Morningstar Funds Trust
Morningstar Total Return Bond Fund
$807.67M
Avg Monthly Net Assets
$952.79M
Total Assets
$81.26M
Total Liabilities
$871.54M
Net Assets
Morningstar Total Return Bond Fund is a Fund of Funds in Morningstar Funds Trust
,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $807.67M.
On September 26th, 2024 it reported 2,923 holdings, the largest
being iShare Trust (23.1%), Blackrock Allocation Target Shs (7.0%) and Chicago Board of Trade (6.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional | C000186141 | MSTRX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A 2.3 03/12/31 (Agilent Technologies Inc.) | Long | Debt | US | $19K | – | 0.00 |
| AALLN 4 09/11/27 144A (Anglo American Capital PLC) | Long | Debt | GB | $389K | – | 0.04 |
| AALLN 5.625 04/01/30 144A (Anglo American Capital PLC) | Long | Debt | GB | $456K | – | 0.05 |
| ABBV 2.6 11/21/24 (AbbVie Inc.) | Long | Debt | US | $486K | – | 0.06 |
| ABBV 2.95 11/21/26 (AbbVie Inc.) | Long | Debt | US | $96K | – | 0.01 |
| ABBV 3.2 11/21/29 (AbbVie Inc.) | Long | Debt | US | $450K | – | 0.05 |
| ABBV 3.6 05/14/25 (AbbVie Inc.) | Long | Debt | US | $39K | – | 0.00 |
| ABBV 3.8 03/15/25 (AbbVie Inc.) | Long | Debt | US | $188K | – | 0.02 |
| ABBV 4.25 11/21/49 (AbbVie Inc.) | Long | Debt | US | $299K | – | 0.03 |
| ABBV 4.3 05/14/36 (AbbVie Inc.) | Long | Debt | US | $75K | – | 0.01 |
| ABBV 4.55 03/15/35 (AbbVie Inc.) | Long | Debt | US | $217K | – | 0.02 |
| ABBV 4.8 03/15/29 (AbbVie Inc.) | Long | Debt | US | $182K | – | 0.02 |
| ABBV 4.875 11/14/48 (AbbVie Inc.) | Long | Debt | US | $19K | – | 0.00 |
| ABBV 4.95 03/15/31 (AbbVie Inc.) | Long | Debt | US | $71K | – | 0.01 |
| ABBV 5.05 03/15/34 (AbbVie Inc.) | Long | Debt | US | $789K | – | 0.09 |
| ABBV 5.05 03/15/34 (AbbVie Inc.) | Long | Debt | US | $112K | – | 0.01 |
| ABIBB 3.5 06/01/30 (Anheuser-Busch InBev Worldwide Inc.) | Long | Debt | US | $47K | – | 0.01 |
| ABIBB 4.35 06/01/40 (Anheuser-Busch InBev Worldwide Inc.) | Long | Debt | US | $118K | – | 0.01 |
| ABIBB 4.75 01/23/29 (Anheuser-Busch InBev Worldwide Inc.) | Long | Debt | US | $263K | – | 0.03 |
| ABIBB 4.9 02/01/46 * (Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $189K | – | 0.02 |
| ABIBB 5.55 01/23/49 (Anheuser-Busch InBev Worldwide Inc.) | Long | Debt | US | $267K | – | 0.03 |
| ABT 4.75 11/30/36 (Abbott Laboratories) | Long | Debt | US | $40K | – | 0.00 |
| ABXCN 5.75 05/01/43 (Barrick North America Finance LLC) | Long | Debt | US | $195K | – | 0.02 |
| ACAFP V1.907 06/16/26 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $242K | – | 0.03 |
| ADBE 2.3 02/01/30 (Adobe Inc) | Long | Debt | US | $179K | – | 0.02 |
| AEP 1.625 01/15/31 Q (Ohio Power Company) | Long | Debt | US | $37K | – | 0.00 |
| AEP 2.6 04/01/30 P (Ohio Power Company) | Long | Debt | US | $219K | – | 0.03 |
| AEP 3.15 09/15/49 (AEP Transmission Company, LLC) | Long | Debt | US | $190K | – | 0.02 |
| AEP 3.45 05/15/51 (AEP Texas Inc) | Long | Debt | US | $75K | – | 0.01 |
| AEP 3.8 06/15/49 (AEP Transmission Company, LLC) | Long | Debt | US | $235K | – | 0.03 |
| AEP 4 06/01/49 (Ohio Power Company) | Long | Debt | US | $148K | – | 0.02 |
| AEP 4.7 05/15/32 (AEP Texas Inc) | Long | Debt | US | $38K | – | 0.00 |
| AEP 5.4 06/01/33 (AEP Texas Inc) | Long | Debt | US | $204K | – | 0.02 |
| AER 2.45 10/29/26 (Aercap Ireland Capital DAC) | Long | Debt | IE | $378K | – | 0.04 |
| AER 3 10/29/28 (Aercap Ireland Capital DAC) | Long | Debt | IE | $370K | – | 0.04 |
| AER 3.3 01/30/32 (Aercap Ireland Capital DAC) | Long | Debt | IE | $132K | – | 0.02 |
| AGL 2021-13A A1 (AGL CLO 13 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| AIG 4.375 06/30/50 (American International Group Inc.) | Long | Debt | US | $62K | – | 0.01 |
| AIMCO 2017-AA AR (Aimco Clo Series 2017-A) | Long | ABS-collateralized bond/debt obligation | US | $270K | – | 0.03 |
| AL 3.375 07/01/25 (Air Lease Corporation) | Long | Debt | US | $69K | – | 0.01 |
| AL 5.3 02/01/28 (Air Lease Corporation) | Long | Debt | US | $111K | – | 0.01 |
| AMAT 1.75 06/01/30 (Applied Materials Inc.) | Long | Debt | US | $181K | – | 0.02 |
| AMD 4.393 06/01/52 (Advanced Micro Devices, Inc.) | Long | Debt | US | $135K | – | 0.02 |
| AMGN 4.4 02/22/62 (Amgen Inc.) | Long | Debt | US | $139K | – | 0.02 |
| AMGN 4.4 05/01/45 (Amgen Inc.) | Long | Debt | US | $17K | – | 0.00 |
| AMGN 5.25 03/02/30 (Amgen Inc.) | Long | Debt | US | $828K | – | 0.10 |
| AMGN 5.75 03/02/63 (Amgen Inc.) | Long | Debt | US | $489K | – | 0.06 |
| AMMC 2017-21A A (AMMC CLO 21 Ltd. / AMMC CLO 21 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $104K | – | 0.01 |
| AMT 2.1 06/15/30 (American Tower Corporation) | Long | Debt | US | $299K | – | 0.03 |
| AMT 2.3 09/15/31 (American Tower Corporation) | Long | Debt | US | $29K | – | 0.00 |
| AMT 2.7 04/15/31 (American Tower Corporation) | Long | Debt | US | $151K | – | 0.02 |
| AMT 3.8 08/15/29 (American Tower Corporation) | Long | Debt | US | $260K | – | 0.03 |
| AMT 4.05 03/15/32 (American Tower Corporation) | Long | Debt | US | $95K | – | 0.01 |
| AMT 5.5 03/15/28 (American Tower Corporation) | Long | Debt | US | $20K | – | 0.00 |
| AMZN 1.2 06/03/27 (Amazon.com, Inc.) | Long | Debt | US | $256K | – | 0.03 |
| AMZN 1.5 06/03/30 (Amazon.com, Inc.) | Long | Debt | US | $60K | – | 0.01 |
| AMZN 2.1 05/12/31 (Amazon.com, Inc.) | Long | Debt | US | $69K | – | 0.01 |
| AMZN 2.5 06/03/50 (Amazon.com, Inc.) | Long | Debt | US | $440K | – | 0.05 |
| AMZN 2.5 06/03/50 (Amazon.com, Inc.) | Long | Debt | US | $93K | – | 0.01 |
| AMZN 2.7 06/03/60 (Amazon.com, Inc.) | Long | Debt | US | $26K | – | 0.00 |
| AMZN 3.15 08/22/27 (Amazon.com, Inc.) | Long | Debt | US | $135K | – | 0.02 |
| AMZN 3.3 04/13/27 (Amazon.com, Inc.) | Long | Debt | US | $49K | – | 0.01 |
| AMZN 3.45 04/13/29 (Amazon.com, Inc.) | Long | Debt | US | $106K | – | 0.01 |
| AMZN 3.6 04/13/32 (Amazon.com, Inc.) | Long | Debt | US | $301K | – | 0.03 |
| AMZN 3.875 08/22/37 (Amazon.com, Inc.) | Long | Debt | US | $181K | – | 0.02 |
| AMZN 4.25 08/22/57 (Amazon.com, Inc.) | Long | Debt | US | $146K | – | 0.02 |
| AOMT 2022-3 A1 (Angel Oak Mortgage Trust 2022-3) | Long | ABS-other | US | $615K | – | 0.07 |
| AOMT 2023-7 A1 (ANGEL OAK MORTGAGE TRUST 2023-7) | Long | ABS-other | US | $111K | – | 0.01 |
| AON 5.45 03/01/34 (Aon North America Inc.) | Long | Debt | US | $327K | – | 0.04 |
| APA 4.25 01/15/44 (APA Corp.) | Long | Debt | US | $280K | – | 0.03 |
| APA 4.75 04/15/43 (APA Corp.) | Long | Debt | US | $196K | – | 0.02 |
| APA 4.75 04/15/43 (APA Corp.) | Long | Debt | US | $81K | – | 0.01 |
| APEXC 2020-1A A1RR (APEX CREDIT CLO 2020 LTD) | Long | ABS-collateralized bond/debt obligation | US | $401K | – | 0.05 |
| AQNCN 5.365 06/15/26 (Algonquin Power & Utilities Corporation) | Long | Debt | CA | $48K | – | 0.01 |
| AR 5.375 03/01/30 144A (Antero Resources Corporation) | Long | Debt | US | $181K | – | 0.02 |
| AR 7.625 02/01/29 144A (Antero Resources Corporation) | Long | Debt | US | $164K | – | 0.02 |
| ARCLO 2022-FL1 A (Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $376K | – | 0.04 |
| AREIT 2022-CRE6 A (AREIT 2022-CRE6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $654K | – | 0.08 |
| ARES 2017-44A A1R (Ares XLIV CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $461K | – | 0.05 |
| ARES 2022-63A A1A (ARES LXIII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $541K | – | 0.06 |
| ARES 2023-ALF4A A1 (ARES LOAN FUNDING IV LTD) | Long | ABS-collateralized bond/debt obligation | JE | $484K | – | 0.06 |
| ARGENT 1 07/09/29 (Argentina (Republic Of)) | Long | Debt | AR | $7K | – | 0.00 |
| ARGENT 3.5 07/09/41 (Argentina (Republic Of)) | Long | Debt | AR | $9K | – | 0.00 |
| ARGENT 4.125 07/09/35 (Argentina (Republic Of)) | Long | Debt | AR | $10K | – | 0.00 |
| ARGENT 5 01/09/38 (Argentina (Republic Of)) | Long | Debt | AR | $6K | – | 0.00 |
| ARMT 2005-9 5A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $18K | – | 0.00 |
| ATRM 9A AR2 (MADISON PARK FUNDING XL LTD) | Long | ABS-collateralized bond/debt obligation | KY | $458K | – | 0.05 |
| AVGO 3.137 11/15/35 144A (Broadcom Inc) | Long | Debt | US | $355K | – | 0.04 |
| AVGO 3.137 11/15/35 144A (Broadcom Inc) | Long | Debt | US | $245K | – | 0.03 |
| AVGO 3.469 04/15/34 144A (Broadcom Inc) | Long | Debt | US | $224K | – | 0.03 |
| AVGO 5.05 07/12/29 (Broadcom Inc) | Long | Debt | US | $202K | – | 0.02 |
| AVIAGP 9 12/01/28 144A (Avianca Midco 2 Ltd.) | Long | Debt | GB | $3K | – | 0.00 |
| AXP 4.05 05/03/29 (American Express Company) | Long | Debt | US | $138K | – | 0.02 |
| AXP 4.2 11/06/25 (American Express Company) | Long | Debt | US | $70K | – | 0.01 |
| AXP V5.043 07/26/28 (American Express Company) | Long | Debt | US | $141K | – | 0.02 |
| BA 2.196 02/04/26 (The Boeing Company) | Long | Debt | US | $314K | – | 0.04 |
| BA 2.7 02/01/27 (The Boeing Company) | Long | Debt | US | $28K | – | 0.00 |
| BA 2.8 03/01/27 (The Boeing Company) | Long | Debt | US | $37K | – | 0.00 |
| BA 3.1 05/01/26 (The Boeing Company) | Long | Debt | US | $38K | – | 0.00 |
| BA 3.2 03/01/29 (The Boeing Company) | Long | Debt | US | $100K | – | 0.01 |
| BA 3.25 02/01/35 (The Boeing Company) | Long | Debt | US | $8K | – | 0.00 |
| BA 3.75 02/01/50 (The Boeing Company) | Long | Debt | US | $27K | – | 0.00 |
| BA 4.875 05/01/25 (The Boeing Company) | Long | Debt | US | $169K | – | 0.02 |
| BA 5.15 05/01/30 (The Boeing Company) | Long | Debt | US | $108K | – | 0.01 |
| BA 5.93 05/01/60 (The Boeing Company) | Long | Debt | US | $18K | – | 0.00 |
| BA 7.008 05/01/64 144A (The Boeing Company) | Long | Debt | US | $205K | – | 0.02 |
| BAC 5 01/21/44 MTN (Bank of America Corp.) | Long | Debt | US | $166K | – | 0.02 |
| BAC 5 01/21/44 MTN (Bank of America Corp.) | Long | Debt | US | $47K | – | 0.01 |
| BAC V1.319 06/19/26 MTN (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.12 |
| BAC V1.898 07/23/31 MTN (Bank of America Corp.) | Long | Debt | US | $169K | – | 0.02 |
| BAC V1.898 07/23/31 MTN (Bank of America Corp.) | Long | Debt | US | $83K | – | 0.01 |
| BAC V1.922 10/24/31 MTN (Bank of America Corp.) | Long | Debt | US | $50K | – | 0.01 |
| BAC V2.087 06/14/29 MTN (Bank of America Corp.) | Long | Debt | US | $51K | – | 0.01 |
| BAC V2.572 10/20/32 (Bank of America Corp.) | Long | Debt | US | $229K | – | 0.03 |
| BAC V2.592 04/29/31 (Bank of America Corp.) | Long | Debt | US | $875K | – | 0.10 |
| BAC V2.831 10/24/51 MTN (Bank of America Corp.) | Long | Debt | US | $174K | – | 0.02 |
| BAC V2.972 02/04/33 MTN (Bank of America Corp.) | Long | Debt | US | $460K | – | 0.05 |
| BAC V2.972 02/04/33 MTN (Bank of America Corp.) | Long | Debt | US | $146K | – | 0.02 |
| BAC V2.972 07/21/52 (Bank of America Corp.) | Long | Debt | US | $34K | – | 0.00 |
| BAC V3.419 12/20/28 (Bank of America Corp.) | Long | Debt | US | $573K | – | 0.07 |
| BAC V3.593 07/21/28 GMTN (Bank of America Corp.) | Long | Debt | US | $154K | – | 0.02 |
| BAC V3.97 03/05/29 MTN (Bank of America Corp.) | Long | Debt | US | $52K | – | 0.01 |
| BAC V3.974 02/07/30 MTN (Bank of America Corp.) | Long | Debt | US | $597K | – | 0.07 |
| BAC V4.083 03/20/51 MTN (Bank of America Corp.) | Long | Debt | US | $272K | – | 0.03 |
| BAC V4.083 03/20/51 MTN (Bank of America Corp.) | Long | Debt | US | $42K | – | 0.00 |
| BAC V4.33 03/15/50 MTN (Bank of America Corp.) | Long | Debt | US | $26K | – | 0.00 |
| BAC V4.376 04/27/28 (Bank of America Corp.) | Long | Debt | US | $425K | – | 0.05 |
| BAC V5.468 01/23/35 (Bank of America Corp.) | Long | Debt | US | $257K | – | 0.03 |
| BACR V5.69 03/12/30 (Barclays PLC) | Long | Debt | GB | $204K | – | 0.02 |
| BALN 3.4 04/15/30 144A (BAE Systems PLC) | Long | Debt | GB | $396K | – | 0.05 |
| BANK 2017-BNK5 A4 (Bank 2017-Bnk5 206) | Long | ABS-other | US | $313K | – | 0.04 |
| BANK 2017-BNK7 A5 (Bank 2017 - Bnk7) | Long | ABS-other | US | $95K | – | 0.01 |
| BANK 2018-BN13 A5 (Bank 2017-Bnk4) | Long | ABS-other | US | $465K | – | 0.05 |
| BANK 2019-BN19 C (BANK 2019-BNK19) | Long | ABS-other | US | $219K | – | 0.03 |
| BATSLN 2.259 03/25/28 (B.A.T. Capital Corporation) | Long | Debt | US | $91K | – | 0.01 |
| BATSLN 3.557 08/15/27 (B.A.T. Capital Corporation) | Long | Debt | US | $74K | – | 0.01 |
| BATSLN 4.54 08/15/47 (B.A.T. Capital Corporation) | Long | Debt | US | $88K | – | 0.01 |
| BATSLN 4.54 08/15/47 (B.A.T. Capital Corporation) | Long | Debt | US | $37K | – | 0.00 |
| BATSLN 4.758 09/06/49 (B.A.T. Capital Corporation) | Long | Debt | US | $214K | – | 0.02 |
| BATSLN 5.282 04/02/50 (B.A.T. Capital Corporation) | Long | Debt | US | $291K | – | 0.03 |
| BATSLN 5.65 03/16/52 (B.A.T. Capital Corporation) | Long | Debt | US | $155K | – | 0.02 |
| BATSLN 6 02/20/34 (B.A.T. Capital Corporation) | Long | Debt | US | $156K | – | 0.02 |
| BATSLN 6 02/20/34 (B.A.T. Capital Corporation) | Long | Debt | US | $52K | – | 0.01 |
| BATSLN 7.081 08/02/53 (B.A.T. Capital Corporation) | Long | Debt | US | $397K | – | 0.05 |
| BAYC 2006-1A A1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $199K | – | 0.02 |
| BAYC 2007-4A A1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $198K | – | 0.02 |
| BBLTB 5.3 09/21/28 144A (Bangkok Bank Public Company Limited (Hong Kong Branch)) | Long | Debt | TH | $18K | – | 0.00 |
| BBLTB 5.5 09/21/33 144A (Bangkok Bank Public Company Limited (Hong Kong Branch)) | Long | Debt | TH | $18K | – | 0.00 |
| BCICI V8.75 PERP 144A (Banco de Credito e Inversiones Miami Branch) | Long | Debt | CL | $19K | – | 0.00 |
| BDX 3.794 05/20/50 (Becton, Dickinson and Company) | Long | Debt | US | $53K | – | 0.01 |
| BDX 4.685 12/15/44 (Becton, Dickinson and Company) | Long | Debt | US | $14K | – | 0.00 |
| BDX 5.11 02/08/34 (Becton, Dickinson and Company) | Long | Debt | US | $18K | – | 0.00 |
| BERY 1.65 01/15/27 (Berry Global Inc) | Long | Debt | US | $26K | – | 0.00 |
| BGB 3.3 06/22/54 98 (Belgium (Kingdom Of)) | Long | Debt | BE | $2M | – | 0.19 |
| BGCLO 2022-4A A1R (Birch Grove CLO 4 Ltd / LLC) | Long | ABS-collateralized bond/debt obligation | KY | $230K | – | 0.03 |
| BGCLO 2023-7A A1 (BIRCH GROVE CLO 7 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $270K | – | 0.03 |
| BGCLO 2024-8A A1 (BIRCH GROVE CLO 8 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $211K | – | 0.02 |
| BHMS 2018-ATLS A (BHMS Mortgage Trust) | Long | ABS-other | US | $190K | – | 0.02 |
| BHP 5 09/30/43 (BHP Billiton Finance (USA) Ltd.) | Long | Debt | AU | $154K | – | 0.02 |
| BK 1.6 04/24/25 MTN (The Bank of New York Mellon Corp.) | Long | Debt | US | $58K | – | 0.01 |
| Blackrock Allocation Target Shs BATS SER A PT | Long | Equity-common | US | $61M | – | 7.01 |
| Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A' | Long | Equity-common | US | $178K | 10K | 0.02 |
| BLUEM 2013-2A A1R (Bluemountain CLO 2013-2 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $70K | – | 0.01 |
| BLUEM 2015-3A A1R (Bluemountain Clo 2015-3 Limited/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $172K | – | 0.02 |
| BLUEM 2017-1A A1R (Bluemountain Fuji U.S. CLO I) | Long | ABS-collateralized bond/debt obligation | KY | $149K | – | 0.02 |
| BLUEM 2017-2A A1AR (Bluemountain Fuji U.S. CLO I) | Long | ABS-collateralized bond/debt obligation | KY | $149K | – | 0.02 |
| BMARK 2018-B2 A5 (Benchmark Mortgage Trust) | Long | ABS-other | US | $370K | – | 0.04 |
| BMARK 2019-B10 A4 (Benchmark 2019-B10 Mtg Tr) | Long | ABS-other | US | $472K | – | 0.05 |
| BMARK 2019-B9 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $63K | – | 0.01 |
| BMARK 2020-IG1 AS (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $549K | – | 0.06 |
| BMARK 2021-B25 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $352K | – | 0.04 |
| BMARK 2021-B27 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $295K | – | 0.03 |
| BMO 1.85 05/01/25 MTN (Bank of Montreal) | Long | Debt | CA | $205K | – | 0.02 |
| BMO V3.803 12/15/32 (Bank of Montreal) | Long | Debt | CA | $38K | – | 0.00 |
| BMP 2024-MF23 A (BMP COMMERCIAL MORTGAGE TRUST 2024-MF23) | Long | ABS-other | US | $566K | – | 0.06 |
| BMY 2.55 11/13/50 (Bristol-Myers Squibb Company) | Long | Debt | US | $107K | – | 0.01 |
| BMY 3.4 07/26/29 (Bristol-Myers Squibb Company) | Long | Debt | US | $62K | – | 0.01 |
| BMY 4.55 02/20/48 (Bristol-Myers Squibb Company) | Long | Debt | US | $53K | – | 0.01 |
| BMY 5.1 02/22/31 (Bristol-Myers Squibb Company) | Long | Debt | US | $92K | – | 0.01 |
| BMY 5.2 02/22/34 (Bristol-Myers Squibb Company) | Long | Debt | US | $287K | – | 0.03 |
| BMY 5.55 02/22/54 (Bristol-Myers Squibb Company) | Long | Debt | US | $61K | – | 0.01 |
| BMY 5.65 02/22/64 (Bristol-Myers Squibb Company) | Long | Debt | US | $40K | – | 0.00 |
| BNFP 2.947 11/02/26 144A (Danone SA) | Long | Debt | FR | $192K | – | 0.02 |
| BNP V2.219 06/09/26 144A (BNP Paribas SA) | Long | Debt | FR | $584K | – | 0.07 |
| BNP V5.125 01/13/29 144A (BNP Paribas SA) | Long | Debt | FR | $504K | – | 0.06 |
| BNP V5.198 01/10/30 144a (BNP Paribas SA) | Long | Debt | FR | $302K | – | 0.03 |
| BNP V5.894 12/05/34 144A (BNP Paribas SA) | Long | Debt | FR | $251K | – | 0.03 |
| BNS 1.3 06/11/25 (Bank of Nova Scotia) | Long | Debt | CA | $116K | – | 0.01 |
| BNS 3.45 04/11/25 MTN (Bank of Nova Scotia) | Long | Debt | CA | $316K | – | 0.04 |
| BNS V4.588 05/04/37 (Bank of Nova Scotia) | Long | Debt | CA | $129K | – | 0.01 |
| BNSF 2.875 06/15/52 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $157K | – | 0.02 |
| BNSF 3.3 09/15/51 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $98K | – | 0.01 |
| BNSF 3.55 02/15/50 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $37K | – | 0.00 |
| BNSF 5.5 03/15/55 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $67K | – | 0.01 |
| BNTNF 10 01/01/29 NTNF (Secretaria Tesouro Nacional) | Long | Debt | BR | $432K | – | 0.05 |
| BNTNF 10 01/01/33 NTNF (Secretaria Tesouro Nacional) | Long | Debt | BR | $305K | – | 0.03 |
| BNTNF 10 01/01/35 NTNF (Secretaria Tesouro Nacional) | Long | Debt | BR | $3M | – | 0.29 |
| BPLN 1.749 08/10/30 (BP Capital Markets America, Inc.) | Long | Debt | US | $170K | – | 0.02 |
| BPLN 2.772 11/10/50 (BP Capital Markets America, Inc.) | Long | Debt | US | $65K | – | 0.01 |
| BPLN 2.939 06/04/51 (BP Capital Markets America, Inc.) | Long | Debt | US | $34K | – | 0.00 |
| BPLN 3 02/24/50 (BP Capital Markets America, Inc.) | Long | Debt | US | $128K | – | 0.01 |
| BPLN 3.119 05/04/26 * (BP Capital Markets America, Inc.) | Long | Debt | US | $49K | – | 0.01 |
| BPLN 3.379 02/08/61 (BP Capital Markets America, Inc.) | Long | Debt | US | $72K | – | 0.01 |
| BPLN 3.41 02/11/26 (BP Capital Markets America, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| BPLN 3.633 04/06/30 (BP Capital Markets America, Inc.) | Long | Debt | US | $76K | – | 0.01 |
| BPLN 3.937 09/21/28 (BP Capital Markets America, Inc.) | Long | Debt | US | $107K | – | 0.01 |
| BPLN 4.989 04/10/34 (BP Capital Markets America, Inc.) | Long | Debt | US | $18K | – | 0.00 |
| BRASKM 8.5 01/12/31 REGS (Braskem Netherlands Finance B V) | Long | Debt | NL | $207K | – | 0.02 |
| BRAVO 2024-NQM2 A1 (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2) | Long | ABS-other | US | $665K | – | 0.08 |
| BRAZIL 6.125 03/15/34 (Brazil (Federative Republic)) | Long | Debt | BR | $924K | – | 0.11 |
| BRHEA 2011-2 A3 (Brazos Higher Education Authority, Inc.) | Long | ABS-other | US | $95K | – | 0.01 |
| BRK 4.25 01/15/49 (Berkshire Hathaway Finance Corporation) | Long | Debt | US | $132K | – | 0.02 |
| BRKHEC 3.15 04/15/50 (Midamerican Energy Company) | Long | Debt | US | $78K | – | 0.01 |
| BRKHEC 3.65 04/15/29 (Midamerican Energy Company) | Long | Debt | US | $154K | – | 0.02 |
| BRKHEC 5.85 09/15/54 (Midamerican Energy Company) | Long | Debt | US | $220K | – | 0.03 |
| BWCAP 2023-1A A1A (Brightwood Capital MM CLO 2023-1 Ltd./ Brightwood Capital MM CLO 2023-1 LLC) | Long | ABS-collateralized bond/debt obligation | JE | $324K | – | 0.04 |
| BX 2021-BXMF A (BX TRUST 2021-BXMF) | Long | ABS-other | US | $459K | – | 0.05 |
| BX 2021-SOAR A (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $581K | – | 0.07 |
| BX 2021-XL2 A (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $738K | – | 0.08 |
| BX 2023-XL3 A (BX COMMERCIAL MORTGAGE TRUST 2023-XL3) | Long | ABS-other | US | $248K | – | 0.03 |
| BX 2024-PALM A (BX 2024-PALM MORTGAGE TRUST) | Long | ABS-other | US | $378K | – | 0.04 |
| BX 2024-VLT4 B (BX TRUST 2024-VLT4) | Long | ABS-other | US | $427K | – | 0.05 |
| BX 2024-XL5 A (BX COMMERCIAL MORTGAGE TRUST 2024-XL5) | Long | ABS-other | US | $219K | – | 0.03 |
| BXP 2017-GM D (Bxp Tst) | Long | ABS-other | US | $334K | – | 0.04 |
| C 3.3 04/27/25 (Citigroup Inc.) | Long | Debt | US | $118K | – | 0.01 |
| C 4.65 07/23/48 (Citigroup Inc.) | Long | Debt | US | $27K | – | 0.00 |
| C 5.5 09/13/25 (Citigroup Inc.) | Long | Debt | US | $90K | – | 0.01 |
| C 8.125 07/15/39 (Citigroup Inc.) | Long | Debt | US | $359K | – | 0.04 |
| C V1.122 01/28/27 (Citigroup Inc.) | Long | Debt | US | $111K | – | 0.01 |
| C V2.561 05/01/32 (Citigroup Inc.) | Long | Debt | US | $324K | – | 0.04 |
| C V2.572 06/03/31 (Citigroup Inc.) | Long | Debt | US | $237K | – | 0.03 |
| C V2.976 11/05/30 (Citigroup Inc.) | Long | Debt | US | $43K | – | 0.00 |
| C V3.057 01/25/33 (Citigroup Inc.) | Long | Debt | US | $204K | – | 0.02 |
| C V3.07 02/24/28 VAR (Citigroup Inc.) | Long | Debt | US | $112K | – | 0.01 |
| C V3.106 04/08/26 (Citigroup Inc.) | Long | Debt | US | $79K | – | 0.01 |
| C V3.52 10/27/28 (Citigroup Inc.) | Long | Debt | US | $777K | – | 0.09 |
| C V3.785 03/17/33 (Citigroup Inc.) | Long | Debt | US | $310K | – | 0.04 |
| C V3.98 03/20/30 (Citigroup Inc.) | Long | Debt | US | $528K | – | 0.06 |
| C V3.98 03/20/30 (Citigroup Inc.) | Long | Debt | US | $18K | – | 0.00 |
| C V4.075 04/23/29 (Citigroup Inc.) | Long | Debt | US | $146K | – | 0.02 |
| C V4.412 03/31/31 (Citigroup Inc.) | Long | Debt | US | $282K | – | 0.03 |
| C V4.658 05/24/28 (Citigroup Inc.) | Long | Debt | US | $70K | – | 0.01 |
| C V4.91 05/24/33 (Citigroup Inc.) | Long | Debt | US | $206K | – | 0.02 |
| C V5.174 02/13/30 (Citigroup Inc.) | Long | Debt | US | $177K | – | 0.02 |
| C V5.449 06/11/35 (Citigroup Inc.) | Long | Debt | US | $531K | – | 0.06 |
| CA BAYTRN 7.04 04/01/2050 (BAY AREA TOLL AUTH CALIF) | Long | Debt | US | $205K | – | 0.02 |
| CA CAS 4.6 04/01/2038 (CALIFORNIA ST) | Long | Debt | US | $209K | – | 0.02 |
| CA CAS 7.5 04/01/2034 (CALIFORNIA ST) | Long | Debt | US | $77K | – | 0.01 |
| CA CAS 7.55 04/01/2039 (CALIFORNIA ST) | Long | Debt | US | $25K | – | 0.00 |
| CA LOSHGR 6.6 08/01/2042 (LOS ANGELES CALIF CMNTY COLLEGE DIST) | Long | Debt | US | $51K | – | 0.01 |
| CA UNVHGR 4.86 05/15/2112 (UNIVERSITY CALIF) | Long | Debt | US | $23K | – | 0.00 |
| CALL AUG 24 CME 3MCALL AU | Derivative-interest rate | US | $5K | – | 0.00 | |
| CALL AUG 24 CME 3MCALL AU | Derivative-interest rate | US | $-2K | – | -0.00 | |
| CALL DEC 24 3M CALL DE | Derivative-interest rate | US | $33K | – | 0.00 | |
| CALL DEC 24 3M CALL DE | Derivative-interest rate | US | $6K | – | 0.00 | |
| CALL DEC 24 3M CALL DE | Derivative-interest rate | US | $-30K | – | -0.00 | |
| CALL DEC 24 CME 3MCALL DE | Derivative-interest rate | US | $-3K | – | -0.00 | |
| CALL NOV 24 CME 3MCALL NO | Derivative-interest rate | US | $106K | – | 0.01 | |
| CALL NOV 24 CME 3MCALL NO | Derivative-interest rate | US | $30K | – | 0.00 | |
| CALL NOV 24 CME 3MCALL NO | Derivative-interest rate | US | $-105K | – | -0.01 | |
| CALL SEP 24 T-NOTECALL SE | Derivative-interest rate | US | $-30K | – | -0.00 | |
| CAMB 2019-LIFE A (CAMB Commercial Mortgage Trust 2019-LIFE) | Long | ABS-other | US | $270K | – | 0.03 |
| CAMB 2019-LIFE D (CAMB Commercial Mortgage Trust 2019-LIFE) | Long | ABS-other | US | $100K | – | 0.01 |
| CAMLNG 2.902 07/15/31 144A (Cameron LNG LLC) | Long | Debt | US | $141K | – | 0.02 |
| CAMLNG 3.302 01/15/35 144A (Cameron LNG LLC) | Long | Debt | US | $405K | – | 0.05 |
| CAMLNG 3.302 01/15/35 144A (Cameron LNG LLC) | Long | Debt | US | $36K | – | 0.00 |
| CAMLNG 3.402 01/15/38 144A (Cameron LNG LLC) | Long | Debt | US | $420K | – | 0.05 |
| CARR 3.577 04/05/50 (Carrier Global Corporation) | Long | Debt | US | $8K | – | 0.00 |
| CAS 2016-C03 1M2 (Federal National Mortgage Association) | Long | ABS-other | US | $116K | – | 0.01 |
| CAS 2023-R06 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) | Long | ABS-other | US | $251K | – | 0.03 |
| CAS 2024-R02 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-other | US | $253K | – | 0.03 |
| CAT 3.25 09/19/49 (Caterpillar Inc) | Long | Debt | US | $101K | – | 0.01 |
| CCI 2.25 01/15/31 (Crown Castle Inc.) | Long | Debt | US | $416K | – | 0.05 |
| CCI 2.5 07/15/31 (Crown Castle Inc.) | Long | Debt | US | $34K | – | 0.00 |
| CCI 3.3 07/01/30 (Crown Castle Inc.) | Long | Debt | US | $118K | – | 0.01 |
| CDS_IX_CCP CDX.NA.HY.42 5% 20290620 | Derivative-credit | US | $605K | – | 0.07 | |
| CDS_IX_CCP CDX.NA.IG.42 1% 20290620 | Derivative-credit | US | $525K | – | 0.06 | |
| CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20290620 | Derivative-credit | XX | $-32K | – | -0.00 | |
| CDS_SN ABBOTT LABORATORIES 3 1% 20290620 | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS_SN AMERICAN ELECTRIC POW 1% 20290620 | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS_SN AMERICAN ELECTRIC POW 1% 20290620 | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS_SN AMERICAN ELECTRIC POW 1% 20290620 | Derivative-credit | US | $-10K | – | -0.00 | |
| CDS_SN AMERICAN EXPRESS CO 4 1% 20290620 | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS_SN DOMINION ENERGY INC 4 1% 20290620 | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | Derivative-credit | US | $-99.16 | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | Derivative-credit | US | $-136.35 | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | Derivative-credit | US | $-136.35 | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | Derivative-credit | US | $-138.83 | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | Derivative-credit | US | $-148.75 | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | Derivative-credit | US | $-173.54 | – | -0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $1K | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $1K | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $949.67 | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $834.61 | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $699.75 | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $699.75 | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $599.79 | – | 0.00 | |
| CDS_SN FED REPUBLIC OF BRAZI 1% 20290620 | Derivative-credit | US | $574.8 | – | 0.00 | |
| CDS_SN REPUBLIC OF CHILE 3.2 1% 20290620 | Derivative-credit | US | $-893.3 | – | -0.00 | |
| CDS_SN REPUBLIC OF CHILE 3.2 1% 20290620 | Derivative-credit | US | $-893.3 | – | -0.00 | |
| CDS_SN REPUBLIC OF CHILE 3.2 1% 20290620 | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS_SN REPUBLIC OF COLOMBIA 1% 20290620 | Derivative-credit | US | $3K | – | 0.00 | |
| CDS_SN REPUBLIC OF SOUTH AFR 1% 20290620 | Derivative-credit | US | $2K | – | 0.00 | |
| CDS_SN REPUBLIC OF SOUTH AFR 1% 20290620 | Derivative-credit | US | $2K | – | 0.00 | |
| CDS_SN REPUBLIC OF SOUTH AFR 1% 20290620 | Derivative-credit | US | $1K | – | 0.00 | |
| CDS_SN REPUBLIC OF SOUTH AFR 1% 20290620 | Derivative-credit | US | $820.37 | – | 0.00 | |
| CDS_SN REPUBLIC OF TURKIYE 1 1% 20290620 | Derivative-credit | US | $5K | – | 0.00 | |
| CDS_SN REPUBLIC OF TURKIYE 1 1% 20290620 | Derivative-credit | US | $3K | – | 0.00 | |
| CDS_SN REPUBLIC OF TURKIYE 1 1% 20290620 | Derivative-credit | US | $3K | – | 0.00 | |
| CDS_SN REPUBLIC OF TURKIYE 1 1% 20290620 | Derivative-credit | US | $3K | – | 0.00 | |
| CDS_SN REPUBLIC OF TURKIYE 1 1% 20290620 | Derivative-credit | US | $1K | – | 0.00 | |
| CFELEC 3.875 07/26/33 144A (Comision Federal de Electricidad) | Long | Debt | MX | $594K | – | 0.07 |
| CFK 2019-FAX D (Cfk Trust 2019-Fax) | Long | ABS-other | US | $90K | – | 0.01 |
| CGCMT 2014-GC23 B (CITIGROUP COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $165K | – | 0.02 |
| CGCMT 2016-P6 A4 (Citigroup ComlMtg) | Long | ABS-other | US | $86K | – | 0.01 |
| CGCMT 2017-C4 A4 (Citigroup Commercial Mortgage Trust) | Long | ABS-other | US | $400K | – | 0.05 |
| CGMS 2014-1A A1R2 (Carlyle Global Market Strategies CLO 2014-1 Limited) | Long | ABS-collateralized bond/debt obligation | KY | $131K | – | 0.02 |
| CGMS 2014-2RA A1 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $479K | – | 0.06 |
| CGMS 2014-3RA A1A (Carlyle Global Market Strategies Clo 2016-1 Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $139K | – | 0.02 |
| CGMS 2014-3RA A1A (Carlyle Global Market Strategies Clo 2016-1 Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $139K | – | 0.02 |
| CHCOCH 2.742 12/31/39 (Cheniere Corpus Christi Holdings, LLC) | Long | Debt | US | $336K | – | 0.04 |
| CHCOCH 5.125 06/30/27 (Cheniere Corpus Christi Holdings, LLC) | Long | Debt | US | $461K | – | 0.05 |
| CHILE 3.1 01/22/61 (Chile (Republic Of)) | Long | Debt | CL | $196K | – | 0.02 |
| CHTR 3.5 03/01/42 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $41K | – | 0.00 |
