 5.50% 1/39 #701582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 10/35 #612663 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.50% 9/39 #710868 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.50% 9/39 #710869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.00% 6/36 #782394 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| GNMA 6.50% 9/34 #574764 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $425.12 | – | 0.00 |
| GNMA 7.00% 1/32 #579242 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $201.23 | – | 0.00 |
| GNMA 7.00% 10/28 #434034 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99.14 | – | 0.00 |
| GNMA 7.00% 11/31 #554171 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $88.04 | – | 0.00 |
| GNMA 7.00% 4/28 #433685 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36.32 | – | 0.00 |
| GNMA 7.00% 4/32 #569328 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42.12 | – | 0.00 |
| GNMA 7.00% 6/28 #460857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41.36 | – | 0.00 |
| GNMA 7.00% 6/31 #564650 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $358.26 | – | 0.00 |
| GNMA 7.00% 7/28 #475908 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46.44 | – | 0.00 |
| GNMA 7.00% 8/32 #582029 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44.77 | – | 0.00 |
| GNMA 7.00% 9/28 #458926 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44.59 | – | 0.00 |
| GNMA 7.50% 1/31 #781247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15.36 | – | 0.00 |
| GNMA 7.50% 3/28 #456712 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $726.99 | – | 0.00 |
| GNMA 7.50% 4/27 #780545 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43.81 | – | 0.00 |
| GNMA 7.50% 6/27 #780580 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $67.19 | – | 0.00 |
| GNMA 7.50% 8/27 #451362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4.81 | – | 0.00 |
| GNMA 7.50% 8/28 #464767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19.15 | – | 0.00 |
| GNMA 7.50% 9/27 #448957 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12.12 | – | 0.00 |
| GNMA 7.50% 9/27 #449474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $130.96 | – | 0.00 |
| GNMA 8.00% 7/25 #780195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3.07 | – | 0.00 |
| GNMA 8.00% 7/27 #451326 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13.81 | – | 0.00 |
| GNMA 8.00% 9/24 #403965 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1.14 | – | 0.00 |
| GNMA 8.50% 7/30 #781205 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22.81 | – | 0.00 |
| GNMA 8.50% 8/29 #781078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12.98 | – | 0.00 |
| GNMA II 2.5% 01/20/2052#785831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA II 2.5% 08/20/2051#785564 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $759K | – | 0.02 |
| GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $524K | – | 0.01 |
| GNMA II 2.5% 08/20/2051#785602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA II 2.5% 09/20/2051#785619 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| GNMA II 2.5% 12/20/2051#785791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $619K | – | 0.01 |
| GNMA II 2.5% 12/20/2051#785805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GNMA II 3.0% 12/20/2042#AA5872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II 3.5% 02/20/2043#AD1755 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II 3.5% 03/20/2043#AA6141 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AS4297 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II 3.5% 07/20/2043#635118 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II 3.5% 11/20/2047#784391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GNMA II 3.5% 12/20/2049#BR8985 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II 3.5% 12/20/2049#BR8987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II 3.5% 12/49#BR8986 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $977.87 | – | 0.00 |
| GNMA II 3% 02/20/2050#BQ4127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA II 3% 03/20/2043#AA6146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II 3% 03/20/2043#AD8812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA II 4% 04/20/2048#BG3507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II 4% 04/20/2048#BG7744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II 4% 05/20/2049#BN2615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II 4% 10/20/2042#AC0073 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA II 4% 10/20/2052#MA8346 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA II 5.47% 8/59 #725598 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $162.78 | – | 0.00 |
| GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| GNMA II 7.00% 4/32 #781432 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNR 2004-32 GS 650-1ML 5/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $157.29 | – | 0.00 |
| GNR 2007-37 TS TSFR1M+657.552 6/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $433.12 | – | 0.00 |
| GNR 2007-59 FC TSFR1M+61.448 7/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.00 |
| GNR 2008-2 FD TSFR1M+59.448 1/38 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GNR 2008-73 FA TSFR1M+97.448 8/38 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.00 |
| GNR 2008-83 FB TSFR1M+101.448 9/38 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| GNR 2009-108 CF TSFR1M+71.448 11/39 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| GNR 2009-116 KF TSFR1M+64.448 12/39 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 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 | $108K | – | 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 | $24K | – | 0.00 |
| GNR 2010-31 BP 5% 3/20/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.01 |
| GNR 2010-H010 FA TSFR1M+44.448 5/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| GNR 2010-H03 FA TSFR1M+66.448 3/60 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| GNR 2010-H16 BA 3.55% 07/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| GNR 2010-H17 FA TSFR1M+44.448 7/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.01 |
| GNR 2010-H18 AF TSFR1M+41.448 9/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $341K | – | 0.01 |
| GNR 2010-H18 PL 5.01% 9/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GNR 2010-H19 FG TSFR1M+41.448 8/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $299K | – | 0.01 |
| 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 | $147K | – | 0.00 |
| GNR 2011-136 WI 4.5% 5/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $723.92 | – | 0.00 |
| GNR 2011-68 EC 3.5% 4/20/41 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| GNR 2011-69 GX 4.5% 5/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 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 | $805.84 | – | 0.00 |
| GNR 2011-H05 FA TSFR1M+61.448 12/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| GNR 2011-H07 FA TSFR1M+61.448 3/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.00 |
| GNR 2011-H12 FA TSFR1M+60.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.00 |
| GNR 2011-H13 FA TSFR1M+61.448 4/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| GNR 2011-H14 FB TSFR1M+61.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.00 |
| GNR 2011-H14 FC TSFR1M+61.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.00 |
| GNR 2011-H17 FA TSFR1M+64.448 6/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.00 |
| GNR 2011-H21 FA TSFR1M+71.448 10/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.00 |
| GNR 2012-H01 FA TSFR1M+81.448 11/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.00 |
| GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| GNR 2012-H06 FA TSFR1M+74.448 1/62 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.00 |
| GNR 2012-H07 FA TSFR1M+74.448 3/20/62 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.00 |
| GNR 2014-25 HC 3% 2/44 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $129K | – | 0.00 |
| GNR 2015-H13 FL TSFR1M+39.448 05/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 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 | $635.87 | – | 0.00 |
| GNR 2016-H13 FB T1Y+50 05/20/2066 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 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 | $53K | – | 0.00 |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A | Long | Debt | US | $205K | – | 0.00 |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A | Long | Debt | US | $681K | – | 0.02 |
| GOLDENTREE LN MGMT US CLO 21 LTD TSFR3M+0 07/20/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 | Long | Debt | US | $4M | – | 0.09 |
| GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033 | Long | Debt | US | $7M | – | 0.16 |
| GOLDMAN SACHS GROUP INC (THE) 3.75% 05/22/2025 | Long | Debt | US | $516K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 | Long | Debt | US | $3M | – | 0.08 |
| GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029 | Long | Debt | US | $6M | – | 0.13 |
| GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038 | Long | Debt | US | $849K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029 | Long | Debt | US | $2M | – | 0.06 |
| GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 | Long | Debt | US | $302K | – | 0.01 |
| GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) | Long | Debt | US | $4M | – | 0.10 |
| GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GOVERNMENT NAT MTG 2010-169 Z 4.5% 12/20/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $351K | – | 0.01 |
| 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 | $8K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 2004-22 AZ 5.5% 04/20/2034 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 2009-118 XZ 5% 12/39 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $843K | – | 0.02 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 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 | $41K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 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 | $185K | – | 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 | $106K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 08/20/2042 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 1.65% 01/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $7.52 | – | 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 | $154.91 | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2.75% 02/20/2064 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA TSFR1M+31.448 04/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2015-H30 HA VAR 11/20/2065 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 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 | $2K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $388K | – | 0.01 |
| 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 | $6K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064 (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 TSFR1M+66.448 09/20/2061 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064 (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+71.448 12/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| GRAFTECH GLOBAL ENTERPRISES INC 9.875% 12/15/2028 144A | Long | Debt | US | $94K | – | 0.00 |
| GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A | Long | Debt | US | $94K | – | 0.00 |
| GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A | Long | Debt | US | $338K | – | 0.01 |
| GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS | Long | Equity-preferred | LU | $551K | – | 0.01 |
| GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A | Long | Debt | US | $430K | – | 0.01 |
| GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A | Long | Debt | US | $230K | – | 0.01 |
| GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A | Long | Debt | LU | $400K | – | 0.01 |
| GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A | Long | Debt | LU | $123K | – | 0.00 |
| GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A | Long | Debt | US | $89K | – | 0.00 |
| GRIFOLS SA 4.75% 10/15/2028 144A | Long | Debt | ES | $126K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2018-3PCK A TSFR1M+206.448 09/15/2031 144A | Long | ABS-mortgage backed security | US | $645K | – | 0.01 |
| GS MTG SECS TR 2017-GS6 3.164% 05/10/2050 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| GS MTG SECS TR 2018-GS9 3.992% 03/10/2051 | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| GS MTG SECS TR 2019-GC42 CSTR 09/01/2052 | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| GS MTG-BACKED SECS TR 2024-RPL2 3.75% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $369K | – | 0.01 |
| GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $-4K | – | -0.00 | |
| GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $-4K | – | -0.00 | |
| GSCM SWAP CDS 06/20/29 AXASA B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $-8K | – | -0.00 | |
| GSCM SWAP CDS 06/20/29 SOCGEN B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $1K | – | 0.00 | |
| GSCM SWAP CDS 06/20/29 UCGIM B (GOLDMAN SACHS BANK USA) | Derivative-credit | US | $9K | – | 0.00 | |
| GSCM SWAP PAY 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $191K | – | 0.00 | |
| GSCM SWAP PAY 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $208K | – | 0.00 | |
| GSCM SWAP REC 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $28K | – | 0.00 | |
| GSCM SWAP REC 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $155K | – | 0.00 | |