| CHTR 3.5 06/01/41 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $208K | – | 0.02 |
| CHTR 3.9 06/01/52 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $349K | – | 0.04 |
| CHTR 3.9 06/01/52 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $169K | – | 0.02 |
| CHTR 4.2 03/15/28 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $87K | – | 0.01 |
| CHTR 4.4 04/01/33 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $362K | – | 0.04 |
| CHTR 4.8 03/01/50 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $23K | – | 0.00 |
| CHTR 4.908 07/23/25 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $30K | – | 0.00 |
| CHTR 5.05 03/30/29 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $628K | – | 0.07 |
| CHTR 5.125 07/01/49 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $55K | – | 0.01 |
| CHTR 5.375 04/01/38 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $54K | – | 0.01 |
| CHTR 5.375 05/01/47 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $17K | – | 0.00 |
| CHTR 5.5 04/01/63 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $88K | – | 0.01 |
| CHTR 5.75 04/01/48 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $104K | – | 0.01 |
| CHTR 6.55 06/01/34 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $72K | – | 0.01 |
| CI 4.375 10/15/28 (The Cigna Group) | Long | Debt | US | $434K | – | 0.05 |
| CI 4.8 08/15/38 (The Cigna Group) | Long | Debt | US | $199K | – | 0.02 |
| CI 4.9 12/15/48 (The Cigna Group) | Long | Debt | US | $54K | – | 0.01 |
| CIFC 2013-3RA A1 (CIFC Funding 2013-III Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $176K | – | 0.02 |
| CIFC 2014-2RA A1 (CIFC Funding 2014-II-R LTD / LLC) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.01 |
| CIFC 2015-3A AR (Cifc Funding Ltd 2015-Iii) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.01 |
| CIFC 2017-4A A1R (CIFC Funding) | Long | ABS-collateralized bond/debt obligation | KY | $129K | – | 0.01 |
| CIFC 2021-1A A1R (CIFC FUNDING 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $402K | – | 0.05 |
| CIM 2024-R1 A1 (CIM TRUST 2024-R1) | Long | ABS-other | US | $561K | – | 0.06 |
| CL 3.7 08/01/47 MTN (Colgate-Palmolive Co.) | Long | Debt | US | $20K | – | 0.00 |
| CLIF 2023-1A A (CLI FUNDING VIII LLC) | Long | ABS-other | US | $279K | – | 0.03 |
| CLR 4.375 01/15/28 (Continental Resources, Inc.) | Long | Debt | US | $127K | – | 0.01 |
| CLR 4.9 06/01/44 (Continental Resources, Inc.) | Long | Debt | US | $439K | – | 0.05 |
| CLR 5.75 01/15/31 144A (Continental Resources, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| CMCSA 2.65 08/15/62 (Comcast Corporation) | Long | Debt | US | $18K | – | 0.00 |
| CMCSA 2.8 01/15/51 (Comcast Corporation) | Long | Debt | US | $120K | – | 0.01 |
| CMCSA 2.887 11/01/51 (Comcast Corporation) | Long | Debt | US | $77K | – | 0.01 |
| CMCSA 2.887 11/01/51 (Comcast Corporation) | Long | Debt | US | $37K | – | 0.00 |
| CMCSA 2.937 11/01/56 (Comcast Corporation) | Long | Debt | US | $138K | – | 0.02 |
| CMCSA 2.937 11/01/56 (Comcast Corporation) | Long | Debt | US | $25K | – | 0.00 |
| CMCSA 2.987 11/01/63 (Comcast Corporation) | Long | Debt | US | $204K | – | 0.02 |
| CMCSA 3.15 03/01/26 (Comcast Corporation) | Long | Debt | US | $49K | – | 0.01 |
| CMCSA 3.25 11/01/39 (Comcast Corporation) | Long | Debt | US | $16K | – | 0.00 |
| CMCSA 3.3 04/01/27 (Comcast Corporation) | Long | Debt | US | $48K | – | 0.01 |
| CMCSA 3.4 04/01/30 (Comcast Corporation) | Long | Debt | US | $66K | – | 0.01 |
| CMCSA 3.4 07/15/46 (Comcast Corporation) | Long | Debt | US | $15K | – | 0.00 |
| CMCSA 3.45 02/01/50 (Comcast Corporation) | Long | Debt | US | $44K | – | 0.01 |
| CMCSA 3.75 04/01/40 (Comcast Corporation) | Long | Debt | US | $150K | – | 0.02 |
| CMCSA 3.95 10/15/25 (Comcast Corporation) | Long | Debt | US | $10K | – | 0.00 |
| CMCSA 3.969 11/01/47 (Comcast Corporation) | Long | Debt | US | $112K | – | 0.01 |
| CMCSA 3.999 11/01/49 (Comcast Corporation) | Long | Debt | US | $136K | – | 0.02 |
| CMCSA 4 03/01/48 (Comcast Corporation) | Long | Debt | US | $16K | – | 0.00 |
| CMCSA 4 08/15/47 (Comcast Corporation) | Long | Debt | US | $24K | – | 0.00 |
| CMCSA 4.15 10/15/28 (Comcast Corporation) | Long | Debt | US | $512K | – | 0.06 |
| CMCSA 4.25 10/15/30 (Comcast Corporation) | Long | Debt | US | $381K | – | 0.04 |
| CMCSA 4.95 10/15/58 (Comcast Corporation) | Long | Debt | US | $18K | – | 0.00 |
| CMCSA 5.5 05/15/64 (Comcast Corporation) | Long | Debt | US | $36K | – | 0.00 |
| CMHAT 2021-MH1 A1 (CASCADE MH ASSET TRUST) | Long | ABS-other | US | $92K | – | 0.01 |
| CMLTI 2007-WFH4 M3A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $479K | – | 0.05 |
| CMS 3.75 02/15/50 (Consumers Energy Company) | Long | Debt | US | $280K | – | 0.03 |
| CNHI 5.45 10/14/25 (CNH Industrial Capital LLC) | Long | Debt | US | $65K | – | 0.01 |
| CNP 2.35 04/01/31 AE (Centerpoint Energy Houston Electric LLC) | Long | Debt | US | $24K | – | 0.00 |
| CNP 4 04/01/28 (CenterPoint Energy Resources Corp.) | Long | Debt | US | $56K | – | 0.01 |
| CNP 4.4 07/01/32 (CenterPoint Energy Resources Corp.) | Long | Debt | US | $23K | – | 0.00 |
| COLOM 3.25 04/22/32 (Colombia (Republic Of)) | Long | Debt | CO | $485K | – | 0.06 |
| COLOM 5 06/15/45 (Colombia (Republic Of)) | Long | Debt | CO | $762K | – | 0.09 |
| COLT 2022-2 A1 (COLT 2022-2 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $135K | – | 0.02 |
| COLT 2024-4 A1 (COLT 2024-4 MORTGAGE LOAN TRUST) | Long | ABS-other | US | $583K | – | 0.07 |
| COLTES 5.75 11/03/27 B (Ministerio de Hacienda y Credito Publico) | Long | Debt | CO | $56K | – | 0.01 |
| COLTES 6 04/28/28 B (Colombia (Republic Of)) | Long | Debt | CO | $78K | – | 0.01 |
| COMM 2020-CX A (COMM MORTGAGE TRUST) | Long | ABS-other | US | $239K | – | 0.03 |
| ConnectWise Term Loan B 350 2028-09-07 | Long | Loan | US | $23K | – | 0.00 |
| COST 1.375 06/20/27 (Costco Wholesale Corporation) | Long | Debt | US | $175K | – | 0.02 |
| COST 1.75 04/20/32 (Costco Wholesale Corporation) | Long | Debt | US | $74K | – | 0.01 |
| CPGX 6.036 11/15/33 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $356K | – | 0.04 |
| CPGX 6.544 11/15/53 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $54K | – | 0.01 |
| CQP 3.25 01/31/32 (Cheniere Energy Partners L P) | Long | Debt | US | $118K | – | 0.01 |
| CQP 4 03/01/31 (Cheniere Energy Partners L P) | Long | Debt | US | $469K | – | 0.05 |
| CQP 4.5 10/01/29 (Cheniere Energy Partners L P) | Long | Debt | US | $236K | – | 0.03 |
| CQP 5.75 08/15/34 144A (Cheniere Energy Partners L P) | Long | Debt | US | $80K | – | 0.01 |
| CQP 5.95 06/30/33 (Cheniere Energy Partners L P) | Long | Debt | US | $291K | – | 0.03 |
| CRBN 2017-1A A1 (Carbone CLO, Limited / Carbone CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $156K | – | 0.02 |
| CRM 3.7 04/11/28 (Salesforce Inc.) | Long | Debt | US | $186K | – | 0.02 |
| CROSS 2023-H2 A1A (CROSS 2023-H2 MORTGAGE TRUST) | Long | ABS-other | US | $89K | – | 0.01 |
| CSMC 2019-NQM1 A2 | Long | ABS-other | US | $143K | – | 0.02 |
| CSMC 2021-NQM2 A3 (CSMC 2021-NQM2 TRUST) | Long | ABS-other | US | $64K | – | 0.01 |
| CSMC 2021-NQM6 A3 (CSMC TRUST) | Long | ABS-other | US | $447K | – | 0.05 |
| CSMC 2021-NQM7 A1 (CSMC 2021-NQM7 TRUST) | Long | ABS-other | US | $109K | – | 0.01 |
| CSMC 2021-RPL2 A1 (CSMC 2021-RPL2 TRUST) | Long | ABS-other | US | $88K | – | 0.01 |
| CSMC 2022-NQM1 A1 (CSMC 2022-NQM1 TRUST) | Long | ABS-other | US | $553K | – | 0.06 |
| CSMC 2022-NQM3 A1B (CSMC 2022-NQM3 TRUST) | Long | ABS-other | US | $106K | – | 0.01 |
| CSMC 2022-NQM6 TRUST VAR | Long | Debt | US | $126K | – | 0.01 |
| CSMC 2022-NWPT A | Long | ABS-other | US | $100K | – | 0.01 |
| CTAS 3.7 04/01/27 (Cintas Corporation No. 2) | Long | Debt | US | $20K | – | 0.00 |
| CTAS 4 05/01/32 (Cintas Corporation No. 2) | Long | Debt | US | $115K | – | 0.01 |
| CTRA 3.9 05/15/27 (Coterra Energy Inc) | Long | Debt | US | $272K | – | 0.03 |
| CTRA 4.375 03/15/29 (Coterra Energy Inc) | Long | Debt | US | $731K | – | 0.08 |
| CURRENCY CONTRACT - AUD | Derivative-foreign exchange | XX | $7.69 | – | 0.00 | |
| CURRENCY CONTRACT - AUD | Derivative-foreign exchange | XX | $-83.95 | – | -0.00 | |
| CURRENCY CONTRACT - AUD | Derivative-foreign exchange | XX | $-133.14 | – | -0.00 | |
| CURRENCY CONTRACT - AUD | Derivative-foreign exchange | XX | $-276.9 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $130.5 | – | 0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $47.1 | – | 0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $43.7 | – | 0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $35.32 | – | 0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-147.59 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-503.29 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-579.71 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-598.29 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-828.85 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-832.74 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-925.37 | – | -0.00 | |
| CURRENCY CONTRACT - BRL | Derivative-foreign exchange | XX | $-983.39 | – | -0.00 | |
| CURRENCY CONTRACT - CLP | Derivative-foreign exchange | XX | $264.53 | – | 0.00 | |
| CURRENCY CONTRACT - CLP | Derivative-foreign exchange | XX | $83.4 | – | 0.00 | |
| CURRENCY CONTRACT - CNY | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $636.87 | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $568.62 | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $397.45 | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $72.03 | – | 0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $-52.49 | – | -0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $-72.04 | – | -0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $-508.77 | – | -0.00 | |
| CURRENCY CONTRACT - COP | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $69.37 | – | 0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $-65.84 | – | -0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $-77.49 | – | -0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $-783.62 | – | -0.00 | |
| CURRENCY CONTRACT - EUR | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - GBP | Derivative-foreign exchange | XX | $-147.51 | – | -0.00 | |
| CURRENCY CONTRACT - GBP | Derivative-foreign exchange | XX | $-537 | – | -0.00 | |
| CURRENCY CONTRACT - HUF | Derivative-foreign exchange | XX | $-104.02 | – | -0.00 | |
| CURRENCY CONTRACT - HUF | Derivative-foreign exchange | XX | $-141.47 | – | -0.00 | |
| CURRENCY CONTRACT - HUF | Derivative-foreign exchange | XX | $-141.89 | – | -0.00 | |
| CURRENCY CONTRACT - HUF | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - IDR | Derivative-foreign exchange | XX | $347.47 | – | 0.00 | |
| CURRENCY CONTRACT - IDR | Derivative-foreign exchange | XX | $-75.89 | – | -0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $814.21 | – | 0.00 | |
| CURRENCY CONTRACT - JPY | Derivative-foreign exchange | XX | $591.23 | – | 0.00 | |
| CURRENCY CONTRACT - KRW | Derivative-foreign exchange | XX | $499.8 | – | 0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-179.77 | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-307.27 | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-570.03 | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-603.66 | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-611.77 | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-637.36 | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - MXN | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - NOK | Derivative-foreign exchange | XX | $338.08 | – | 0.00 | |
| CURRENCY CONTRACT - NOK | Derivative-foreign exchange | XX | $119.17 | – | 0.00 | |
| CURRENCY CONTRACT - NOK | Derivative-foreign exchange | XX | $54.73 | – | 0.00 | |
| CURRENCY CONTRACT - NZD | Derivative-foreign exchange | XX | $95.52 | – | 0.00 | |
| CURRENCY CONTRACT - PEN | Derivative-foreign exchange | XX | $77.82 | – | 0.00 | |
| CURRENCY CONTRACT - PEN | Derivative-foreign exchange | XX | $-5.43 | – | -0.00 | |
| CURRENCY CONTRACT - PLN | Derivative-foreign exchange | XX | $-726.03 | – | -0.00 | |
| CURRENCY CONTRACT - THB | Derivative-foreign exchange | XX | $56.85 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $709.18 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $540.17 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $508.88 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $393 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $253.51 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $239.13 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $152.12 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $133.4 | – | 0.00 | |
| CURRENCY CONTRACT - TRY | Derivative-foreign exchange | XX | $46.62 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $106K | – | 0.01 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $969.18 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $876.23 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $825.35 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $759.1 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $750.88 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $728.83 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $692.09 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $664.45 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $646.77 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $637.74 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $532.69 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $492.15 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $468.46 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $403.68 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $397.74 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $364.37 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $342.69 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $330.27 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $309.38 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $194.83 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $191.74 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $126.91 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $105.44 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $103.65 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $99.85 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $97.57 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $87.07 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $59.57 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $1.79 | – | 0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-9.1 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-14.2 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-34.83 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-39.25 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-70.86 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-102.06 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-115.98 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-116.37 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-158.37 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-162.62 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-233.59 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-266.99 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-285.77 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-365.73 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-403.23 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-458.51 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-493.39 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-519.99 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-582.85 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-665.58 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-693.17 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-871.22 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-941.77 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-965.75 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-981 | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - USD | Derivative-foreign exchange | XX | $-31K | – | -0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $516.03 | – | 0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $479.02 | – | 0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $378.85 | – | 0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $301.27 | – | 0.00 | |
| CURRENCY CONTRACT - ZAR | Derivative-foreign exchange | XX | $55.18 | – | 0.00 | |
| CVS 1.875 02/28/31 (CVS Health Corp) | Long | Debt | US | $33K | – | 0.00 |
| CVS 2.125 09/15/31 (CVS Health Corp) | Long | Debt | US | $107K | – | 0.01 |
| CVS 3.625 04/01/27 (CVS Health Corp) | Long | Debt | US | $39K | – | 0.00 |
| CVS 3.75 04/01/30 (CVS Health Corp) | Long | Debt | US | $282K | – | 0.03 |
| CVS 4.125 04/01/40 (CVS Health Corp) | Long | Debt | US | $33K | – | 0.00 |
| CVS 4.25 04/01/50 (CVS Health Corp) | Long | Debt | US | $272K | – | 0.03 |
| CVS 4.3 03/25/28 (CVS Health Corp) | Long | Debt | US | $213K | – | 0.02 |
| CVS 4.78 03/25/38 (CVS Health Corp) | Long | Debt | US | $367K | – | 0.04 |
| CVS 5.05 03/25/48 (CVS Health Corp) | Long | Debt | US | $326K | – | 0.04 |
| CVX 1.995 05/11/27 (Chevron Corp.) | Long | Debt | US | $37K | – | 0.00 |
| CVX 2.343 08/12/50 (Chevron USA Inc) | Long | Debt | US | $48K | – | 0.01 |
| CVX 3.078 05/11/50 (Chevron Corp.) | Long | Debt | US | $163K | – | 0.02 |
| CVX 3.85 01/15/28 (Chevron USA Inc) | Long | Debt | US | $108K | – | 0.01 |
| CWHL 2007-9 A1 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| CWHL 2007-9 A11 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $7K | – | 0.00 |
| CYGPK 2020-1A AR (Cayuga Park Clo Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $690K | – | 0.08 |
| CZGB 2.75 07/23/29 105 (Czech (Republic of)) | Long | Debt | CZ | $88K | – | 0.01 |
| CZGB 5 09/30/30 150 (Czech (Republic of)) | Long | Debt | CZ | $39K | – | 0.00 |
| D 6.25 10/15/53 (Dominion Energy South Carolina Inc) | Long | Debt | US | $40K | – | 0.00 |
| DAL 3.625 07/30/27 15-1 (Delta Air Lines, Inc. Pass Thru Trust) | Long | ABS-other | US | $46K | – | 0.01 |
| DAL 4.5 10/20/25 144A (Skymiles IP Ltd. & Delta Air Lines Inc.) | Long | Debt | KY | $91K | – | 0.01 |
| DAL 4.75 10/20/28 144A (Skymiles IP Ltd. & Delta Air Lines Inc.) | Long | Debt | KY | $257K | – | 0.03 |
| DANBNK V0.976 09/10/25 144A (Danske Bank A/S) | Long | Debt | DK | $219K | – | 0.03 |
| DE 3.1 04/15/30 (Deere & Company) | Long | Debt | US | $28K | – | 0.00 |
| DE 3.75 04/15/50 (Deere & Company) | Long | Debt | US | $57K | – | 0.01 |
| DELL 4.9 10/01/26 (Dell International L.L.C. and EMC Corporation) | Long | Debt | US | $456K | – | 0.05 |
| DOMREP 4.875 09/23/32 144A (Dominican Republic) | Long | Debt | DO | $92K | – | 0.01 |
| DPWDU 5.625 09/25/48 144A (DP World PLC) | Long | Debt | AE | $675K | – | 0.08 |
| DRMT 2022-1 A1 (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1) | Long | ABS-other | US | $299K | – | 0.03 |
| DRSLF 2013-26A AR (Dryden XXVI Senior Loan Funding) | Long | ABS-collateralized bond/debt obligation | KY | $145K | – | 0.02 |
| DRSLF 2021-87A A1 (DRYDEN 87 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $771K | – | 0.09 |
| DTE 3.25 04/01/51 B (DTE Electric Co.) | Long | Debt | US | $19K | – | 0.00 |
| DUK 2.5 03/15/31 (Piedmont Natural Gas Company, Inc.) | Long | Debt | US | $53K | – | 0.01 |
| DUK 2.5 08/15/50 (Duke Energy Progress LLC) | Long | Debt | US | $252K | – | 0.03 |
| DUK 3 12/15/51 (Duke Energy Florida LLC) | Long | Debt | US | $222K | – | 0.03 |
| DUK 3.45 04/15/51 (Duke Energy Carolinas LLC) | Long | Debt | US | $51K | – | 0.01 |
| DUK 3.7 12/01/47 (Duke Energy Carolinas LLC) | Long | Debt | US | $100K | – | 0.01 |
| DUK 3.75 06/01/45 (Duke Energy Carolinas LLC) | Long | Debt | US | $276K | – | 0.03 |
| DUK 5.35 03/15/53 (Duke Energy Progress LLC) | Long | Debt | US | $63K | – | 0.01 |
| DUK 5.55 03/15/54 (Duke Energy Ohio) | Long | Debt | US | $19K | – | 0.00 |
| DUK 5.95 11/15/52 (Duke Energy Florida LLC) | Long | Debt | US | $129K | – | 0.01 |
| DUK 7.75 03/01/31 (Progress Energy Inc.) | Long | Debt | US | $80K | – | 0.01 |
| DVN 4.5 01/15/30 (Devon Energy Corporation) | Long | Debt | US | $110K | – | 0.01 |
| DVN 4.75 05/15/42 (Devon Energy Corporation) | Long | Debt | US | $379K | – | 0.04 |
| DVN 5 06/15/45 (Devon Energy Corporation) | Long | Debt | US | $70K | – | 0.01 |
| DVN 5.25 10/15/27 (Devon Energy Corporation) | Long | Debt | US | $154K | – | 0.02 |
| DVN 5.25 10/15/27 (Devon Energy Corporation) | Long | Debt | US | $12K | – | 0.00 |
| DVN 5.6 07/15/41 (Devon Energy Corporation) | Long | Debt | US | $211K | – | 0.02 |
| DVN 5.85 12/15/25 (Devon Energy Corporation) | Long | Debt | US | $183K | – | 0.02 |
| DWOLF 2017-1A AR (Dewolf Park CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $160K | – | 0.02 |
| ECL 2.125 08/15/50 (Ecolab Inc.) | Long | Debt | US | $38K | – | 0.00 |
| ECOPET 5.875 05/28/45 (Ecopetrol S.A.) | Long | Debt | CO | $881K | – | 0.10 |
| ECOPET 8.875 01/13/33 (Ecopetrol S.A.) | Long | Debt | CO | $18K | – | 0.00 |
| ED 3.35 04/01/30 20A (Consolidated Edison Company of New York, Inc.) | Long | Debt | US | $47K | – | 0.01 |
| ED 3.95 04/01/50 20B (Consolidated Edison Company of New York, Inc.) | Long | Debt | US | $16K | – | 0.00 |
| EFF 2023-1 A2 (ENTERPRISE FLEET FINANCING 2023-1 LLC) | Long | ABS-other | US | $256K | – | 0.03 |
| EFMT 2021-2 A1 (ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2) | Long | ABS-other | US | $223K | – | 0.03 |
| EFMT 2022-1 A1 (ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1) | Long | ABS-other | US | $142K | – | 0.02 |
| EGYPT 6.375 04/11/31 REGS (Egypt (Arab Republic of)) | Long | Debt | EG | $88K | – | 0.01 |
| EIX 2.5 06/01/31 G (Southern California Edison Company) | Long | Debt | US | $310K | – | 0.04 |
| EIX 5.2 06/01/34 (Southern California Edison Company) | Long | Debt | US | $34K | – | 0.00 |
| EIX 5.25 11/15/28 (Edison International) | Long | Debt | US | $37K | – | 0.00 |
| EIX 5.3 03/01/28 (Southern California Edison Company) | Long | Debt | US | $113K | – | 0.01 |
| EIX 5.45 06/01/31 (Southern California Edison Company) | Long | Debt | US | $23K | – | 0.00 |
| EIX 5.55 01/15/36 05-B (Southern California Edison Company) | Long | Debt | US | $77K | – | 0.01 |
| EIX 5.625 02/01/36 (Southern California Edison Company) | Long | Debt | US | $68K | – | 0.01 |
| EIX 5.65 10/01/28 (Southern California Edison Company) | Long | Debt | US | $106K | – | 0.01 |
| EIX 5.75 06/15/27 (Edison International) | Long | Debt | US | $178K | – | 0.02 |
| EIX 5.95 11/01/32 (Southern California Edison Company) | Long | Debt | US | $65K | – | 0.01 |
| EIX 6.95 11/15/29 (Edison International) | Long | Debt | US | $296K | – | 0.03 |
| ELM29 2024-5A AR1 (ELMWOOD CLO 29 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $231K | – | 0.03 |
| ELV 3.6 03/15/51 (Elevance Health Inc.) | Long | Debt | US | $55K | – | 0.01 |
| ELV 3.65 12/01/27 (Elevance Health Inc.) | Long | Debt | US | $291K | – | 0.03 |
| ELV 4.1 05/15/32 (Elevance Health Inc.) | Long | Debt | US | $76K | – | 0.01 |
| ELV 4.55 05/15/52 (Elevance Health Inc.) | Long | Debt | US | $34K | – | 0.00 |
| ELV 4.85 08/15/54 (Elevance Health Inc.) | Long | Debt | US | $157K | – | 0.02 |
| EMBRBZ 7 07/28/30 144A (Embraer Netherlands Finance B.V.) | Long | Debt | NL | $10K | – | 0.00 |
| EMPWR 2024-1A A1 (EMPOWER CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $221K | – | 0.03 |
| EMR 2.8 12/21/51 (Emerson Electric Co.) | Long | Debt | US | $299K | – | 0.03 |
| ENAPCL 6.15 05/10/33 144A (Empresa Nacional del Petroleo) | Long | Debt | CL | $18K | – | 0.00 |
| ENBCN 3.4 08/01/51 (Enbridge Inc.) | Long | Debt | CA | $18K | – | 0.00 |
| ENLK 5.05 04/01/45 (Enlink Midstream Partners LP) | Long | Debt | US | $37K | – | 0.00 |
| ENLK 5.45 06/01/47 (Enlink Midstream Partners LP) | Long | Debt | US | $72K | – | 0.01 |
| ENLK 5.6 04/01/44 (Enlink Midstream Partners LP) | Long | Debt | US | $58K | – | 0.01 |
| EOG 3.9 04/01/35 (EOG Resources Inc.) | Long | Debt | US | $165K | – | 0.02 |
| EOG 4.375 04/15/30 (EOG Resources Inc.) | Long | Debt | US | $268K | – | 0.03 |
| EOG 4.95 04/15/50 (EOG Resources Inc.) | Long | Debt | US | $366K | – | 0.04 |
| EPD 2.8 01/31/30 (Enterprise Products Operating LLC) | Long | Debt | US | $274K | – | 0.03 |
| EPD 3.125 07/31/29 (Enterprise Products Operating LLC) | Long | Debt | US | $93K | – | 0.01 |
| EPD 3.7 01/31/51 (Enterprise Products Operating LLC) | Long | Debt | US | $129K | – | 0.01 |
| EPD 3.95 01/31/60 (Enterprise Products Operating LLC) | Long | Debt | US | $53K | – | 0.01 |
| EPD 4.15 10/16/28 (Enterprise Products Operating LLC) | Long | Debt | US | $266K | – | 0.03 |
| EPD 4.85 01/31/34 (Enterprise Products Operating LLC) | Long | Debt | US | $289K | – | 0.03 |
| EPD 4.85 03/15/44 (Enterprise Products Operating LLC) | Long | Debt | US | $74K | – | 0.01 |
| EPD 5.1 02/15/45 (Enterprise Products Operating LLC) | Long | Debt | US | $95K | – | 0.01 |
| EPD 6.65 10/15/34 H (Enterprise Products Operating LLC) | Long | Debt | US | $90K | – | 0.01 |
| EPD 7.55 04/15/38 (Enterprise Products Operating LLC) | Long | Debt | US | $12K | – | 0.00 |
| EPD V5.375 02/15/78 (Enterprise Products Operating LLC) | Long | Debt | US | $47K | – | 0.01 |
| EQIX 2.15 07/15/30 (Equinix, Inc.) | Long | Debt | US | $118K | – | 0.01 |
| EQIX 2.5 05/15/31 (Equinix, Inc.) | Long | Debt | US | $386K | – | 0.04 |
| EQIX 3.9 04/15/32 (Equinix, Inc.) | Long | Debt | US | $371K | – | 0.04 |
| EQIX RCV GOLDMAN SA PAY 0 06-05-25 | Derivative-equity | US | $47.63 | – | 0.00 | |
| EQIX RCV GOLDMAN SA PAY 0 06-05-25 | Derivative-equity | US | $-367.48 | – | -0.00 | |
| EQPTRC 2.625 04/28/28 144A (EQUATE Petrochemical B.V.) | Long | Debt | NL | $408K | – | 0.05 |
| EQPTRC 4.25 11/03/26 144A (EQUATE Petrochemical B.V.) | Long | Debt | NL | $204K | – | 0.02 |
| EQT 3.125 05/15/26 144A (EQT Corporation) | Long | Debt | US | $258K | – | 0.03 |
| EQT 3.625 05/15/31 144A (EQT Corporation) | Long | Debt | US | $1M | – | 0.12 |
| EQT 5 01/15/29 (EQT Corporation) | Long | Debt | US | $608K | – | 0.07 |
| EQT 7 02/01/30 (EQT Corporation) | Long | Debt | US | $284K | – | 0.03 |
| EQT 7 02/01/30 (EQT Corporation) | Long | Debt | US | $162K | – | 0.02 |
| ES 3.3 01/15/28 M (Eversource Energy) | Long | Debt | US | $37K | – | 0.00 |
| ES 5.45 03/01/28 (Eversource Energy) | Long | Debt | US | $18K | – | 0.00 |
| ES 5.95 02/01/29 (Eversource Energy) | Long | Debt | US | $36K | – | 0.00 |
| ET 2.9 05/15/25 (Energy Transfer LP) | Long | Debt | US | $59K | – | 0.01 |
| ET 3.75 05/15/30 (Energy Transfer LP) | Long | Debt | US | $405K | – | 0.05 |
| ET 4.15 09/15/29 (Energy Transfer LP) | Long | Debt | US | $86K | – | 0.01 |
| ET 4.95 01/15/43 (Energy Transfer LP) | Long | Debt | US | $18K | – | 0.00 |
| ET 4.95 05/15/28 (Energy Transfer LP) | Long | Debt | US | $162K | – | 0.02 |
| ET 4.95 06/15/28 (Energy Transfer LP) | Long | Debt | US | $20K | – | 0.00 |
| ET 5.15 02/01/43 (Energy Transfer LP) | Long | Debt | US | $87K | – | 0.01 |
| ET 5.25 04/15/29 (Energy Transfer LP) | Long | Debt | US | $61K | – | 0.01 |
| ET 5.3 04/01/44 (Energy Transfer LP) | Long | Debt | US | $147K | – | 0.02 |
| ET 5.3 04/15/47 (Energy Transfer LP) | Long | Debt | US | $36K | – | 0.00 |
| ET 5.35 05/15/45 (Energy Transfer LP) | Long | Debt | US | $194K | – | 0.02 |
| ET 5.35 05/15/45 (Energy Transfer LP) | Long | Debt | US | $18K | – | 0.00 |
| ET 5.4 10/01/47 (Energy Transfer LP) | Long | Debt | US | $83K | – | 0.01 |
| ET 5.4 10/01/47 (Energy Transfer LP) | Long | Debt | US | $57K | – | 0.01 |
| ET 5.5 06/01/27 * (Energy Transfer LP) | Long | Debt | US | $132K | – | 0.02 |
| ET 5.55 05/15/34 (Energy Transfer LP) | Long | Debt | US | $131K | – | 0.02 |
| ET 5.95 05/15/54 (Energy Transfer LP) | Long | Debt | US | $163K | – | 0.02 |
| ET 6.05 09/01/54 (Energy Transfer LP) | Long | Debt | US | $351K | – | 0.04 |
| ET 7.375 02/01/31 144A (Energy Transfer LP) | Long | Debt | US | $428K | – | 0.05 |
| ETN 4.15 11/02/42 (Eaton Corp.) | Long | Debt | US | $26K | – | 0.00 |
| EU 2.5 10/04/52 NGEU (European Union) | Long | Debt | XX | $242K | – | 0.03 |
| EU 3 03/04/53 NGEU (European Union) | Long | Debt | XX | $2M | – | 0.22 |
| EXC 2.8 06/15/50 (PECO Energy Company) | Long | Debt | US | $36K | – | 0.00 |
| EXC 2.85 09/15/51 (PECO Energy Company) | Long | Debt | US | $37K | – | 0.00 |
| EXC 2.9 06/15/50 (Baltimore Gas & Electric Company) | Long | Debt | US | $43K | – | 0.00 |
| EXC 3.05 03/15/51 (PECO Energy Company) | Long | Debt | US | $101K | – | 0.01 |
| EXC 3.2 09/15/49 (Baltimore Gas & Electric Company) | Long | Debt | US | $98K | – | 0.01 |
| EXC 3.75 08/15/47 * (Baltimore Gas & Electric Company) | Long | Debt | US | $55K | – | 0.01 |
| EXIMBK 3.375 08/05/26 144A (Export-Import Bank of India) | Long | Debt | IN | $194K | – | 0.02 |
| EXR 2.35 03/15/32 (Extra Space Storage LP) | Long | Debt | US | $60K | – | 0.01 |
| EXR 5.5 07/01/30 (Extra Space Storage LP) | Long | Debt | US | $37K | – | 0.00 |
| F 6.1 08/19/32 (Ford Motor Company) | Long | Debt | US | $182K | – | 0.02 |
| F 6.125 03/08/34 (Ford Motor Credit Company LLC) | Long | Debt | US | $200K | – | 0.02 |
| F 7.122 11/07/33 (Ford Motor Credit Company LLC) | Long | Debt | US | $318K | – | 0.04 |
| FABSJV 6.15 01/25/32 (Foundry JV Holdco LLC.) | Long | Debt | US | $418K | – | 0.05 |
| FANG 3.125 03/24/31 (Diamondback Energy Inc) | Long | Debt | US | $1M | – | 0.12 |
| FANG 3.125 03/24/31 (Diamondback Energy Inc) | Long | Debt | US | $72K | – | 0.01 |
| FANG 3.25 12/01/26 (Diamondback Energy Inc) | Long | Debt | US | $1M | – | 0.17 |
| FANG 3.5 12/01/29 (Diamondback Energy Inc) | Long | Debt | US | $2M | – | 0.21 |
| FANG 3.5 12/01/29 (Diamondback Energy Inc) | Long | Debt | US | $244K | – | 0.03 |
| FANG 4.25 03/15/52 (Diamondback Energy Inc) | Long | Debt | US | $93K | – | 0.01 |
| FANG 4.4 03/24/51 (Diamondback Energy Inc) | Long | Debt | US | $255K | – | 0.03 |
| FANG 4.4 03/24/51 (Diamondback Energy Inc) | Long | Debt | US | $232K | – | 0.03 |
| FANG 5.75 04/18/54 (Diamondback Energy Inc) | Long | Debt | US | $56K | – | 0.01 |
| FANG 5.9 04/18/64 (Diamondback Energy Inc) | Long | Debt | US | $463K | – | 0.05 |
| FCX 5.45 03/15/43 (Freeport-McMoRan Inc.) | Long | Debt | US | $19K | – | 0.00 |
| FDS 3.45 03/01/32 (FactSet Research Systems Inc.) | Long | Debt | US | $36K | – | 0.00 |
| FE 1.6 01/15/26 A (FirstEnergy Corp.) | Long | Debt | US | $38K | – | 0.00 |
| FE 2.65 01/15/32 144A (American Transmission Systems, Incorporated) | Long | Debt | US | $51K | – | 0.01 |
| FE 3.4 03/01/50 C (FirstEnergy Corp.) | Long | Debt | US | $175K | – | 0.02 |
| FE 3.5 04/01/28 144A (The Cleveland Electric Illuminating Company) | Long | Debt | US | $95K | – | 0.01 |
| FE 3.9 07/15/27 B (FirstEnergy Corp.) | Long | Debt | US | $330K | – | 0.04 |
| FE 3.9 07/15/27 B (FirstEnergy Corp.) | Long | Debt | US | $179K | – | 0.02 |
| FE 4.1 05/15/28 144A (Mid-Atlantic Interstate Transmission Llc) | Long | Debt | US | $39K | – | 0.00 |
| FE 4.55 04/01/49 144A (Firstenergy Transmission Llc) | Long | Debt | US | $280K | – | 0.03 |
| FE 4.85 07/15/47 C (FirstEnergy Corp.) | Long | Debt | US | $74K | – | 0.01 |
| FE 4.85 07/15/47 C (FirstEnergy Corp.) | Long | Debt | US | $62K | – | 0.01 |
| FFML 2003-FF4 M1 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $199K | – | 0.02 |
| FFML 2006-FF13 A1 (Ffmlt Tr 2006-Ff13) | Long | ABS-other | US | $17K | – | 0.00 |
| FFML 2006-FF13 A2C (Ffmlt Tr 2006-Ff13) | Long | ABS-other | US | $10K | – | 0.00 |
| FG G60972 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FG G61047 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FG G61079 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG G61677 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FG G61886 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FG G61989 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| FG G67713 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $572K | – | 0.07 |
| FG G67715 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FG G67721 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FG G67721 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FG J37706 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FG J37835 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $176K | – | 0.02 |
| FG J38060 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FG Q41209 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FG Q57853 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FG Q59918 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| FG V84260 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FH 841076 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $507K | – | 0.06 |
| FH 841077 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| FH 841081 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $255K | – | 0.03 |
| FHMR 2020-RR07 BX (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $340K | – | 0.04 |
| FHMS K-1517 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $24K | – | 0.00 |
| FHMS K095 XAM (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $27K | – | 0.00 |
| FHMS K124 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $216K | – | 0.02 |
| FHMS K736 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $18K | – | 0.00 |
| FHMS KG06 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $94K | – | 0.01 |
| FHR 4391 MZ (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $238K | – | 0.03 |
| FHR 4980 KI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $99K | – | 0.01 |
| FHR 5010 IK (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $9K | – | 0.00 |
| FHR 5010 JI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $48K | – | 0.01 |
| FHR 5013 IN (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $13K | – | 0.00 |
| FHR 5018 MI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $32K | – | 0.00 |
| FHR 5040 IB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $9K | – | 0.00 |
| FHR 5059 IB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $53K | – | 0.01 |
| FHR 5069 MI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $11K | – | 0.00 |
| FHR 5081 AI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $15K | – | 0.00 |
| FHR 5092 AP (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $65K | – | 0.01 |
| FHR 5093 IY (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $107K | – | 0.01 |
| FHR 5112 KI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $70K | – | 0.01 |
| FHR 5118 NI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $98K | – | 0.01 |
| FHR 5127 AI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $25K | – | 0.00 |
| FHR 5140 NI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $47K | – | 0.01 |
| FHR 5148 BI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $141K | – | 0.02 |
| FHR 5148 CI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $54K | – | 0.01 |
| FHR 5196 DI (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $0 | – | – |
| FHR 5200 KQ (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $67K | – | 0.01 |
| FHR 5224 HL (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $455K | – | 0.05 |
| FHR 5230 PE (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $239K | – | 0.03 |
| FHR 5274 IO (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $104K | – | 0.01 |
| FHR 5293 CI (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $248K | – | 0.03 |
| FHR 5293 IO (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $115K | – | 0.01 |
| FHR 5377 IO (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $111K | – | 0.01 |
| FHS 334 S7 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 890696 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FN 890827 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $460K | – | 0.05 |
| FN 890843 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FN AL5597 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FN AL9397 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FN AL9475 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FN AR7399 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN AS0038 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FN AS0496 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN AS2947 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $280K | – | 0.03 |
| FN AS5480 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN AS7313 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| FN AS7488 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $529K | – | 0.06 |
| FN AS7844 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FN AS8380 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN AS9760 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| FN AU6735 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN AU6873 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FN AW1281 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN AW4229 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AX6435 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN BC1509 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FN BC2817 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FN BC9077 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN BD7160 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN BE2735 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN BF0301 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $317K | – | 0.04 |
| FN BF0338 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| FN BF0499 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $307K | – | 0.04 |
| FN BF0546 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $797K | – | 0.09 |
| FN BF0560 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| FN BH4095 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN BH5764 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN BH9243 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN BH9277 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN BJ0648 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN BJ4916 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN BJ9172 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FN BJ9257 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN BK1958 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN BK9818 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN BM1922 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FN BM3208 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN BM4226 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $463K | – | 0.05 |
| FN BM4351 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN BM4614 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN BM4696 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $537K | – | 0.06 |
| FN BM4751 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FN BM4897 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN BM5073 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $421K | – | 0.05 |
| FN BM5235 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN BM5304 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN BM5509 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN BM5629 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN BM5862 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FN BM5896 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN BM5984 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FN BM6019 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FN BM6623 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN BM6912 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FN BN0691 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN BN1623 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FN BN1623 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN BN1628 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| FN BN3960 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $248K | – | 0.03 |
| FN BN6688 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| FN BN8997 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| FN BN9004 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FN BO7302 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FN BQ0254 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FN BQ0697 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN BQ5876 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN BQ6334 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN BQ6341 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FN BQ9453 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN BR1615 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $202K | – | 0.02 |
| FN BR2641 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FN BR2643 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN BR2644 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN BR2664 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FN BR3256 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FN BR3257 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN BR3286 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FN BR4722 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN BR4753 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN BR4756 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FN BR5587 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN BR5633 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN BR6496 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN BR7241 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FN BR7745 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN BR7802 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FN BR8518 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FN BT0846 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN BT0972 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FN BT3244 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN BT3270 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN BT3290 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN BT3303 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN BU2599 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN BV3089 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN BV4142 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN BV5373 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN BV5405 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FN BV8546 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| FN BW0048 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FN BW9916 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| FN BX2186 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FN BX4207 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FN BX6108 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| FN BX6719 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FN BY0557 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN BY0568 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN BY2967 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FN CA1009 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $439K | – | 0.05 |
| FN CA1021 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FN CA2047 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN CA2199 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FN CA2469 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN CA2472 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FN CA2482 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FN CA2708 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN CA2963 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| FN CA3022 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN CA3094 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $286K | – | 0.03 |
| FN CA3516 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $261K | – | 0.03 |
| FN CA4819 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN CA5368 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FN CA5522 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $221K | – | 0.03 |
| FN CA6106 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FN CA6341 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $236K | – | 0.03 |
| FN CA6342 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $233K | – | 0.03 |
| FN CA6343 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $240K | – | 0.03 |
| FN CA6359 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $177K | – | 0.02 |
| FN CA6577 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $351K | – | 0.04 |
| FN CA6636 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $289K | – | 0.03 |
| FN CA6711 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FN CA6840 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN CA6849 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN CA6876 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FN CA7070 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FN CA7073 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN CA7136 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN CA7253 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FN CA7255 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| FN CA7422 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $405K | – | 0.05 |
| FN CA7531 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FN CA7597 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FN CA7938 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $238K | – | 0.03 |
| FN CA8073 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $187K | – | 0.02 |
| FN CA8387 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $305K | – | 0.03 |
| FN CA8388 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $349K | – | 0.04 |
| FN CA8389 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FN CA8391 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN CA8592 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FN CA8635 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FN CA8636 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FN CA8641 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN CA9358 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FN CA9422 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN CA9432 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FN CB0100 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| FN CB0101 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FN CB0428 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $403K | – | 0.05 |
| FN CB0470 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FN CB0622 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FN CB1309 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $382K | – | 0.04 |
| FN CB1310 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $428K | – | 0.05 |
| FN CB1425 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN CB1426 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN CB1427 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FN CB1428 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FN CB1429 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN CB1430 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN CB1431 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FN CB1432 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FN CB1666 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $255K | – | 0.03 |
| FN CB2054 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| FN CB2079 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $266K | – | 0.03 |
| FN CB2113 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| FN CB2115 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN CB2139 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FN CB2165 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| FN CB2418 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FN CB2550 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $623K | – | 0.07 |
| FN CB2601 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $171K | – | 0.02 |
| FN CB2620 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| FN CB2621 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $243K | – | 0.03 |
| FN CB2622 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $367K | – | 0.04 |
| FN CB2633 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| FN CB2836 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FN CB2837 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $165K | – | 0.02 |
| FN CB2838 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $367K | – | 0.04 |
| FN CB2854 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN CB2855 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| FN CB2856 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| FN CB2863 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FN CB3044 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| FN CB3101 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| FN CB3102 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $283K | – | 0.03 |
| FN CB3105 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FN CB3126 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $223K | – | 0.03 |
| FN CB3234 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN CB3272 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $398K | – | 0.05 |
| FN CB3880 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FN CB4103 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $254K | – | 0.03 |
| FN CB4386 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FN CB5108 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $361K | – | 0.04 |
| FN CB5450 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $287K | – | 0.03 |
| FN CB5462 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $157K | – | 0.02 |
| FN CB5497 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $262K | – | 0.03 |
| FN CB6063 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $224K | – | 0.03 |
| FN CB6094 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| FN CB6321 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $279K | – | 0.03 |
| FN CB6322 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $183K | – | 0.02 |
| FN CB6329 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $225K | – | 0.03 |
| FN CB6463 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| FN CB6540 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $470K | – | 0.05 |
| FN CB6753 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $468K | – | 0.05 |
| FN CB6757 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $271K | – | 0.03 |
| FN CB6872 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $523K | – | 0.06 |
| FN CB7109 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $471K | – | 0.05 |
| FN CB7142 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FN CB7349 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $227K | – | 0.03 |
| FN CB8018 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $498K | – | 0.06 |
| FN CB8226 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FN CB8339 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN CB8388 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN CB8727 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $507K | – | 0.06 |
| FN CB8874 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $782K | – | 0.09 |
| FN DA3490 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| FN DA5764 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FN DA5765 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FN DA5777 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN DA5778 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FN DA5779 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FN DA5782 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN DA5789 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FN DA5808 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN FM1263 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FN FM1349 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $199K | – | 0.02 |
| FN FM1518 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FN FM1543 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN FM1680 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FN FM1727 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| FN FM2256 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FN FM3002 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN FM3049 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| FN FM3123 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FN FM3572 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $235K | – | 0.03 |
| FN FM3665 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $194K | – | 0.02 |
| FN FM3773 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| FN FM4311 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FN FM4946 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $522K | – | 0.06 |
| FN FM5176 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| FN FM5292 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| FN FM5305 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FN FM5313 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| FN FM5315 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN FM5530 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN FM5660 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN FM5771 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN FM5820 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN FM5904 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN FM6117 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN FM6149 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN FM6184 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $283K | – | 0.03 |
| FN FM6460 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FN FM6597 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $259K | – | 0.03 |
| FN FM6780 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FN FM6863 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN FM7100 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN FM7423 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| FN FM7495 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FN FM7599 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| FN FM7607 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FN FM7630 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FN FM7632 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| FN FM7675 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FN FM7786 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $460K | – | 0.05 |
| FN FM7869 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN FM7910 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FN FM7973 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FN FM8117 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN FM8166 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN FM8309 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| FN FM8576 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $453K | – | 0.05 |
| FN FM8577 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $256K | – | 0.03 |
| FN FM8648 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| FN FM8786 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FN FM8864 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $193K | – | 0.02 |
| FN FM9185 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| FN FM9205 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FN FM9318 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN FM9365 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN FM9452 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FN FM9464 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| FN FM9538 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $163K | – | 0.02 |
| FN FM9730 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN FM9925 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FN FP0025 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN FP0028 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FN FS0003 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN FS0024 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN FS0026 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FN FS0028 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN FS0034 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN FS0037 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FN FS0067 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN FS0173 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| FN FS0191 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN FS0193 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $190K | – | 0.02 |
| FN FS0208 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $246K | – | 0.03 |
| FN FS0209 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $306K | – | 0.04 |
| FN FS0211 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| FN FS0212 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| FN FS0216 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN FS0240 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| FN FS0288 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN FS0290 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| FN FS0316 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FN FS0366 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN FS0378 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $267K | – | 0.03 |
| FN FS0408 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FN FS0424 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| FN FS0434 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FN FS0496 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FN FS0497 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $185K | – | 0.02 |
| FN FS0551 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FN FS0582 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN FS0583 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FN FS0584 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FN FS0598 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN FS0599 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN FS0646 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FN FS0697 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN FS0754 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN FS0785 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| FN FS0995 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FN FS1014 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN FS1074 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $721K | – | 0.08 |