| GSCOFI SWAP CY451615 12/16/72 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $39K | – | 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 | $69K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $30K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $24K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $22K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $19K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $9K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $6K | – | 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 | $34K | – | 0.00 | |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $158K | – | 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 | $130K | – | 0.00 |
| GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS | Long | Debt | LU | $438K | – | 0.01 |
| GUARA NORTE SARL 5.198% 06/15/2034 144A | Long | Debt | LU | $175K | – | 0.00 |
| GUATEMALA REP OF 6.125% 06/01/2050 144A (GUATEMALA, REP OF) | Long | Debt | GT | $181K | – | 0.00 |
| HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A | Long | Debt | US | $441K | – | 0.01 |
| HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $686K | – | 0.02 |
| HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $249K | – | 0.01 |
| HAWAIIAN BRD INTEL PPY LTD / HAWAIIANMIL LOYAL LTD 5.75% 01/20/2026 144A (HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD) | Long | Debt | KY | $226K | – | 0.01 |
| HCA INC 3.5% 09/01/2030 | Long | Debt | US | $3M | – | 0.08 |
| HCA INC 3.625% 03/15/2032 | Long | Debt | US | $170K | – | 0.00 |
| HCA INC 5.5% 06/01/2033 | Long | Debt | US | $2M | – | 0.05 |
| HCA INC 5.625% 09/01/2028 | Long | Debt | US | $1M | – | 0.02 |
| HCA INC 5.875% 02/01/2029 | Long | Debt | US | $995K | – | 0.02 |
| HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030 | Long | Debt | US | $226K | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026 | Long | Debt | US | $257K | – | 0.01 |
| HEALTHPEAK OP LLC 3.25% 07/15/2026 | Long | Debt | US | $108K | – | 0.00 |
| HEALTHPEAK OP LLC 3.5% 07/15/2029 | Long | Debt | US | $119K | – | 0.00 |
| HEATHROW FUNDING LTD 6% 03/05/2032 REGS | Long | Debt | JE | $637K | – | 0.01 |
| HEIMSTADEN AB 4.375% 03/06/2027 REGS | Long | Debt | SE | $530K | – | 0.01 |
| HEIMSTADEN BOSTAD AB 3.248%/VAR PERP REGS | Long | Equity-preferred | SE | $472K | – | 0.01 |
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A | Long | Debt | US | $233K | – | 0.01 |
| HERTZ CORP 4.625% 12/01/2026 144A | Long | Debt | US | $124K | – | 0.00 |
| HERTZ CORP 5% 12/01/2029 144A | Long | Debt | US | $66K | – | 0.00 |
| HESS CORP 5.6% 02/15/2041 | Long | Debt | US | $548K | – | 0.01 |
| HESS CORP 5.8% 04/01/2047 | Long | Debt | US | $876K | – | 0.02 |
| HESS CORP 7.125% 03/15/2033 | Long | Debt | US | $226K | – | 0.01 |
| HESS CORP 7.3% 08/15/2031 | Long | Debt | US | $2M | – | 0.05 |
| HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A | Long | Debt | US | $544K | – | 0.01 |
| HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A | Long | Debt | US | $293K | – | 0.01 |
| HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A | Long | Debt | US | $354K | – | 0.01 |
| HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A | Long | Debt | US | $959K | – | 0.02 |
| HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A | Long | Debt | US | $188K | – | 0.00 |
| HILT 2016-HHV F CSTR 11/38 144A (HILTON USA TR 2016-HHV) | Long | ABS-mortgage backed security | US | $924K | – | 0.02 |
| HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A | Long | Debt | US | $479K | – | 0.01 |
| HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A | Long | Debt | US | $1M | – | 0.02 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC 5% 06/01/2029 144A | Long | Debt | US | $462K | – | 0.01 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC 6.625% 01/15/2032 144A | Long | Debt | US | $50K | – | 0.00 |
| HILTON USA TR 2016-HHV VAR 11/05/2038 144A | Long | ABS-mortgage backed security | US | $934K | – | 0.02 |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS | Long | Debt | FR | $226K | – | 0.01 |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $828K | – | 0.02 |
| HONDA AUTO RECEIVABLES 2023-3 OWNER TR 5.41% 02/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.01 |
| HORIZON 2018-1 A 4.458% 12/15/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $281K | – | 0.01 |
| HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| HOWARD HUGHES CORP 4.375% 02/01/2031 144A | Long | Debt | US | $213K | – | 0.00 |
| HOWMET AEROSPACE INC 5.95% 02/01/2037 | Long | Debt | US | $307K | – | 0.01 |
| HOWMET AEROSPACE INC 6.75% 01/15/2028 | Long | Debt | US | $812K | – | 0.02 |
| HSBC HOLDINGS PLC 4.7870/VAR 03/10/2032 REGS | Long | Debt | GB | $620K | – | 0.01 |
| HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS | Long | Debt | GB | $733K | – | 0.02 |
| HSBC HOLDINGS PLC 4.95% 03/31/2030 | Long | Debt | GB | $292K | – | 0.01 |
| HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031 | Long | Debt | GB | $188K | – | 0.00 |
| HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS | Long | Debt | GB | $311K | – | 0.01 |
| HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A | Long | Debt | MU | $1M | – | 0.03 |
| HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A | Long | Debt | MU | $534K | – | 0.01 |
| HUDSON AUTOMOTIVE GROUP 8% 05/15/2032 144A | Long | Debt | US | $144K | – | 0.00 |
| HUDSON PAC PPTYS LP 4.65% 04/01/2029 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $1M | – | 0.03 |
| HUMANA INC 3.7% 03/23/2029 | Long | Debt | US | $545K | – | 0.01 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $2M | – | 0.05 |
| HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A | Long | Debt | HU | $124K | – | 0.00 |
| HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A | Long | Debt | HU | $195K | – | 0.00 |
| HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A | Long | Debt | HU | $270K | – | 0.01 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $763K | – | 0.02 |
| ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $2M | – | 0.04 |
| ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030 144A (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $69K | – | 0.00 |
| IHS HOLDING LTD 5.625% 11/29/2026 144A | Long | Debt | KY | $222K | – | 0.01 |
| IHS HOLDING LTD 6.25% 11/29/2028 144A | Long | Debt | KY | $49K | – | 0.00 |
| IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A | Long | Debt | NL | $388K | – | 0.01 |
| ILIAD HOLDING SAS 8.5% 04/15/2031 144A | Long | Debt | FR | $405K | – | 0.01 |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS | Long | Debt | NL | $679K | – | 0.02 |
| IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A | Long | Debt | GB | $2M | – | 0.04 |
| IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A | Long | Debt | GB | $775K | – | 0.02 |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A | Long | Debt | ID | $259K | – | 0.01 |
| INDONESIA REPUBLIC OF 3.2% 09/23/2061 | Long | Debt | ID | $127K | – | 0.00 |
| INDONESIA REPUBLIC OF 4.2% 10/15/2050 | Long | Debt | ID | $2M | – | 0.04 |
| INDONESIA REPUBLIC OF 4.35% 01/11/2048 | Long | Debt | ID | $169K | – | 0.00 |
| INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A | Long | Debt | ID | $365K | – | 0.01 |
| INDONESIA REPUBLIC OF 5.25% 01/17/2042 144A | Long | Debt | ID | $195K | – | 0.00 |
| INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A | Long | Debt | ID | $209K | – | 0.00 |
| INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A | Long | Debt | ID | $229K | – | 0.01 |
| INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A | Long | Debt | ID | $427K | – | 0.01 |
| INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A | Long | Debt | ID | $459K | – | 0.01 |
| INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A | Long | Debt | GB | $130K | – | 0.00 |
| ING GROEP NV 4.5%/VAR 05/23/2029 REGS | Long | Debt | NL | $443K | – | 0.01 |
| ING GROEP NV 4.75%/VAR 05/23/2034 REGS | Long | Debt | NL | $1M | – | 0.03 |
| INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A | Long | Debt | US | $191K | – | 0.00 |
| INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A | Long | Debt | LU | $494K | – | 0.01 |
| INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS (INTERCONTINENTAL HOTELS GROUP PLC NEW) | Long | Debt | GB | $299K | – | 0.01 |
| INTESA SANPAOLO SPA 4.198%/VAR 06/01/2032 144A | Long | Debt | IT | $204K | – | 0.00 |
| INTESA SANPAOLO SPA 5.017% 06/26/2024 144A | Long | Debt | IT | $200K | – | 0.00 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $4M | – | 0.09 |
| INTESA SANPAOLO SPA 6.625% 06/20/2033 144A | Long | Debt | IT | $619K | – | 0.01 |
| INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| INVERSIONES CMPC SA 3% 04/06/2031 144A | Long | Debt | CL | $80K | – | 0.00 |
| INVESCO CLO LTD TSFR3M+139.161 10/22/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $961K | – | 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 | $2M | – | 0.05 |
| 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 | $2M | – | 0.05 |
| INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A | Long | Debt | BM | $212K | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.3% 11/15/2028 | Long | Debt | US | $880K | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 | Long | Debt | US | $1M | – | 0.02 |
| ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A | Long | Debt | LU | $341K | – | 0.01 |
| ION TRADING TECHNOLOGIES SARL 9.5% 05/30/2029 144A | Long | Debt | LU | $196K | – | 0.00 |
| IRON MTN INC 4.875% 09/15/2027 144A (IRON MOUNTAIN INC) | Long | Debt | US | $241K | – | 0.01 |
| IRON MTN INC 4.875% 09/15/2029 144A (IRON MOUNTAIN INC) | Long | Debt | US | $2M | – | 0.05 |
| ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS | Long | Debt | IL | $213K | – | 0.00 |
| ISRAEL STATE OF 3.375% 01/15/2050 (ISRAEL, STATE OF) | Long | Debt | IL | $171K | – | 0.00 |
| ISRAEL STATE OF 5.75% 03/12/2054 (ISRAEL, STATE OF) | Long | Debt | IL | $181K | – | 0.00 |
| IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 144A | Long | Debt | CI | $361K | – | 0.01 |
| IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A | Long | Debt | CI | $214K | – | 0.00 |
| IVORY COAST (COTE D'IVOIRE) 8.25% 01/30/2037 144A | Long | Debt | CI | $194K | – | 0.00 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A | Long | ABS-mortgage backed security | US | $440K | – | 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 | $84K | – | 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 | $124K | – | 0.00 |
| JACKSON FINANCIAL INC 3.125% 11/23/2031 | Long | Debt | US | $161K | – | 0.00 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $675K | – | 0.02 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $735K | – | 0.02 |
| JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A | Long | Debt | US | $514K | – | 0.01 |
| JAPAN GOVERNMENT OF 0.8% 03/20/2034 | Long | Debt | JP | $403K | – | 0.01 |
| JAZZ SECURITIES DAC 4.375% 01/15/2029 144A | Long | Debt | IE | $924K | – | 0.02 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $2M | – | 0.04 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032 | Long | Debt | LU | $303K | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 | Long | Debt | LU | $2M | – | 0.04 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 | Long | Debt | LU | $722K | – | 0.02 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 | Long | Debt | LU | $1M | – | 0.03 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 | Long | Debt | LU | $9M | – | 0.22 |
| JD.COM INC 3.375% 01/14/2030 | Long | Debt | KY | $344K | – | 0.01 |
| JOHN LEWIS PLC 6.125% 01/21/2025 | Long | Debt | GB | $2M | – | 0.05 |
| JORDAN KINGDOM OF 4.95% 07/07/2025 144A | Long | Debt | JO | $255K | – | 0.01 |
| JORDAN KINGDOM OF 7.75% 01/15/2028 144A | Long | Debt | JO | $202K | – | 0.00 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33 VAR 12/15/2048 | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| JPMCC 2018-WPT XAFX CSTR 07/23 144A (J P MORGAN CHASE COML MTG SECS TR 2018-WPT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| JPMDB COML MTG SECS TR 2016-C4 2.8822% 12/15/2049 | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049 | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $766K | – | 0.02 |
| JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS | Long | Debt | US | $269K | – | 0.01 |
| JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038 | Long | Debt | US | $856K | – | 0.02 |
| JPMORGAN CHASE and CO 4.323/VAR 04/26/2028 | Long | Debt | US | $5M | – | 0.11 |
| JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029 | Long | Debt | US | $5M | – | 0.12 |
| JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 | Long | Debt | US | $3M | – | 0.07 |
| JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | Long | Debt | US | $3M | – | 0.06 |
| JPMORGAN CHASE and CO 4.6%/VAR PERP | Long | Equity-preferred | US | $231K | – | 0.01 |
| JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | Long | Debt | US | $9M | – | 0.21 |
| JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029 | Long | Debt | US | $6M | – | 0.15 |
| JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034 | Long | Debt | US | $14M | – | 0.32 |
| JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 | Long | Debt | US | $3M | – | 0.06 |
| JPMORGAN CHASE and CO 6.1%/VAR PERP X | Long | Equity-preferred | US | $231K | – | 0.01 |
| JPSW SWAP CDS 06/20/29 ISPIM B (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-credit | US | $10K | – | 0.00 | |
| JPSW SWAP PAY 3.8225 02/24/2025 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $345K | – | 0.01 | |
| JPSW SWAP PAY 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $189K | – | 0.00 | |
| JPSW SWAP REC 3.8225 02/24/2025 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $206K | – | 0.00 | |
| JPSW SWAP REC 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $186K | – | 0.00 | |
| JYSKE BANK AS 5.12%/VAR 05/01/2035 REGS | Long | Debt | DK | $246K | – | 0.01 |
| KAISER ALUMINUM CORP 4.625% 03/01/2028 144A | Long | Debt | US | $591K | – | 0.01 |
| KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A (KAZMUAIGAZ NATIONAL CO JSC) | Long | Debt | KZ | $126K | – | 0.00 |
| KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 144A (KAZMUAIGAZ NATIONAL CO JSC) | Long | Debt | KZ | $29K | – | 0.00 |
| KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A (KAZMUAIGAZ NATIONAL CO JSC) | Long | Debt | KZ | $68K | – | 0.00 |
| KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A | Long | Debt | BE | $944K | – | 0.02 |
| KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A | Long | Debt | US | $481K | – | 0.01 |
| KENNEDY-WILSON INC 4.75% 02/01/2030 | Long | Debt | US | $295K | – | 0.01 |
| KENYA REPUBLIC OF 6.3% 01/23/2034 144A | Long | Debt | KE | $71K | – | 0.00 |
| KENYA REPUBLIC OF 9.75% 02/16/2031 144A | Long | Debt | KE | $200K | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $1M | – | 0.03 |
| KINDER MORGAN INC DEL 5.55% 06/01/2045 | Long | Debt | US | $390K | – | 0.01 |
| KINETIK HOLDINGS LP 5.875% 06/15/2030 144A | Long | Debt | US | $361K | – | 0.01 |
| KINETIK HOLDINGS LP 6.625% 12/15/2028 144A | Long | Debt | US | $399K | – | 0.01 |
| KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) | Long | Debt | US | $75K | – | 0.00 |
| KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| KNIFE RIVER HOLDING CO 7.75% 05/01/2031 144A | Long | Debt | US | $453K | – | 0.01 |
| KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A | Long | Debt | US | $372K | – | 0.01 |
| KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A | Long | Debt | US | $330K | – | 0.01 |
| KOHLS CORP 4.25% 07/17/2025 | Long | Debt | US | $24K | – | 0.00 |
| KONDOR FIN PLC 7.625% 11/08/2028 144A (KONDOR FINANCE PLC) | Long | Debt | GB | $65K | – | 0.00 |
| KONDOR FIN PLC 7.65% 07/19/2025 REGS (KONDOR FINANCE PLC) | Long | Debt | GB | $221K | – | 0.01 |
| KONTOOR BRANDS INC 4.125% 11/15/2029 144A | Long | Debt | US | $58K | – | 0.00 |
| KOSMOS ENERGY LTD 7.125% 04/04/2026 144A | Long | Debt | US | $611K | – | 0.01 |
| KOSMOS ENERGY LTD 7.5% 03/01/2028 144A | Long | Debt | US | $114K | – | 0.00 |
| KOSMOS ENERGY LTD 7.75% 05/01/2027 144A | Long | Debt | US | $117K | – | 0.00 |
| KREDITANSTALT FUR WIEDER(UNGTD 0.75% 01/15/2029 REGS (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $1M | – | 0.03 |
| KREDITANSTALT FUR WIEDER(UNGTD 0% 03/31/2027 REGS (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $314K | – | 0.01 |
| KREDITANSTALT FUR WIEDER(UNGTD 2.875% 05/29/2026 REGS (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $535K | – | 0.01 |
| KSL COML MTG TR 2023-HT A CSTR 12/15/2036 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| LABL INC 9.5% 11/01/2028 144A | Long | Debt | US | $102K | – | 0.00 |
| LADDER CAP FIN HLDGS LLLP/CORP 4.25% 02/01/2027 144A (LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP) | Long | Debt | US | $427K | – | 0.01 |
| LAMAR FDG LTD 3.958% 05/07/2025 144A | Long | Debt | KY | $200K | – | 0.00 |
| LAMAR MEDIA CORP 3.625% 01/15/2031 | Long | Debt | US | $999K | – | 0.02 |
| LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A | Long | Debt | US | $817K | – | 0.02 |
| LBA TR 2024-BOLT TSFR1M+368.6 06/15/2026 144A | Long | ABS-mortgage backed security | US | $997K | – | 0.02 |
| LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| LBM ACQUISITION LLC 6.25% 01/15/2029 144A | Long | Debt | US | $474K | – | 0.01 |
| LCCM 2017-LC26 MTG TR 3.289% 07/12/2050 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LCH OIS SOFRV3.5% MAC 06/20/54 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-895.58 | – | -0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/29 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $491.53 | – | 0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/31 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $360K | – | 0.01 | |
| LCH OIS SOFRV3.75% MAC 06/20/44 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $35K | – | 0.00 | |
| LCH OIS SOFRV4.0% MAC 06/20/2026 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $314K | – | 0.01 | |
| LCH OIS SOFRV4.0% MAC 06/20/27 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $116K | – | 0.00 | |
| LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A | Long | Debt | US | $74K | – | 0.00 |
| LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A | Long | Debt | IE | $445K | – | 0.01 |
| LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A | Long | Debt | IE | $344K | – | 0.01 |
| LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS | Long | Debt | LB | $20K | – | 0.00 |
| LEBANON REPUBLIC OF 6.375% 12/31/2049 | Long | Debt | LB | $24K | – | 0.00 |
| LEIGHTON FIN USA PTY LTD 1.5% 05/28/2029 REGS | Long | Debt | AU | $498K | – | 0.01 |
| LENOVO GROUP LTD 3.421% 11/02/2030 144A | Long | Debt | HK | $194K | – | 0.00 |
| LEVEL 3 FINANCING INC 10.5% 05/15/2030 144A | Long | Debt | US | $544K | – | 0.01 |
| LEVEL 3 FINANCING INC 11% 11/15/2029 144A | Long | Debt | US | $133K | – | 0.00 |
| LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A | Long | Debt | US | $142K | – | 0.00 |
| LEVI STRAUSS and CO 3.5% 03/01/2031 144A | Long | Debt | US | $661K | – | 0.02 |
| LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS | Long | Debt | IL | $210K | – | 0.00 |
| LGI HOMES INC 8.75% 12/15/2028 144A | Long | Debt | US | $151K | – | 0.00 |
| LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A | Long | Debt | KY | $179K | – | 0.00 |
| LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| LIFE 2021-BMR MTG TR TSFR1M+151.448 03/15/2026 144A | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LIFE 2021-BMR MTG TR TSFR1M+99.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A | Long | ABS-mortgage backed security | US | $888K | – | 0.02 |
| LIFE TIME INC 5.75% 01/15/2026 144A | Long | Debt | US | $249K | – | 0.01 |
| LIFEPOINT HEALTH INC 10% 06/01/2032 144A | Long | Debt | US | $135K | – | 0.00 |
| LIFEPOINT HEALTH INC 5.375% 01/15/2029 144A | Long | Debt | US | $365K | – | 0.01 |
| LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A | Long | Debt | GB | $363K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031 | Long | Debt | GB | $533K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS | Long | Debt | GB | $289K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS | Long | Debt | GB | $1M | – | 0.02 |
| LOGICOR FINANCING SARL 1.625% 01/17/2030 REGS | Long | Debt | LU | $167K | – | 0.00 |
| LOGICOR FINANCING SARL 2% 01/17/2034 REGS | Long | Debt | LU | $360K | – | 0.01 |
| LONG GILT FUTURE SEP24 G U4 (ICE FUTURES EUROPE FINANCIALS) | Derivative-interest rate | GB | $19K | – | 0.00 | |
| LOWES COS INC 3.35% 04/01/2027 | Long | Debt | US | $142K | – | 0.00 |
| LOWES COS INC 3.75% 04/01/2032 | Long | Debt | US | $415K | – | 0.01 |
| LOWES COS INC 4.25% 04/01/2052 | Long | Debt | US | $1M | – | 0.03 |
| LOWES COS INC 4.45% 04/01/2062 | Long | Debt | US | $2M | – | 0.04 |
| LPL HOLDINGS INC 4% 03/15/2029 144A | Long | Debt | US | $658K | – | 0.02 |
| LXP INDUSTRIAL TRUST 2.375% 10/01/2031 | Long | Debt | US | $790K | – | 0.02 |
| LXP INDUSTRIAL TRUST 2.7% 09/15/2030 | Long | Debt | US | $322K | – | 0.01 |
| M and T BANK CORP 3.5%/VAR PERP | Long | Equity-preferred | US | $45K | – | 0.00 |
| M and T BANK CORP 5.125/VAR PERP | Long | Equity-preferred | US | $103K | – | 0.00 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A | Long | Debt | GB | $76K | – | 0.00 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A | Long | Debt | GB | $174K | – | 0.00 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.375% 05/01/2028 144A | Long | Debt | GB | $904K | – | 0.02 |
| MADISON IAQ LLC 5.875% 06/30/2029 144A | Long | Debt | US | $440K | – | 0.01 |
| MADISON PARK FUNDING 2015 19A AR3 TSFR3M+160 01/22/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.17 |
| MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+151 04/25/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| 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 | $1M | – | 0.03 |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+146.161 01/22/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $364K | – | 0.01 |
| MAGNE 2020-27A AR TSFR3M+140.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $306K | – | 0.01 |
| MAGNETITE CLO LTD 2021-29A A TSFR3M+125.161 01/15/2034 144A (MAGNETITE XXIX LTD / MAGNETITE XXIX LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A (MAGNE 2023-36A) | Long | ABS-collateralized bond/debt obligation | KY | $887K | – | 0.02 |
| MAGNETITE IX LTD /LLC TSFR3M+139.161 10/25/2034 144A (MAGNETITE IX LTD / MAGNETITE IX LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MAGNETITE XXI LTD 2019-21A A TSFR3M+128.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| MAGNETITE XXIII LTD TSFR3M+139.161 01/25/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A | Long | Debt | HU | $75K | – | 0.00 |
| MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A | Long | Debt | US | $235K | – | 0.01 |
| MARB BONDCO PLC 3.95% 01/29/2031 144A | Long | Debt | GB | $129K | – | 0.00 |
| MARKS and SPENCER PLC STEP 07/10/2027 REGS | Long | Debt | GB | $415K | – | 0.01 |
| MARLETTE FDG TR 2023-3 6.49% 09/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $412K | – | 0.01 |
| MARSH and MCLENNAN COS INC 4.375% 03/15/2029 | Long | Debt | US | $660K | – | 0.02 |
| MATADOR RES CO 6.5% 04/15/2032 144A (MATADOR RESOURCES COMPANY) | Long | Debt | US | $389K | – | 0.01 |
| MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $242K | – | 0.01 |
| MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $743K | – | 0.02 |
| MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A | Long | Debt | LU | $355K | – | 0.01 |
| MCDONALDS CORP 3.5% 07/01/2027 | Long | Debt | US | $337K | – | 0.01 |
| MCLAREN FINANCE PLC 7.5% 08/01/2026 144A | Long | Debt | GB | $220K | – | 0.01 |
| MDGH GMTN RSC LTD 2.875% 11/07/2029 144A | Long | Debt | AE | $215K | – | 0.00 |
| MDGH GMTN RSC LTD 4.375% 11/22/2033 144A | Long | Debt | AE | $112K | – | 0.00 |
| MDGH GMTN RSC LTD 5.084% 05/22/2053 144A | Long | Debt | AE | $143K | – | 0.00 |
| MDGH GMTN RSC LTD 5.5% 04/28/2033 144A | Long | Debt | AE | $127K | – | 0.00 |
| MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A | Long | Debt | SG | $266K | – | 0.01 |
| MEDCO MAPLE TREE PTE LTD 8.96% 04/27/2029 144A | Long | Debt | SG | $223K | – | 0.01 |
| MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A | Long | Debt | SG | $50K | – | 0.00 |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A | Long | Debt | US | $220K | – | 0.01 |
| MEGLOBAL BV 2.625% 04/28/2028 144A | Long | Debt | NL | $111K | – | 0.00 |
| MEGLOBAL BV 4.25% 11/03/2026 144A | Long | Debt | NL | $96K | – | 0.00 |
| MEGLOBAL CANADA INC 5% 05/18/2025 144A | Long | Debt | CA | $153K | – | 0.00 |
| MEITUAN 2.125% 10/28/2025 144A | Long | Debt | KY | $119K | – | 0.00 |
| MEITUAN 3.05% 10/28/2030 144A | Long | Debt | KY | $133K | – | 0.00 |
| MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A | Long | Debt | KY | $242K | – | 0.01 |
| MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A | Long | Debt | KY | $377K | – | 0.01 |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $863K | – | 0.02 |
| 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 |
| METALSA S A DE C V 3.75% 05/04/2031 144A | Long | Debt | MX | $167K | – | 0.00 |
| METHANEX CORP 5.125% 10/15/2027 | Long | Debt | CA | $768K | – | 0.02 |
| METHANEX CORP 5.25% 12/15/2029 | Long | Debt | CA | $62K | – | 0.00 |
| METHANEX CORP 5.65% 12/01/2044 | Long | Debt | CA | $453K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 | Long | Debt | MX | $213K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071 | Long | Debt | MX | $219K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033 | Long | Debt | MX | $186K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110 | Long | Debt | MX | $322K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040 | Long | Debt | MX | $295K | – | 0.01 |
| 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 | $202K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 6% 05/07/2036 | Long | Debt | MX | $236K | – | 0.01 |
| MFA 2022-RPL1 TR 3.3% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.01 |
| MGM RESORTS INTERNATIONAL 5.75% 06/15/2025 | Long | Debt | US | $309K | – | 0.01 |
| MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MHP 2022-MHIL F TSFR1M+325.92 01/15/2027 144A | Long | ABS-mortgage backed security | US | $891K | – | 0.02 |
| MHP 2022-MHIL F TSFR1M+395.75 01/15/2027 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030 144A | Long | Debt | US | $10K | – | 0.00 |
| MICROSTRATEGY INC 6.125% 06/15/2028 144A | Long | Debt | US | $497K | – | 0.01 |
| MIDOCEAN CREDIT CLO XV LTD 2024-15A E TSFR3M+625 07/21/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.01 |
| MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A | Long | Debt | LU | $141K | – | 0.00 |
| MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A | Long | Debt | LU | $657K | – | 0.02 |
| MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A | Long | Debt | LU | $1M | – | 0.03 |
| MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A | Long | Debt | LU | $103K | – | 0.00 |
| MILOS CLO LTD TSFR3M+133.161 10/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| MINERAL RESOURCES LTD 8% 11/01/2027 144A | Long | Debt | AU | $1M | – | 0.03 |
| MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A (MINERVA LUXEMBOURG SA) | Long | Debt | LU | $130K | – | 0.00 |
| MISC CAPITAL TWO LABUAN LIMITED 3.625% 04/06/2025 144A | Long | Debt | MY | $152K | – | 0.00 |
| MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A | Long | Debt | MY | $233K | – | 0.01 |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A | Long | Debt | US | $228K | – | 0.01 |
| MKS INSTRUMENTS INC CONV 1.25% 06/01/2030 144A | Long | Debt | US | $238K | – | 0.01 |