| FN FS1104 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN FS1112 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FN FS1118 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FN FS1133 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $294K | – | 0.03 |
| FN FS1237 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| FN FS1248 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN FS1267 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FN FS1289 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| FN FS1331 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| FN FS1334 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $176K | – | 0.02 |
| FN FS1335 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN FS1403 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FN FS1462 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| FN FS1463 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $294K | – | 0.03 |
| FN FS1520 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN FS1522 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN FS1539 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FN FS1552 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FN FS1556 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $617K | – | 0.07 |
| FN FS1603 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| FN FS2040 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $240K | – | 0.03 |
| FN FS2296 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $512K | – | 0.06 |
| FN FS2409 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FN FS2458 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FN FS2473 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FN FS2914 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $169K | – | 0.02 |
| FN FS3166 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FN FS3221 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN FS3249 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| FN FS3251 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FN FS3306 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $375K | – | 0.04 |
| FN FS3325 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FN FS3377 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $325K | – | 0.04 |
| FN FS3411 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FN FS3672 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FN FS3742 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $446K | – | 0.05 |
| FN FS3832 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| FN FS3836 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $172K | – | 0.02 |
| FN FS3941 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FN FS3977 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FN FS3978 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FN FS4166 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| FN FS4269 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $224K | – | 0.03 |
| FN FS4308 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FN FS4448 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FN FS4454 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FN FS4471 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FN FS4480 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FN FS4524 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FN FS4573 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| FN FS4613 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FN FS4629 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| FN FS4641 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN FS4805 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FN FS5059 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $503K | – | 0.06 |
| FN FS5155 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $271K | – | 0.03 |
| FN FS5191 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $318K | – | 0.04 |
| FN FS5306 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FN FS5313 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $338K | – | 0.04 |
| FN FS5450 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $163K | – | 0.02 |
| FN FS5456 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FN FS5537 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $297K | – | 0.03 |
| FN FS5647 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FN FS5708 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FN FS5950 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN FS6242 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| FN FS6451 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| FN FS6779 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $184K | – | 0.02 |
| FN FS7180 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FN FS7624 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN FS7849 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $166K | – | 0.02 |
| FN FS8001 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FN MA2523 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| FN MA2579 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $161K | – | 0.02 |
| FN MA2707 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $268K | – | 0.03 |
| FN MA2749 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FN MA2773 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $371K | – | 0.04 |
| FN MA3027 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FN MA3121 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN MA3149 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN MA3182 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FN MA3210 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FN MA3238 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FN MA3239 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN MA3333 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN MA3356 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN MA3384 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN MA3415 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN MA3448 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN MA3467 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FN MA4031 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN MA4047 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $707K | – | 0.08 |
| FN MA4119 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN MA4130 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN MA4157 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| FN MA4158 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $165K | – | 0.02 |
| FN MA4177 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FN MA4181 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $153K | – | 0.02 |
| FN MA4208 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FN MA4236 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FN MA4237 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| FN MA4280 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $397K | – | 0.05 |
| FN MA4280 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $205K | – | 0.02 |
| FN MA4333 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN MA4422 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| FN MA4446 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FN MA4465 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $747K | – | 0.09 |
| FN MA4473 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| FN MA4474 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FN MA4492 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN MA4500 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $795K | – | 0.09 |
| FN MA4501 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $348K | – | 0.04 |
| FN MA4519 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FN MA4540 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $506K | – | 0.06 |
| FN MA4540 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| FN MA4570 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $561K | – | 0.06 |
| FN MA4586 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FN MA4586 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FN MA4587 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $222K | – | 0.03 |
| FN MA4599 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $233K | – | 0.03 |
| FN MA4607 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FN MA4632 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $157K | – | 0.02 |
| FN MA4656 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN MA5039 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FNA 2013-M6 1AC (Federal National Mortgage Association) | Long | ABS-other | US | $0.02 | – | 0.00 |
| FNA 2020-M36 X1 (Federal National Mortgage Association) | Long | ABS-other | US | $30K | – | 0.00 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $409K | – | 0.05 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $326K | – | 0.04 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $261K | – | 0.03 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.78 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.48 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $615K | – | 0.07 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $546K | – | 0.06 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $349K | – | 0.04 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $283K | – | 0.03 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $205K | – | 0.02 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $187K | – | 0.02 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $161K | – | 0.02 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-350K | – | -0.04 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-423K | – | -0.05 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-803K | – | -0.09 |
| FNMA-30YR (Federal National Mortgage Association) | Short | ABS-mortgage backed security | US | $-985K | – | -0.11 |
| FNR 2012-118 VZ (Federal National Mortgage Association) | Long | ABS-other | US | $111K | – | 0.01 |
| FNR 2013-54 BS (Federal National Mortgage Association) | Long | ABS-other | US | $2K | – | 0.00 |
| FNR 2014-6 Z (Federal National Mortgage Association) | Long | ABS-other | US | $225K | – | 0.03 |
| FNR 2015-65 CZ (Federal National Mortgage Association) | Long | ABS-other | US | $235K | – | 0.03 |
| FNR 2018-74 AB (Federal National Mortgage Association) | Long | ABS-other | US | $144K | – | 0.02 |
| FNR 2020-32 PI (Federal National Mortgage Association) | Long | ABS-other | US | $16K | – | 0.00 |
| FNR 2020-47 GZ (Federal National Mortgage Association) | Long | ABS-other | US | $132K | – | 0.02 |
| FNR 2020-56 AQ (Federal National Mortgage Association) | Long | ABS-other | US | $546K | – | 0.06 |
| FNR 2020-56 DI (Federal National Mortgage Association) | Long | ABS-other | US | $12K | – | 0.00 |
| FNR 2020-57 TA (Federal National Mortgage Association) | Long | ABS-other | US | $160K | – | 0.02 |
| FNR 2020-74 EI (Federal National Mortgage Association) | Long | ABS-other | US | $12K | – | 0.00 |
| FNR 2020-89 DI (Federal National Mortgage Association) | Long | ABS-other | US | $33K | – | 0.00 |
| FNR 2020-97 AI (Federal National Mortgage Association) | Long | ABS-other | US | $58K | – | 0.01 |
| FNR 2021-1 IG (Federal National Mortgage Association) | Long | ABS-other | US | $27K | – | 0.00 |
| FNR 2021-3 QI (Federal National Mortgage Association) | Long | ABS-other | US | $132K | – | 0.02 |
| FNR 2021-50 IO (Federal National Mortgage Association) | Long | ABS-other | US | $46K | – | 0.01 |
| FNR 2021-61 KI (Federal National Mortgage Association) | Long | ABS-other | US | $75K | – | 0.01 |
| FNR 2021-65 JA (Federal National Mortgage Association) | Long | ABS-other | US | $61K | – | 0.01 |
| FNR 2021-69 IJ (Federal National Mortgage Association) | Long | ABS-other | US | $127K | – | 0.01 |
| FNR 2022-22 IO (Federal National Mortgage Association) | Long | ABS-other | US | $106K | – | 0.01 |
| FNR 2022-57 BC (Federal National Mortgage Association) | Long | ABS-other | US | $78K | – | 0.01 |
| FNR 2023-2 CI (Federal National Mortgage Association) | Long | ABS-other | US | $111K | – | 0.01 |
| FNR 2024-5 DI (Federal National Mortgage Association) | Long | ABS-other | US | $181K | – | 0.02 |
| FNS 409 C18 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNS 427 C21 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FNS 427 C71 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FNS 437 C11 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FNS 440 C6 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $236K | – | 0.03 |
| FORDR 2023-1 A (FORD CREDIT AUTO OWNER TRUST 2023-REV1) | Long | ABS-other | US | $831K | – | 0.10 |
| FOXA 5.476 01/25/39 (Fox Corporation) | Long | Debt | US | $365K | – | 0.04 |
| FOXA 6.5 10/13/33 (Fox Corporation) | Long | Debt | US | $150K | – | 0.02 |
| FR QA0639 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| FR QB1193 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FR QB2296 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FR QB5092 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FR QB5093 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FR QB8602 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FR QB8604 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FR QB8975 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FR QB9087 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $274K | – | 0.03 |
| FR QB9290 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FR QB9391 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $880K | – | 0.10 |
| FR QB9482 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FR QB9961 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FR QC0041 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FR QC0160 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FR QC0161 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FR QC0165 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FR QC1164 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FR QC3690 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FR QC4689 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FR QC4690 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FR QC4818 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FR QC4824 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FR QC5830 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $272K | – | 0.03 |
| FR QC7411 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FR QC9154 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FR QD4857 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FR QE0399 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $149K | – | 0.02 |
| FR QE4965 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FR QE8252 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FR QF0409 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FR QF0895 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FR QF0921 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FR QF3213 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FR QF5465 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FR QF6560 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $244K | – | 0.03 |
| FR QG1295 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FR QG7311 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FR QH3955 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FR QH7547 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $430K | – | 0.05 |
| FR QH7579 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FR QH8688 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FR QH8698 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FR QK0914 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| FR QK1354 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FR RA1084 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FR RA1877 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FR RA2114 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FR RA3217 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FR RA3282 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $278K | – | 0.03 |
| FR RA3313 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FR RA3882 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FR RA3913 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $692K | – | 0.08 |
| FR RA4142 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FR RA4537 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FR RA5077 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $858K | – | 0.10 |
| FR RA6015 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FR RA6388 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $463K | – | 0.05 |
| FR RA6397 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| FR RA6509 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FR RA6562 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FR RA6768 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FR RA7185 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $396K | – | 0.05 |
| FR RA7186 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $391K | – | 0.04 |
| FR RA7506 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FR RA8216 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FR RA8295 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FR RA8404 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| FR RA8560 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FR RA8694 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $275K | – | 0.03 |
| FR RA8758 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| FR RA8790 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $276K | – | 0.03 |
| FR RA8904 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $172K | – | 0.02 |
| FR RA9063 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $256K | – | 0.03 |
| FR RA9073 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| FR RA9079 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FR RA9080 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FR RA9081 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FR RA9437 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FR RA9625 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FR RB0714 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| FR RB5071 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FR RB5084 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $404K | – | 0.05 |
| FR RB5095 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FR RB5105 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $308K | – | 0.04 |
| FR RB5110 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $578K | – | 0.07 |
| FR RB5114 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FR RB5117 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $458K | – | 0.05 |
| FR RB5121 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| FR RB5125 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $469K | – | 0.05 |
| FR RB5130 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FR RB5131 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FR RB5138 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| FR RB5145 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| FR RB5148 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FR RB5153 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| FR RB5166 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $157K | – | 0.02 |
| FR RC1975 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FR RC1999 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $176K | – | 0.02 |
| FR RC2467 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| FR RC2480 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $230K | – | 0.03 |
| FR RJ0320 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FR RJ0954 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| FR RJ1350 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FR RJ1358 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FR SB0510 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FR SB0514 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $289K | – | 0.03 |
| FR SB0539 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FR SB0544 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FR SB0546 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| FR SB8507 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| FR SC0063 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| FR SC0093 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $172K | – | 0.02 |
| FR SC0111 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FR SC0160 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $191K | – | 0.02 |
| FR SC0188 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FR SC0206 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| FR SC0211 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FR SC0313 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $676K | – | 0.08 |
| FR SC0319 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FR SC0340 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $237K | – | 0.03 |
| FR SC0384 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $391K | – | 0.04 |
| FR SD0297 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $257K | – | 0.03 |
| FR SD0496 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $641K | – | 0.07 |
| FR SD0502 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FR SD0519 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $366K | – | 0.04 |
| FR SD0520 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $180K | – | 0.02 |
| FR SD0573 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FR SD0592 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| FR SD0615 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FR SD0618 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FR SD0702 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $198K | – | 0.02 |
| FR SD0716 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $412K | – | 0.05 |
| FR SD0730 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FR SD0732 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FR SD0745 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FR SD0781 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FR SD0783 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FR SD0785 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FR SD0786 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FR SD0789 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FR SD0849 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FR SD0876 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FR SD0878 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FR SD0892 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $255K | – | 0.03 |
| FR SD0894 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $188K | – | 0.02 |
| FR SD0923 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $588K | – | 0.07 |
| FR SD0952 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FR SD0958 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FR SD1143 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| FR SD1300 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FR SD1305 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FR SD1465 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $296K | – | 0.03 |
| FR SD1775 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $174K | – | 0.02 |
| FR SD1807 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $173K | – | 0.02 |
| FR SD1882 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FR SD1952 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FR SD1991 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $166K | – | 0.02 |
| FR SD2081 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FR SD2138 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FR SD2163 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $144K | – | 0.02 |
| FR SD2190 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FR SD2245 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FR SD2284 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $174K | – | 0.02 |
| FR SD2306 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FR SD2355 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $172K | – | 0.02 |
| FR SD2374 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FR SD2394 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FR SD2395 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $174K | – | 0.02 |
| FR SD2443 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FR SD2452 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $180K | – | 0.02 |
| FR SD2474 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FR SD2511 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| FR SD2591 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $180K | – | 0.02 |
| FR SD2598 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FR SD2723 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FR SD2756 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| FR SD2760 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FR SD2762 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FR SD2792 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FR SD2866 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FR SD2886 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FR SD2892 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $180K | – | 0.02 |
| FR SD2893 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| FR SD2991 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $153K | – | 0.02 |
| FR SD3171 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FR SD3176 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $171K | – | 0.02 |
| FR SD3290 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FR SD3382 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FR SD3432 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FR SD3475 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| FR SD3642 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| FR SD3722 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FR SD3737 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FR SD4365 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FR SD4536 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $321K | – | 0.04 |
| FR SD5094 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FR SD5352 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FR SD5416 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FR SD7509 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FR SD7521 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $265K | – | 0.03 |
| FR SD7525 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $278K | – | 0.03 |
| FR SD7528 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FR SD7534 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $352K | – | 0.04 |
| FR SD7534 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $293K | – | 0.03 |
| FR SD7539 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $158K | – | 0.02 |
| FR SD7541 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FR SD7544 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FR SD7548 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| FR SD7548 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $720K | – | 0.08 |
| FR SD7549 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $775K | – | 0.09 |
| FR SD7550 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FR SD7552 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FR SD7552 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $476K | – | 0.05 |
| FR SD7553 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $887K | – | 0.10 |
| FR SD7554 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| FR SD7554 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $751K | – | 0.09 |
| FR SD7555 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FR SD7556 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| FR SD7560 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $338K | – | 0.04 |
| FR SD8059 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FR SD8080 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FR SD8082 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $169K | – | 0.02 |
| FR SD8128 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $780K | – | 0.09 |
| FR SD8134 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $311K | – | 0.04 |
| FR SD8145 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FR SD8146 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.40 |
| FR SD8172 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FR SD8231 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FR SI2056 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $247K | – | 0.03 |
| FR SI2075 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FR SI2106 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FR ZA2471 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FR ZM1677 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $507K | – | 0.06 |
| FR ZM6127 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FR ZN2699 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| FR ZS4751 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FR ZS9068 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FR ZS9316 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FR ZS9826 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FR ZT1353 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FR ZT1857 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $704K | – | 0.08 |
| FRTR 3 05/25/54 OAT (France (Republic Of)) | Long | Debt | FR | $806K | – | 0.09 |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $56M | – | 6.39 | |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $20M | – | 2.24 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $6M | – | 0.70 | |
| FUT. CBT UL T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-384K | – | -0.04 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-116K | – | -0.01 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-3M | – | -0.31 | |
| FUT. CME 3MO SOFR DEC24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $14M | – | 1.61 | |
| FUT. CME 3MO SOFR DEC24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $238K | – | 0.03 | |
| FUT. CME 3MO SOFR DEC25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $49M | – | 5.67 | |
| FUT. CME 3MO SOFR JUN24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $473K | – | 0.05 | |
| FUT. EURO BUXL BND SEP24 (Eurex) | Derivative-interest rate | DE | $-1M | – | -0.13 | |
| FUT. ICE 3MTH S ICF DEC24 (ICE Futures Europe) | Derivative-interest rate | GB | $307K | – | 0.04 | |
| FUT. ME 10Y CDN BND SEP24 (Montreal Exchange) | Derivative-interest rate | CA | $-445K | – | -0.05 | |
| FUT. SFE 10Y T-BOND SEP24 (Sydney Futures Exchange) | Derivative-interest rate | AU | $905K | – | 0.10 | |
| FUT. U.S. T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $7M | – | 0.82 | |
| FUT. U.S. T-BONDS SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $6M | – | 0.72 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $21M | – | 2.41 | |
| FUT. YR T-NOTES SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.40 | |
| FWDGHD 8.4 04/05/29 REGS (FWD Group Holdings Ltd.) | Long | Debt | KY | $207K | – | 0.02 |
| FXO AUDUSD CALL 0.655 300 | Derivative-foreign exchange | AU | $272.78 | – | 0.00 | |
| FXO EURUSD CALL 1.09 0608 | Derivative-foreign exchange | XX | $23.03 | – | 0.00 | |
| FXO EURUSD PUT 1.06 12112 | Derivative-foreign exchange | XX | $189.81 | – | 0.00 | |
| FXO EURUSD PUT 1.06 19112 | Derivative-foreign exchange | XX | $207.32 | – | 0.00 | |
| FXO EURUSD PUT 1.065 0509 | Derivative-foreign exchange | XX | $65.92 | – | 0.00 | |
| FXO EURUSD PUT 1.075 0708 | Derivative-foreign exchange | XX | $37.71 | – | 0.00 | |
| FXO EURUSD PUT 1.075 1308 | Derivative-foreign exchange | XX | $30.53 | – | 0.00 | |
| FXO GBPUSD PUT 1.2976 010 | Derivative-foreign exchange | GB | $445.39 | – | 0.00 | |
| FXO USDBRL CALL 5.5 05082 | Derivative-foreign exchange | US | $-383.36 | – | -0.00 | |
| FXO USDBRL CALL 5.5 08082 | Derivative-foreign exchange | US | $-828.58 | – | -0.00 | |
| FXO USDBRL CALL 5.75 1211 | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FXO USDBRL CALL 5.85 2308 | Derivative-foreign exchange | US | $-191.51 | – | -0.00 | |
| FXO USDBRL CALL 6 121124 | Derivative-foreign exchange | US | $-418.12 | – | -0.00 | |
| FXO USDBRL PUT 5.1 050824 | Derivative-foreign exchange | US | $0 | – | – | |
| FXO USDBRL PUT 5.25 05082 | Derivative-foreign exchange | US | $0.02 | – | 0.00 | |
| FXO USDBRL PUT 5.4 080824 | Derivative-foreign exchange | US | $3.58 | – | 0.00 | |
| FXO USDBRL PUT 5.65 23082 | Derivative-foreign exchange | US | $461.8 | – | 0.00 | |
| FXO USDCLP CALL 1000 1908 | Derivative-foreign exchange | US | $50.94 | – | 0.00 | |
| FXO USDCLP CALL 1000 1908 | Derivative-foreign exchange | US | $-50.94 | – | -0.00 | |
| FXO USDCNH CALL 7.25 2409 | Derivative-foreign exchange | US | $181.79 | – | 0.00 | |
| FXO USDCNH CALL 7.35 2409 | Derivative-foreign exchange | US | $-67.68 | – | -0.00 | |
| FXO USDCNH CALL 7.75 0603 | Derivative-foreign exchange | US | $70K | – | 0.01 | |
| FXO USDCOP CALL 4200 1211 | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FXO USDCOP CALL 4500 1211 | Derivative-foreign exchange | US | $-348.63 | – | -0.00 | |
| FXO USDHUF CALL 365 22082 | Derivative-foreign exchange | US | $231.46 | – | 0.00 | |
| FXO USDMXN CALL 18.3 0910 | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FXO USDMXN CALL 18.3 1810 | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FXO USDMXN CALL 19.1 0910 | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FXO USDMXN PUT 17 181024 | Derivative-foreign exchange | US | $-35.95 | – | -0.00 | |
| FXO USDTRY CALL 33.4 0608 | Derivative-foreign exchange | US | $-126.9 | – | -0.00 | |
| FXO USDTRY CALL 34 090824 | Derivative-foreign exchange | US | $-74.05 | – | -0.00 | |
| FXO USDTRY CALL 37 140824 | Derivative-foreign exchange | US | $-4.52 | – | -0.00 | |
| FXO USDTRY CALL 38 270924 | Derivative-foreign exchange | US | $-156.62 | – | -0.00 | |
| FXO USDTRY PUT 33 060824 | Derivative-foreign exchange | US | $-28.27 | – | -0.00 | |
| FXO USDTRY PUT 33.5 06082 | Derivative-foreign exchange | US | $248.76 | – | 0.00 | |
| FXO USDTRY PUT 34 140824 | Derivative-foreign exchange | US | $561.92 | – | 0.00 | |
| FXO USDTRY PUT 40.5 06122 | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FXO USDTRY PUT 42.5 06122 | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FXO USDTWD PUT 32.6 08082 | Derivative-foreign exchange | US | $-119.49 | – | -0.00 | |
| FXO USDZAR CALL 19 121124 | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FXO USDZAR CALL 20 121124 | Derivative-foreign exchange | US | $-242.45 | – | -0.00 | |
| FXO USDZAR CALL 20.8 1508 | Derivative-foreign exchange | US | $1.52 | – | 0.00 | |
| FXO USDZAR CALL 20.8 1508 | Derivative-foreign exchange | US | $-1.52 | – | -0.00 | |
| FXO USDZAR PUT 18.2 15082 | Derivative-foreign exchange | US | $814.04 | – | 0.00 | |
| FXO USDZAR PUT 18.2 15082 | Derivative-foreign exchange | US | $-814.04 | – | -0.00 | |
| FXOBAR EURPLN PUT 4.31 DO | Derivative-foreign exchange | XX | $354.48 | – | 0.00 | |
| FXOBAR USDTRY PUT 35 DO 2 | Derivative-foreign exchange | US | $390.99 | – | 0.00 | |
| FXOBAR USDTRY PUT 35.5 DO | Derivative-foreign exchange | US | $315.28 | – | 0.00 | |
| FXOBAR USDTRY PUT 37.5 DO | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FXOBAR USDTRY PUT 38.5 DO | Derivative-foreign exchange | US | $260.19 | – | 0.00 | |
| FXODIG CNHINR CALL 12.5 | Derivative-foreign exchange | CN | $327.55 | – | 0.00 | |
| FXODIG CNHINR CALL 12.5 | Derivative-foreign exchange | CN | $-327.55 | – | -0.00 | |
| FXODIG CNHINR PUT 11.5 2 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| FXODIG CNHINR PUT 11.5 2 | Derivative-foreign exchange | CN | $-560.72 | – | -0.00 | |
| FXODIG EURNOK PUT 11.5 2 | Derivative-foreign exchange | XX | $614.23 | – | 0.00 | |
| FXODIG EURUSD PUT 1.04 0 | Derivative-foreign exchange | XX | $597.24 | – | 0.00 | |
| FXODIG EURUSD PUT 1.05 1 | Derivative-foreign exchange | XX | $533.83 | – | 0.00 | |
| FXODIG EURUSD PUT 1.05 1 | Derivative-foreign exchange | XX | $503.94 | – | 0.00 | |
| FXODIG EURUSD PUT 1.05 1 | Derivative-foreign exchange | XX | $50.89 | – | 0.00 | |
| FXODIG USDCNH CALL 7.5 2 | Derivative-foreign exchange | US | $340.42 | – | 0.00 | |
| FXODIG USDCNH CALL 7.65 | Derivative-foreign exchange | US | $146.24 | – | 0.00 | |
| FXODIG USDTRY PUT 32 130 | Derivative-foreign exchange | US | $3.3 | – | 0.00 | |
| FXODIG USDTRY PUT 35 211 | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| G2 784106 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| G2 784577 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $367K | – | 0.04 |
| G2 784674 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| G2 784825 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 784894 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $174K | – | 0.02 |
| G2 784905 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| G2 784985 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| G2 785218 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| G2 785359 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| G2 785360 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| G2 785565 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| G2 785568 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| G2 785657 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $337K | – | 0.04 |
| G2 785663 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| G2 785667 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| G2 785762 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| G2 785789 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| G2 785791 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| G2 785821 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| G2 785944 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $221K | – | 0.03 |
| G2 786077 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| G2 786082 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| G2 786095 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| G2 786107 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| G2 786108 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| G2 786134 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $259K | – | 0.03 |
| G2 786150 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $302K | – | 0.03 |
| G2 786216 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| G2 786335 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $255K | – | 0.03 |
| G2 786340 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| G2 786366 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $173K | – | 0.02 |
| G2 786429 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| G2 786474 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| G2 786535 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| G2 786709 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| G2 786726 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $374K | – | 0.04 |
| G2 786823 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| G2 786831 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| G2 786835 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| G2 786843 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| G2 786916 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $582K | – | 0.07 |
| G2 786928 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| G2 786963 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $375K | – | 0.04 |
| G2 787058 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $369K | – | 0.04 |
| G2 787097 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| G2 787154 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| G2 787228 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $590K | – | 0.07 |
| G2 787236 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| G2 BM7486 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| G2 BM7534 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| G2 BM9743 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| G2 BS1742 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| G2 BS8420 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| G2 BS8546 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| G2 BT0812 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| G2 CK9592 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| G2 CL5523 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| G2 MA2678 (Gnma Pass-Thru M Single Family) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| G2 MA2754 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 MA3173 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 MA3310 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| G2 MA3376 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 MA3521 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| G2 MA3597 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| G2 MA3736 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $294K | – | 0.03 |
| G2 MA3873 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| G2 MA3875 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| G2 MA4068 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| G2 MA4261 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| G2 MA4322 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| G2 MA4384 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| G2 MA4452 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| G2 MA4511 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| G2 MA4511 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| G2 MA4838 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| G2 MA4838 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| G2 MA4899 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| G2 MA4901 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| G2 MA4901 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| G2 MA5019 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| G2 MA5020 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| G2 MA5078 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $349K | – | 0.04 |
| G2 MA5137 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| G2 MA5138 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| G2 MA5193 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| G2 MA5194 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| G2 MA5265 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| G2 MA5331 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| G2 MA5399 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $237K | – | 0.03 |
| G2 MA5465 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| G2 MA5529 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| G2 MA5530 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $188K | – | 0.02 |
| G2 MA5594 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| G2 MA5596 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| G2 MA5597 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| G2 MA5652 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| G2 MA5653 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| G2 MA5711 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| G2 MA5711 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| G2 MA5712 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $276K | – | 0.03 |
| G2 MA5763 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $170K | – | 0.02 |
| G2 MA5764 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| G2 MA5817 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| G2 MA5818 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| G2 MA5876 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| G2 MA5878 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| G2 MA6217 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| G2 MA6287 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| G2 MA6413 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| G2 MA6599 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| G2 MA6658 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 MA6659 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| G2 MA6818 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $572K | – | 0.07 |
| G2 MA6823 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| G2 MA6930 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $781K | – | 0.09 |
| G2 MA6994 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| G2 MA7051 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $708K | – | 0.08 |
| G2 MA7135 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $903K | – | 0.10 |
| G2 MA7135 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $553K | – | 0.06 |
| G2 MA7136 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| G2 MA7137 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $490K | – | 0.06 |
| G2 MA7184 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $296K | – | 0.03 |
| G2 MA7192 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| G2 MA7192 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| G2 MA7303 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $305K | – | 0.03 |
| G2 MA7312 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $484K | – | 0.06 |
| G2 MA7368 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $219K | – | 0.03 |
| G2 MA7419 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $300K | – | 0.03 |
| G2 MA7473 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| G2 MA7535 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $642K | – | 0.07 |
| G2 MA7590 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $708K | – | 0.08 |
| G2 MA7649 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $307K | – | 0.04 |
| G2 MA7767 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| G2 MA7768 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| G2 MA7828 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| G2 MA7937 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| G2 MA7989 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $872K | – | 0.10 |
| G2 MA8042 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $534K | – | 0.06 |
| G2 MA8045 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $246K | – | 0.03 |
| G2 MA8097 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $361K | – | 0.04 |
| G2 MA8100 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| G2 MA8147 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $257K | – | 0.03 |
| G2 MA8264 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| G2 MA8429 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $351K | – | 0.04 |
| G2 MA8485 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| G2 MA8488 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $674K | – | 0.08 |
| G2 MA8564 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| G2 MA8726 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $270K | – | 0.03 |
| G2 MA8801 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $457K | – | 0.05 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $911K | – | 0.10 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $892K | – | 0.10 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $739K | – | 0.08 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| G2-30YR-Multi (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-892K | – | -0.10 |
| GA MELPWR 6.64 04/01/2057 (MUNICIPAL ELEC AUTH GA) | Long | Debt | US | $43K | – | 0.00 |
| GD 4.25 04/01/40 (General Dynamics Corporation) | Long | Debt | US | $9K | – | 0.00 |
| GD 4.25 04/01/50 (General Dynamics Corporation) | Long | Debt | US | $61K | – | 0.01 |
| GILD 1.65 10/01/30 (Gilead Sciences, Inc.) | Long | Debt | US | $200K | – | 0.02 |
| GILD 4.5 02/01/45 (Gilead Sciences, Inc.) | Long | Debt | US | $60K | – | 0.01 |
| GILD 4.75 03/01/46 (Gilead Sciences, Inc.) | Long | Debt | US | $110K | – | 0.01 |
| GILD 4.8 04/01/44 (Gilead Sciences, Inc.) | Long | Debt | US | $229K | – | 0.03 |
| GLENLN 2.5 09/01/30 144A (Glencore Funding LLC) | Long | Debt | US | $38K | – | 0.00 |
| GLENLN 2.85 04/27/31 144A (Glencore Funding LLC) | Long | Debt | US | $88K | – | 0.01 |
| GLENLN 3.875 10/27/27 144A (Glencore Funding LLC) | Long | Debt | US | $68K | – | 0.01 |
| GLENLN 4 03/27/27 144A (Glencore Funding LLC) | Long | Debt | US | $156K | – | 0.02 |
| GLENLN 5.4 05/08/28 144A (Glencore Funding LLC) | Long | Debt | US | $141K | – | 0.02 |
| GLENLN 6.375 10/06/30 144A (Glencore Funding LLC) | Long | Debt | US | $556K | – | 0.06 |
| GLM 2021-11A A (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.03 |
| GLPI 3.25 01/15/32 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $640K | – | 0.07 |
| GLPI 4 01/15/30 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $270K | – | 0.03 |
| GLPI 5.75 06/01/28 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $596K | – | 0.07 |
| GLPI 6.25 09/15/54 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $301K | – | 0.03 |
| GM 5.6 06/18/31 (General Motors Financial Company Inc) | Long | Debt | US | $197K | – | 0.02 |
| GM 5.6 10/15/32 (General Motors Company) | Long | Debt | US | $61K | – | 0.01 |
| GM 5.95 04/01/49 (General Motors Company) | Long | Debt | US | $10K | – | 0.00 |
| GM 5.95 04/04/34 (General Motors Financial Company Inc) | Long | Debt | US | $189K | – | 0.02 |
| GM 6.6 04/01/36 (General Motors Company) | Long | Debt | US | $11K | – | 0.00 |
| GMT 6.05 06/05/54 (GATX Corporation) | Long | Debt | US | $44K | – | 0.01 |
| GN 784571 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| GN AB2892 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GN AB9108 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GN BS8439 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNR 2013-107 AD (Government National Mortgage Association) | Long | ABS-other | US | $58K | – | 0.01 |
| GNR 2014-17 AM (Government National Mortgage Association) | Long | ABS-other | US | $7K | – | 0.00 |
| GNR 2014-H20 FA (Government National Mortgage Association) | Long | ABS-other | US | $104K | – | 0.01 |
| GNR 2018-168 PA (Government National Mortgage Association) | Long | ABS-other | US | $75K | – | 0.01 |
| GNR 2019-18 TP (Government National Mortgage Association) | Long | ABS-other | US | $79K | – | 0.01 |
| GNR 2020-103 AD (Government National Mortgage Association) | Long | ABS-other | US | $434K | – | 0.05 |
| GNR 2020-123 IL (Government National Mortgage Association) | Long | ABS-other | US | $9K | – | 0.00 |
| GNR 2020-123 NI (Government National Mortgage Association) | Long | ABS-other | US | $19K | – | 0.00 |
| GNR 2020-127 IN (Government National Mortgage Association) | Long | ABS-other | US | $10K | – | 0.00 |
| GNR 2020-129 IE (Government National Mortgage Association) | Long | ABS-other | US | $10K | – | 0.00 |
| GNR 2020-146 DI (Government National Mortgage Association) | Long | ABS-other | US | $9K | – | 0.00 |
| GNR 2020-160 IH (Government National Mortgage Association) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2020-160 VI (Government National Mortgage Association) | Long | ABS-other | US | $10K | – | 0.00 |
| GNR 2020-160 YI (Government National Mortgage Association) | Long | ABS-other | US | $30K | – | 0.00 |
| GNR 2020-181 WI (Government National Mortgage Association) | Long | ABS-other | US | $38K | – | 0.00 |
| GNR 2020-185 MI (Government National Mortgage Association) | Long | ABS-other | US | $10K | – | 0.00 |
| GNR 2020-190 IO (Government National Mortgage Association) | Long | ABS-other | US | $337K | – | 0.04 |
| GNR 2020-47 MI (Government National Mortgage Association) | Long | ABS-other | US | $41K | – | 0.00 |
| GNR 2020-47 NI (Government National Mortgage Association) | Long | ABS-other | US | $12K | – | 0.00 |
| GNR 2020-H04 FP (Government National Mortgage Association) | Long | ABS-other | US | $149K | – | 0.02 |
| GNR 2020-H09 FL (Government National Mortgage Association) | Long | ABS-other | US | $119K | – | 0.01 |
| GNR 2020-H13 FA (Government National Mortgage Association) | Long | ABS-other | US | $910K | – | 0.10 |
| GNR 2020-H13 FM (Government National Mortgage Association) | Long | ABS-other | US | $92K | – | 0.01 |
| GNR 2021-14 AB (Government National Mortgage Association) | Long | ABS-other | US | $216K | – | 0.02 |
| GNR 2021-188 PA (Government National Mortgage Association) | Long | ABS-other | US | $683K | – | 0.08 |
| GNR 2021-21 AH (Government National Mortgage Association) | Long | ABS-other | US | $319K | – | 0.04 |
| GNR 2021-29 AG (Government National Mortgage Association) | Long | ABS-other | US | $70K | – | 0.01 |
| GNR 2021-29 TI (Government National Mortgage Association) | Long | ABS-other | US | $78K | – | 0.01 |
| GNR 2021-5 IO (Government National Mortgage Association) | Long | ABS-other | US | $250K | – | 0.03 |
| GNR 2021-54 IO (Government National Mortgage Association) | Long | ABS-other | US | $376K | – | 0.04 |
| GNR 2021-58 IY (Government National Mortgage Association) | Long | ABS-other | US | $108K | – | 0.01 |
| GNR 2021-67 QI (Government National Mortgage Association) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2021-76 JI (Government National Mortgage Association) | Long | ABS-other | US | $11K | – | 0.00 |
| GNR 2021-78 IP (Government National Mortgage Association) | Long | ABS-other | US | $102K | – | 0.01 |
| GNR 2021-8 AQ (Government National Mortgage Association) | Long | ABS-other | US | $71K | – | 0.01 |
| GNR 2021-83 PI (Government National Mortgage Association) | Long | ABS-other | US | $37K | – | 0.00 |
| GNR 2021-96 MI (Government National Mortgage Association) | Long | ABS-other | US | $20K | – | 0.00 |
| GNR 2021-96 VI (Government National Mortgage Association) | Long | ABS-other | US | $193K | – | 0.02 |
| GNR 2021-97 LI (Government National Mortgage Association) | Long | ABS-other | US | $131K | – | 0.02 |
| GNR 2022-139 AL (Government National Mortgage Association) | Long | ABS-other | US | $182K | – | 0.02 |
| GNR 2022-189 PT (Government National Mortgage Association) | Long | ABS-other | US | $75K | – | 0.01 |
| GNR 2022-196 BE (Government National Mortgage Association) | Long | ABS-other | US | $76K | – | 0.01 |
| GNR 2022-220 E (Government National Mortgage Association) | Long | ABS-other | US | $151K | – | 0.02 |
| GNR 2022-3 IO (Government National Mortgage Association) | Long | ABS-other | US | $5K | – | 0.00 |
| GNR 2022-4 Z (Government National Mortgage Association) | Long | ABS-other | US | $95K | – | 0.01 |
| GNR 2022-63 LM (Government National Mortgage Association) | Long | ABS-other | US | $337K | – | 0.04 |
| GNR 2022-78 IO (Government National Mortgage Association) | Long | ABS-other | US | $12K | – | 0.00 |
| GNR 2022-82 Z (Government National Mortgage Association) | Long | ABS-other | US | $520K | – | 0.06 |
| GNR 2022-85 IK (Government National Mortgage Association) | Long | ABS-other | US | $60K | – | 0.01 |
| GNR 2023-80 IA (Government National Mortgage Association) | Long | ABS-other | US | $258K | – | 0.03 |
| GNRT 2A AR (Generate CLO 2 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.02 |
| GOCAP 2015-25A AR (GOLUB CAPITAL PARTNERS CLO 25(M)-R LTD) | Long | ABS-collateralized bond/debt obligation | KY | $118K | – | 0.01 |
| GOOGL 1.1 08/15/30 (Alphabet Inc.) | Long | Debt | US | $50K | – | 0.01 |
| GOOGL 1.9 08/15/40 (Alphabet Inc.) | Long | Debt | US | $47K | – | 0.01 |
| GPN 2.9 05/15/30 (Global Payments Inc) | Long | Debt | US | $99K | – | 0.01 |
| GPN 3.2 08/15/29 (Global Payments Inc) | Long | Debt | US | $18K | – | 0.00 |
| Gray Television Term Loan D (Incremental) 300 2028-10-17 | Long | Loan | US | $81.64 | – | 0.00 |
| GS 2.6 02/07/30 (Goldman Sachs Group, Inc.) | Long | Debt | US | $109K | – | 0.01 |
| GS 3.5 04/01/25 (Goldman Sachs Group, Inc.) | Long | Debt | US | $69K | – | 0.01 |
| GS 3.5 11/16/26 (Goldman Sachs Group, Inc.) | Long | Debt | US | $554K | – | 0.06 |
| GS 4.75 10/21/45 (Goldman Sachs Group, Inc.) | Long | Debt | US | $215K | – | 0.02 |
| GS 4.8 07/08/44 MTN (Goldman Sachs Group, Inc.) | Long | Debt | US | $137K | – | 0.02 |
| GS 5.15 05/22/45 (Goldman Sachs Group, Inc.) | Long | Debt | US | $154K | – | 0.02 |
| GS V0 09/10/24 . (Goldman Sachs Group, Inc.) | Long | Debt | US | $494K | – | 0.06 |
| GS V1.431 03/09/27 (Goldman Sachs Group, Inc.) | Long | Debt | US | $279K | – | 0.03 |
| GS V1.542 09/10/27 (Goldman Sachs Group, Inc.) | Long | Debt | US | $41K | – | 0.00 |
| GS V1.948 10/21/27 (Goldman Sachs Group, Inc.) | Long | Debt | US | $85K | – | 0.01 |
| GS V1.992 01/27/32 (Goldman Sachs Group, Inc.) | Long | Debt | US | $388K | – | 0.04 |
| GS V2.615 04/22/32 (Goldman Sachs Group, Inc.) | Long | Debt | US | $182K | – | 0.02 |
| GS V2.65 10/21/32 (Goldman Sachs Group, Inc.) | Long | Debt | US | $532K | – | 0.06 |
| GS V2.908 07/21/42 (Goldman Sachs Group, Inc.) | Long | Debt | US | $116K | – | 0.01 |
| GS V2.908 07/21/42 (Goldman Sachs Group, Inc.) | Long | Debt | US | $61K | – | 0.01 |
| GS V3.102 02/24/33 (Goldman Sachs Group, Inc.) | Long | Debt | US | $84K | – | 0.01 |
| GS V3.21 04/22/42 (Goldman Sachs Group, Inc.) | Long | Debt | US | $61K | – | 0.01 |
| GS V3.21 04/22/42 (Goldman Sachs Group, Inc.) | Long | Debt | US | $39K | – | 0.00 |
| GS V3.615 03/15/28 (Goldman Sachs Group, Inc.) | Long | Debt | US | $58K | – | 0.01 |
| GS V3.691 06/05/28 (Goldman Sachs Group, Inc.) | Long | Debt | US | $239K | – | 0.03 |
| GS V3.814 04/23/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $279K | – | 0.03 |
| GS V3.814 04/23/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $37K | – | 0.00 |
| GS V4.223 05/01/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $938K | – | 0.11 |
| GS V5.049 07/23/30 (Goldman Sachs Group, Inc.) | Long | Debt | US | $686K | – | 0.08 |
| GS V5.33 07/23/35 (Goldman Sachs Group, Inc.) | Long | Debt | US | $969K | – | 0.11 |
| GS V5.727 04/25/30 (Goldman Sachs Group, Inc.) | Long | Debt | US | $693K | – | 0.08 |