| MNGT SWAP CY562346 11/18/64 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $45K | – | 0.00 | |
| MNGT SWAP CY562346 11/18/64 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $20K | – | 0.00 | |
| MNGT SWAP CY873245 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $19K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $21K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $13K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $10K | – | 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 | $762K | – | 0.02 |
| MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A | Long | Debt | US | $70K | – | 0.00 |
| MODIVCARE INC 5.875% 11/15/2025 144A | Long | Debt | US | $497K | – | 0.01 |
| MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A | Long | Debt | US | $630K | – | 0.01 |
| MOLSON COORS BEVERAGE CO 5% 05/01/2042 | Long | Debt | US | $3M | – | 0.06 |
| MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A | Long | Debt | NL | $168K | – | 0.00 |
| MOODYS CORP 3.25% 01/15/2028 | Long | Debt | US | $9K | – | 0.00 |
| MOODYS CORP 3.75% 03/24/2025 | Long | Debt | US | $1M | – | 0.02 |
| MOOG INC 4.25% 12/15/2027 144A | Long | Debt | US | $684K | – | 0.02 |
| MORGAN STANLEY 3.622/VAR 04/01/2031 | Long | Debt | US | $2M | – | 0.04 |
| MORGAN STANLEY 3.955%/VAR 03/21/2035 REGS | Long | Debt | US | $291K | – | 0.01 |
| MORGAN STANLEY 4.431/VAR 01/23/2030 | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY 4.656%/VAR 03/02/2029 | Long | Debt | US | $311K | – | 0.01 |
| MORGAN STANLEY 4.889%/VAR 07/20/2033 | Long | Debt | US | $6M | – | 0.13 |
| MORGAN STANLEY 5.164/VAR 04/20/2029 | Long | Debt | US | $6M | – | 0.14 |
| MORGAN STANLEY 5.424%/VAR 07/21/2034 | Long | Debt | US | $7M | – | 0.16 |
| MORGAN STANLEY 5.45%/VAR 07/20/2029 | Long | Debt | US | $1M | – | 0.03 |
| MORGAN STANLEY 5.831%/VAR 4/19/2035 | Long | Debt | US | $6M | – | 0.14 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 ASB 3.354% 11/15/2052 | Long | ABS-mortgage backed security | US | $827K | – | 0.02 |
| MORGAN STANLEY CAP I TR 2017-HR2 D 2.73% 12/15/2050 | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| MORGAN STANLEY CAP I TR 2018-BOP C TSFR1M+154.7 06/15/2035 144A | Long | ABS-mortgage backed security | US | $664K | – | 0.02 |
| MORGAN STANLEY CAP I TR 2018-BOP TSFR1M+129.7 06/15/2035 144A | Long | ABS-mortgage backed security | US | $337K | – | 0.01 |
| MORGAN STANLEY CAP I TR 2018-L1 4.139% 10/15/2051 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MORGAN STANLEY CAP I TR 2019-L2 A3 3.806% 03/15/2052 | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| MORGAN STANLEY CAP I TR 2024-BPR2 7.291% 05/05/2029 144A | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| MORGAN STANLEY CAP I TR 2024-BPR2 X VAR 05/05/2029 144A | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| MORGAN STANLEY CAPITAL I 2.782% 08/15/2049 | Long | ABS-mortgage backed security | US | $935K | – | 0.02 |
| MORGAN STANLEY CAPITAL I INC 3.587% 12/15/2050 (MORGAN STANLEY CAP I TR 2017-HR2) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1 4.281% 06/15/2050 | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1 A4 3.259% 06/15/2050 | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1 B 4.075% 06/15/2050 | Long | ABS-mortgage backed security | US | $468K | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| MOROCCO KINGDOM OF 6.5% 09/08/2033 144A | Long | Debt | MA | $204K | – | 0.00 |
| MPLX LP 4.8% 02/15/2029 | Long | Debt | US | $171K | – | 0.00 |
| MPLX LP 4.875% 12/01/2024 | Long | Debt | US | $271K | – | 0.01 |
| MPLX LP 4.95% 09/01/2032 | Long | Debt | US | $1M | – | 0.03 |
| MPLX LP 5.5% 02/15/2049 | Long | Debt | US | $486K | – | 0.01 |
| MPLX LP 5% 03/01/2033 | Long | Debt | US | $2M | – | 0.04 |
| MPT OPER PARTNERSHIP LP/CORP 2.5% 03/24/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $378K | – | 0.01 |
| MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $393K | – | 0.01 |
| MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $513K | – | 0.01 |
| MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $1M | – | 0.03 |
| MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-207.76 | – | -0.00 | |
| MSCS SWAP CY562346 11/18/64 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $54K | – | 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 | $28K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $28K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $25K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $22K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $21K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $19K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $15K | – | 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 | $11K | – | 0.00 | |
| MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A (MTN MAURITIUS INVESTMENTS LTD) | Long | Debt | MU | $144K | – | 0.00 |
| MURPHY OIL USA INC 3.75% 02/15/2031 144A | Long | Debt | US | $377K | – | 0.01 |
| MYLAN INC 4.55% 04/15/2028 | Long | Debt | US | $432K | – | 0.01 |
| NAGACORP LTD 7.95% 07/06/2024 REGS | Long | Debt | KY | $197K | – | 0.00 |
| NATIONAL EXPRESS GROUP 4.25%/VAR PERP REGS (MOBICO GROUP PLC) | Long | Equity-preferred | GB | $233K | – | 0.01 |
| NATWEST GROUP PLC 4.771/VAR 02/16/2029 REGS | Long | Debt | GB | $660K | – | 0.02 |
| NATWEST GROUP PLC 6.156% 03/02/2027 | Long | Debt | GB | $3M | – | 0.08 |
| NATWEST GRP PLC(UNGTD) 2.105/VAR 11/28/2031 REGS (NATWEST GROUP PLC) | Long | Debt | GB | $745K | – | 0.02 |
| NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS (NATWEST GROUP PLC) | Long | Debt | GB | $451K | – | 0.01 |
| NAVIENT CORP 5.625% 08/01/2033 | Long | Debt | US | $65K | – | 0.00 |
| NAVIENT CORP 6.75% 06/15/2026 | Long | Debt | US | $2M | – | 0.04 |
| NBK TIER 1 FINANCING LTD 3.625/VAR PERP 144A (NBK TIER 1 LTD) | Long | Equity-preferred | AE | $97K | – | 0.00 |
| NBM US HOLDINGS INC 6.625% 08/06/2029 144A | Long | Debt | US | $266K | – | 0.01 |
| NCL CORP LTD 8.375% 02/01/2028 144A | Long | Debt | BM | $454K | – | 0.01 |
| NETWORK I2I LTD 3.975%/VAR PERP 144A | Long | Equity-preferred | MU | $100K | – | 0.00 |
| NETWORK I2I LTD 5.65%/VAR PERP 144A | Long | Equity-preferred | MU | $248K | – | 0.01 |
| NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A | Long | Debt | US | $2M | – | 0.04 |
| NEW FORTRESS ENERGY INC 8.75% 03/15/2029 144A | Long | Debt | US | $350K | – | 0.01 |
| NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.01 |
| NEWELL BRANDS INC STEP 04/01/2036 | Long | Debt | US | $253K | – | 0.01 |
| NEXA RESOURCES SA 6.5% 01/18/2028 144A | Long | Debt | LU | $160K | – | 0.00 |
| NEXA RESOURCES SA 6.75% 04/09/2034 144A | Long | Debt | LU | $60K | – | 0.00 |
| NEXSTAR MEDIA INC 5.625% 07/15/2027 144A | Long | Debt | US | $783K | – | 0.02 |
| NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A | Long | Debt | US | $74K | – | 0.00 |
| NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A | Long | Debt | US | $404K | – | 0.01 |
| NGG FINANCE PLC 2.125/VAR 09/05/2082 REGS | Long | Debt | GB | $554K | – | 0.01 |
| NIGERIA REPUBLIC 6.125% 09/28/2028 144A (NIGERIA REPUBLIC OF) | Long | Debt | NG | $324K | – | 0.01 |
| NIGERIA REPUBLIC 7.143% 02/23/2030 144A (NIGERIA REPUBLIC OF) | Long | Debt | NG | $176K | – | 0.00 |
| NIGERIA REPUBLIC 7.625% 11/21/2025 144A (NIGERIA REPUBLIC OF) | Long | Debt | NG | $206K | – | 0.00 |
| NIGERIA REPUBLIC 7.696% 02/23/2038 144A (NIGERIA REPUBLIC OF) | Long | Debt | NG | $158K | – | 0.00 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $2M | – | 0.04 |
| NISOURCE INC 3.6% 05/01/2030 | Long | Debt | US | $4M | – | 0.08 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| NORDEA BANK ABP 4.125% 05/05/2028 REGS | Long | Debt | FI | $690K | – | 0.02 |
| NORDSTROM INC 4.375% 04/01/2030 | Long | Debt | US | $591K | – | 0.01 |
| NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A | Long | Debt | US | $254K | – | 0.01 |
| NOVA CHEMICALS CORP 5.25% 06/01/2027 144A | Long | Debt | CA | $939K | – | 0.02 |
| NOVA CHEMICALS CORP 5% 05/01/2025 144A | Long | Debt | CA | $987K | – | 0.02 |
| NOVELIS CORP 3.875% 08/15/2031 144A | Long | Debt | US | $1M | – | 0.03 |
| NRG ENERGY INC 5.25% 06/15/2029 144A | Long | Debt | US | $596K | – | 0.01 |
| NRG ENERGY INC 5.75% 01/15/2028 | Long | Debt | US | $647K | – | 0.01 |
| NRG ENERGY INC 6.625% 01/15/2027 | Long | Debt | US | $170K | – | 0.00 |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A | Long | Debt | AU | $411K | – | 0.01 |
| NUVEEN FINANCE LLC 4.125% 11/01/2024 144A | Long | Debt | US | $79K | – | 0.00 |
| NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $188K | – | 0.00 |
| NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.01 |
| OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| OAK HILL CREDIT PARTNERS TSFR3M+165 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026 | Long | Debt | US | $830K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040 | Long | Debt | US | $704K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036 | Long | Debt | US | $625K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046 | Long | Debt | US | $844K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030 | Long | Debt | US | $8M | – | 0.19 |
| OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031 | Long | Debt | US | $1M | – | 0.02 |
| OCP SA 3.75% 06/23/2031 144A | Long | Debt | MA | $135K | – | 0.00 |
| OCP SA 6.75% 05/02/2034 144A | Long | Debt | MA | $106K | – | 0.00 |
| OCP SA 6.875% 04/25/2044 144A | Long | Debt | MA | $151K | – | 0.00 |
| OCP SA 7.5% 05/02/2054 144A | Long | Debt | MA | $80K | – | 0.00 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.00 |
| OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.00 |
| OI EUROPEAN GROUP BV 4.75% 02/15/2030 144A | Long | Debt | NL | $536K | – | 0.01 |
| OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A | Long | Debt | BH | $244K | – | 0.01 |
| OIL AND GAS HOLDING CO BSCC/THE 8.375% 11/07/2028 144A | Long | Debt | BH | $85K | – | 0.00 |
| OLEODUCTO CENTRAL SA 4% 07/14/2027 144A | Long | Debt | CO | $180K | – | 0.00 |
| OLIN CORP 5% 02/01/2030 | Long | Debt | US | $916K | – | 0.02 |
| OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A | Long | Debt | US | $348K | – | 0.01 |
| OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A | Long | Debt | US | $266K | – | 0.01 |
| OMAN SULTANATE 5.625% 01/17/2028 144A | Long | Debt | OM | $394K | – | 0.01 |
| OMAN SULTANATE 6.25% 01/25/2031 144A | Long | Debt | OM | $205K | – | 0.00 |
| OMAN SULTANATE 6.75% 01/17/2048 144A | Long | Debt | OM | $391K | – | 0.01 |
| OMAN SULTANATE 6% 08/01/2029 144A | Long | Debt | OM | $232K | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 | Long | Debt | US | $8M | – | 0.18 |
| OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 | Long | Debt | US | $3M | – | 0.06 |
| OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 | Long | Debt | US | $2M | – | 0.04 |
| OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028 | Long | Debt | US | $3M | – | 0.07 |
| ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A | Long | Debt | US | $283K | – | 0.01 |
| ONEMAIN FINANCE CORP 3.5% 01/15/2027 | Long | Debt | US | $453K | – | 0.01 |
| ONEMAIN FINANCE CORP 6.875% 03/15/2025 | Long | Debt | US | $801K | – | 0.02 |
| ONEMAIN FINANCE CORP 7.125% 03/15/2026 | Long | Debt | US | $320K | – | 0.01 |
| ONEMAIN FINANCE CORP 7.5% 05/15/2031 | Long | Debt | US | $40K | – | 0.00 |
| ONEMAIN FINANCE CORP 7.875% 03/15/2030 | Long | Debt | US | $418K | – | 0.01 |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A | Long | Debt | CA | $103K | – | 0.00 |
| OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A (OOREDOO INTERNATIONAL FINANCE LTD) | Long | Debt | BM | $145K | – | 0.00 |
| OPEN TEXT CORPORATION 3.875% 02/15/2028 144A | Long | Debt | CA | $584K | – | 0.01 |
| OPEN TEXT CORPORATION 3.875% 12/01/2029 144A | Long | Debt | CA | $528K | – | 0.01 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| OPG TR 2021-PORT C TSFR1M+94.648 10/15/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| OPG TR 2021-PORT G TSFR1M+251.248 10/15/2036 144A | Long | ABS-mortgage backed security | US | $965K | – | 0.02 |
| OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| OPG TR 2021-PORT TSFR1M+82.748 10/15/2036 144A | Long | ABS-mortgage backed security | US | $894K | – | 0.02 |
| ORACLE CORP 1.65% 03/25/2026 | Long | Debt | US | $1M | – | 0.03 |
| ORACLE CORP 2.3% 03/25/2028 | Long | Debt | US | $2M | – | 0.04 |
| ORBIA ADVANCE CORPORATION SAB DE CV 1.875% 05/11/2026 144A | Long | Debt | MX | $254K | – | 0.01 |
| ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A | Long | Debt | MX | $114K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 | Long | Debt | US | $233K | – | 0.01 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A | Long | Debt | US | $716K | – | 0.02 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A | Long | Debt | US | $464K | – | 0.01 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A | Long | Debt | US | $120K | – | 0.00 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A | Long | Debt | US | $203K | – | 0.00 |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A | Long | Debt | US | $229K | – | 0.01 |
| OVINTIV INC 5.15% 11/15/2041 | Long | Debt | US | $2M | – | 0.04 |
| OVINTIV INC 6.625% 08/15/2037 | Long | Debt | US | $362K | – | 0.01 |
| OVINTIV INC 7.375% 11/01/2031 | Long | Debt | US | $474K | – | 0.01 |
| OVINTIV INC 8.125% 09/15/2030 | Long | Debt | US | $1M | – | 0.03 |
| OWENS BROCKWAY GLASS CONT INC 7.375% 06/01/2032 144A | Long | Debt | US | $90K | – | 0.00 |
| PACIFIC LIFECORP 5.125% 01/30/2043 144A | Long | Debt | US | $877K | – | 0.02 |
| PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A (PAKISTAN, ISLAMIC REP OF) | Long | Debt | PK | $276K | – | 0.01 |
| PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A (PAKISTAN, ISLAMIC REP OF) | Long | Debt | PK | $164K | – | 0.00 |
| PALMER SQUARE CLO 2024-2A E LTD TSFR3M+570 07/20/2037 144A (PALMER SQUARE CLO 2024-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.01 |
| PANAMA REPUBLIC OF 2.252% 09/29/2032 | Long | Debt | PA | $143K | – | 0.00 |
| PANAMA REPUBLIC OF 3.298% 01/19/2033 | Long | Debt | PA | $153K | – | 0.00 |
| PANAMA REPUBLIC OF 3.87% 07/23/2060 | Long | Debt | PA | $143K | – | 0.00 |
| PANAMA REPUBLIC OF 4.5% 04/16/2050 | Long | Debt | PA | $222K | – | 0.01 |
| PANAMA REPUBLIC OF 4.5% 05/15/2047 | Long | Debt | PA | $137K | – | 0.00 |
| PANAMA REPUBLIC OF 7.875% 03/01/2057 | Long | Debt | PA | $206K | – | 0.00 |
| PANAMA REPUBLIC OF 8% 03/01/2038 | Long | Debt | PA | $210K | – | 0.00 |
| PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A | Long | Debt | PY | $209K | – | 0.00 |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A | Long | Debt | US | $161K | – | 0.00 |
| PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 | Long | Debt | US | $391K | – | 0.01 |
| PEACE PARK CLO LTD TSFR3M+139.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A | Long | Debt | US | $431K | – | 0.01 |
| PEEBLES PARK CLO LTD 24-1A A TSFR3M+150 04/21/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $18M | – | 0.42 |
| PENNYMAC CORP CONV 8.5% 06/01/2029 144A | Long | Debt | US | $27K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A | Long | Debt | US | $93K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A | Long | Debt | US | $649K | – | 0.01 |
| PERTAMINA GEOTHERMAL ENERGY PT 5.15% 04/27/2028 144A | Long | Debt | ID | $79K | – | 0.00 |
| PERU REPUBLIC OF 2.783% 01/23/2031 (PERU, REPUBLIC OF) | Long | Debt | PE | $228K | – | 0.01 |
| PERU REPUBLIC OF 3.3% 03/11/2041 (PERU, REPUBLIC OF) | Long | Debt | PE | $124K | – | 0.00 |
| PERU REPUBLIC OF 3% 01/15/2034 (PERU, REPUBLIC OF) | Long | Debt | PE | $152K | – | 0.00 |
| PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A | Long | Debt | VE | $8K | – | 0.00 |
| PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS | Long | Debt | VE | $24K | – | 0.00 |
| PETROLEOS DE VENEZUELA SA 5.5% 04/12/2037 REGS | Long | Debt | VE | $2K | – | 0.00 |
| PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A | Long | Debt | VE | $58K | – | 0.00 |
| PETROLEOS DE VENEZUELA SA 6% 12/31/2049 144A | Long | Debt | VE | $45K | – | 0.00 |
| PETROLEOS DE VENEZUELA SA 9.75% 05/17/2035 144A | Long | Debt | VE | $7K | – | 0.00 |
| PETROLEOS MEXICANOS 5.35% 02/12/2028 | Long | Debt | MX | $132K | – | 0.00 |
| PETROLEOS MEXICANOS 5.95% 01/28/2031 | Long | Debt | MX | $16M | – | 0.36 |
| PETROLEOS MEXICANOS 6.35% 02/12/2048 | Long | Debt | MX | $2M | – | 0.05 |
| PETROLEOS MEXICANOS 6.49% 01/23/2027 | Long | Debt | MX | $542K | – | 0.01 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $250K | – | 0.01 |
| PETROLEOS MEXICANOS 6.5% 06/02/2041 | Long | Debt | MX | $59K | – | 0.00 |
| PETROLEOS MEXICANOS 6.625% 06/15/2035 | Long | Debt | MX | $668K | – | 0.02 |
| PETROLEOS MEXICANOS 6.7% 02/16/2032 | Long | Debt | MX | $2M | – | 0.04 |
| PETROLEOS MEXICANOS 6.75% 09/21/2047 | Long | Debt | MX | $9M | – | 0.20 |
| PETROLEOS MEXICANOS 6.84% 01/23/2030 | Long | Debt | MX | $4M | – | 0.08 |
| PETROLEOS MEXICANOS 6.875% 08/04/2026 | Long | Debt | MX | $195K | – | 0.00 |
| PETROLEOS MEXICANOS 6.95% 01/28/2060 | Long | Debt | MX | $816K | – | 0.02 |
| PETROLEOS MEXICANOS 7.69% 01/23/2050 | Long | Debt | MX | $3M | – | 0.06 |
| PETRONAS CAP LTD 3.404% 04/28/2061 144A | Long | Debt | MY | $136K | – | 0.00 |
| PETRONAS CAP LTD 3.5% 04/21/2030 144A | Long | Debt | MY | $96K | – | 0.00 |
| PETRORIO LUXEMBOURG HOLDING SARL 6.125% 06/09/2026 144A | Long | Debt | LU | $88K | – | 0.00 |
| PG and E CORP 5.25% 07/01/2030 | Long | Debt | US | $1M | – | 0.03 |
| PG and E CORP 5% 07/01/2028 | Long | Debt | US | $753K | – | 0.02 |
| PG and E CORP CONV 4.25% 12/01/2027 144A | Long | Debt | US | $237K | – | 0.01 |
| PHILIPPINES REPUBLIC OF 2.65% 12/10/2045 | Long | Debt | PH | $127K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 5.6% 05/14/2049 | Long | Debt | PH | $200K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 5.609% 04/13/2033 | Long | Debt | PH | $204K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 5.95% 10/13/2047 | Long | Debt | PH | $213K | – | 0.00 |
| PHILLIPS 66 3.85% 04/09/2025 | Long | Debt | US | $123K | – | 0.00 |
| PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 | Long | Debt | US | $214K | – | 0.00 |
| PIKE CORP 8.625% 01/31/2031 144A | Long | Debt | US | $527K | – | 0.01 |
| PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 | Long | Debt | US | $450K | – | 0.01 |
| PINE STR TR I 4.572% 02/15/2029 144A | Long | Debt | US | $981K | – | 0.02 |
| PINE STR TR II 5.568% 02/15/2049 144A (PINE STREET TRUST II) | Long | Debt | US | $912K | – | 0.02 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 | Long | Debt | US | $4M | – | 0.10 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024 | Long | Debt | US | $264K | – | 0.01 |
| PLAINS ALL AMERN PIPELINE MLP 6.125%/VAR PERP | Long | Equity-preferred | US | $576K | – | 0.01 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $834K | – | 0.02 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $861K | – | 0.02 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| PMHC II INC 9% 02/15/2030 144A | Long | Debt | US | $350K | – | 0.01 |
| POLAND REPUBLIC OF 5.5% 03/18/2054 | Long | Debt | PL | $110K | – | 0.00 |
| POLAND REPUBLIC OF 5.5% 04/04/2053 | Long | Debt | PL | $82K | – | 0.00 |
| POLAND REPUBLIC OF 5.75% 11/16/2032 | Long | Debt | PL | $180K | – | 0.00 |
| POSCO 5.75% 01/17/2028 144A | Long | Debt | KR | $121K | – | 0.00 |
| POSCO 5.875% 01/17/2033 144A | Long | Debt | KR | $71K | – | 0.00 |
| POST HLDGS INC 5.625% 01/15/2028 144A (POST HOLDINGS INC) | Long | Debt | US | $977K | – | 0.02 |
| POWER STOP TERM 1LN 01/26/2029 (POWER STOP LLC) | Long | Loan | US | $165K | – | 0.00 |
| PRA GROUP INC 8.875% 01/31/2030 144A | Long | Debt | US | $109K | – | 0.00 |
| PRAIRIE ACQUIROR LP 9% 08/01/2029 144A | Long | Debt | US | $509K | – | 0.01 |
| PRESTIGE BRANDS INC 3.75% 04/01/2031 144A | Long | Debt | US | $429K | – | 0.01 |
| PRET 2024-RPL1 TR 3.9% 10/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $903K | – | 0.02 |
| PROSUS NV 2.031% 08/03/2032 REGS | Long | Debt | NL | $87K | – | 0.00 |
| PROSUS NV 3.061% 07/13/2031 144A | Long | Debt | NL | $61K | – | 0.00 |
| PROSUS NV 3.68% 01/21/2030 144A | Long | Debt | NL | $148K | – | 0.00 |
| PROSUS NV 4.027% 08/03/2050 144A | Long | Debt | NL | $176K | – | 0.00 |
| PROSUS NV 4.193% 01/19/2032 144A | Long | Debt | NL | $73K | – | 0.00 |
| PROVINCE CORDOBA STEP 06/01/2027 144A | Long | Debt | AR | $185K | – | 0.00 |
| PROVINCE CORDOBA STEP 12/10/2025 144A | Long | Debt | AR | $62K | – | 0.00 |
| PRPM 2021-RPL2 VAR 10/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.01 |
| PRPM 2023-RCF2 LLC 4% 11/25/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $518K | – | 0.01 |
| PRPM 2024-RCF3 LLC 4% 05/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| PRPM 2024-RPL1 LLC 4.2% 12/25/2064 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| PRUDENTIAL FINL INC 5.375% 05/15/2045 | Long | Debt | US | $1M | – | 0.02 |
| PRUDENTIAL FUNDING ASIA PLC 2.95%/VAR 11/03/2033 REGS | Long | Debt | GB | $610K | – | 0.01 |
| PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A | Long | Debt | ID | $76K | – | 0.00 |
| PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A | Long | Debt | TH | $72K | – | 0.00 |
| PUGET ENERGY INC 4.1% 06/15/2030 | Long | Debt | US | $624K | – | 0.01 |
| PUGET ENERGY INC 4.224% 03/15/2032 | Long | Debt | US | $1M | – | 0.03 |
| QATAR PETROLEUM 1.375% 09/12/2026 144A | Long | Debt | QA | $321K | – | 0.01 |
| QATAR PETROLEUM 2.25% 07/12/2031 144A | Long | Debt | QA | $447K | – | 0.01 |
| QATAR PETROLEUM 3.125% 07/12/2041 144A | Long | Debt | QA | $393K | – | 0.01 |
| QATAR PETROLEUM 3.3% 07/12/2051 144A | Long | Debt | QA | $276K | – | 0.01 |
| QATAR ST 4.4% 04/16/2050 144A | Long | Debt | QA | $452K | – | 0.01 |
| QATAR ST 4.625% 06/02/2046 144A | Long | Debt | QA | $215K | – | 0.00 |
| QATAR ST 4.817% 03/14/2049 144A | Long | Debt | QA | $337K | – | 0.01 |
| QATAR ST 5.103% 04/23/2048 144A | Long | Debt | QA | $390K | – | 0.01 |
| QATAR ST 9.75% 06/15/2030 144A | Long | Debt | QA | $169K | – | 0.00 |
| QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS | Long | Debt | AU | $346K | – | 0.01 |
| QBE INS GROUP LTD 5.25%/VAR PERP REGS | Long | Equity-preferred | AU | $402K | – | 0.01 |
| QBE INS GROUP LTD 6.75%/VAR 12/02/2044 REGS | Long | Debt | AU | $537K | – | 0.01 |
| RADIOLOGY PARTNERS INC PIK 7.775%/VAR 01/31/2029 144A | Long | Debt | US | $230K | – | 0.01 |
| RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A | Long | Debt | US | $505K | – | 0.01 |
| RAIZEN FUELS FINANCE SA 6.95% 03/05/2054 144A | Long | Debt | LU | $146K | – | 0.00 |
| RAND PARENT LLC 8.5% 02/15/2030 144A | Long | Debt | US | $1M | – | 0.03 |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A | Long | Debt | US | $230K | – | 0.01 |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026 | Long | Debt | US | $207K | – | 0.00 |
| REALTY INCOME CORP 2.2% 06/15/2028 | Long | Debt | US | $153K | – | 0.00 |
| REALTY INCOME CORP 2.85% 12/15/2032 | Long | Debt | US | $173K | – | 0.00 |
| REALTY INCOME CORP 3.25% 01/15/2031 | Long | Debt | US | $188K | – | 0.00 |
| REALTY INCOME CORP 3.4% 01/15/2028 | Long | Debt | US | $301K | – | 0.01 |
| RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS | Long | Debt | GB | $408K | – | 0.01 |
| REDFIN CORP CONV 0.5% 04/01/2027 (REDFIN CORPORATION) | Long | Debt | US | $388K | – | 0.01 |
| REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC 9.75% 12/01/2026 144A | Long | Debt | US | $115K | – | 0.00 |
| REGIONS BANK OF ALABAMA 6.45% 06/26/2037 | Long | Debt | US | $255K | – | 0.01 |
| REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A | Long | Debt | AM | $163K | – | 0.00 |
| REPUBLIC OF BENIN 4.875% 01/19/2032 144A | Long | Debt | BJ | $132K | – | 0.00 |
| REPUBLIC OF BENIN 7.96% 02/13/2038 144A | Long | Debt | BJ | $188K | – | 0.00 |
| REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A | Long | Debt | ME | $201K | – | 0.00 |
| RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 5.75% 09/15/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.01 |
| REWE INT FINANCE 4.875% 09/13/2030 REGS | Long | Debt | NL | $449K | – | 0.01 |
| REXFORD INDUSTRIAL REALTY LP CONV 4.125% 03/15/2029 144A | Long | Debt | US | $122K | – | 0.00 |
| REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A | Long | Debt | US | $123K | – | 0.00 |
| REYNOLDS AMERICAN INC 7.25% 06/15/2037 | Long | Debt | US | $81K | – | 0.00 |
| RITHM CAPITAL CORP 8% 04/01/2029 144A | Long | Debt | US | $122K | – | 0.00 |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN TSFR6M+603 5 10/15/2026 144A | Long | Debt | US | $344K | – | 0.01 |
| ROBLOX CORP 3.875% 05/01/2030 144A | Long | Debt | US | $388K | – | 0.01 |
| ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A | Long | Debt | US | $502K | – | 0.01 |
| ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A | Long | Debt | US | $264K | – | 0.01 |
| ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A | Long | Debt | US | $105K | – | 0.00 |
| ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| ROLLS-ROYCE PLC 5.75% 10/15/2027 144A | Long | Debt | GB | $635K | – | 0.01 |
| ROMANIA REPUBLIC OF 2% 04/14/2033 REGS (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $46K | – | 0.00 |
| ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $56K | – | 0.00 |
| ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $168K | – | 0.00 |
| ROMANIA REPUBLIC OF 3% 02/27/2027 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $97K | – | 0.00 |
| ROMANIA REPUBLIC OF 4% 02/14/2051 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $41K | – | 0.00 |
| ROMANIA REPUBLIC OF 6.625% 02/17/2028 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $92K | – | 0.00 |
| ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $31K | – | 0.00 |
| ROMANIA REPUBLIC OF 8% 04/29/2030 (ROMANIA, REPUBLIC OF) | Long | Debt | RO | $103K | – | 0.00 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) | Long | Debt | GB | $888K | – | 0.02 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.622%/VAR 08/14/2030 REGS (NATWEST GROUP PLC) | Long | Debt | GB | $295K | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A | Long | Debt | LR | $162K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A | Long | Debt | LR | $1M | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A | Long | Debt | LR | $2M | – | 0.04 |
| ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A | Long | Debt | LR | $214K | – | 0.00 |
| ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS | Long | Debt | NL | $212K | – | 0.00 |
| RR 28 LTD / RR 28 LLC TSFR3M+155 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.41 |
| RR 7 LTD TSFR3M+134 01/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| RRAM 2022-24A A1AR TSFR3M+173 01/15/2036 144A | Long | ABS-collateralized bond/debt obligation | BM | $7M | – | 0.16 |
| RWANDA REPUBLIC OF 5.5% 08/09/2031 144A | Long | Debt | RW | $194K | – | 0.00 |
| RWE FINANCE US LLC 5.875% 04/16/2034 144A | Long | Debt | US | $482K | – | 0.01 |
| SA GLOBAL SUKUK LTD 1.602% 06/17/2026 144A | Long | Debt | KY | $316K | – | 0.01 |
| SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 | Long | Debt | US | $2M | – | 0.04 |
| SABLE INTL FIN LTD 5.75% 09/07/2027 144A (SABLE INTL FINANCE LTD) | Long | Debt | KY | $210K | – | 0.00 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $2M | – | 0.04 |
| SAFEHOLD OPERATING PARTNERSHIP LP 6.1% 04/01/2034 | Long | Debt | US | $144K | – | 0.00 |
| SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A | Long | Debt | BM | $144K | – | 0.00 |
| SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032 (SALLY HOLDINGS LLC / SALLY CAP INC) | Long | Debt | US | $231K | – | 0.01 |
| SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A | Long | Debt | BR | $386K | – | 0.01 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS | Long | Equity-preferred | SE | $104K | – | 0.00 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB 3% 01/14/2025 REGS | Long | Debt | SE | $297K | – | 0.01 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB STEP 08/12/2027 REGS | Long | Debt | SE | $100K | – | 0.00 |
| SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $747K | – | 0.02 |
| SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $146K | – | 0.00 |
| SASOL FING USA LLC 4.375% 09/18/2026 | Long | Debt | US | $346K | – | 0.01 |
| SASOL FING USA LLC 5.5% 03/18/2031 | Long | Debt | US | $83K | – | 0.00 |
| SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A | Long | Debt | SA | $242K | – | 0.01 |
| SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A | Long | Debt | SA | $531K | – | 0.01 |
| SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A | Long | Debt | SA | $289K | – | 0.01 |
| SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 144A | Long | Debt | SA | $190K | – | 0.00 |
| SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A | Long | Debt | SA | $147K | – | 0.00 |
| SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A | Long | Debt | SA | $472K | – | 0.01 |
| SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A | Long | Debt | SA | $230K | – | 0.01 |
| SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A | Long | Debt | SA | $170K | – | 0.00 |
| SAUDI ARABIA KINGDOM OF 5.75% 01/16/2054 144A | Long | Debt | SA | $193K | – | 0.00 |
| SAUDI ARABIA KINGDOM OF 5% 01/18/2053 144A | Long | Debt | SA | $174K | – | 0.00 |
| SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A | Long | Debt | SA | $372K | – | 0.01 |
| SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A | Long | Debt | SA | $229K | – | 0.01 |
| SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A | Long | Debt | SA | $520K | – | 0.01 |
| SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A | Long | Debt | SA | $86K | – | 0.00 |
| SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A | Long | Debt | SA | $531K | – | 0.01 |
| SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A | Long | Debt | SA | $77K | – | 0.00 |
| SBA COMMUNICATIONS CORP 3.125% 02/01/2029 | Long | Debt | US | $1M | – | 0.03 |
| SBA COMMUNICATIONS CORP 3.875% 02/15/2027 | Long | Debt | US | $336K | – | 0.01 |
| SBA TOWER TR 1.884% 07/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $466K | – | 0.01 |
| SBA TOWER TR 2.328% 07/15/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $339K | – | 0.01 |
| SBA TOWER TR 2.836% 01/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| SBLOFI SWAP 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $28K | – | 0.00 | |
| SBLOFI SWAP 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $15K | – | 0.00 | |
| SBLOFI SWAP CY451600 12/16/72 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $207.76 | – | 0.00 | |
| SBLOFI SWAP CY873245 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $67K | – | 0.00 | |
| SBLOFI SWAP CY873245 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $24K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $42K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $24K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $21K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $12K | – | 0.00 | |
| SBLOFI SWAP CY885802 12/15/56 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $17K | – | 0.00 | |
| SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| SCHAEFFLER AG 4.75% 08/14/2029 REGS | Long | Debt | DE | $328K | – | 0.01 |
| SCHWAB CHARLES CORP 4/VAR PERP | Long | Equity-preferred | US | $300K | – | 0.01 |
| SCHWAB CHARLES CORP 5.375/VAR PERP | Long | Equity-preferred | US | $172K | – | 0.00 |
| SCIH SALT HLDGS INC 6.625% 05/01/2029 144A | Long | Debt | US | $235K | – | 0.01 |
| SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A | Long | Debt | US | $151K | – | 0.00 |
| SEADRILL FINANCE LTD 8.375% 08/01/2030 144A | Long | Debt | BM | $567K | – | 0.01 |
| SEAGATE HDD CAYMAN 5.75% 12/01/2034 | Long | Debt | KY | $284K | – | 0.01 |
| SEAGATE HDD CAYMAN 8.25% 12/15/2029 144A | Long | Debt | KY | $1M | – | 0.03 |
| SEALED AIR CORP 5% 04/15/2029 144A | Long | Debt | US | $1M | – | 0.03 |
| SEALED AIR CORP 6.875% 07/15/2033 144A | Long | Debt | US | $351K | – | 0.01 |
| SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A | Long | Debt | US | $370K | – | 0.01 |
| SEASPAN CORPORATION 5.5% 08/01/2029 144A | Long | Debt | MH | $236K | – | 0.01 |
| SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A | Long | Debt | SN | $169K | – | 0.00 |
| SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A | Long | Debt | NL | $45K | – | 0.00 |
| SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A | Long | Debt | US | $578K | – | 0.01 |
| SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A | Long | Debt | US | $271K | – | 0.01 |
| SERBIA REPUBLIC OF 2.125% 12/01/2030 144A | Long | Debt | RS | $258K | – | 0.01 |
| SERBIA REPUBLIC OF 6.5% 09/26/2033 144A | Long | Debt | RS | $200K | – | 0.00 |
| SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029 | Long | Debt | US | $817K | – | 0.02 |
| SERVICE PROPERTIES TRUST 3.95% 01/15/2028 | Long | Debt | US | $37K | – | 0.00 |
| SERVICE PROPERTIES TRUST 5.5% 12/15/2027 | Long | Debt | US | $220K | – | 0.01 |
| SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS | Long | Debt | GB | $410K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $952K | – | 0.02 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.89% 03/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $447K | – | 0.01 |
| SHRIRAM FINANCE LTD 4.15% 07/18/2025 144A | Long | Debt | IN | $209K | – | 0.00 |
| SHRIRAM FINANCE LTD 6.625% 04/22/2027 144A | Long | Debt | IN | $90K | – | 0.00 |
| SIGMA HOLDCO BV 7.875% 05/15/2026 144A | Long | Debt | NL | $53K | – | 0.00 |
| SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A (PROJECT SILVER 2019) | Long | ABS-collateralized bond/debt obligation | KY | $611K | – | 0.01 |
| SIMON PROPERTY GROUP LP 2.45% 09/13/2029 | Long | Debt | US | $290K | – | 0.01 |
| SINCLAIR BROADCASTING TERM 1LN 08/24/2026 (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $253K | – | 0.01 |
| SINOPEC GROUP OVERSEAS DEV 2018 LTD 2.7% 05/13/2030 144A | Long | Debt | VG | $89K | – | 0.00 |
| SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS | Long | Debt | GG | $401K | – | 0.01 |
| SIRIUS XM RADIO INC 5.5% 07/01/2029 144A | Long | Debt | US | $1M | – | 0.03 |
| SISECAM UK PLC 8.625% 05/02/2032 144A | Long | Debt | GB | $153K | – | 0.00 |
| SITIOS LATINOAMERICA SAB DE CV 5.375% 04/04/2032 144A | Long | Debt | MX | $395K | – | 0.01 |
| SMYRNA READY MIX LLC 8.875% 11/15/2031 144A | Long | Debt | US | $353K | – | 0.01 |
| SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A | Long | Debt | FR | $4M | – | 0.09 |
| SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | Long | Debt | FR | $2M | – | 0.04 |
| SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A | Long | Debt | FR | $461K | – | 0.01 |
| SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A | Long | Debt | FR | $833K | – | 0.02 |
| SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A | Long | Debt | US | $233K | – | 0.01 |
| SOTHEBYS 7.375% 10/15/2027 144A | Long | Debt | US | $226K | – | 0.01 |
| SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027 | Long | Debt | ZA | $190K | – | 0.00 |
| SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049 | Long | Debt | ZA | $180K | – | 0.00 |
| SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032 | Long | Debt | ZA | $180K | – | 0.00 |
| SOUTH AFRICA REPUBLIC OF 5% 10/12/2046 | Long | Debt | ZA | $135K | – | 0.00 |
| SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081 | Long | Debt | US | $421K | – | 0.01 |
| SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A | Long | Debt | AZ | $412K | – | 0.01 |
| SOUTHERN WTR SERVICES FIN LTD 1.625% 03/30/2027 REGS | Long | Debt | KY | $242K | – | 0.01 |
| SOUTHERN WTR SERVICES FIN LTD 2.375% 05/28/2028 REGS | Long | Debt | KY | $260K | – | 0.01 |
| SOUTHWESTERN ENERGY CO 5.375% 02/01/2029 | Long | Debt | US | $938K | – | 0.02 |
| SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A | Long | Debt | FI | $235K | – | 0.01 |
| SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A (SPGN 2022-TFLM MTG TR) | Long | ABS-mortgage backed security | US | $448K | – | 0.01 |
| SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A (SPGN 2022-TFLM MTG TR) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A | Long | Debt | KY | $154K | – | 0.00 |
| SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A | Long | ABS-mortgage backed security | US | $575K | – | 0.01 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $12M | – | 0.29 |
| SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) | Long | Debt | LK | $116K | – | 0.00 |
| SRI LANKA GOVT DEMOC SOCIA REP 6.825% 07/18/2026 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) | Long | Debt | LK | $117K | – | 0.00 |
| SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) | Long | Debt | LK | $116K | – | 0.00 |
| SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 144A (SRI LANKA GOVT DEMOCRATIC SOCIALIST REP) | Long | Debt | LK | $131K | – | 0.00 |
| SSE PLC 3.74%/VAR PERP REGS | Long | Equity-preferred | GB | $408K | – | 0.01 |
| Standard Industries Inc/NJ 4.375% 07/15/2030 144A | Long | Debt | US | $1M | – | 0.03 |
| STAPLES INC 10.75% 04/15/2027 144A | Long | Debt | US | $343K | – | 0.01 |
| STAPLES INC 10.75% 09/01/2029 144A | Long | Debt | US | $435K | – | 0.01 |
| STAPLES INC 7.5% 04/15/2026 144A | Long | Debt | US | $250K | – | 0.01 |
| STAPLES TERM B 1LN 08/23/2029 (STAPLES INC) | Long | Loan | US | $29K | – | 0.00 |
| STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS (STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC) | Long | Debt | AZ | $204K | – | 0.00 |
| STERICYCLE INC 3.875% 01/15/2029 144A | Long | Debt | US | $422K | – | 0.01 |
| STILLWATER MINING COMPANY 4% 11/16/2026 144A | Long | Debt | US | $159K | – | 0.00 |
| STONEX GROUP INC 7.875% 03/01/2031 144A | Long | Debt | US | $205K | – | 0.00 |
| STORE CAPITAL LLC 2.75% 11/18/2030 | Long | Debt | US | $346K | – | 0.01 |
| STORE CAPITAL LLC 4.625% 03/15/2029 | Long | Debt | US | $296K | – | 0.01 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| SUMMIT MATLS LLC / FIN CORP 7.25% 01/15/2031 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) | Long | Debt | US | $1M | – | 0.02 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $298K | – | 0.01 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 | Long | Debt | US | $723K | – | 0.02 |
| SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032 | Long | Debt | US | $3M | – | 0.06 |
| SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A | Long | Debt | US | $113K | – | 0.00 |
| SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A | Long | Debt | US | $287K | – | 0.01 |
| SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026 | Long | Debt | US | $49K | – | 0.00 |
| SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 | Long | Debt | US | $138K | – | 0.00 |
| SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028 | Long | Debt | US | $108K | – | 0.00 |
| SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027 | Long | Debt | US | $699K | – | 0.02 |
| SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A | Long | Debt | US | $338K | – | 0.01 |
| SUZANO AUSTRIA GMBH 3.75% 01/15/2031 | Long | Debt | AT | $81K | – | 0.00 |
| SW FINANCE I PLC 7.375% 12/12/2041 REGS | Long | Debt | GB | $300K | – | 0.01 |
| SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A | Long | Debt | LU | $192K | – | 0.00 |
| SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| SYMPHONY CLO 43 LTD TSFR3M+152 04/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| SYMPHONY CLO LTD TSFR3M+155.161 04/18/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC TSFR3M+122.161 04/16/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $662K | – | 0.02 |
| SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A TSFR3M+124.161 04/19/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A (SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| SYNCHRONY BANK 5.4% 08/22/2025 | Long | Debt | US | $1M | – | 0.03 |
| SYNCHRONY BANK 5.625% 08/23/2027 | Long | Debt | US | $1M | – | 0.03 |
| SYNCHRONY FINANCIAL 3.95% 12/01/2027 | Long | Debt | US | $3M | – | 0.07 |
| SYNCHRONY FINANCIAL 5.15% 03/19/2029 | Long | Debt | US | $1M | – | 0.03 |
| SYSCO CORP 5.95% 04/01/2030 | Long | Debt | US | $489K | – | 0.01 |
| SYSCO CORP 6.6% 04/01/2050 | Long | Debt | US | $791K | – | 0.02 |
| T-MOBILE USA INC 3.75% 04/15/2027 | Long | Debt | US | $1M | – | 0.03 |
| T-MOBILE USA INC 3.875% 04/15/2030 | Long | Debt | US | $2M | – | 0.04 |
| T-MOBILE USA INC 4.375% 04/15/2040 | Long | Debt | US | $234K | – | 0.01 |
| T-MOBILE USA INC 4.5% 04/15/2050 | Long | Debt | US | $440K | – | 0.01 |
| T-MOBILE USA INC 5.05% 07/15/2033 | Long | Debt | US | $8M | – | 0.18 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A | Long | Debt | US | $362K | – | 0.01 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A | Long | Debt | US | $543K | – | 0.01 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A | Long | Debt | US | $641K | – | 0.01 |
| TALOS PRODUCTION INC 9% 02/01/2029 144A | Long | Debt | US | $100K | – | 0.00 |
| TANGER PROPERTIES LP 2.75% 09/01/2031 | Long | Debt | US | $729K | – | 0.02 |
| TANGER PROPERTIES LP 3.125% 09/01/2026 | Long | Debt | US | $3M | – | 0.06 |