| GS V5.851 04/25/35 (Goldman Sachs Group, Inc.) | Long | Debt | US | $417K | – | 0.05 |
| GSAA 2006-4 1A1 (GSAA Home Equity Trust) | Long | ABS-other | US | $28K | – | 0.00 |
| GSMBS 2022-NQM1 A4 (GS MORTGAGE-BACKED SECURITIES 2022-NQM1) | Long | ABS-other | US | $68K | – | 0.01 |
| GSMBS 2024-RPL4 A1 (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4) | Long | ABS-other | US | $720K | – | 0.08 |
| GSMS 2017-GS8 A4 (Gs Mortgage Securities Trust 2015-Gc32) | Long | ABS-other | US | $227K | – | 0.03 |
| GSR 2007-1F 2A4 (GSR Mtg Loan Trust) | Long | ABS-other | US | $108K | – | 0.01 |
| GTE 9.5 10/15/29 144A (Gran Tierra Energy Inc) | Long | Debt | US | $18K | – | 0.00 |
| GUARDN 1.1 06/23/25 144A (Guardian Life Global Funding) | Long | Debt | US | $48K | – | 0.01 |
| GUATEM 4.875 02/13/28 REGS (Guatemala (Republic of)) | Long | Debt | GT | $193K | – | 0.02 |
| HCA 5.25 04/15/25 (HCA Inc.) | Long | Debt | US | $191K | – | 0.02 |
| HCA 5.25 06/15/26 (HCA Inc.) | Long | Debt | US | $229K | – | 0.03 |
| HCA 5.375 09/01/26 (HCA Inc.) | Long | Debt | US | $175K | – | 0.02 |
| HCA 5.45 04/01/31 (HCA Inc.) | Long | Debt | US | $2M | – | 0.22 |
| HCOMF 2015-1A ARR (HILDENE COMMUNITY FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $256K | – | 0.03 |
| HD 2.5 04/15/27 (Home Depot Inc) | Long | Debt | US | $57K | – | 0.01 |
| HD 2.7 04/15/30 (Home Depot Inc) | Long | Debt | US | $73K | – | 0.01 |
| HD 3.3 04/15/40 (Home Depot Inc) | Long | Debt | US | $129K | – | 0.01 |
| HD 3.35 04/15/50 (Home Depot Inc) | Long | Debt | US | $153K | – | 0.02 |
| HD 3.9 06/15/47 (Home Depot Inc) | Long | Debt | US | $16K | – | 0.00 |
| HD 3.9 12/06/28 (Home Depot Inc) | Long | Debt | US | $10K | – | 0.00 |
| HD 5.3 06/25/54 (Home Depot Inc) | Long | Debt | US | $35K | – | 0.00 |
| HD 5.4 06/25/64 (Home Depot Inc) | Long | Debt | US | $57K | – | 0.01 |
| HENDR 2014-3A A (Jgwpt Xxxiii Llc 2014-3) | Long | ABS-other | US | $555K | – | 0.06 |
| HERTZ 2021-1A A (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-other | US | $519K | – | 0.06 |
| HERTZ 2023-3A A (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-other | US | $253K | – | 0.03 |
| HGI 2021-FL1 A (Hgi Cre Clo 2021-Fl1 Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $199K | – | 0.02 |
| HLNLN 3.375 03/24/29 (Haleon US Capital LLC.) | Long | Debt | US | $454K | – | 0.05 |
| HNGRY 2021-1A A2 (CKE Restaurants, Inc.) | Long | ABS-other | US | $356K | – | 0.04 |
| HON 5 03/01/35 (Honeywell International Inc.) | Long | Debt | US | $233K | – | 0.03 |
| HON 5.25 03/01/54 (Honeywell International Inc.) | Long | Debt | US | $137K | – | 0.02 |
| HON 5.35 03/01/64 (Honeywell International Inc.) | Long | Debt | US | $85K | – | 0.01 |
| HPE 5.25 07/01/28 (Hewlett Packard Enterprise Company) | Long | Debt | US | $115K | – | 0.01 |
| HSBC V2.099 06/04/26 (HSBC Holdings PLC) | Long | Debt | GB | $195K | – | 0.02 |
| HSBC V4.041 03/13/28 (HSBC Holdings PLC) | Long | Debt | GB | $234K | – | 0.03 |
| HUM 2.15 02/03/32 (Humana Inc.) | Long | Debt | US | $41K | – | 0.00 |
| HUM 3.125 08/15/29 (Humana Inc.) | Long | Debt | US | $287K | – | 0.03 |
| HUM 3.7 03/23/29 (Humana Inc.) | Long | Debt | US | $297K | – | 0.03 |
| HUM 3.95 03/15/27 (Humana Inc.) | Long | Debt | US | $137K | – | 0.02 |
| HUM 4.5 04/01/25 (Humana Inc.) | Long | Debt | US | $20K | – | 0.00 |
| HUM 5.875 03/01/33 (Humana Inc.) | Long | Debt | US | $39K | – | 0.00 |
| HUM 5.95 03/15/34 (Humana Inc.) | Long | Debt | US | $109K | – | 0.01 |
| HVMLT 2005-9 2A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $110K | – | 0.01 |
| HVMLT 2005-9 2A1C (Harborview Mtg Loan Trust) | Long | ABS-other | US | $403K | – | 0.05 |
| I/O DBGS 2019-1735 MO VAR | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| I/O FREDDIE MAC MULTI VAR | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| ICE 4.6 03/15/33 (Intercontinental Exchange Inc) | Long | Debt | US | $59K | – | 0.01 |
| IL ILS 5.1 06/01/2033 (ILLINOIS ST) | Long | Debt | US | $431K | – | 0.05 |
| IMM 2007-A A (Impac CMB Trust) | Long | ABS-other | US | $137K | – | 0.02 |
| INDON 2.85 02/14/30 (Indonesia (Republic of)) | Long | Debt | ID | $361K | – | 0.04 |
| INDON 3.05 03/12/51 (Indonesia (Republic of)) | Long | Debt | ID | $153K | – | 0.02 |
| INTC 1.6 08/12/28 (Intel Corporation) | Long | Debt | US | $89K | – | 0.01 |
| INTC 3.05 08/12/51 (Intel Corporation) | Long | Debt | US | $33K | – | 0.00 |
| INTC 3.05 08/12/51 (Intel Corporation) | Long | Debt | US | $30K | – | 0.00 |
| INTC 3.1 02/15/60 (Intel Corporation) | Long | Debt | US | $27K | – | 0.00 |
| INTC 3.25 11/15/49 (Intel Corporation) | Long | Debt | US | $19K | – | 0.00 |
| INTC 4.75 03/25/50 (Intel Corporation) | Long | Debt | US | $71K | – | 0.01 |
| INTC 5.05 08/05/62 (Intel Corporation) | Long | Debt | US | $25K | – | 0.00 |
| INTC 5.125 02/10/30 (Intel Corporation) | Long | Debt | US | $123K | – | 0.01 |
| INTC 5.2 02/10/33 (Intel Corporation) | Long | Debt | US | $92K | – | 0.01 |
| Invitation Homes Inc. COM USD0.01 | Long | Equity-common | US | $90K | 3K | 0.01 |
| IRS COP RCV COOVI1D PAY 8.62% 05-NOV-2025 | Derivative-interest rate | CO | $-711.48 | – | -0.00 | |
| IRS COP RCV COOVI1D PAY 9.73% 10-MAY-2025 | Derivative-interest rate | CO | $29.08 | – | 0.00 | |
| IRS COP RCV COOVI1D PAY 9.81% 10-MAY-2025 | Derivative-interest rate | CO | $-40.15 | – | -0.00 | |
| IRS_CCP CZK RCV PRBOR3M PAY 4.675% 20-MAR-2025 | Derivative-interest rate | CZ | $-756.33 | – | -0.00 | |
| IRS_CCP EUR RCV 2.4413% PAY EURIB6M 24-JUN-2054 | Derivative-interest rate | XX | $1K | – | 0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.4062% 20-JUN-2054 | Derivative-interest rate | XX | $-851.11 | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.4392% 19-JUN-2054 | Derivative-interest rate | XX | $-2K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.4555% 22-MAR-2054 | Derivative-interest rate | XX | $-3K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.49% 19-FEB-2054 | Derivative-interest rate | XX | $-18K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5055% 20-FEB-2054 | Derivative-interest rate | XX | $-21K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.5105% 01-MAR-2054 | Derivative-interest rate | XX | $-11K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.513% 20-FEB-2054 | Derivative-interest rate | XX | $-21K | – | -0.00 | |
| IRS_CCP EUR RCV EURIB6M PAY 2.543% 22-APR-2054 | Derivative-interest rate | XX | $-23K | – | -0.00 | |
| IRS_CCP MXN RCV 10.76% PAY TIIE28D 11-JUN-2026 | Derivative-interest rate | MX | $668.54 | – | 0.00 | |
| IRS_CCP MXN RCV 9.405% PAY TIIE28D 24-JUL-2029 | Derivative-interest rate | MX | $188.5 | – | 0.00 | |
| IRS_CCP NZD RCV 4.11% PAY BBR3M 26-JUL-2034 | Derivative-interest rate | NZ | $1K | – | 0.00 | |
| IRS_CCP NZD RCV 4.1325% PAY BBR3M 23-JUL-2034 | Derivative-interest rate | NZ | $1K | – | 0.00 | |
| IRS_CCP NZD RCV 4.145% PAY BBR3M 29-JUL-2034 | Derivative-interest rate | NZ | $877.17 | – | 0.00 | |
| IRS_CCP NZD RCV BBR3M PAY 4.3665% 15-JUL-2034 | Derivative-interest rate | NZ | $-6K | – | -0.00 | |
| IRS_CCP NZD RCV BBR3M PAY 4.38% 15-JUL-2034 | Derivative-interest rate | NZ | $-6K | – | -0.00 | |
| IRS_CCP NZD RCV BBR3M PAY 4.53% 05-JUL-2034 | Derivative-interest rate | NZ | $-15K | – | -0.00 | |
| IRS_CCP NZD RCV BBR3M PAY 4.535% 08-JUL-2034 | Derivative-interest rate | NZ | $-13K | – | -0.00 | |
| IRS_CCP NZD RCV BBR3M PAY 4.56% 05-JUL-2034 | Derivative-interest rate | NZ | $-16K | – | -0.00 | |
| IRS_CCP PLN RCV WIBOR6M PAY 5.135% 20-DEC-2025 | Derivative-interest rate | PL | $669.31 | – | 0.00 | |
| IRS_CCP ZAR RCV JIBAR3M PAY 7.97% 06-JUN-2026 | Derivative-interest rate | ZA | $-812.4 | – | -0.00 | |
| IRS_CCP ZAR RCV JIBAR3M PAY 8.145% 07-MAY-2026 | Derivative-interest rate | ZA | $-1K | – | -0.00 | |
| iShare Trust US TREASURY BD ETF USD DIS | Long | Equity-common | US | $201M | 9M | 23.09 |
| ISRAEL 2.75 07/03/30 (Israel (State Of)) | Long | Debt | IL | $429K | – | 0.05 |
| ISRAEL 4.5 04/03/20 (Israel (State Of)) | Long | Debt | IL | $157K | – | 0.02 |
| ISRAEL 5.75 03/12/54 (Israel (State Of)) | Long | Debt | IL | $189K | – | 0.02 |
| IT 3.625 06/15/29 144A (Gartner Inc.) | Long | Debt | US | $448K | – | 0.05 |
| IT 4.5 07/01/28 144A (Gartner Inc.) | Long | Debt | US | $634K | – | 0.07 |
| JGB 1.8 03/20/54 82 (Japan (Government Of)) | Long | Debt | JP | $954K | – | 0.11 |
| JNJ 2.1 09/01/40 (Johnson & Johnson) | Long | Debt | US | $179K | – | 0.02 |
| JNJ 3.625 03/03/37 (Johnson & Johnson) | Long | Debt | US | $63K | – | 0.01 |
| JPM 3.625 12/01/27 (JPMorgan Chase & Co.) | Long | Debt | US | $184K | – | 0.02 |
| JPM 4.95 06/01/45 (JPMorgan Chase & Co.) | Long | Debt | US | $57K | – | 0.01 |
| JPM V1.578 04/22/27 (JPMorgan Chase & Co.) | Long | Debt | US | $387K | – | 0.04 |
| JPM V1.764 11/19/31 (JPMorgan Chase & Co.) | Long | Debt | US | $521K | – | 0.06 |
| JPM V1.953 02/04/32 (JPMorgan Chase & Co.) | Long | Debt | US | $38K | – | 0.00 |
| JPM V2.083 04/22/26 (JPMorgan Chase & Co.) | Long | Debt | US | $195K | – | 0.02 |
| JPM V2.522 04/22/31 (JPMorgan Chase & Co.) | Long | Debt | US | $451K | – | 0.05 |
| JPM V2.545 11/08/32 (JPMorgan Chase & Co.) | Long | Debt | US | $111K | – | 0.01 |
| JPM V2.58 04/22/32 (JPMorgan Chase & Co.) | Long | Debt | US | $276K | – | 0.03 |
| JPM V2.58 04/22/32 (JPMorgan Chase & Co.) | Long | Debt | US | $141K | – | 0.02 |
| JPM V3.109 04/22/51 (JPMorgan Chase & Co.) | Long | Debt | US | $143K | – | 0.02 |
| JPM V3.109 04/22/51 (JPMorgan Chase & Co.) | Long | Debt | US | $35K | – | 0.00 |
| JPM V3.328 04/22/52 (JPMorgan Chase & Co.) | Long | Debt | US | $54K | – | 0.01 |
| JPM V3.702 05/06/30 (JPMorgan Chase & Co.) | Long | Debt | US | $18K | – | 0.00 |
| JPM V3.964 11/15/48 (JPMorgan Chase & Co.) | Long | Debt | US | $21K | – | 0.00 |
| JPM V4.452 12/05/29 (JPMorgan Chase & Co.) | Long | Debt | US | $316K | – | 0.04 |
| JPM V4.493 03/24/31 (JPMorgan Chase & Co.) | Long | Debt | US | $38K | – | 0.00 |
| JPM V4.565 06/14/30 (JPMorgan Chase & Co.) | Long | Debt | US | $127K | – | 0.01 |
| JPM V4.979 07/22/28 (JPMorgan Chase & Co.) | Long | Debt | US | $75K | – | 0.01 |
| JPM V4.995 07/22/30 (JPMorgan Chase & Co.) | Long | Debt | US | $989K | – | 0.11 |
| JPM V5.012 01/23/30 (JPMorgan Chase & Co.) | Long | Debt | US | $109K | – | 0.01 |
| JPM V5.294 07/22/35 (JPMorgan Chase & Co.) | Long | Debt | US | $306K | – | 0.04 |
| JPM V5.571 04/22/28 (JPMorgan Chase & Co.) | Long | Debt | US | $242K | – | 0.03 |
| JPM V5.581 04/22/30 (JPMorgan Chase & Co.) | Long | Debt | US | $657K | – | 0.08 |
| JPM V5.766 04/22/35 (JPMorgan Chase & Co.) | Long | Debt | US | $966K | – | 0.11 |
| JPM V6.087 10/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $65K | – | 0.01 |
| JPMCC 2022-NXSS A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NXSS) | Long | ABS-other | US | $120K | – | 0.01 |
| KAZAKS 4.875 10/14/44 REGS (Kazakhstan (Republic Of)) | Long | Debt | KZ | $578K | – | 0.07 |
| KLAC 3.3 03/01/50 (KLA Corp.) | Long | Debt | US | $100K | – | 0.01 |
| KLAC 4.65 07/15/32 (KLA Corp.) | Long | Debt | US | $70K | – | 0.01 |
| KLAC 5 03/15/49 (KLA Corp.) | Long | Debt | US | $43K | – | 0.00 |
| KMB 3.1 03/26/30 (Kimberly-Clark Corporation) | Long | Debt | US | $28K | – | 0.00 |
| KMI 2.9 03/01/30 144A (Tennessee Gas Pipeline Company) | Long | Debt | US | $63K | – | 0.01 |
| KMI 4.25 09/01/24 (Kinder Morgan Energy Partners LP) | Long | Debt | US | $10K | – | 0.00 |
| KMI 4.3 03/01/28 (Kinder Morgan, Inc.) | Long | Debt | US | $345K | – | 0.04 |
| KMI 4.3 06/01/25 (Kinder Morgan, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| KMI 4.7 11/01/42 (Kinder Morgan Energy Partners LP) | Long | Debt | US | $52K | – | 0.01 |
| KMI 5.05 02/15/46 (Kinder Morgan, Inc.) | Long | Debt | US | $36K | – | 0.00 |
| KMI 5.3 12/01/34 (Kinder Morgan, Inc.) | Long | Debt | US | $200K | – | 0.02 |
| KMI 5.4 09/01/44 (Kinder Morgan Energy Partners LP) | Long | Debt | US | $37K | – | 0.00 |
| KMI 5.5 03/01/44 (Kinder Morgan Energy Partners LP) | Long | Debt | US | $10K | – | 0.00 |
| KMI 5.55 06/01/45 (Kinder Morgan, Inc.) | Long | Debt | US | $29K | – | 0.00 |
| KO 2.5 03/15/51 (The Coca-Cola Company) | Long | Debt | US | $41K | – | 0.00 |
| KO 2.5 06/01/40 (The Coca-Cola Company) | Long | Debt | US | $36K | – | 0.00 |
| KO 2.6 06/01/50 (The Coca-Cola Company) | Long | Debt | US | $58K | – | 0.01 |
| KO 5.3 05/13/54 (The Coca-Cola Company) | Long | Debt | US | $25K | – | 0.00 |
| KO 5.4 05/13/64 (The Coca-Cola Company) | Long | Debt | US | $27K | – | 0.00 |
| KSL 2023-HT D (KSL COMMERCIAL MORTGAGE TRUST 2023-HT) | Long | ABS-other | US | $171K | – | 0.02 |
| KVUE 4.9 03/22/33 (Kenvue Inc.) | Long | Debt | US | $202K | – | 0.02 |
| KZOKZ 6.375 10/24/48 144A (JSC National Company KazMunayGas) | Long | Debt | KZ | $396K | – | 0.05 |
| LA LASGOV 4.14 02/01/2033 (LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH) | Long | Debt | US | $69K | – | 0.01 |
| LBMLT 2006-6 2A3 (Long Beach Mortgage Loan Trust 2006-6) | Long | ABS-other | US | $276K | – | 0.03 |
| LHX 1.8 01/15/31 (L3 Harris Technologies Inc) | Long | Debt | US | $142K | – | 0.02 |
| LHX 4.854 04/27/35 (L3 Harris Technologies Inc) | Long | Debt | US | $58K | – | 0.01 |
| LHX 5.25 06/01/31 (L3 Harris Technologies Inc) | Long | Debt | US | $572K | – | 0.07 |
| LHX 5.35 06/01/34 (L3 Harris Technologies Inc) | Long | Debt | US | $619K | – | 0.07 |
| LLOYDS 4.375 03/22/28 (Lloyds Banking Group PLC) | Long | Debt | GB | $285K | – | 0.03 |
| LLY 2.25 05/15/50 (Eli Lilly & Co.) | Long | Debt | US | $32K | – | 0.00 |
| LLY 4.7 02/09/34 (Eli Lilly & Co.) | Long | Debt | US | $251K | – | 0.03 |
| LLY 5 02/09/54 (Eli Lilly & Co.) | Long | Debt | US | $29K | – | 0.00 |
| LLY 5.1 02/09/64 (Eli Lilly & Co.) | Long | Debt | US | $185K | – | 0.02 |
| LMAT 2021-GS2 A1 (LEGACY MORTGAGE ASSET TRUST 2021-GS2) | Long | ABS-other | US | $235K | – | 0.03 |
| LMAT 2021-GS5 A1 (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-other | US | $141K | – | 0.02 |
| LMT 1.85 06/15/30 (Lockheed Martin Corporation) | Long | Debt | US | $54K | – | 0.01 |
| LMT 3.6 03/01/35 (Lockheed Martin Corporation) | Long | Debt | US | $53K | – | 0.01 |
| LMT 3.9 06/15/32 (Lockheed Martin Corporation) | Long | Debt | US | $86K | – | 0.01 |
| LMT 4.15 06/15/53 (Lockheed Martin Corporation) | Long | Debt | US | $326K | – | 0.04 |
| LMT 5.2 02/15/64 (Lockheed Martin Corporation) | Long | Debt | US | $49K | – | 0.01 |
| LNG 5.65 04/15/34 144A (Cheniere Energy Inc) | Long | Debt | US | $532K | – | 0.06 |
| LOW 1.7 09/15/28 (Lowes Companies, Inc.) | Long | Debt | US | $160K | – | 0.02 |
| LOW 3 10/15/50 (Lowes Companies, Inc.) | Long | Debt | US | $221K | – | 0.03 |
| LOW 3.5 04/01/51 (Lowes Companies, Inc.) | Long | Debt | US | $42K | – | 0.00 |
| LOW 4.45 04/01/62 (Lowes Companies, Inc.) | Long | Debt | US | $40K | – | 0.00 |
| LOW 4.5 04/15/30 (Lowes Companies, Inc.) | Long | Debt | US | $49K | – | 0.01 |
| LOW 4.65 04/15/42 (Lowes Companies, Inc.) | Long | Debt | US | $75K | – | 0.01 |
| LOW 5.625 04/15/53 (Lowes Companies, Inc.) | Long | Debt | US | $38K | – | 0.00 |
| LRCX 3.125 06/15/60 (Lam Research Corporation) | Long | Debt | US | $22K | – | 0.00 |
| LVS 2.9 06/25/25 (Las Vegas Sands Corp) | Long | Debt | US | $370K | – | 0.04 |
| LVS 5.9 06/01/27 (Las Vegas Sands Corp) | Long | Debt | US | $60K | – | 0.01 |
| LVS 6 08/15/29 (Las Vegas Sands Corp) | Long | Debt | US | $81K | – | 0.01 |
| MA 2.95 03/15/51 (MasterCard Incorporated) | Long | Debt | US | $18K | – | 0.00 |
| MA 3.35 03/26/30 (MasterCard Incorporated) | Long | Debt | US | $114K | – | 0.01 |
| MA 3.85 03/26/50 (MasterCard Incorporated) | Long | Debt | US | $228K | – | 0.03 |
| MA 3.85 03/26/50 (MasterCard Incorporated) | Long | Debt | US | $32K | – | 0.00 |
| MA 3.95 02/26/48 (MasterCard Incorporated) | Long | Debt | US | $49K | – | 0.01 |
| MAGNE 2016-17A AR2 (Magnetite XVII Ltd/Magnetite XVII LLC) | Long | ABS-collateralized bond/debt obligation | KY | $322K | – | 0.04 |
| MAR 5.3 05/15/34 (Marriott International, Inc.) | Long | Debt | US | $88K | – | 0.01 |
| MARS 2.375 07/16/40 144A (Mars Inc.) | Long | Debt | US | $138K | – | 0.02 |
| MARS 3.2 04/01/30 144A (Mars Inc.) | Long | Debt | US | $75K | – | 0.01 |
| MASTR 2007-1 1A4 (Master Asset Securitization Trust) | Long | ABS-other | US | $135K | – | 0.02 |
| MASTR 2007-2 A2 (Master Asset Securitization Trust) | Long | ABS-other | US | $169K | – | 0.02 |
| MBONO 7.75 11/23/34 M (Mexico (United Mexican States)) | Long | Debt | MX | $1M | – | 0.16 |
| MBONO 8 11/07/47 M (Mexico (United Mexican States)) | Long | Debt | MX | $79K | – | 0.01 |
| MBONO 8.5 03/01/29 M (Mexico (United Mexican States)) | Long | Debt | MX | $408K | – | 0.05 |
| MBONO 8.5 05/31/29 M (Mexico (United Mexican States)) | Long | Debt | MX | $869K | – | 0.10 |
| MCD 1.45 09/01/25 MTN (McDonald's Corporation) | Long | Debt | US | $135K | – | 0.02 |
| MCD 2.125 03/01/30 MTN (McDonald's Corporation) | Long | Debt | US | $149K | – | 0.02 |
| MCD 3.5 03/01/27 MTN (McDonald's Corporation) | Long | Debt | US | $29K | – | 0.00 |
| MCD 3.5 07/01/27 MTN (McDonald's Corporation) | Long | Debt | US | $58K | – | 0.01 |
| MCD 3.6 07/01/30 MTN (McDonald's Corporation) | Long | Debt | US | $76K | – | 0.01 |
| MCD 3.8 04/01/28 MTN (McDonald's Corporation) | Long | Debt | US | $263K | – | 0.03 |
| MCD 4.2 04/01/50 MTN (McDonald's Corporation) | Long | Debt | US | $197K | – | 0.02 |
| MCD 4.875 12/09/45 MTN (McDonald's Corporation) | Long | Debt | US | $28K | – | 0.00 |
| MCET 0 11/28/24 BI (Mexico (United Mexican States)) | Long | Debt | MX | $134K | – | 0.02 |
| MCMLT 2019-1 A1 (MILL CITY MORTGAGE LOAN TRUST) | Long | ABS-other | US | $201K | – | 0.02 |
| MCO 2 08/19/31 (Moodys Corp.) | Long | Debt | US | $51K | – | 0.01 |
| MCO 4.25 02/01/29 (Moodys Corp.) | Long | Debt | US | $26K | – | 0.00 |
| MDLZ 1.5 05/04/25 (Mondelez International, Inc.) | Long | Debt | US | $117K | – | 0.01 |
| MDPK 2015-18A ARR (Madison Park Funding XVIII Limited) | Long | ABS-collateralized bond/debt obligation | KY | $429K | – | 0.05 |
| MDPK 2017-23A AR (Madison Park Funding Limited) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.02 |
| MDPK 2018-30A A (Madison Park Funding XXX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $134K | – | 0.02 |
| MEDCIJ 8.96 04/27/29 144A (Medco Maple Tree Pte Ltd.) | Long | Debt | SG | $14K | – | 0.00 |
| MET 6.4 12/15/36 (MetLife Inc.) | Long | Debt | US | $102K | – | 0.01 |
| META 4.65 08/15/62 (Meta Platforms Inc) | Long | Debt | US | $368K | – | 0.04 |
| META 5.75 05/15/63 (Meta Platforms Inc) | Long | Debt | US | $109K | – | 0.01 |
| MEX 2.659 05/24/31 (Mexico (United Mexican States)) | Long | Debt | MX | $477K | – | 0.05 |
| MEX 3.5 02/12/34 (Mexico (United Mexican States)) | Long | Debt | MX | $195K | – | 0.02 |
| MEX 4.4 02/12/52 (Mexico (United Mexican States)) | Long | Debt | MX | $852K | – | 0.10 |
| MEX 4.5 01/31/50 (Mexico (United Mexican States)) | Long | Debt | MX | $322K | – | 0.04 |
| MEX 4.75 03/08/44 MTN (Mexico (United Mexican States)) | Long | Debt | MX | $352K | – | 0.04 |
| MEX 6.35 02/09/35 (Mexico (United Mexican States)) | Long | Debt | MX | $875K | – | 0.10 |
| MFCC 2024-2A A (MERCURY FINANCIAL CREDIT CARD MASTER TRUST) | Long | ABS-other | US | $253K | – | 0.03 |
| MHC 2021-MHC A (MHC COMMERCIAL MORTGAGE TRUST 2021-MHC) | Long | ABS-other | US | $191K | – | 0.02 |
| MHPSA 6.25 09/19/29 144A (MHP Lux S.A.) | Long | Debt | LU | $14K | – | 0.00 |
| MLMI 2004-A1 2A2 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $163K | – | 0.02 |
| MLMI 2004-WMC5 M1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $137K | – | 0.02 |
| MMC 2.9 12/15/51 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $125K | – | 0.01 |
| MMC 5.45 03/15/54 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $46K | – | 0.01 |
| MMC 5.7 09/15/53 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $41K | – | 0.00 |
| MMC 6.25 11/01/52 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| MO 2.35 05/06/25 (Altria Group, Inc.) | Long | Debt | US | $29K | – | 0.00 |
| MO 2.45 02/04/32 (Altria Group, Inc.) | Long | Debt | US | $149K | – | 0.02 |
| MO 3.4 02/04/41 (Altria Group, Inc.) | Long | Debt | US | $74K | – | 0.01 |
| MO 3.7 02/04/51 (Altria Group, Inc.) | Long | Debt | US | $283K | – | 0.03 |
| MO 4.25 08/09/42 (Altria Group, Inc.) | Long | Debt | US | $163K | – | 0.02 |
| MO 4.4 02/14/26 (Altria Group, Inc.) | Long | Debt | US | $52K | – | 0.01 |
| MO 4.8 02/14/29 (Altria Group, Inc.) | Long | Debt | US | $80K | – | 0.01 |
| MO 5.8 02/14/39 (Altria Group, Inc.) | Long | Debt | US | $72K | – | 0.01 |
| MO 5.95 02/14/49 (Altria Group, Inc.) | Long | Debt | US | $197K | – | 0.02 |
| MO 6.2 02/14/59 (Altria Group, Inc.) | Long | Debt | US | $87K | – | 0.01 |
| MO 6.2 02/14/59 (Altria Group, Inc.) | Long | Debt | US | $25K | – | 0.00 |
| MO 6.875 11/01/33 (Altria Group, Inc.) | Long | Debt | US | $277K | – | 0.03 |
| MORGN 2020-6A A1R (522 FUNDING CLO 2020-6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $611K | – | 0.07 |
| MPLX 4 03/15/28 (MPLX LP) | Long | Debt | US | $194K | – | 0.02 |
| MPLX 4.5 04/15/38 (MPLX LP) | Long | Debt | US | $81K | – | 0.01 |
| MPLX 4.7 04/15/48 (MPLX LP) | Long | Debt | US | $178K | – | 0.02 |
| MPLX 4.8 02/15/29 (MPLX LP) | Long | Debt | US | $30K | – | 0.00 |
| MPLX 5.2 03/01/47 (MPLX LP) | Long | Debt | US | $55K | – | 0.01 |
| MPLX 5.2 12/01/47 (MPLX LP) | Long | Debt | US | $91K | – | 0.01 |
| MPLX 5.5 02/15/49 (MPLX LP) | Long | Debt | US | $57K | – | 0.01 |
| MRK 1.45 06/24/30 (Merck & Co., Inc) | Long | Debt | US | $59K | – | 0.01 |
| MRK 2.75 12/10/51 (Merck & Co., Inc) | Long | Debt | US | $161K | – | 0.02 |
| MS V1.794 02/13/32 MTN (Morgan Stanley) | Long | Debt | US | $553K | – | 0.06 |
| MS V1.928 04/28/32 MTN (Morgan Stanley) | Long | Debt | US | $25K | – | 0.00 |
| MS V2.188 04/28/26 (Morgan Stanley) | Long | Debt | US | $332K | – | 0.04 |
| MS V2.239 07/21/32 GMTN (Morgan Stanley) | Long | Debt | US | $190K | – | 0.02 |
| MS V2.511 10/20/32 MTN (Morgan Stanley) | Long | Debt | US | $194K | – | 0.02 |
| MS V2.699 01/22/31 GMTN (Morgan Stanley) | Long | Debt | US | $372K | – | 0.04 |
| MS V2.699 01/22/31 GMTN (Morgan Stanley) | Long | Debt | US | $358K | – | 0.04 |
| MS V3.622 04/01/31 MTN (Morgan Stanley) | Long | Debt | US | $319K | – | 0.04 |
| MS V3.772 01/24/29 GMTN (Morgan Stanley) | Long | Debt | US | $290K | – | 0.03 |
| MS V4.431 01/23/30 GMTN (Morgan Stanley) | Long | Debt | US | $10K | – | 0.00 |
| MS V5.042 07/19/30 (Morgan Stanley) | Long | Debt | US | $755K | – | 0.09 |
| MS V5.32 07/19/35 (Morgan Stanley) | Long | Debt | US | $1M | – | 0.13 |
| MS V5.656 04/18/30 (Morgan Stanley) | Long | Debt | US | $1M | – | 0.13 |
| MS V5.831 04/19/35 (Morgan Stanley) | Long | Debt | US | $748K | – | 0.09 |
| MS V6.407 11/01/29 (Morgan Stanley) | Long | Debt | US | $1M | – | 0.14 |
| MSC 2019-L2 XA (Morgan Stanley) | Long | ABS-other | US | $90K | – | 0.01 |
| MSCI 4 11/15/29 144A (MSCI Inc.) | Long | Debt | US | $346K | – | 0.04 |
| MSFT 2.921 03/17/52 (Microsoft Corp.) | Long | Debt | US | $49K | – | 0.01 |
| MSI 5.6 06/01/32 (Motorola Solutions Inc) | Long | Debt | US | $64K | – | 0.01 |
| MSRM 2024-INV2 A1 (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV2) | Long | ABS-other | US | $550K | – | 0.06 |
| MSRM 2024-INV3 A1 (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV3) | Long | ABS-other | US | $499K | – | 0.06 |
| MSWF 2023-2 A5 (MSWF COMMERCIAL MORTGAGE TRUST 2023-2) | Long | ABS-other | US | $378K | – | 0.04 |
| MSWF 2023-2 XA (MSWF COMMERCIAL MORTGAGE TRUST 2023-2) | Long | ABS-other | US | $64K | – | 0.01 |
| MU 5.3 01/15/31 (Micron Technology Inc.) | Long | Debt | US | $112K | – | 0.01 |
| MU 5.875 02/09/33 (Micron Technology Inc.) | Long | Debt | US | $73K | – | 0.01 |
| MUBAUH 4.375 11/22/33 144A (Mdgh Gmtn (Rsc) Ltd) | Long | Debt | AE | $18K | – | 0.00 |
| MUFG V3.837 04/17/26 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $198K | – | 0.02 |
| MVWOT 2023-2A A (MVW 2023-2 LLC) | Long | ABS-other | US | $250K | – | 0.03 |
| MYERS 2018-1A B1 (Myers Park CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.03 |
| NAVSL 2017-1A A3 (NAVIENT STUDENT LOAN TRUST) | Long | ABS-other | US | $160K | – | 0.02 |
| NAVSL 2017-2A A (Navient Student Loan Trust 2017-2) | Long | ABS-other | US | $78K | – | 0.01 |
| NEE 2.875 12/04/51 (Florida Power & Light Co.) | Long | Debt | US | $171K | – | 0.02 |
| NEE 3.99 03/01/49 (Florida Power & Light Co.) | Long | Debt | US | $264K | – | 0.03 |
| NEM 2.25 10/01/30 (Newmont Corporation) | Long | Debt | US | $96K | – | 0.01 |
| NEM 3.25 05/13/30 144a (Newmont Corp / Newcrest Finance Pty Ltd.) | Long | Debt | US | $23K | – | 0.00 |
| NGPLCO 3.25 07/15/31 144A (NGPL Pipe Co LLC) | Long | Debt | US | $539K | – | 0.06 |
| NGPLCO 4.875 08/15/27 144A (NGPL Pipe Co LLC) | Long | Debt | US | $115K | – | 0.01 |
| NGPLCO 7.768 12/15/37 144A (NGPL Pipe Co LLC) | Long | Debt | US | $70K | – | 0.01 |
| NI 5.35 04/01/34 (NiSource Inc.) | Long | Debt | US | $85K | – | 0.01 |
| NI 5.4 06/30/33 (NiSource Inc.) | Long | Debt | US | $43K | – | 0.00 |
| NJ 2023-GSP A (NJ TRUST 2023-GSP) | Long | ABS-other | US | $281K | – | 0.03 |
| NJ NJSTRN 7.41 01/01/2040 (NEW JERSEY ST TPK AUTH) | Long | Debt | US | $126K | – | 0.01 |
| NKE 2.75 03/27/27 (Nike, Inc.) | Long | Debt | US | $96K | – | 0.01 |
| NKE 2.85 03/27/30 (Nike, Inc.) | Long | Debt | US | $92K | – | 0.01 |
| NKE 3.25 03/27/40 (Nike, Inc.) | Long | Debt | US | $40K | – | 0.00 |
| NKE 3.375 03/27/50 (Nike, Inc.) | Long | Debt | US | $100K | – | 0.01 |
| NKE 3.375 03/27/50 (Nike, Inc.) | Long | Debt | US | $7K | – | 0.00 |
| NKE 3.375 11/01/46 (Nike, Inc.) | Long | Debt | US | $19K | – | 0.00 |
| NNN 3.1 04/15/50 (NNN REIT Inc) | Long | Debt | US | $27K | – | 0.00 |
| NNN 3.5 04/15/51 (NNN REIT Inc) | Long | Debt | US | $149K | – | 0.02 |
| NOC 2.93 01/15/25 (Northrop Grumman Corporation) | Long | Debt | US | $40K | – | 0.00 |
| NOC 3.25 01/15/28 (Northrop Grumman Corporation) | Long | Debt | US | $268K | – | 0.03 |
| NOC 4.03 10/15/47 (Northrop Grumman Corporation) | Long | Debt | US | $82K | – | 0.01 |
| NOC 4.03 10/15/47 (Northrop Grumman Corporation) | Long | Debt | US | $55K | – | 0.01 |
| NOC 4.7 03/15/33 (Northrop Grumman Corporation) | Long | Debt | US | $45K | – | 0.01 |
| NOC 5.2 06/01/54 (Northrop Grumman Corporation) | Long | Debt | US | $200K | – | 0.02 |
| NOC 5.25 05/01/50 (Northrop Grumman Corporation) | Long | Debt | US | $545K | – | 0.06 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $6M | 6M | 0.68 |
| Northern Inst Fds LIQ ASET PORTF | Long | Short-term investment vehicle | US | $4M | 4M | 0.44 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $11M | 11M | 1.31 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $3M | 3M | 0.37 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $100K | 100K | 0.01 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $525.37 | 525.37 | 0.00 |
| Northern Inst Fds TREAS PRT PRMR | Long | Short-term investment vehicle | US | $104.31 | 104.31 | 0.00 |
| NPRL 2021-1A A1 (Np Spe X Lp 2019-2) | Long | ABS-other | US | $721K | – | 0.08 |
| NRZT 2015-2A A1 (New Residential Mortgage Loan Trust 2015-2) | Long | ABS-other | US | $159K | – | 0.02 |
| NRZT 2017-2A B2 (New Residential Mortgage Loan Trust-2017) | Long | ABS-other | US | $193K | – | 0.02 |
| NRZT 2018-3A A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST) | Long | ABS-other | US | $475K | – | 0.05 |
| NRZT 2018-RPL1 M2 (New Residential Mortgage Loan Trust) | Long | ABS-other | US | $237K | – | 0.03 |
| NRZT 2019-6A B3C (New Residential Mortgage Loan Trust 2019-6) | Long | ABS-other | US | $453K | – | 0.05 |
| NRZT 2019-NQM4 A1 (New Residential Mortgage Loan Trust 2019-NQM1) | Long | ABS-other | US | $71K | – | 0.01 |
| NRZT 2021-NQM3 A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3) | Long | ABS-other | US | $123K | – | 0.01 |
| NRZT 2022-NQM4 A1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4) | Long | ABS-other | US | $202K | – | 0.02 |
| NSC 3.05 05/15/50 (Norfolk Southern Corporation) | Long | Debt | US | $58K | – | 0.01 |
| NSC 3.155 05/15/55 (Norfolk Southern Corporation) | Long | Debt | US | $116K | – | 0.01 |
| NSC 3.4 11/01/49 (Norfolk Southern Corporation) | Long | Debt | US | $130K | – | 0.01 |
| NVDA 3.7 04/01/60 (NVIDIA Corp.) | Long | Debt | US | $118K | – | 0.01 |
| NWG V5.076 01/27/30 (NatWest Group PLC) | Long | Debt | GB | $200K | – | 0.02 |
| NXPI 2.5 05/11/31 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $73K | – | 0.01 |
| NXPI 2.65 02/15/32 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $42K | – | 0.00 |
| NXPI 2.7 05/01/25 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $78K | – | 0.01 |
| NY MTATRN 5.87 11/15/2039 (METROPOLITAN TRANSN AUTH N Y) | Long | Debt | US | $46K | – | 0.01 |
| NY MTATRN 6.67 11/15/2039 (METROPOLITAN TRANSN AUTH N Y) | Long | Debt | US | $77K | – | 0.01 |
| NY NYCUTL 5.88 06/15/2044 (NEW YORK N Y CITY MUN WTR FIN AUTH) | Long | Debt | US | $31K | – | 0.00 |
| NY NYCUTL 6.01 06/15/2042 (NEW YORK N Y CITY MUN WTR FIN AUTH) | Long | Debt | US | $102K | – | 0.01 |
| NY NYSHGR 5.39 03/15/2040 (NEW YORK ST DORM AUTH) | Long | Debt | US | $30K | – | 0.00 |
| NY PORTRN 4.93 10/01/2051 (PORT AUTH N Y & N J) | Long | Debt | US | $83K | – | 0.01 |
| NY PORTRN 4.96 08/01/2046 (PORT AUTH N Y & N J) | Long | Debt | US | $59K | – | 0.01 |
| NY PORTRN 5.65 11/01/2040 (PORT AUTH N Y & N J) | Long | Debt | US | $69K | – | 0.01 |
| NYC 2024-3ELV A (NYC TRUST 2024-3ELV) | Long | ABS-other | US | $180K | – | 0.02 |
| NYLIFE 0.95 06/24/25 144A (New York Life Global Funding) | Long | Debt | US | $10K | – | 0.00 |
| OAKC 2020-7A AR (OHA Credit Funding 7 Ltd/OHA Credit Funding 7 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.04 |
| OBX 2021-NQM2 A1 (Obx 2021-Nqm2 Trust) | Long | ABS-other | US | $374K | – | 0.04 |
| OBX 2021-NQM3 A1 (OBX TRUST) | Long | ABS-other | US | $122K | – | 0.01 |
| OBX 2022-NQM1 A1 (OBX 2022-NQM1 TRUST) | Long | ABS-other | US | $519K | – | 0.06 |
| OBX 2024-NQM1 A1 (OBX 2024-NQM1 TRUST) | Long | ABS-other | US | $572K | – | 0.07 |
| OCENSA 4 07/14/27 144A (Oleoducto Central SA) | Long | Debt | CO | $19K | – | 0.00 |
| OCP 2017-14A A1A (Ocp Clo 2017-14 Ltd) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.02 |
| OCPMR 4.5 10/22/25 144A (OCP SA) | Long | Debt | MA | $196K | – | 0.02 |
| OCT14 2012-1A AARR (Octagon Investment Partners XIV Ltd / Octagon Investment Partners XIV LLC) | Long | ABS-collateralized bond/debt obligation | KY | $178K | – | 0.02 |
| OCT21 2014-1A AAR3 (Octagon Investment Partners XXI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.03 |
| OCT66 2022-1A A1R (Octagon 66 Ltd / Octagon 66 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $656K | – | 0.08 |
| OGS 5.1 04/01/29 (ONE Gas, Inc.) | Long | Debt | US | $18K | – | 0.00 |
| OH AMEPWR 8.08 02/15/2050 (AMERICAN MUN PWR OHIO INC) | Long | Debt | US | $101K | – | 0.01 |
| OIS BRL RCV 10.143202% PAY BZDIO1D 02-JAN-2026 | Derivative-interest rate | BR | $-1K | – | -0.00 | |
| OIS BRL RCV 10.315% PAY BZDIO1D 04-JAN-2027 | Derivative-interest rate | BR | $-70.47 | – | -0.00 | |
| OIS BRL RCV 10.808% PAY BZDIO1D 01-JUL-2025 | Derivative-interest rate | BR | $-616.56 | – | -0.00 | |
| OIS BRL RCV 10.975% PAY BZDIO1D 01-JUL-2025 | Derivative-interest rate | BR | $-235.58 | – | -0.00 | |
| OIS BRL RCV 11.745% PAY BZDIO1D 02-JAN-2026 | Derivative-interest rate | BR | $-246.99 | – | -0.00 | |
| OIS BRL RCV 11.8% PAY BZDIO1D 02-JAN-2026 | Derivative-interest rate | BR | $-83.14 | – | -0.00 | |
| OIS BRL RCV 11.905% PAY BZDIO1D 04-JAN-2027 | Derivative-interest rate | BR | $325.97 | – | 0.00 | |
| OIS BRL RCV 9.785% PAY BZDIO1D 04-JAN-2027 | Derivative-interest rate | BR | $-8K | – | -0.00 | |
| OIS BRL RCV BZDIO1D PAY 10.97% 04-JAN-2027 | Derivative-interest rate | BR | $3K | – | 0.00 | |
| OIS BRL RCV BZDIO1D PAY 11.573% 04-JAN-2027 | Derivative-interest rate | BR | $292.34 | – | 0.00 | |
| OIS CLP RCV 4.945% PAY CAMAR1D 01-APR-2026 | Derivative-interest rate | CL | $-88.49 | – | -0.00 | |
| OIS CLP RCV CAMAR1D PAY 4.915% 01-APR-2028 | Derivative-interest rate | CL | $67.47 | – | 0.00 | |
| OIS CLP RCV CAMAR1D PAY 4.99% 01-APR-2028 | Derivative-interest rate | CL | $-116.31 | – | -0.00 | |
| OIS_CCP USD RCV 3.697% PAY SOFR1D 02-AUG-2034 | Derivative-interest rate | US | $633.67 | – | 0.00 | |
| OIS_CCP USD RCV 3.7658% PAY SOFR1D 15-JUL-2034 | Derivative-interest rate | US | $5K | – | 0.00 | |
| OIS_CCP USD RCV 3.7818% PAY SOFR1D 18-JUN-2034 | Derivative-interest rate | US | $5K | – | 0.00 | |
| OIS_CCP USD RCV 5.3085% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| OIS_CCP USD RCV 5.319% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $199.46 | – | 0.00 | |
| OIS_CCP USD RCV 5.321% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $586.88 | – | 0.00 | |
| OIS_CCP USD RCV 5.32125% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $629.93 | – | 0.00 | |
| OIS_CCP USD RCV 5.3235% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $1K | – | 0.00 | |
| OIS_CCP USD RCV 5.324% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $1K | – | 0.00 | |
| OIS_CCP USD RCV 5.32625% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $2K | – | 0.00 | |
| OIS_CCP USD RCV 5.3345% PAY FFUND1D 18-SEP-2024 | Derivative-interest rate | US | $3K | – | 0.00 | |
| OIS_CCP USD RCV SOFR1D PAY 3.15% 15-MAY-2048 | Derivative-interest rate | US | $427K | – | 0.05 | |
| OIS_CCP USD RCV SOFR1D PAY 4.2% 30-APR-2031 | Derivative-interest rate | US | $-811K | – | -0.09 | |
| OIS_CCP USD RCV SOFR1D PAY 4.4582% 16-OCT-2025 | Derivative-interest rate | US | $-32K | – | -0.00 | |
| OKE 5.55 11/01/26 (Oneok Inc.) | Long | Debt | US | $71K | – | 0.01 |
| OKE 5.8 11/01/30 (Oneok Inc.) | Long | Debt | US | $104K | – | 0.01 |
| OKE 6.05 09/01/33 (Oneok Inc.) | Long | Debt | US | $179K | – | 0.02 |
| OKE 6.625 09/01/53 (Oneok Inc.) | Long | Debt | US | $306K | – | 0.04 |
| OOMLT 2004-3 M1 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $70K | – | 0.01 |
| OPG 2021-PORT A (OPG TRUST 2021-PORT) | Long | ABS-other | US | $494K | – | 0.06 |
| OPT. CALL AUG 24 CBT 10Y | Derivative-interest rate | US | $14K | – | 0.00 | |
| OPT. CALL AUG 24 CBT 10Y | Derivative-interest rate | US | $2K | – | 0.00 | |
| OPT. CALL AUG 24 CBT 10Y | Derivative-interest rate | US | $-12K | – | -0.00 | |
| OPT. CALL OCT 24 CBT 5Y T | Derivative-interest rate | US | $-18K | – | -0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $30K | – | 0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $30K | – | 0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $28K | – | 0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $-6K | – | -0.00 | |
| OPT. CALL SEP 24 CBT 5Y T | Derivative-interest rate | US | $-22K | – | -0.00 | |
| OPT. CALL SEP 24 T-NOTE O | Derivative-interest rate | US | $44K | – | 0.01 | |
| OPT. CALL SEP 24 T-NOTE O | Derivative-interest rate | US | $13K | – | 0.00 | |
| OPT. CALL SEP 24 T-NOTE O | Derivative-interest rate | US | $-11K | – | -0.00 | |
| OPT. PUT SEP 24 T-NOTE OP | Derivative-interest rate | US | $-1K | – | -0.00 | |
| OPT. US 10Y C 112 23/8/24 | Derivative-interest rate | US | $11K | – | 0.00 | |
| ORBIA 1.875 05/11/26 144A (Orbia Advance Corp S A B De Cv) | Long | Debt | MX | $263K | – | 0.03 |
| ORBIA 2.875 05/11/31 144A (Orbia Advance Corp S A B De Cv) | Long | Debt | MX | $228K | – | 0.03 |
| ORCL 1.65 03/25/26 (Oracle Corp.) | Long | Debt | US | $294K | – | 0.03 |
| ORCL 2.875 03/25/31 (Oracle Corp.) | Long | Debt | US | $319K | – | 0.04 |
| ORCL 2.95 04/01/30 (Oracle Corp.) | Long | Debt | US | $27K | – | 0.00 |
| ORCL 3.6 04/01/50 (Oracle Corp.) | Long | Debt | US | $191K | – | 0.02 |
| ORCL 3.6 04/01/50 (Oracle Corp.) | Long | Debt | US | $7K | – | 0.00 |
| ORCL 3.85 04/01/60 (Oracle Corp.) | Long | Debt | US | $78K | – | 0.01 |
| ORCL 3.95 03/25/51 (Oracle Corp.) | Long | Debt | US | $243K | – | 0.03 |
| ORCL 4.125 05/15/45 (Oracle Corp.) | Long | Debt | US | $271K | – | 0.03 |
| ORCL 4.375 05/15/55 (Oracle Corp.) | Long | Debt | US | $52K | – | 0.01 |
| ORCL 4.65 05/06/30 (Oracle Corp.) | Long | Debt | US | $120K | – | 0.01 |
| ORCL 5.55 02/06/53 (Oracle Corp.) | Long | Debt | US | $239K | – | 0.03 |
| OTIS 2.056 04/05/25 (Otis Worldwide Corp.) | Long | Debt | US | $49K | – | 0.01 |
| OVV 5.65 05/15/25 (Ovintiv Inc) | Long | Debt | US | $337K | – | 0.04 |
| OXY 3 02/15/27 (Occidental Petroleum Corporation) | Long | Debt | US | $208K | – | 0.02 |
| OXY 4.1 02/15/47 (Occidental Petroleum Corporation) | Long | Debt | US | $37K | – | 0.00 |
| OXY 4.2 03/15/48 (Occidental Petroleum Corporation) | Long | Debt | US | $178K | – | 0.02 |
| OXY 4.5 07/15/44 (Occidental Petroleum Corporation) | Long | Debt | US | $63K | – | 0.01 |
| OXY 5.375 01/01/32 (Occidental Petroleum Corporation) | Long | Debt | US | $86K | – | 0.01 |
| OXY 5.55 03/15/26 (Occidental Petroleum Corporation) | Long | Debt | US | $160K | – | 0.02 |
| OXY 5.55 10/01/34 (Occidental Petroleum Corporation) | Long | Debt | US | $96K | – | 0.01 |
| OXY 6.6 03/15/46 (Occidental Petroleum Corporation) | Long | Debt | US | $160K | – | 0.02 |
| OXY 7.875 09/15/31 (Occidental Petroleum Corporation) | Long | Debt | US | $240K | – | 0.03 |
| PANAMA 3.875 03/17/28 (Panama (Republic of)) | Long | Debt | PA | $375K | – | 0.04 |
| PANAMA 4.5 04/01/56 (Panama (Republic of)) | Long | Debt | PA | $165K | – | 0.02 |
| PARA 3.375 02/15/28 (Paramount Global) | Long | Debt | US | $22K | – | 0.00 |
| PARA 4.6 01/15/45 (Paramount Global) | Long | Debt | US | $21K | – | 0.00 |
| PARA 4.9 08/15/44 (Paramount Global) | Long | Debt | US | $15K | – | 0.00 |
| PARA 5.25 04/01/44 (Paramount Global) | Long | Debt | US | $19K | – | 0.00 |
| PARA 5.85 09/01/43 (Paramount Global) | Long | Debt | US | $59K | – | 0.01 |
| PARA V6.375 03/30/62 (Paramount Global) | Long | Debt | US | $30K | – | 0.00 |
| PARK BLUE CLO 2022-II FRN | Long | Debt | KY | $421K | – | 0.05 |
| PARPK 2021-1A A (Point Au Roche Park Clo Ltd/Pt Au Roche Park Clo Llc) | Long | ABS-collateralized bond/debt obligation | KY | $621K | – | 0.07 |
| PCG 2.1 08/01/27 (Pacific Gas and Electric Company) | Long | Debt | US | $46K | – | 0.01 |
| PCG 2.5 02/01/31 (Pacific Gas and Electric Company) | Long | Debt | US | $152K | – | 0.02 |
| PCG 3.3 08/01/40 (Pacific Gas and Electric Company) | Long | Debt | US | $15K | – | 0.00 |
| PCG 3.5 08/01/50 (Pacific Gas and Electric Company) | Long | Debt | US | $284K | – | 0.03 |
| PCG 3.5 08/01/50 (Pacific Gas and Electric Company) | Long | Debt | US | $14K | – | 0.00 |
| PCG 5.25 03/01/52 (Pacific Gas and Electric Company) | Long | Debt | US | $105K | – | 0.01 |
| PDVSA 9.75 05/17/35 REGS (Petroleos de Venezuela SA) | Long | Debt | VE | $7K | – | 0.00 |
| PEG 2.05 08/01/50 MTN (Public Service Electric & Gas Co.) | Long | Debt | US | $95K | – | 0.01 |
| PEMEX 6.5 03/13/27 (Petroleos Mexicanos) | Long | Debt | MX | $222K | – | 0.03 |
| PEMEX 6.75 09/21/47 (Petroleos Mexicanos) | Long | Debt | MX | $35K | – | 0.00 |
| PEMEX 7.19 09/12/24 13-2 (Petroleos Mexicanos) | Long | Debt | MX | $22K | – | 0.00 |
| PEP 1.625 05/01/30 (Pepsico Inc) | Long | Debt | US | $34K | – | 0.00 |
| PEP 2.625 03/19/27 (Pepsico Inc) | Long | Debt | US | $10K | – | 0.00 |
| PERTIJ 6 05/03/42 144A (PT Pertamina (Persero)) | Long | Debt | ID | $279K | – | 0.03 |
| PERU 2.78 12/01/60 (Peru (Republic Of)) | Long | Debt | PE | $6K | – | 0.00 |
| PERU 3.55 03/10/51 (Peru (Republic Of)) | Long | Debt | PE | $130K | – | 0.01 |
| PERU 3.55 03/10/51 (Peru (Republic Of)) | Long | Debt | PE | $29K | – | 0.00 |
| PERU 3.6 01/15/72 (Peru (Republic Of)) | Long | Debt | PE | $78K | – | 0.01 |
| PERU 5.625 11/18/50 (Peru (Republic Of)) | Long | Debt | PE | $99K | – | 0.01 |
| PERU 7.6 08/12/39 144A (Peru (Republic Of)) | Long | Debt | PE | $26K | – | 0.00 |
| PETRPE 4.75 06/19/32 144A (Petroleos del Peru - Petroperu SA) | Long | Debt | PE | $525K | – | 0.06 |
| PETRPE 5.625 06/19/47 144A (Petroleos del Peru - Petroperu SA) | Long | Debt | PE | $128K | – | 0.01 |
| PFE 1.7 05/28/30 (Pfizer Inc.) | Long | Debt | US | $86K | – | 0.01 |
| PFE 2.55 05/28/40 (Pfizer Inc.) | Long | Debt | US | $172K | – | 0.02 |
| PFE 2.625 04/01/30 (Pfizer Inc.) | Long | Debt | US | $145K | – | 0.02 |
| PFE 2.7 05/28/50 (Pfizer Inc.) | Long | Debt | US | $119K | – | 0.01 |
| PFE 4 12/15/36 (Pfizer Inc.) | Long | Debt | US | $37K | – | 0.00 |
| PFE 5.3 05/19/53 (Pfizer Investment Enterprises Pte Ltd.) | Long | Debt | SG | $250K | – | 0.03 |
| PFE 6.5 02/01/34 (Wyeth) | Long | Debt | US | $37K | – | 0.00 |
| PFG 1.25 06/23/25 144A (Principal Life Global Funding II) | Long | Debt | US | $39K | – | 0.00 |
| PFP 2022-9 A (PFP 2022-9 LTD) | Long | ABS-collateralized bond/debt obligation | BM | $105K | – | 0.01 |
| PFP 2024-11 A (PFP 2024-11 LTD) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.02 |
| PFSFC 2021-B A (PFS Financing Corp) | Long | ABS-other | US | $908K | – | 0.10 |
| PG 3 03/25/30 (The Procter & Gamble Company) | Long | Debt | US | $56K | – | 0.01 |
| PHILIP 3.2 07/06/46 (Philippines (Republic Of)) | Long | Debt | PH | $192K | – | 0.02 |
| PIPK 2021-8A B (PIKES PEAK CLO 8 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $574K | – | 0.07 |
| PKBLU 2024-5A A1 (PARK BLUE CLO 2024-V LTD) | Long | ABS-collateralized bond/debt obligation | KY | $362K | – | 0.04 |
| PLNIJ 5.45 05/21/28 144A (Perusahaan Listrik Negara PT) | Long | Debt | ID | $776K | – | 0.09 |
| PM 2.1 05/01/30 (Philip Morris International Inc.) | Long | Debt | US | $61K | – | 0.01 |
| PM 4.875 02/13/29 (Philip Morris International Inc.) | Long | Debt | US | $80K | – | 0.01 |
| PM 4.875 02/13/29 (Philip Morris International Inc.) | Long | Debt | US | $54K | – | 0.01 |
| PM 5.125 02/13/31 (Philip Morris International Inc.) | Long | Debt | US | $20K | – | 0.00 |
| PM 5.125 11/17/27 (Philip Morris International Inc.) | Long | Debt | US | $45K | – | 0.01 |
| PM 5.25 02/13/34 (Philip Morris International Inc.) | Long | Debt | US | $60K | – | 0.01 |
| PNC V5.582 06/12/29 (PNC Financial Services Group Inc.) | Long | Debt | US | $154K | – | 0.02 |
| PNC V5.812 06/12/26 (PNC Financial Services Group Inc.) | Long | Debt | US | $80K | – | 0.01 |
| POLGB 2.75 10/25/29 1029 (Poland (Republic of)) | Long | Debt | PL | $81K | – | 0.01 |
| POLGB 4.75 07/25/29 0729 (Poland (Republic of)) | Long | Debt | PL | $85K | – | 0.01 |
| POLGB 5 10/25/34 1034 (Poland (Republic of)) | Long | Debt | PL | $59K | – | 0.01 |
| POLGB 5.75 04/25/29 0429 (Poland (Republic of)) | Long | Debt | PL | $178K | – | 0.02 |
| POSADA 7 12/30/27 REGS (Grupo Posadas, S.A.B. de C.V.) | Long | Debt | MX | $20K | – | 0.00 |
| PRIOBZ 6.125 06/09/26 144A (Petrorio Luxembourg Trading S.A.R.L) | Long | Debt | LU | $23K | – | 0.00 |
| PRKAV 2017-245P E (245 Park Avenue Trust 2017) | Long | ABS-other | US | $622K | – | 0.07 |
| PRKCM 2021-AFC2 A1 (PRKCM 2021-AFC2 TRUST) | Long | ABS-other | US | $142K | – | 0.02 |
| PRKCM 2024-HOME1 A1 (PRKCM 2024-HOME1 TRUST) | Long | ABS-other | US | $507K | – | 0.06 |
| PRPM 2022-1 A1 (PRPM 2022-1 LLC) | Long | ABS-other | US | $289K | – | 0.03 |
| PRXNA 3.68 01/21/30 144A (Prosus NV) | Long | Debt | NL | $540K | – | 0.06 |
| PRXNA 4.027 08/03/50 144A (Prosus NV) | Long | Debt | NL | $262K | – | 0.03 |
| PUT DEC 24 3M SOFRPUT DEC | Derivative-interest rate | US | $8K | – | 0.00 | |
| PUT DEC 24 3M SOFRPUT DEC | Derivative-interest rate | US | $-5K | – | -0.00 | |
| PUT DEC 24 CME 3M PUT DEC | Derivative-interest rate | US | $20K | – | 0.00 | |
| PUT DEC 24 CME 3M PUT DEC | Derivative-interest rate | US | $-2K | – | -0.00 | |
| PUT SEP 24 T-NOTE PUT SEP | Derivative-interest rate | US | $109.38 | – | 0.00 | |
| PUT SEP 24 T-NOTE PUT SEP | Derivative-interest rate | US | $62.5 | – | 0.00 | |
| PUT SEP 24 T-NOTE PUT SEP | Derivative-interest rate | US | $-31.26 | – | -0.00 | |
| PUT SEP 24 T-NOTE PUT SEP | Derivative-interest rate | US | $-62.5 | – | -0.00 | |
| PXD 1.125 01/15/26 (Pioneer Natural Resources Company) | Long | Debt | US | $29K | – | 0.00 |
| PXD 1.9 08/15/30 (Pioneer Natural Resources Company) | Long | Debt | US | $129K | – | 0.01 |
| PXD 2.15 01/15/31 (Pioneer Natural Resources Company) | Long | Debt | US | $327K | – | 0.04 |
| PYPL 1.65 06/01/25 (Paypal Holdings Inc.) | Long | Debt | US | $10K | – | 0.00 |
| PYPL 2.3 06/01/30 (Paypal Holdings Inc.) | Long | Debt | US | $71K | – | 0.01 |
| PYPL 4.4 06/01/32 (Paypal Holdings Inc.) | Long | Debt | US | $68K | – | 0.01 |
| RABOBK 4.375 08/04/25 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $435K | – | 0.05 |
| RABOBK V3.649 04/06/28 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $242K | – | 0.03 |
| RABOBK V3.758 04/06/33 144A (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $228K | – | 0.03 |
| RAD 2023-22A A1 (RAD CLO 22 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $553K | – | 0.06 |
| RAMC 2005-2 AV3 (Renaissance Mtg Ac) | Long | ABS-other | US | $249K | – | 0.03 |
| RCICN 5.3 02/15/34 (Rogers Communications Inc.) | Long | Debt | CA | $235K | – | 0.03 |
| RCKT 2024-INV1 A1 (RCKT MORTGAGE TRUST 2024-INV1) | Long | ABS-other | US | $606K | – | 0.07 |
| RDSALN 2.375 11/07/29 (Shell International Finance B.V.) | Long | Debt | NL | $180K | – | 0.02 |
| RDSALN 2.75 04/06/30 (Shell International Finance B.V.) | Long | Debt | NL | $137K | – | 0.02 |
| RDSALN 3.25 04/06/50 (Shell International Finance B.V.) | Long | Debt | NL | $186K | – | 0.02 |
| RDSALN 4 05/10/46 (Shell International Finance B.V.) | Long | Debt | NL | $66K | – | 0.01 |
| RDSALN 4.375 05/11/45 (Shell International Finance B.V.) | Long | Debt | NL | $71K | – | 0.01 |
| REGT9 2017-1A B1R (Regatta Funding Limited/Corp) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.04 |
| REPHUN 4 07/25/29 (Hungary (Republic Of)) | Long | Debt | HU | $111K | – | 0.01 |
| REPHUN 5.375 09/12/33 (Hungary (Republic Of)) | Long | Debt | HU | $7K | – | 0.00 |
| RFLB 6.1 07/18/35 6233 (Russian Federation) | Long | Debt | RU | $16K | – | 0.00 |
| RILIN 2.875 01/12/32 144A (Reliance Industries Ltd.) | Long | Debt | IN | $216K | – | 0.02 |
| RILIN 3.625 01/12/52 144A (Reliance Industries Ltd.) | Long | Debt | IN | $327K | – | 0.04 |
| RMLT 2020-2 A1 (RESIDENTIAL MORTGAGE LOAN TRUST 2020-2) | Long | ABS-other | US | $13K | – | 0.00 |
| RRAM 2018-3A A1R2 (RR 3 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $101K | – | 0.01 |
| RTX 2.25 07/01/30 (RTX Corp.) | Long | Debt | US | $88K | – | 0.01 |
| RTX 2.82 09/01/51 (RTX Corp.) | Long | Debt | US | $280K | – | 0.03 |
| RTX 3.03 03/15/52 (RTX Corp.) | Long | Debt | US | $37K | – | 0.00 |
| RTX 3.125 07/01/50 (RTX Corp.) | Long | Debt | US | $82K | – | 0.01 |
| RTX 3.15 12/15/24 (RTX Corp.) | Long | Debt | US | $50K | – | 0.01 |
| RTX 4.125 11/16/28 (RTX Corp.) | Long | Debt | US | $157K | – | 0.02 |
| RTX 4.15 05/15/45 (RTX Corp.) | Long | Debt | US | $125K | – | 0.01 |
| RTX 4.5 06/01/42 (RTX Corp.) | Long | Debt | US | $27K | – | 0.00 |
| RTX 4.625 11/16/48 (RTX Corp.) | Long | Debt | US | $35K | – | 0.00 |
| RTX 6 03/15/31 (RTX Corp.) | Long | Debt | US | $160K | – | 0.02 |
| RTX 6.1 03/15/34 (RTX Corp.) | Long | Debt | US | $393K | – | 0.05 |
| RTX 6.7 08/01/28 (RTX Corp.) | Long | Debt | US | $992K | – | 0.11 |
| RTX 7 11/01/28 (RTX Corp.) | Long | Debt | US | $180K | – | 0.02 |
| RY 1.15 06/10/25 MTN (Royal Bank of Canada) | Long | Debt | CA | $10K | – | 0.00 |
| RY 3.875 05/04/32 (Royal Bank of Canada) | Long | Debt | CA | $318K | – | 0.04 |
| RY 5.15 02/01/34 GMTN (Royal Bank of Canada) | Long | Debt | CA | $132K | – | 0.02 |
| S 7.625 02/15/25 (Sprint LLC) | Long | Debt | US | $1M | – | 0.12 |
| S 7.625 03/01/26 (Sprint LLC) | Long | Debt | US | $786K | – | 0.09 |
| SAGB 7 02/28/31 R213 (South Africa (Republic of)) | Long | Debt | ZA | $74K | – | 0.01 |
| SAGB 8 01/31/30 2030 (South Africa (Republic of)) | Long | Debt | ZA | $43K | – | 0.00 |
| SAGB 8.75 01/31/44 2044 (South Africa (Republic of)) | Long | Debt | ZA | $50K | – | 0.01 |
| SAGB 8.75 02/28/48 2048 (South Africa (Republic of)) | Long | Debt | ZA | $50K | – | 0.01 |
| SAMMIN 9 06/30/31 REGS (Samarco Mineracao SA) | Long | Debt | BR | $52K | – | 0.01 |
| SANLTD 3.8 01/08/26 (Sands China Ltd.) | Long | Debt | KY | $514K | – | 0.06 |
| SANLTD 4.375 06/18/30 (Sands China Ltd.) | Long | Debt | KY | $834K | – | 0.10 |
| SANLTD 5.125 08/08/25 (Sands China Ltd.) | Long | Debt | KY | $298K | – | 0.03 |
| SANLTD 5.4 08/08/28 (Sands China Ltd.) | Long | Debt | KY | $463K | – | 0.05 |
| SANTAN 2.746 05/28/25 (Banco Santander, S.A.) | Long | Debt | ES | $587K | – | 0.07 |
| SBAP 2019-20D 1 (Small Business Administration) | Long | ABS-other | US | $27K | – | 0.00 |
| SBAP 2019-25G 1 (Small Business Administration) | Long | ABS-other | US | $43K | – | 0.00 |
| SBIC 2021-10A 1 (Small Business Administration) | Long | ABS-other | US | $185K | – | 0.02 |
| SCCO 5.25 11/08/42 (Southern Copper Corporation) | Long | Debt | US | $727K | – | 0.08 |
| SCHW 5.875 08/24/26 (The Charles Schwab Corporation) | Long | Debt | US | $357K | – | 0.04 |
| SCHW V6.136 08/24/34 (The Charles Schwab Corporation) | Long | Debt | US | $74K | – | 0.01 |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $13M | – | 1.51 | |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $-616K | – | -0.07 | |
| SFO 2021-555 A (SFO COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $415K | – | 0.05 |
| SGR 2022-1 A1 (SG RESIDENTIAL MORTGAGE TRUST 2022-1) | Long | ABS-other | US | $615K | – | 0.07 |
| SGR 2022-2 A1 (SG RESIDENTIAL MORTGAGE TRUST 2022-2) | Long | ABS-other | US | $640K | – | 0.07 |
| SLMA 2006-B A5 (SLM Private Cr Student Loan Trust) | Long | ABS-other | US | $132K | – | 0.02 |
| SLMA 2010-C A5 (SLM Private Education Loan Trust 2014-A) | Long | ABS-other | US | $188K | – | 0.02 |
| SLVRK 2020-1A AR (SILVER ROCK CLO I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $552K | – | 0.06 |
| SMB 2020-A A2A (SMB PRIVATE EDUCATION LOAN TRUST) | Long | ABS-other | US | $114K | – | 0.01 |
| SMB 2021-A A2B (SMB Private Education Loan Trust 2021-A) | Long | ABS-other | US | $370K | – | 0.04 |
| SMB 2021-E A1A (SMB Private Education Loan Trust 2021-E) | Long | ABS-other | US | $106K | – | 0.01 |
| SMRT 2022-MINI A (SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI) | Long | ABS-other | US | $780K | – | 0.09 |
| SO 3.75 03/01/45 (Alabama Power Company) | Long | Debt | US | $234K | – | 0.03 |
| SO 4.95 05/17/33 (Georgia Power Company) | Long | Debt | US | $132K | – | 0.02 |
| SOHO 2021-SOHO A (SOHO TRUST 2021-SOHO) | Long | ABS-other | US | $605K | – | 0.07 |
| SOLV 5.4 03/01/29 144A (Solventum Corp.) | Long | Debt | US | $202K | – | 0.02 |
| SOLV 5.45 03/13/31 144A (Solventum Corp.) | Long | Debt | US | $192K | – | 0.02 |
| SOLV 5.6 03/23/34 144A (Solventum Corp.) | Long | Debt | US | $221K | – | 0.03 |
| SOLV 5.9 04/30/54 144A (Solventum Corp.) | Long | Debt | US | $206K | – | 0.02 |
| SOLV 6 05/15/64 144A (Solventum Corp.) | Long | Debt | US | $189K | – | 0.02 |
| SONGAS 8 03/01/32 (Southern Natural Gas Company) | Long | Debt | US | $93K | – | 0.01 |
| SPLLLC 4.5 05/15/30 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $333K | – | 0.04 |
| SPLLLC 5 03/15/27 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $422K | – | 0.05 |
| SPLLLC 5.625 03/01/25 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $416K | – | 0.05 |
| SPLLLC 5.875 06/30/26 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $138K | – | 0.02 |
| SPLLLC 5.9 09/15/37 (Sabine Pass Liquefaction, LLC) | Long | Debt | US | $314K | – | 0.04 |
| SRE 3.32 04/15/50 UUU (San Diego Gas & Electric Company) | Long | Debt | US | $73K | – | 0.01 |
| SREIT 2021-MFP A (SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP) | Long | ABS-other | US | $757K | – | 0.09 |
| STACR 2021-DNA2 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $153K | – | 0.02 |
| STACR 2021-DNA6 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $583K | – | 0.07 |
| STACR 2022-DNA2 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $297K | – | 0.03 |
| STACR 2022-DNA2 M1B (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $205K | – | 0.02 |
| STACR 2022-DNA3 M1B (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $573K | – | 0.07 |
| STACR 2022-DNA4 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $151K | – | 0.02 |
| STACR 2022-DNA5 M1B (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $260K | – | 0.03 |
| STKPK 2022-1A A1 (STORM KING PARK CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.03 |
| STZ 4.35 05/09/27 (Constellation Brands, Inc.) | Long | Debt | US | $128K | – | 0.01 |
| SUMIBK 5.558 07/09/34 (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $242K | – | 0.03 |
| SUMIBK V6.6 PERP (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $206K | – | 0.02 |
| SUNRN 2021-1A A (SUNRUN VULCAN ISSUER LLC) | Long | ABS-other | US | $439K | – | 0.05 |
| SUZANO 6 01/15/29 (Suzano Austria GmbH) | Long | Debt | AT | $342K | – | 0.04 |
| SWO USD RCV 3.75 PAY SOFR | Derivative-interest rate | XX | $-4K | – | -0.00 | |
| SWO USD RCV 3.825 PAY SOF | Derivative-interest rate | XX | $-5K | – | -0.00 | |
| SWO USD RCV 3.837 PAY SOF | Derivative-interest rate | XX | $-3K | – | -0.00 | |
| SWO USD RCV 3.837 PAY SOF | Derivative-interest rate | XX | $-4K | – | -0.00 | |
| SWO USD RCV 3.838 PAY SOF | Derivative-interest rate | XX | $-6K | – | -0.00 | |
| SWO USD RCV 3.858 PAY SOF | Derivative-interest rate | XX | $-16K | – | -0.00 | |
| SWO USD RCV 3.86 PAY SOFR | Derivative-interest rate | XX | $-11K | – | -0.00 | |
| SWO USD RCV 3.8675 PAY SO | Derivative-interest rate | XX | $-2K | – | -0.00 | |
| SWO USD RCV 3.8675 PAY SO | Derivative-interest rate | XX | $-4K | – | -0.00 | |
| SWO USD RCV 3.885 PAY SOF | Derivative-interest rate | XX | $-7K | – | -0.00 | |
| SWO USD RCV 3.905 PAY SOF | Derivative-interest rate | XX | $-9K | – | -0.00 | |
| SWO USD RCV 3.945 PAY SOF | Derivative-interest rate | XX | $-6K | – | -0.00 | |
| SWO USD RCV 3.9775 PAY SO | Derivative-interest rate | XX | $-26K | – | -0.00 | |
| SWO USD RCV 4 PAY SOFR 1D | Derivative-interest rate | XX | $-513.9 | – | -0.00 | |
| SWO USD RCV 4.2 PAY SOFR | Derivative-interest rate | XX | $-12K | – | -0.00 | |
| SWO USD RCV 4.542 PAY SOF | Derivative-interest rate | XX | $216K | – | 0.02 | |
| SWO USD RCV 4.542 PAY SOF | Derivative-interest rate | XX | $108K | – | 0.01 | |
| SWO USD RCV 5.1 PAY SOFR | Derivative-interest rate | XX | $-367.96 | – | -0.00 | |
| SWO USD RCV 5.1 PAY SOFR | Derivative-interest rate | XX | $-735.93 | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $28K | – | 0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-3K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-5K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-5K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-6K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-8K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-14K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-16K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-17K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-26K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-29K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-33K | – | -0.00 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-58K | – | -0.01 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-59K | – | -0.01 | |
| SWO USD RCV SOFR 1D PAY 3 | Derivative-interest rate | XX | $-109K | – | -0.01 | |
| SWO USD RCV SOFR 1D PAY 4 | Derivative-interest rate | XX | $19K | – | 0.00 | |
| SWO USD RCV SOFR 1D PAY 4 | Derivative-interest rate | XX | $3K | – | 0.00 | |
| SWO USD RCV SOFR 1D PAY 4 | Derivative-interest rate | XX | $2K | – | 0.00 | |
| SWO USD RCV SOFR 1D PAY 4 | Derivative-interest rate | XX | $335.32 | – | 0.00 | |
| SYMP 2023-40A A1 (Symphony CLO 40 Ltd / Symphony CLO 40 LLC) | Long | ABS-collateralized bond/debt obligation | BM | $522K | – | 0.06 |
| T 0.375 04/30/25 (United States Treasury Notes) | Long | Debt | US | $965K | – | 0.11 |
| T 0.375 09/30/27 (United States Treasury Notes) | Long | Debt | US | $721K | – | 0.08 |
| T 0.375 11/30/25 (United States Treasury Notes) | Long | Debt | US | $10K | – | 0.00 |
| T 0.5 04/30/27 (United States Treasury Notes) | Long | Debt | US | $582K | – | 0.07 |
| T 0.5 05/31/27 (United States Treasury Notes) | Long | Debt | US | $519K | – | 0.06 |
| T 0.625 07/31/26 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.13 |
| T 0.625 11/30/27 (United States Treasury Notes) | Long | Debt | US | $9K | – | 0.00 |
| T 0.75 03/31/26 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.16 |
| T 0.75 05/31/26 (United States Treasury Notes) | Long | Debt | US | $363K | – | 0.04 |
| T 0.875 06/30/26 (United States Treasury Notes) | Long | Debt | US | $7M | – | 0.85 |
| T 1 07/31/28 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.46 |
| T 1.125 05/15/40 (United States Treasury Bonds) | Long | Debt | US | $731K | – | 0.08 |
| T 1.125 08/15/40 (United States Treasury Bonds) | Long | Debt | US | $724K | – | 0.08 |
| T 1.25 05/31/28 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.21 |
| T 1.25 08/15/31 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.31 |
| T 1.25 09/30/28 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.16 |
| T 1.375 08/15/50 (United States Treasury Bonds) | Long | Debt | US | $11K | – | 0.00 |
| T 1.375 11/15/40 (United States Treasury Bonds) | Long | Debt | US | $750K | – | 0.09 |
| T 1.375 12/31/28 (United States Treasury Notes) | Long | Debt | US | $3K | – | 0.00 |
| T 1.5 02/15/30 (United States Treasury Notes) | Long | Debt | US | $787K | – | 0.09 |
| T 1.5 08/15/26 (United States Treasury Notes) | Long | Debt | US | $545K | – | 0.06 |
| T 1.625 05/15/31 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.16 |
| T 1.625 11/15/50 (United States Treasury Bonds) | Long | Debt | US | $39K | – | 0.00 |
| T 1.625 11/30/26 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.26 |
| T 1.875 02/15/41 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.13 |
| T 1.875 02/28/27 (United States Treasury Notes) | Long | Debt | US | $3K | – | 0.00 |
| T 1.875 11/15/51 (United States Treasury Bonds) | Long | Debt | US | $582K | – | 0.07 |
| T 2 02/15/25 (United States Treasury Notes) | Long | Debt | US | $495K | – | 0.06 |
| T 2 08/15/51 (United States Treasury Bonds) | Long | Debt | US | $503K | – | 0.06 |