| TAPESTRY INC 7.05% 11/27/2025 | Long | Debt | US | $337K | – | 0.01 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $1M | – | 0.03 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $2M | – | 0.04 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $2M | – | 0.04 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $920K | – | 0.02 |
| TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A | Long | Debt | US | $359K | – | 0.01 |
| TECHNIP ENERGIES NV 1.125% 05/28/2028 REGS | Long | Debt | NL | $109K | – | 0.00 |
| TEINE ENERGY LTD 6.875% 04/15/2029 144A | Long | Debt | CA | $98K | – | 0.00 |
| TELEFLEX INC 4.25% 06/01/2028 144A | Long | Debt | US | $145K | – | 0.00 |
| TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A (TELEFONICA CELULAR DEL PARAGUAY SA) | Long | Debt | PY | $249K | – | 0.01 |
| TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A | Long | Debt | LU | $379K | – | 0.01 |
| TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A | Long | Debt | US | $1000K | – | 0.02 |
| TENCENT HLDGS LTD 1.81% 01/26/2026 144A | Long | Debt | KY | $104K | – | 0.00 |
| TENCENT HLDGS LTD 2.39% 06/03/2030 144A | Long | Debt | KY | $192K | – | 0.00 |
| TENCENT HLDGS LTD 3.975% 04/11/2029 144A | Long | Debt | KY | $76K | – | 0.00 |
| TENET HEALTHCARE CORP 4.625% 06/15/2028 | Long | Debt | US | $1M | – | 0.03 |
| TENET HEALTHCARE CORP 5.125% 11/01/2027 | Long | Debt | US | $1M | – | 0.03 |
| TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A (TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD) | Long | Debt | BM | $233K | – | 0.01 |
| TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A | Long | Debt | KY | $183K | – | 0.00 |
| TESCO CORPORATE TREASURY SERVICES PLC 2.75% 04/27/2030 REGS | Long | Debt | GB | $427K | – | 0.01 |
| TESLA 2024-A A3 5.37% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $645K | – | 0.01 |
| TESLA AUTO LEASE TRUST 2023-B 6.02% 09/22/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027 | Long | Debt | NL | $115K | – | 0.00 |
| TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029 | Long | Debt | NL | $229K | – | 0.01 |
| THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS | Long | Debt | GB | $629K | – | 0.01 |
| THOR INDUSTRIES INC 4% 10/15/2029 144A | Long | Debt | US | $209K | – | 0.00 |
| THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A (THUNDERBOLT AIRCRAFT LEASE LIM) | Long | ABS-collateralized bond/debt obligation | KY | $547K | – | 0.01 |
| THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $943K | – | 0.02 |
| TIME WARNER CABLE LLC 6.75% 06/15/2039 | Long | Debt | US | $529K | – | 0.01 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $2M | – | 0.06 |
| TKC HOLDINGS INC 10.5% 05/15/2029 144A | Long | Debt | US | $384K | – | 0.01 |
| TKC HOLDINGS INC 6.875% 05/15/2028 144A | Long | Debt | US | $313K | – | 0.01 |
| TKC HOLDINGS TERM 1LN 02/08/2027 (TKC HOLDINGS INC) | Long | Loan | US | $107K | – | 0.00 |
| TOLEDO HOSPITAL/THE 5.325% 11/15/2028 | Long | Debt | US | $300K | – | 0.01 |
| TOPBUILD CORP 4.125% 02/15/2032 144A | Long | Debt | US | $336K | – | 0.01 |
| TOWD PT MTG TR 2022 3.75% 07/25/2062 144A | Long | ABS-collateralized bond/debt obligation | US | $582K | – | 0.01 |
| TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $886K | – | 0.02 |
| TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| TRANSALTA CORP 6.5% 03/15/2040 | Long | Debt | CA | $270K | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $185K | – | 0.00 |
| TRANSDIGM INC 6.375% 03/01/2029 144A | Long | Debt | US | $1M | – | 0.02 |
| TRANSOCEAN INC 8.25% 05/15/2029 144A | Long | Debt | KY | $460K | – | 0.01 |
| TRANSOCEAN INC 8.5% 05/15/2031 144A | Long | Debt | KY | $475K | – | 0.01 |
| TRANSOCEAN INC 8% 02/01/2027 144A | Long | Debt | KY | $251K | – | 0.01 |
| TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS | Long | Debt | GB | $401K | – | 0.01 |
| TRINET GROUP INC 3.5% 03/01/2029 144A | Long | Debt | US | $265K | – | 0.01 |
| TRINET GROUP INC 7.125% 08/15/2031 144A | Long | Debt | US | $182K | – | 0.00 |
| TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS | Long | Debt | GB | $236K | – | 0.01 |
| TRITON WATER HOLDINGS 6.25% 04/01/2029 144A | Long | Debt | US | $647K | – | 0.01 |
| TRONOX INC 4.625% 03/15/2029 144A | Long | Debt | US | $499K | – | 0.01 |
| TTM TECHNOLOGIES INC 4% 03/01/2029 144A | Long | Debt | US | $575K | – | 0.01 |
| TULLOW OIL PLC 10.25% 05/15/2026 144A | Long | Debt | GB | $384K | – | 0.01 |
| TULLOW OIL PLC 7% 03/01/2025 144A | Long | Debt | GB | $169K | – | 0.00 |
| TURKEY REPUBLIC OF 26.2% 10/05/2033 | Long | Debt | TR | $107K | – | 0.00 |
| TURKEY REPUBLIC OF 31.08% 11/08/2028 | Long | Debt | TR | $97K | – | 0.00 |
| TURKEY REPUBLIC OF 4.25% 04/14/2026 | Long | Debt | TR | $333K | – | 0.01 |
| TURKEY REPUBLIC OF 4.75% 01/26/2026 | Long | Debt | TR | $424K | – | 0.01 |
| TURKEY REPUBLIC OF 4.875% 04/16/2043 | Long | Debt | TR | $249K | – | 0.01 |
| TURKEY REPUBLIC OF 4.875% 10/09/2026 | Long | Debt | TR | $193K | – | 0.00 |
| TURKEY REPUBLIC OF 5.125% 02/17/2028 | Long | Debt | TR | $222K | – | 0.01 |
| TURKEY REPUBLIC OF 5.25% 03/13/2030 | Long | Debt | TR | $77K | – | 0.00 |
| TURKEY REPUBLIC OF 5.75% 05/11/2047 | Long | Debt | TR | $153K | – | 0.00 |
| TURKEY REPUBLIC OF 6.625% 02/17/2045 | Long | Debt | TR | $171K | – | 0.00 |
| TURKEY REPUBLIC OF 6% 01/14/2041 | Long | Debt | TR | $388K | – | 0.01 |
| TURKEY REPUBLIC OF 7.625% 05/15/2034 | Long | Debt | TR | $200K | – | 0.00 |
| TURKEY REPUBLIC OF 9.375% 01/19/2033 | Long | Debt | TR | $373K | – | 0.01 |
| TURKEY REPUBLIC OF 9.375% 03/14/2029 | Long | Debt | TR | $218K | – | 0.00 |
| TURKEY REPUBLIC OF 9.875% 01/15/2028 | Long | Debt | TR | $450K | – | 0.01 |
| TURKIYE IHRACAT KREDI BANKASI AS 9% 01/28/2027 144A | Long | Debt | TR | $125K | – | 0.00 |
| UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A | Long | Debt | US | $1M | – | 0.03 |
| UBS COML MTG TR 2017-C7 3.586% 12/15/2050 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12 A4 4.0299% 08/15/2051 | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| UBS GROUP AG 1.494%/VAR 08/10/2027 144A | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG 2.125%/VAR 11/15/2029 REGS | Long | Debt | CH | $428K | – | 0.01 |
| UBS GROUP AG 2.593%/VAR 09/11/2025 144A | Long | Debt | CH | $2M | – | 0.05 |
| UBS GROUP AG 3.75% 03/26/2025 | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 3.869%/VAR 01/12/2029 144A | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 4.125% 09/24/2025 144A | Long | Debt | CH | $490K | – | 0.01 |
| UBS GROUP AG 4.125%/VAR 06/09/2033 REGS | Long | Debt | CH | $412K | – | 0.01 |
| UBS GROUP AG 4.194/VAR 04/01/2031 144A | Long | Debt | CH | $2M | – | 0.04 |
| UBS GROUP AG 4.55% 04/17/2026 | Long | Debt | CH | $381K | – | 0.01 |
| UBS GROUP AG 4.75%/VAR 03/17/2032 REGS | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 5.4280/VAR 02/08/2030 144A | Long | Debt | CH | $5M | – | 0.11 |
| UBS GROUP AG 6.537%/VAR 08/12/2033 144A | Long | Debt | CH | $5M | – | 0.12 |
| UBS GROUP AG 7/VAR PERP RGS | Long | Equity-preferred | CH | $199K | – | 0.00 |
| UBSCM 2017-C7 XA CSTR 12/50 (UBS COML MTG TR 2017-C7) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UKRAINE GOVERNMENT 7.253% 03/15/2035 144A | Long | Debt | UA | $71K | – | 0.00 |
| UKRAINE GOVERNMENT 7.375% 09/25/2034 144A | Long | Debt | UA | $54K | – | 0.00 |
| UKRAINE GOVERNMENT 7.75% 09/01/2024 144A | Long | Debt | UA | $72K | – | 0.00 |
| UKRAINE GOVERNMENT 7.75% 09/01/2025 144A | Long | Debt | UA | $114K | – | 0.00 |
| UKRAINE GOVERNMENT 7.75% 09/01/2026 144A | Long | Debt | UA | $151K | – | 0.00 |
| UKRAINE GOVERNMENT 7.75% 09/01/2028 144A | Long | Debt | UA | $29K | – | 0.00 |
| UKRAINE GOVERNMENT 7.75% 09/01/2029 144A | Long | Debt | UA | $29K | – | 0.00 |
| UKRAINE GOVT VAR 08/01/2041 144A (UKRAINE GOVERNMENT) | Long | Debt | UA | $82K | – | 0.00 |
| UMBS 15YR 2.5% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| UMBS 15YR 2% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| UMBS 15YR 2% 06/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-2M | – | -0.05 |
| UMBS 15YR 2% 07/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $70M | – | 1.61 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-58M | – | -1.33 |
| UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $40M | – | 0.92 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $149M | – | 3.43 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-123M | – | -2.83 |
| UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $92M | – | 2.12 |
| UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $68M | – | 1.56 |
| UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-72M | – | -1.65 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $21M | – | 0.48 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $44M | – | 1.01 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-35M | – | -0.80 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $22M | – | 0.52 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-8M | – | -0.18 |
| UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $28M | – | 0.65 |
| UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-26M | – | -0.59 |
| UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-2M | – | -0.04 |
| UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-2M | – | -0.04 |
| UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $29M | – | 0.67 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-22M | – | -0.50 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.23 |
| UNICREDIT SPA 5.861%/VAR 06/19/2032 144A | Long | Debt | IT | $78K | – | 0.00 |
| UNICREDIT SPA 7.296%/VAR 04/02/2034 | Long | Debt | IT | $211K | – | 0.00 |
| UNITED AIRLINES INC 4.375% 04/15/2026 144A | Long | Debt | US | $1M | – | 0.02 |
| UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A | Long | Debt | US | $49K | – | 0.00 |
| UNITED PLANET FITNESS TERM 1LN 12/30/2026 (UNITED PF HOLDINGS LLC) | Long | Loan | US | $352K | – | 0.01 |
| UNITED STATES TREASURY BOND 1.125% 05/15/2040 | Long | Debt | US | $5M | – | 0.12 |
| UNITED STATES TREASURY BOND 1.125% 08/15/2040 | Long | Debt | US | $347K | – | 0.01 |
| UNITED STATES TREASURY BOND 1.75% 08/15/2041 | Long | Debt | US | $8M | – | 0.18 |
| UNITED STATES TREASURY BOND 1.875% 11/15/2051 | Long | Debt | US | $20M | – | 0.46 |
| UNITED STATES TREASURY BOND 2.25% 02/15/2052 | Long | Debt | US | $15M | – | 0.35 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2046 | Long | Debt | US | $48K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2052 | Long | Debt | US | $16M | – | 0.37 |
| UNITED STATES TREASURY BOND 2% 08/15/2051 | Long | Debt | US | $23M | – | 0.52 |
| UNITED STATES TREASURY BOND 2% 11/15/2041 | Long | Debt | US | $8M | – | 0.18 |
| UNITED STATES TREASURY BOND 3.25% 05/15/2042 | Long | Debt | US | $8M | – | 0.18 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $12M | – | 0.27 |
| UNITED STATES TREASURY BOND 3.625% 05/15/2053 | Long | Debt | US | $16M | – | 0.37 |
| UNITED STATES TREASURY BOND 3.875% 05/15/2043 | Long | Debt | US | $2M | – | 0.04 |
| UNITED STATES TREASURY BOND 3% 02/15/2047 | Long | Debt | US | $13M | – | 0.31 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $29M | – | 0.67 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $157M | – | 3.61 |
| UNITED STATES TREASURY BOND 4.375% 08/15/2043 | Long | Debt | US | $1M | – | 0.03 |
| UNITED STATES TREASURY BOND 4.5% 02/15/2044 | Long | Debt | US | $1M | – | 0.03 |
| UNITED STATES TREASURY BOND 6.25% 05/15/2030 | Long | Debt | US | $2M | – | 0.06 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A | Long | Debt | US | $445K | – | 0.01 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A | Long | Debt | US | $220K | – | 0.01 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A | Long | Debt | US | $674K | – | 0.02 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A | Long | Debt | US | $371K | – | 0.01 |
| UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A (UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC) | Long | Debt | US | $203K | – | 0.00 |
| UNIVERSAL MUSIC GROUP NV 4% 06/13/2031 REGS | Long | Debt | NL | $317K | – | 0.01 |
| UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A | Long | Debt | US | $910K | – | 0.02 |
| UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A | Long | Debt | US | $359K | – | 0.01 |
| UNUM GROUP 3.875% 11/05/2025 | Long | Debt | US | $49K | – | 0.00 |
| UNUM GROUP 4% 06/15/2029 | Long | Debt | US | $798K | – | 0.02 |
| URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $285K | – | 0.01 |
| URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $124K | – | 0.00 |
| US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $290K | – | 0.01 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $61K | – | 0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-691K | – | -0.02 | |
| US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A | Long | Debt | US | $53K | – | 0.00 |
| US FOODS INC 4.625% 06/01/2030 144A | Long | Debt | US | $725K | – | 0.02 |
| US FOODS INC 7.25% 01/15/2032 144A | Long | Debt | US | $186K | – | 0.00 |
| US LBM TERM B 1LN 05/30/2031 (LBM ACQUISITION LLC) | Long | Loan | US | $724K | – | 0.02 |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $109K | – | 0.00 | |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-45K | – | -0.00 | |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A | Long | Debt | US | $230K | – | 0.01 |
| UST NOTES 1% 07/31/2028 | Long | Debt | US | $2M | – | 0.04 |
| UST NOTES 2.75% 04/30/2027 | Long | Debt | US | $664K | – | 0.02 |
| UST NOTES 2.875% 04/30/2029 | Long | Debt | US | $5M | – | 0.12 |
| UST NOTES 2.875% 05/15/2032 | Long | Debt | US | $3M | – | 0.07 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $56M | – | 1.28 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $16M | – | 0.36 |
| UST NOTES 3.625% 03/31/2030 | Long | Debt | US | $372K | – | 0.01 |
| UST NOTES 3.75% 05/31/2030 | Long | Debt | US | $82K | – | 0.00 |
| UST NOTES 3.75% 12/31/2028 | Long | Debt | US | $121M | – | 2.78 |
| UST NOTES 3.75% 12/31/2030 | Long | Debt | US | $44M | – | 1.00 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $48M | – | 1.10 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $8M | – | 0.19 |
| UST NOTES 4.125% 03/31/2031 | Long | Debt | US | $79M | – | 1.80 |
| UST NOTES 4.25% 02/28/2029 | Long | Debt | US | $26M | – | 0.60 |
| UST NOTES 4.25% 02/28/2031 | Long | Debt | US | $159M | – | 3.66 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $2M | – | 0.05 |
| UST NOTES 4.375% 05/15/2034 | Long | Debt | US | $59M | – | 1.37 |
| UST NOTES 4.375% 10/31/2024 | Long | Debt | US | $1M | – | 0.03 |
| UST NOTES 4.375% 11/30/2028 | Long | Debt | US | $1M | – | 0.02 |
| UST NOTES 4.375% 11/30/2030 | Long | Debt | US | $85M | – | 1.94 |
| UST NOTES 4.5% 05/15/2027 | Long | Debt | US | $4M | – | 0.09 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $132M | – | 3.04 |
| UST NOTES 4.625% 02/28/2025 | Long | Debt | US | $1M | – | 0.03 |
| UST NOTES 4.625% 03/15/2026 | Long | Debt | US | $1M | – | 0.02 |
| UST NOTES 4.625% 04/30/2029 | Long | Debt | US | $66M | – | 1.52 |
| UST NOTES 4.625% 04/30/2031 | Long | Debt | US | $148M | – | 3.40 |
| UST NOTES 4.625% 09/30/2030 | Long | Debt | US | $161K | – | 0.00 |
| UST NOTES 4.625% 11/15/2026 | Long | Debt | US | $13M | – | 0.29 |
| UST NOTES 4.875% 10/31/2028 | Long | Debt | US | $81M | – | 1.85 |
| UST NOTES 4.875% 10/31/2030 | Long | Debt | US | $24M | – | 0.56 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $3M | – | 0.06 |
| UST NOTES 4% 01/31/2029 | Long | Debt | US | $2M | – | 0.04 |
| UST NOTES 4% 01/31/2031 | Long | Debt | US | $24M | – | 0.56 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $54M | – | 1.23 |
| UST NOTES 4% 02/28/2030 | Long | Debt | US | $195K | – | 0.00 |
| UST NOTES 4% 02/29/2028 | Long | Debt | US | $588K | – | 0.01 |
| UST NOTES 4% 06/30/2028 | Long | Debt | US | $7M | – | 0.16 |
| UTAH ACQUISITION SUB INC 3.95% 06/15/2026 | Long | Debt | US | $1M | – | 0.03 |
| UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A | Long | Debt | UZ | $163K | – | 0.00 |
| VALARIS LTD 8.375% 04/30/2030 144A | Long | Debt | BM | $289K | – | 0.01 |
| VALLOUREC SA 7.5% 04/15/2032 144A | Long | Debt | FR | $324K | – | 0.01 |
| VB-S1 ISSUER LLC 6.644% 05/15/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| VB-S1 ISSUER LLC 8.871% 05/15/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.01 |
| VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS (VENEZUELA, REPUBLIC OF) | Long | Debt | VE | $104K | – | 0.00 |
| VENEZUELA REPUBLIC OF 12.75% 12/31/2049 REGS (VENEZUELA, REPUBLIC OF) | Long | Debt | VE | $20K | – | 0.00 |
| VENEZUELA REPUBLIC OF 9.25% 09/15/2027 (VENEZUELA, REPUBLIC OF) | Long | Debt | VE | $238K | – | 0.01 |
| VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025 | Long | Debt | US | $1M | – | 0.03 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $1M | – | 0.03 |
| VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | Long | Debt | US | $2M | – | 0.05 |
| VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 | Long | Debt | US | $207K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A | Long | Debt | US | $203K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A | Long | Debt | US | $155K | – | 0.00 |
| VENTURE GLOBAL LNG INC 8.125% 06/01/2028 144A | Long | Debt | US | $562K | – | 0.01 |
| VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A | Long | Debt | US | $114K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.1% 03/22/2028 | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 | Long | Debt | US | $898K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 3.75% 02/28/2036 | Long | Debt | US | $205K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3% 03/22/2027 | Long | Debt | US | $248K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.862% 08/21/2046 | Long | Debt | US | $1M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 5.012% 04/15/2049 | Long | Debt | US | $15K | – | 0.00 |
| VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A | Long | Debt | DE | $371K | – | 0.01 |
| VESTEL ELEKTONIK SANAYI TIC 9.75% 05/15/2029 144A | Long | Debt | TR | $200K | – | 0.00 |
| VIALTO TERM 1LN 04/29/2029 (GALAXY US OPCO INC) | Long | Loan | US | $353K | – | 0.01 |
| VIATRIS INC 2.7% 06/22/2030 | Long | Debt | US | $4M | – | 0.10 |
| VIATRIS INC 3.85% 06/22/2040 | Long | Debt | US | $319K | – | 0.01 |
| VIAVI SOLUTIONS INC 3.75% 10/01/2029 144A | Long | Debt | US | $303K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A | Long | Debt | US | $351K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A | Long | Debt | US | $158K | – | 0.00 |
| VICI PROPERTIES LP 4.375% 05/15/2025 | Long | Debt | US | $174K | – | 0.00 |
| VICI PROPERTIES LP 4.75% 02/15/2028 | Long | Debt | US | $1M | – | 0.03 |
| VICI PROPERTIES LP 4.95% 02/15/2030 | Long | Debt | US | $4M | – | 0.09 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $2M | – | 0.05 |
| VICI PROPERTIES LP 5.75% 04/01/2034 | Long | Debt | US | $404K | – | 0.01 |
| VIETNAM SOCIALIST REPUBLIC OF STEP 03/12/2028 | Long | Debt | VN | $552K | – | 0.01 |
| VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $2M | – | 0.04 |
| VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS | Long | Debt | GB | $804K | – | 0.02 |
| VIRIDIEN 8.75% 04/01/2027 144A | Long | Debt | FR | $479K | – | 0.01 |
| VIRTUSA CORP 7.125% 12/15/2028 144A | Long | Debt | US | $45K | – | 0.00 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A | Long | Debt | MT | $907K | – | 0.02 |
| VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A | Long | Debt | US | $1M | – | 0.02 |
| VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A | Long | Debt | US | $472K | – | 0.01 |
| VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A | Long | Debt | US | $1M | – | 0.03 |
| VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A | Long | Debt | US | $213K | – | 0.00 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VM CONSOLIDATED INC 5.5% 04/15/2029 144A | Long | Debt | US | $286K | – | 0.01 |
| VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS (VODAFONE GRP PLC) | Long | Debt | GB | $133K | – | 0.00 |
| VODAFONE GROUP PLC 6.25%/VAR 10/03/2078 REGS (VODAFONE GRP PLC) | Long | Debt | GB | $426K | – | 0.01 |
| VOLCAN CIA MINERA SAA 4.375% 02/11/2026 144A | Long | Debt | PE | $131K | – | 0.00 |
| VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 (VOLKSWAGEN AUTO LEASE TR 2024-A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS | Long | Equity-preferred | NL | $905K | – | 0.02 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $343K | – | 0.01 |
| VOYA 2020 TSFR3M+141.161 07/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $861K | – | 0.02 |
| 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 | $853K | – | 0.02 |
| 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 | $5M | – | 0.11 |
| VOYA CLO 2023-1A A1 LTD TSFR3M+180 01/20/2037 144A (VOYA CLO 2023-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| VOYA CLO 2024-1A A1 LTD TSFR3M+152 04/15/2037 144A (VOYA CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A | Long | Debt | CL | $51K | – | 0.00 |
| VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A | Long | Debt | CL | $239K | – | 0.01 |
| VTR FINANCE BV 6.375% 07/15/2028 144A | Long | Debt | NL | $100K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $923K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 | Long | Debt | US | $310K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $20M | – | 0.46 |
| WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033 | Long | Debt | US | $378K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 | Long | Debt | US | $610K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $3M | – | 0.07 |
| WELLS FARGO and CO 7.625%/ VAR PERP | Long | Equity-preferred | US | $284K | – | 0.01 |
| WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030 | Long | Debt | US | $4M | – | 0.10 |
| WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 | Long | Debt | US | $2M | – | 0.04 |
| WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | Long | Debt | US | $3M | – | 0.07 |
| WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | Long | Debt | US | $7M | – | 0.17 |
| WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035 | Long | Debt | US | $680K | – | 0.02 |
| WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034 | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | Long | Debt | US | $7M | – | 0.15 |
| WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| WELLS FARGO COML MTG TR 2016-C37 3.525% 12/15/2049 | Long | ABS-mortgage backed security | US | $881K | – | 0.02 |
| WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050 | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050 | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051 | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| WELLS FARGO COML MTG TR 2020-C55 2.651% 02/15/2053 | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| WELLS FARGO COML MTG TR 2021-SAVE D TSFR1M+261.448 02/15/2040 144A | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.525% 11/15/2054 | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | Long | ABS-mortgage backed security | US | $936K | – | 0.02 |
| 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 | $784K | – | 0.02 |
| WERFENLIFE SA 4.625% 06/06/2028 REGS | Long | Debt | ES | $658K | – | 0.02 |
| WESTERN ALLIANCE BANCORPORATN 3/VAR 06/15/2031 | Long | Debt | US | $94K | – | 0.00 |
| WESTERN GAS PARTNERS LP 4.5% 03/01/2028 | Long | Debt | US | $193K | – | 0.00 |
| WESTERN GAS PARTNERS LP 4.65% 07/01/2026 | Long | Debt | US | $135K | – | 0.00 |
| WESTERN GAS PARTNERS LP 4.75% 08/15/2028 | Long | Debt | US | $163K | – | 0.00 |
| WESTERN GAS PARTNERS LP STEP 02/01/2030 | Long | Debt | US | $6M | – | 0.13 |
| WESTINGHOUSE TERM B 1LN 01/20/2031 (WEC US HOLDINGS LTD) | Long | Loan | US | $166K | – | 0.00 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $684K | – | 0.02 |
| WFCM 2017-C42 ASB 3.488% 12/15/2050 (WELLS FARGO COML MTG TR 2017) | Long | ABS-mortgage backed security | US | $523K | – | 0.01 |
| WFRBS COML MTG TR 2014-C21 XA CSTR 08/15/47 | Long | ABS-mortgage backed security | US | $4.84 | – | 0.00 |
| WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS | Long | Debt | GB | $288K | – | 0.01 |
| WHITBREAD GROUP PLC 3.375% 10/16/2025 REGS | Long | Debt | GB | $1M | – | 0.03 |
| WILLIAM (CARTER) CO 5.625% 03/15/2027 144A | Long | Debt | US | $570K | – | 0.01 |
| WILLIAMS COS INC 3.5% 11/15/2030 | Long | Debt | US | $2M | – | 0.04 |
| WILLIAMS COS INC 4.55% 06/24/2024 | Long | Debt | US | $70K | – | 0.00 |
| WILLIAMS COS INC 4.65% 08/15/2032 | Long | Debt | US | $3M | – | 0.08 |
| WILLIAMS COS INC 5.3% 08/15/2052 | Long | Debt | US | $319K | – | 0.01 |
| WILLIAMS COS INC 5.4% 03/02/2026 | Long | Debt | US | $821K | – | 0.02 |
| WILLIAMS COS INC 5.75% 06/24/2044 | Long | Debt | US | $34K | – | 0.00 |
| WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $910K | – | 0.02 |
| WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A | Long | Debt | US | $348K | – | 0.01 |
| WOLFSPEED INC CONV 1.875% 12/01/2029 | Long | Debt | US | $558K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $934K | – | 0.02 |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029 | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.02 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $512K | – | 0.01 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST 5.47% 11/17/2025 | Long | ABS-collateralized bond/debt obligation | US | $534K | – | 0.01 |
| WP CAREY INC 3.85% 07/15/2029 | Long | Debt | US | $227K | – | 0.01 |
| WP CAREY INC 4.25% 07/23/2032 | Long | Debt | US | $107K | – | 0.00 |
| WR GRACE HOLDING LLC 4.875% 06/15/2027 144A | Long | Debt | US | $595K | – | 0.01 |
| WR GRACE HOLDING LLC 5.625% 08/15/2029 144A | Long | Debt | US | $120K | – | 0.00 |
| WR GRACE HOLDING LLC 7.375% 03/01/2031 144A | Long | Debt | US | $66K | – | 0.00 |
| WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A | Long | Debt | US | $2M | – | 0.04 |
| XPO INC 6.25% 06/01/2028 144A | Long | Debt | US | $279K | – | 0.01 |
| XPO INC 7.125% 02/01/2032 144A | Long | Debt | US | $153K | – | 0.00 |
| YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A | Long | Debt | NL | $403K | – | 0.01 |
| YUM BRANDS INC 3.625% 03/15/2031 | Long | Debt | US | $775K | – | 0.02 |
| YUM BRANDS INC 4.625% 01/31/2032 | Long | Debt | US | $683K | – | 0.02 |
| ZAYO GROUP HLDGS INC 4% 03/01/2027 144A | Long | Debt | US | $390K | – | 0.01 |
| ZF EUROPE FINANCE BV 2% 02/23/2026 REGS | Long | Debt | NL | $208K | – | 0.00 |
| ZF FINANCE GMBH 2% 05/06/2027 REGS | Long | Debt | DE | $403K | – | 0.01 |
| ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A | Long | Debt | US | $661K | – | 0.02 |
| ZIGGO BV 4.875% 01/15/2030 144A | Long | Debt | NL | $401K | – | 0.01 |
| ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS | Long | Debt | IE | $310K | – | 0.01 |
Address
Fidelity Income Fund /MA/
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
CHRISTINE J. THOMPSON
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M. BISHOP
CAROL J. ZIERHOFFER
ROBERT W. HELM
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
REFINITIV US HOLDINGS INC
IHS MARKIT LTD
MERRILL LYNCH VALUATIONS LLC
BLOOMBERG LP
PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
Custodians
BANK OF NEW YORK MELLON
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
UBS GROUP AG
CITIGROUP INC
WELLS FARGO and CO
MORGAN STANLEY
ROYAL BANK OF CANADA
BANK OF AMERICA CORPORATION
GOLDMAN SACHS GROUP INC (THE)
BARCLAYS PLC
JEFFERIES GROUP LLC
JANE STREET GROUP LLC