| T 2 11/15/26 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.18 |
| T 2 11/15/41 (United States Treasury Bonds) | Long | Debt | US | $319K | – | 0.04 |
| T 2.125 05/15/25 (United States Treasury Notes) | Long | Debt | US | $424K | – | 0.05 |
| T 2.25 02/01/32 (AT&T Inc) | Long | Debt | US | $25K | – | 0.00 |
| T 2.25 02/15/52 (United States Treasury Bonds) | Long | Debt | US | $816K | – | 0.09 |
| T 2.25 08/15/27 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.29 |
| T 2.25 08/15/49 (United States Treasury Bonds) | Long | Debt | US | $797K | – | 0.09 |
| T 2.3 06/01/27 (AT&T Inc) | Long | Debt | US | $159K | – | 0.02 |
| T 2.375 03/31/29 (United States Treasury Notes) | Long | Debt | US | $81K | – | 0.01 |
| T 2.375 05/15/27 (United States Treasury Notes) | Long | Debt | US | $605K | – | 0.07 |
| T 2.375 05/15/29 (United States Treasury Notes) | Long | Debt | US | $526K | – | 0.06 |
| T 2.375 05/15/51 (United States Treasury Bonds) | Long | Debt | US | $2K | – | 0.00 |
| T 2.5 02/15/45 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.28 |
| T 2.55 12/01/33 (AT&T Inc) | Long | Debt | US | $180K | – | 0.02 |
| T 2.625 02/15/29 (United States Treasury Notes) | Long | Debt | US | $534K | – | 0.06 |
| T 2.75 07/31/27 (United States Treasury Notes) | Long | Debt | US | $2K | – | 0.00 |
| T 2.75 08/15/42 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.27 |
| T 2.75 11/15/47 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.30 |
| T 2.875 05/15/32 (United States Treasury Notes) | Long | Debt | US | $34K | – | 0.00 |
| T 2.875 05/15/43 (United States Treasury Bonds) | Long | Debt | US | $163K | – | 0.02 |
| T 2.875 06/15/25 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.22 |
| T 2.875 11/15/46 (United States Treasury Bonds) | Long | Debt | US | $154K | – | 0.02 |
| T 3 02/15/48 (United States Treasury Bonds) | Long | Debt | US | $938K | – | 0.11 |
| T 3 05/15/42 (United States Treasury Bonds) | Long | Debt | US | $372K | – | 0.04 |
| T 3 05/15/45 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.23 |
| T 3 07/15/25 (United States Treasury Notes) | Long | Debt | US | $152K | – | 0.02 |
| T 3 08/15/52 (United States Treasury Bonds) | Long | Debt | US | $17K | – | 0.00 |
| T 3 11/15/44 (United States Treasury Bonds) | Long | Debt | US | $2M | – | 0.28 |
| T 3.125 02/15/43 (United States Treasury Bonds) | Long | Debt | US | $170K | – | 0.02 |
| T 3.125 08/15/25 (United States Treasury Notes) | Long | Debt | US | $210K | – | 0.02 |
| T 3.125 08/31/27 (United States Treasury Notes) | Long | Debt | US | $5K | – | 0.00 |
| T 3.125 11/15/28 (United States Treasury Notes) | Long | Debt | US | $329K | – | 0.04 |
| T 3.25 06/30/29 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.12 |
| T 3.25 08/31/24 (United States Treasury Notes) | Long | Debt | US | $594K | – | 0.07 |
| T 3.375 05/15/33 (United States Treasury Notes) | Long | Debt | US | $964K | – | 0.11 |
| T 3.5 01/31/28 (United States Treasury Notes) | Long | Debt | US | $7K | – | 0.00 |
| T 3.5 01/31/30 (United States Treasury Notes) | Long | Debt | US | $60K | – | 0.01 |
| T 3.5 04/30/28 (United States Treasury Notes) | Long | Debt | US | $50K | – | 0.01 |
| T 3.5 09/15/25 (United States Treasury Notes) | Long | Debt | US | $521K | – | 0.06 |
| T 3.5 09/15/53 (AT&T Inc) | Long | Debt | US | $114K | – | 0.01 |
| T 3.55 09/15/55 (AT&T Inc) | Long | Debt | US | $361K | – | 0.04 |
| T 3.55 09/15/55 (AT&T Inc) | Long | Debt | US | $125K | – | 0.01 |
| T 3.625 02/15/53 (United States Treasury Bonds) | Long | Debt | US | $588K | – | 0.07 |
| T 3.625 02/15/53 (United States Treasury Bonds) | Long | Debt | US | $198K | – | 0.02 |
| T 3.625 03/31/28 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.17 |
| T 3.625 05/15/26 (United States Treasury Notes) | Long | Debt | US | $278K | – | 0.03 |
| T 3.625 05/15/53 (United States Treasury Bonds) | Long | Debt | US | $905K | – | 0.10 |
| T 3.625 05/15/53 (United States Treasury Bonds) | Long | Debt | US | $515K | – | 0.06 |
| T 3.625 08/15/43 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.12 |
| T 3.65 06/01/51 (AT&T Inc) | Long | Debt | US | $116K | – | 0.01 |
| T 3.65 09/15/59 (AT&T Inc) | Long | Debt | US | $576K | – | 0.07 |
| T 3.65 09/15/59 (AT&T Inc) | Long | Debt | US | $28K | – | 0.00 |
| T 3.75 04/15/26 (United States Treasury Notes) | Long | Debt | US | $608K | – | 0.07 |
| T 3.75 05/31/30 (United States Treasury Notes) | Long | Debt | US | $862K | – | 0.10 |
| T 3.75 11/15/43 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.12 |
| T 3.75 12/31/30 (United States Treasury Notes) | Long | Debt | US | $11K | – | 0.00 |
| T 3.8 02/15/27 (AT&T Inc) | Long | Debt | US | $166K | – | 0.02 |
| T 3.8 12/01/57 (AT&T Inc) | Long | Debt | US | $240K | – | 0.03 |
| T 3.8 12/01/57 (AT&T Inc) | Long | Debt | US | $22K | – | 0.00 |
| T 3.875 01/15/26 (United States Treasury Notes) | Long | Debt | US | $89K | – | 0.01 |
| T 3.875 02/15/43 (United States Treasury Bonds) | Long | Debt | US | $507K | – | 0.06 |
| T 3.875 02/15/43 (United States Treasury Bonds) | Long | Debt | US | $103K | – | 0.01 |
| T 3.875 03/31/25 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.17 |
| T 3.875 04/30/25 (United States Treasury Notes) | Long | Debt | US | $244K | – | 0.03 |
| T 3.875 05/15/43 (United States Treasury Bonds) | Long | Debt | US | $3M | – | 0.29 |
| T 3.875 08/15/33 (United States Treasury Notes) | Long | Debt | US | $948K | – | 0.11 |
| T 3.875 08/15/40 (United States Treasury Bonds) | Long | Debt | US | $366K | – | 0.04 |
| T 3.875 11/30/27 (United States Treasury Notes) | Long | Debt | US | $3M | – | 0.39 |
| T 3.875 11/30/29 (United States Treasury Notes) | Long | Debt | US | $50K | – | 0.01 |
| T 3.875 12/31/27 (United States Treasury Notes) | Long | Debt | US | $31K | – | 0.00 |
| T 3.875 12/31/29 (United States Treasury Notes) | Long | Debt | US | $6M | – | 0.70 |
| T 4 01/31/31 (United States Treasury Notes) | Long | Debt | US | $4M | – | 0.44 |
| T 4 02/15/34 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.14 |
| T 4 02/15/34 (United States Treasury Notes) | Long | Debt | US | $438K | – | 0.05 |
| T 4 02/28/30 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.14 |
| T 4 02/29/28 (United States Treasury Notes) | Long | Debt | US | $12K | – | 0.00 |
| T 4 06/30/28 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.17 |
| T 4 07/31/30 (United States Treasury Notes) | Long | Debt | US | $146K | – | 0.02 |
| T 4 10/31/29 (United States Treasury Notes) | Long | Debt | US | $336K | – | 0.04 |
| T 4 11/15/42 (United States Treasury Bonds) | Long | Debt | US | $833K | – | 0.10 |
| T 4 11/15/52 (United States Treasury Bonds) | Long | Debt | US | $907K | – | 0.10 |
| T 4 12/15/25 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.28 |
| T 4.125 02/15/27 (United States Treasury Notes) | Long | Debt | US | $303K | – | 0.03 |
| T 4.125 07/31/28 (United States Treasury Notes) | Long | Debt | US | $256K | – | 0.03 |
| T 4.125 08/15/53 (United States Treasury Bonds) | Long | Debt | US | $221K | – | 0.03 |
| T 4.125 10/31/27 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.15 |
| T 4.125 11/15/32 (United States Treasury Notes) | Long | Debt | US | $359K | – | 0.04 |
| T 4.25 02/15/54 (United States Treasury Bonds) | Long | Debt | US | $698K | – | 0.08 |
| T 4.25 02/28/31 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.21 |
| T 4.25 05/15/39 (United States Treasury Bonds) | Long | Debt | US | $53K | – | 0.01 |
| T 4.25 06/30/29 (United States Treasury Notes) | Long | Debt | US | $62K | – | 0.01 |
| T 4.25 06/30/31 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.28 |
| T 4.25 06/30/31 (United States Treasury Notes) | Long | Debt | US | $307K | – | 0.04 |
| T 4.25 09/30/24 (United States Treasury Notes) | Long | Debt | US | $185K | – | 0.02 |
| T 4.25 11/15/40 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.13 |
| T 4.25 12/31/24 (United States Treasury Notes) | Long | Debt | US | $916K | – | 0.11 |
| T 4.3 02/15/30 144A (AT&T Inc) | Long | Debt | US | $103K | – | 0.01 |
| T 4.375 05/15/34 (United States Treasury Notes) | Long | Debt | US | $869K | – | 0.10 |
| T 4.375 05/15/41 (United States Treasury Bonds) | Long | Debt | US | $603K | – | 0.07 |
| T 4.375 07/15/27 (United States Treasury Notes) | Long | Debt | US | $148K | – | 0.02 |
| T 4.375 08/15/26 (United States Treasury Notes) | Long | Debt | US | $126K | – | 0.01 |
| T 4.375 08/15/43 (United States Treasury Bonds) | Long | Debt | US | $1M | – | 0.15 |
| T 4.375 10/31/24 (United States Treasury Notes) | Long | Debt | US | $143K | – | 0.02 |
| T 4.375 11/15/39 (United States Treasury Bonds) | Long | Debt | US | $54K | – | 0.01 |
| T 4.5 02/15/44 (United States Treasury Bonds) | Long | Debt | US | $326K | – | 0.04 |
| T 4.5 02/15/44 (United States Treasury Bonds) | Long | Debt | US | $152K | – | 0.02 |
| T 4.5 03/09/48 (AT&T Inc) | Long | Debt | US | $72K | – | 0.01 |
| T 4.5 05/15/27 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.19 |
| T 4.5 08/15/39 (United States Treasury Bonds) | Long | Debt | US | $55K | – | 0.01 |
| T 4.5 11/15/25 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.17 |
| T 4.5 11/30/24 (United States Treasury Notes) | Long | Debt | US | $128K | – | 0.01 |
| T 4.625 02/15/40 (United States Treasury Bonds) | Long | Debt | US | $400K | – | 0.05 |
| T 4.625 03/15/26 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.24 |
| T 4.625 04/30/29 (United States Treasury Notes) | Long | Debt | US | $14K | – | 0.00 |
| T 4.625 05/15/54 (United States Treasury Bonds) | Long | Debt | US | $219K | – | 0.03 |
| T 4.625 05/31/31 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.23 |
| T 4.625 05/31/31 (United States Treasury Notes) | Long | Debt | US | $55K | – | 0.01 |
| T 4.625 06/15/27 (United States Treasury Notes) | Long | Debt | US | $110K | – | 0.01 |
| T 4.625 06/30/26 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.12 |
| T 4.625 09/30/30 (United States Treasury Notes) | Long | Debt | US | $10K | – | 0.00 |
| T 4.625 10/15/26 (United States Treasury Notes) | Long | Debt | US | $44K | – | 0.01 |
| T 4.75 02/15/41 (United States Treasury Bonds) | Long | Debt | US | $856K | – | 0.10 |
| T 4.75 11/15/43 (United States Treasury Bonds) | Long | Debt | US | $14M | – | 1.62 |
| T 4.75 11/15/53 (United States Treasury Bonds) | Long | Debt | US | $694K | – | 0.08 |
| T 4.8 06/15/44 (AT&T Inc) | Long | Debt | US | $20K | – | 0.00 |
| T 4.875 10/31/28 (United States Treasury Notes) | Long | Debt | US | $225K | – | 0.03 |
| T 4.875 10/31/30 (United States Treasury Notes) | Long | Debt | US | $738K | – | 0.08 |
| T 4.875 11/30/25 (United States Treasury Notes) | Long | Debt | US | $2M | – | 0.18 |
| T 5 08/31/25 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.16 |
| T 5 09/30/25 (United States Treasury Notes) | Long | Debt | US | $1M | – | 0.15 |
| T 5 10/31/25 (United States Treasury Notes) | Long | Debt | US | $283K | – | 0.03 |
| T 5.35 09/01/40 (AT&T Inc) | Long | Debt | US | $49K | – | 0.01 |
| T 5.55 08/15/41 (AT&T Inc) | Long | Debt | US | $40K | – | 0.00 |
| TACHEM 2.05 03/31/30 (Takeda Pharmaceutical Co Ltd.) | Long | Debt | JP | $346K | – | 0.04 |
| TAISEM 2.5 10/25/31 (Tsmc Arizona Corp.) | Long | Debt | US | $884K | – | 0.10 |
| TD 1.15 06/12/25 MTN (The Toronto-Dominion Bank) | Long | Debt | CA | $106K | – | 0.01 |
| TD 4.456 06/08/32 (The Toronto-Dominion Bank) | Long | Debt | CA | $68K | – | 0.01 |
| TELEFO 4.103 03/08/27 (Telefonica Emisiones S.A.U.) | Long | Debt | ES | $147K | – | 0.02 |
| TFC V6.047 06/08/27 MTN (Truist Financial Corp.) | Long | Debt | US | $163K | – | 0.02 |
| THE VANGUARD GROUP | Long | Debt | US | $108K | – | 0.01 |
| TIAAGL 4 11/01/28 144A (Nuveen LLC) | Long | Debt | US | $97K | – | 0.01 |
| TIAAGL 4.9 09/15/44 144A (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $18K | – | 0.00 |
| TII 1.125 01/15/33 (United States Treasury Notes) | Long | Debt | US | $717K | – | 0.08 |
| TMO 5.086 08/10/33 (Thermo Fisher Scientific Inc) | Long | Debt | US | $128K | – | 0.01 |
| TMUS 2.25 11/15/31 (T-Mobile USA, Inc.) | Long | Debt | US | $335K | – | 0.04 |
| TMUS 2.55 02/15/31 (T-Mobile USA, Inc.) | Long | Debt | US | $61K | – | 0.01 |
| TMUS 2.55 02/15/31 (T-Mobile USA, Inc.) | Long | Debt | US | $18K | – | 0.00 |
| TMUS 2.625 02/15/29 (T-Mobile USA, Inc.) | Long | Debt | US | $137K | – | 0.02 |
| TMUS 2.7 03/15/32 (T-Mobile USA, Inc.) | Long | Debt | US | $48K | – | 0.01 |
| TMUS 3 02/15/41 (T-Mobile USA, Inc.) | Long | Debt | US | $140K | – | 0.02 |
| TMUS 3.3 02/15/51 (T-Mobile USA, Inc.) | Long | Debt | US | $49K | – | 0.01 |
| TMUS 3.5 04/15/25 (T-Mobile USA, Inc.) | Long | Debt | US | $89K | – | 0.01 |
| TMUS 3.75 04/15/27 (T-Mobile USA, Inc.) | Long | Debt | US | $19K | – | 0.00 |
| TMUS 3.875 04/15/30 (T-Mobile USA, Inc.) | Long | Debt | US | $936K | – | 0.11 |
| TMUS 3.875 04/15/30 (T-Mobile USA, Inc.) | Long | Debt | US | $458K | – | 0.05 |
| TMUS 5.05 07/15/33 (T-Mobile USA, Inc.) | Long | Debt | US | $350K | – | 0.04 |
| TMUS 5.15 04/15/34 (T-Mobile USA, Inc.) | Long | Debt | US | $111K | – | 0.01 |
| TPMT 2016-3 B1 (Towd Point Mortgage Trust 2016) | Long | ABS-other | GB | $184K | – | 0.02 |
| TPMT 2017-4 B2 (Towd Point Mortgage Trust) | Long | ABS-other | US | $277K | – | 0.03 |
| TPMT 2020-2 M1B (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-other | US | $190K | – | 0.02 |
| TRGP 4 01/15/32 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $19K | – | 0.00 |
| TRGP 4.2 02/01/33 (Targa Resources Corp.) | Long | Debt | US | $252K | – | 0.03 |
| TRGP 4.875 02/01/31 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $631K | – | 0.07 |
| TRGP 4.95 04/15/52 (Targa Resources Corp.) | Long | Debt | US | $53K | – | 0.01 |
| TRGP 5 01/15/28 (Targa Resources Partners LP/Targa Resources Finance Corp.) | Long | Debt | US | $108K | – | 0.01 |
| TRINITAS CLO XXV LTD FRN | Long | Debt | BM | $182K | – | 0.02 |
| TSYMP 2016-1A AR2 (TCI-Symphony CLO 2016-1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $185K | – | 0.02 |
| TURKGB 26.2 10/05/33 (Turkey (Republic of)) | Long | Debt | TR | $47K | – | 0.01 |
| TURKGB 31.08 11/08/28 (Turkey (Republic of)) | Long | Debt | TR | $13K | – | 0.00 |
| TURKGB 37 02/18/26 (Turkey (Republic of)) | Long | Debt | TR | $31K | – | 0.00 |
| TWC 5.875 11/15/40 (Spectrum Management Holding Company LLC) | Long | Debt | US | $54K | – | 0.01 |
| TWC 6.55 05/01/37 (Spectrum Management Holding Company LLC) | Long | Debt | US | $49K | – | 0.01 |
| TWC 8.375 07/15/33 (Time Warner Cable Enterprises LLC) | Long | Debt | US | $193K | – | 0.02 |
| TX PTBTRN 10 07/01/2026 (PORT BEAUMONT TEX NAV DIST) | Long | Debt | US | $193K | – | 0.02 |
| TX SANUTL 5.81 02/01/2041 (SAN ANTONIO TEX) | Long | Debt | US | $78K | – | 0.01 |
| TX TXS 5.52 04/01/2039 (TEXAS ST) | Long | Debt | US | $162K | – | 0.02 |
| TXN 1.75 05/04/30 (Texas Instruments Incorporated) | Long | Debt | US | $61K | – | 0.01 |
| TXN 2.9 11/03/27 (Texas Instruments Incorporated) | Long | Debt | US | $210K | – | 0.02 |
| TXN 3.875 03/15/39 (Texas Instruments Incorporated) | Long | Debt | US | $90K | – | 0.01 |
| TXN 4.1 08/16/52 (Texas Instruments Incorporated) | Long | Debt | US | $98K | – | 0.01 |
| TXT 3.9 09/17/29 (Textron Inc.) | Long | Debt | US | $37K | – | 0.00 |
| UAL 5.875 02/15/37 24-A (United Air Lines, Inc.) | Long | ABS-other | US | $224K | – | 0.03 |
| UBS 2.95 04/09/25 (UBS AG New York Branch) | Long | Debt | CH | $246K | – | 0.03 |
| UBS 3.7 02/21/25 MTN (UBS AG New York Branch) | Long | Debt | CH | $630K | – | 0.07 |
| UBS 4.253 03/23/28 144A (UBS Group Funding (Switzerland) AG) | Long | Debt | CH | $750K | – | 0.09 |
| UBS 4.75 08/09/24 (UBS AG New York Branch) | Long | Debt | CH | $306K | – | 0.04 |
| UBS 5 07/09/27 (UBS AG New York Branch) | Long | Debt | CH | $546K | – | 0.06 |
| UBS 5 07/09/27 (UBS AG New York Branch) | Long | Debt | CH | $251K | – | 0.03 |
| UBS 7.5 02/15/28 (UBS AG New York Branch) | Long | Debt | CH | $520K | – | 0.06 |
| UBS 7.95 01/09/25 (UBS AG New York Branch) | Long | Debt | CH | $374K | – | 0.04 |
| UBS V1.494 08/10/27 144A (UBS Group AG) | Long | Debt | CH | $186K | – | 0.02 |
| UBS V2.593 09/11/25 144A (UBS Group AG) | Long | Debt | CH | $249K | – | 0.03 |
| UBS V2.746 02/11/33 144A (UBS Group AG) | Long | Debt | CH | $168K | – | 0.02 |
| UBS V3.091 05/14/32 144A (UBS Group AG) | Long | Debt | CH | $437K | – | 0.05 |
| UBS V4.194 04/01/31 144A (UBS Group AG) | Long | Debt | CH | $238K | – | 0.03 |
| UBS V4.488 05/12/26 144A (UBS Group AG) | Long | Debt | CH | $248K | – | 0.03 |
| UBS V9.016 11/15/33 144A (UBS Group AG) | Long | Debt | CH | $801K | – | 0.09 |
| UKRAIN F 08/01/41 REGS (Ukraine (Republic of)) | Long | Debt | UA | $56K | – | 0.01 |
| UKT 4.375 07/31/54 (United Kingdom of Great Britain and Northern Ireland) | Long | Debt | GB | $2M | – | 0.18 |
| UNH 1.25 01/15/26 (UnitedHealth Group Inc.) | Long | Debt | US | $38K | – | 0.00 |
| UNH 2 05/15/30 (UnitedHealth Group Inc.) | Long | Debt | US | $35K | – | 0.00 |
| UNH 2.3 05/15/31 (UnitedHealth Group Inc.) | Long | Debt | US | $26K | – | 0.00 |
| UNH 2.75 05/15/40 (UnitedHealth Group Inc.) | Long | Debt | US | $110K | – | 0.01 |
| UNH 2.9 05/15/50 (UnitedHealth Group Inc.) | Long | Debt | US | $67K | – | 0.01 |
| UNH 3.125 05/15/60 (UnitedHealth Group Inc.) | Long | Debt | US | $72K | – | 0.01 |
| UNH 3.25 05/15/51 (UnitedHealth Group Inc.) | Long | Debt | US | $275K | – | 0.03 |
| UNH 3.7 08/15/49 (UnitedHealth Group Inc.) | Long | Debt | US | $36K | – | 0.00 |
| UNH 3.85 06/15/28 (UnitedHealth Group Inc.) | Long | Debt | US | $127K | – | 0.01 |
| UNH 3.875 08/15/59 (UnitedHealth Group Inc.) | Long | Debt | US | $126K | – | 0.01 |
| UNH 3.875 12/15/28 (UnitedHealth Group Inc.) | Long | Debt | US | $107K | – | 0.01 |
| UNH 4 05/15/29 (UnitedHealth Group Inc.) | Long | Debt | US | $157K | – | 0.02 |
| UNH 4.2 01/15/47 (UnitedHealth Group Inc.) | Long | Debt | US | $128K | – | 0.01 |
| UNH 4.2 05/15/32 (UnitedHealth Group Inc.) | Long | Debt | US | $106K | – | 0.01 |
| UNH 4.75 05/15/52 (UnitedHealth Group Inc.) | Long | Debt | US | $58K | – | 0.01 |
| UNH 4.95 05/15/62 (UnitedHealth Group Inc.) | Long | Debt | US | $36K | – | 0.00 |
| UNH 5.05 04/15/53 (UnitedHealth Group Inc.) | Long | Debt | US | $54K | – | 0.01 |
| UNH 5.75 07/15/64 (UnitedHealth Group Inc.) | Long | Debt | US | $128K | – | 0.01 |
| UNP 2.15 02/05/27 (Union Pacific Corporation) | Long | Debt | US | $113K | – | 0.01 |
| UNP 2.4 02/05/30 (Union Pacific Corporation) | Long | Debt | US | $135K | – | 0.02 |
| UNP 2.973 09/16/62 (Union Pacific Corporation) | Long | Debt | US | $99K | – | 0.01 |
| UNP 3.75 02/05/70 (Union Pacific Corporation) | Long | Debt | US | $94K | – | 0.01 |
| UNP 3.839 03/20/60 (Union Pacific Corporation) | Long | Debt | US | $121K | – | 0.01 |
| UNP 3.839 03/20/60 (Union Pacific Corporation) | Long | Debt | US | $91K | – | 0.01 |
| URUGUA 5.1 06/18/50 (Uruguay (Republic Of)) | Long | Debt | UY | $161K | – | 0.02 |
| USAACA 2.125 05/01/30 (USAA Capital Corp.) | Long | Debt | US | $132K | – | 0.02 |
| USB 1.45 05/12/25 (U.S. Bancorp.) | Long | Debt | US | $185K | – | 0.02 |
| USB V2.215 01/27/28 mtn (U.S. Bancorp.) | Long | Debt | US | $28K | – | 0.00 |
| USB V5.775 06/12/29 (U.S. Bancorp.) | Long | Debt | US | $175K | – | 0.02 |
| USB V5.836 06/12/34 (U.S. Bancorp.) | Long | Debt | US | $62K | – | 0.01 |
| V 4.3 12/14/45 (Visa Inc) | Long | Debt | US | $152K | – | 0.02 |
| V 4.3 12/14/45 (Visa Inc) | Long | Debt | US | $122K | – | 0.01 |
| VASA 2021-VASA A (VASA TRUST 2021-VASA) | Long | ABS-other | US | $383K | – | 0.04 |
| VCC 2024-1 A (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1) | Long | ABS-other | US | $91K | – | 0.01 |
| VENZ 11.95 08/05/31 (Venezuela (Republic Of)) | Long | Debt | VE | $8K | – | 0.00 |
| VICI 3.75 02/15/27 144A (Vici Properties Inc) | Long | Debt | US | $622K | – | 0.07 |
| VICI 3.875 02/15/29 144A (Vici Properties Inc) | Long | Debt | US | $211K | – | 0.02 |
| VICI 4.125 08/15/30 144A (Vici Properties Inc) | Long | Debt | US | $258K | – | 0.03 |
| VICI 4.25 12/01/26 144A (Vici Properties Inc) | Long | Debt | US | $105K | – | 0.01 |
| VICI 4.5 01/15/28 144A (Vici Properties Inc) | Long | Debt | US | $72K | – | 0.01 |
| VICI 4.625 12/01/29 144A (Vici Properties Inc) | Long | Debt | US | $812K | – | 0.09 |
| VICI 5.125 05/15/32 (VICI Properties LP) | Long | Debt | US | $784K | – | 0.09 |
| VNOM 5.375 11/01/27 144A (Viper Energy Inc.) | Long | Debt | US | $803K | – | 0.09 |
| VNOM 7.375 11/01/31 144A (Viper Energy Inc.) | Long | Debt | US | $540K | – | 0.06 |
| VODUKR 6.2 02/11/25 144A (Vfu Funding PLC) | Long | Debt | GB | $9K | – | 0.00 |
| VOOML 2009-1 SAA7 (Voyager Grnpt) | Long | ABS-other | US | $37K | – | 0.00 |
| VOYA 2017-3A A1R (Voya CLO 2017-3 Ltd/ LLC) | Long | ABS-collateralized bond/debt obligation | KY | $230K | – | 0.03 |
| VOYA 2018-2A A1 (Voya CLO Limited) | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.04 |
| VST 6 04/15/34 144A (Vistra Operations Co LLC) | Long | Debt | US | $501K | – | 0.06 |
| VZ 1.75 01/20/31 (Verizon Communications Inc.) | Long | Debt | US | $91K | – | 0.01 |
| VZ 1.75 01/20/31 (Verizon Communications Inc.) | Long | Debt | US | $58K | – | 0.01 |
| VZ 2.1 03/22/28 (Verizon Communications Inc.) | Long | Debt | US | $183K | – | 0.02 |
| VZ 2.355 03/15/32 (Verizon Communications Inc.) | Long | Debt | US | $818K | – | 0.09 |
| VZ 2.55 03/21/31 (Verizon Communications Inc.) | Long | Debt | US | $244K | – | 0.03 |
| VZ 2.625 08/15/26 (Verizon Communications Inc.) | Long | Debt | US | $10K | – | 0.00 |
| VZ 2.65 11/20/40 (Verizon Communications Inc.) | Long | Debt | US | $141K | – | 0.02 |
| VZ 3 03/22/27 (Verizon Communications Inc.) | Long | Debt | US | $29K | – | 0.00 |
| VZ 3 11/20/60 (Verizon Communications Inc.) | Long | Debt | US | $167K | – | 0.02 |
| VZ 3.15 03/22/30 (Verizon Communications Inc.) | Long | Debt | US | $83K | – | 0.01 |
| VZ 3.4 03/22/41 (Verizon Communications Inc.) | Long | Debt | US | $39K | – | 0.00 |
| VZ 3.55 03/22/51 (Verizon Communications Inc.) | Long | Debt | US | $243K | – | 0.03 |
| VZ 3.85 11/01/42 (Verizon Communications Inc.) | Long | Debt | US | $49K | – | 0.01 |
| VZ 3.875 02/08/29 (Verizon Communications Inc.) | Long | Debt | US | $29K | – | 0.00 |
| VZ 4 03/22/50 (Verizon Communications Inc.) | Long | Debt | US | $128K | – | 0.01 |
| VZ 4.125 03/16/27 (Verizon Communications Inc.) | Long | Debt | US | $59K | – | 0.01 |
| VZ 4.272 01/15/36 (Verizon Communications Inc.) | Long | Debt | US | $116K | – | 0.01 |
| VZ 4.329 09/21/28 (Verizon Communications Inc.) | Long | Debt | US | $248K | – | 0.03 |
| VZ 4.4 11/01/34 (Verizon Communications Inc.) | Long | Debt | US | $279K | – | 0.03 |
| VZ 4.5 08/10/33 (Verizon Communications Inc.) | Long | Debt | US | $298K | – | 0.03 |
| VZ 4.5 08/10/33 (Verizon Communications Inc.) | Long | Debt | US | $37K | – | 0.00 |
| WAMU 2006-AR13 1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $209K | – | 0.02 |
| WBD 3.755 03/15/27 (WarnerMedia Holdings Inc.) | Long | Debt | US | $76K | – | 0.01 |
| WBD 4.054 03/15/29 (WarnerMedia Holdings Inc.) | Long | Debt | US | $130K | – | 0.01 |
| WBD 4.279 03/15/32 (WarnerMedia Holdings Inc.) | Long | Debt | US | $95K | – | 0.01 |
| WBD 5.05 03/15/42 (WarnerMedia Holdings Inc.) | Long | Debt | US | $24K | – | 0.00 |
| WBD 5.141 03/15/52 (WarnerMedia Holdings Inc.) | Long | Debt | US | $60K | – | 0.01 |
| WBD 6.412 03/15/26 (WarnerMedia Holdings Inc.) | Long | Debt | US | $30K | – | 0.00 |
| WBOX 2019-1A A1RR (Whitebox Clo I Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.05 |
| WBOX 2020-2A A1R (WHITEBOX CLO II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $290K | – | 0.03 |
| WBOX 2021-3A A1 (WHITEBOX CLO III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $420K | – | 0.05 |
| WBOX 2023-4A A1 (WHITEBOX CLO IV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $543K | – | 0.06 |
| WCNCN 5 03/01/34 (Waste Connections Inc (CA) Inc) | Long | Debt | CA | $141K | – | 0.02 |
| WDMNT 2023-12A A1A (WOODMONT 2023-12 LP) | Long | ABS-collateralized bond/debt obligation | KY | $409K | – | 0.05 |
| WES 3.1 02/01/25 (Western Midstream Operating LP) | Long | Debt | US | $49K | – | 0.01 |
| WES 4.65 07/01/26 (Western Midstream Operating LP) | Long | Debt | US | $89K | – | 0.01 |
| WFC 3 10/23/26 (Wells Fargo & Co.) | Long | Debt | US | $77K | – | 0.01 |
| WFC 3.9 05/01/45 (Wells Fargo & Co.) | Long | Debt | US | $49K | – | 0.01 |
| WFC 4.15 01/24/29 MTN (Wells Fargo & Co.) | Long | Debt | US | $225K | – | 0.03 |
| WFC 4.3 07/22/27 GMTN (Wells Fargo & Co.) | Long | Debt | US | $267K | – | 0.03 |
| WFC 4.4 06/14/46 MTN (Wells Fargo & Co.) | Long | Debt | US | $275K | – | 0.03 |
| WFC 4.75 12/07/46 MTN (Wells Fargo & Co.) | Long | Debt | US | $114K | – | 0.01 |
| WFC V2.188 04/30/26 (Wells Fargo & Co.) | Long | Debt | US | $557K | – | 0.06 |
| WFC V2.393 06/02/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $121K | – | 0.01 |
| WFC V2.879 10/30/30 MTN (Wells Fargo & Co.) | Long | Debt | US | $226K | – | 0.03 |
| WFC V3.068 04/30/41 (Wells Fargo & Co.) | Long | Debt | US | $39K | – | 0.00 |
| WFC V3.35 03/02/33 MTN (Wells Fargo & Co.) | Long | Debt | US | $71K | – | 0.01 |
| WFC V3.584 05/22/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $289K | – | 0.03 |
| WFC V4.478 04/04/31 MTN (Wells Fargo & Co.) | Long | Debt | US | $293K | – | 0.03 |
| WFC V4.611 04/25/53 MTN (Wells Fargo & Co.) | Long | Debt | US | $290K | – | 0.03 |
| WFC V5.013 04/04/51 MTN (Wells Fargo & Co.) | Long | Debt | US | $2M | – | 0.18 |
| WFC V5.013 04/04/51 MTN (Wells Fargo & Co.) | Long | Debt | US | $48K | – | 0.01 |
| WFC V5.499 01/23/35 (Wells Fargo & Co.) | Long | Debt | US | $556K | – | 0.06 |
| WFC V6.491 10/23/34 (Wells Fargo & Co.) | Long | Debt | US | $7K | – | 0.00 |
| WFCM 2016-BNK1 B (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $249K | – | 0.03 |
| WFCM 2017-C38 A5 (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $300K | – | 0.03 |
| WMB 3.95 05/15/50 (Transcontinental Gas Pipe Line Company, LLC) | Long | Debt | US | $64K | – | 0.01 |
| WMB 4 04/01/27 (Northwest Pipeline LLC) | Long | Debt | US | $829K | – | 0.10 |
| WMB 4.6 03/15/48 (Transcontinental Gas Pipe Line Company, LLC) | Long | Debt | US | $286K | – | 0.03 |
| WMB 4.85 03/01/48 (Williams Partners L.P.) | Long | Debt | US | $35K | – | 0.00 |
| WMB 4.9 01/15/45 (Williams Partners LP / Williams Partners Finance Corporation) | Long | Debt | US | $394K | – | 0.05 |
| WMB 5.1 09/15/45 (Williams Partners L.P.) | Long | Debt | US | $129K | – | 0.01 |
| WMB 7.85 02/01/26 (Transcontinental Gas Pipe Line Company, LLC) | Long | Debt | US | $692K | – | 0.08 |
| WMB 7.85 02/01/26 (Transcontinental Gas Pipe Line Company, LLC) | Long | Debt | US | $284K | – | 0.03 |
| WMT 1.5 09/22/28 (Walmart Inc) | Long | Debt | US | $54K | – | 0.01 |
| WMT 1.8 09/22/31 (Walmart Inc) | Long | Debt | US | $34K | – | 0.00 |
| WMT 2.375 09/24/29 (Walmart Inc) | Long | Debt | US | $18K | – | 0.00 |
| WOMCHI 6.875 11/26/24 144A (Kenbourne Invest S.A.) | Long | Debt | LU | $117K | – | 0.01 |
| XEL 2.9 03/01/50 (Northern States Power Company) | Long | Debt | US | $37K | – | 0.00 |
| XEL 4 08/15/45 (Northern States Power Company) | Long | Debt | US | $37K | – | 0.00 |
| XOM 2.44 08/16/29 (Exxon Mobil Corp.) | Long | Debt | US | $219K | – | 0.03 |
| XOM 2.995 08/16/39 (Exxon Mobil Corp.) | Long | Debt | US | $28K | – | 0.00 |
| XOM 3.452 04/15/51 (Exxon Mobil Corp.) | Long | Debt | US | $266K | – | 0.03 |
| XOM 3.452 04/15/51 (Exxon Mobil Corp.) | Long | Debt | US | $224K | – | 0.03 |
| XOM 3.482 03/19/30 (Exxon Mobil Corp.) | Long | Debt | US | $114K | – | 0.01 |
| XOM 4.114 03/01/46 (Exxon Mobil Corp.) | Long | Debt | US | $17K | – | 0.00 |
| XOM 4.327 03/19/50 (Exxon Mobil Corp.) | Long | Debt | US | $9K | – | 0.00 |
| YPFDAR 9.5 01/17/31 144A (YPF Sociedad Anonima) | Long | Debt | AR | $48K | – | 0.01 |
Address
Morningstar Funds Trust
22 W. Washington Street
CHICAGO
Illinois
60602
United States of America
Directors
Barry P. Benjamin
Daniel E. Needham
Jennifer Choi
Linda D. Taylor
Theresa Hamacher
Transfer Agents
The Northern Trust Company
Pricing Services
Bloomberg Finance L.P.
SIX Financial Information AG
ICE Data Services, Inc
Markit North America, Inc
PricingDirect, Inc.
Nordic Bond Pricing AS
LONDON STOCK EXCHANGE GROUP PLC
National Securities Clearing Corporation
FIS Data Systems, Inc.
ICE Data Derivatives, Inc.
Markit Group Limited
Global Market Index Limited
VIRTU AMERICAS LLC
Vertical Management Systems, Inc.
World Markets Co
Custodians
AB SEB bankas
AO Citibank
Banco de Chile
Banco Itau Uruguay S.A.
Banco Nacional de Costa Rica
Banco Nacional de Mexico S.A.
Bank Handlowy w Warszawie S.A.
BNP Paribas SA
Citibank A.S.
Citibank del Peru S.A.
Citibank Europe plc, Greece Branch
Citibank Europe plc, Greece Branch
Citibank Europe PLC, Hungarian Branch Office
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank, N.A.
Cititrust Colombia
Credit Suisse (Switzerland) Ltd
Euroclear Bank S.A./N.V.
Euroclear Bank S.A./N.V.
First Abu Dhabi Bank P.J.S.C, Oman Branch
HSBC Bank (Taiwan) Limited
HSBC Bank (Vietnam) Ltd
HSBC Bank Australia Limited
HSBC Bank Malaysia Berhad
HSBC Bank Oman SAOG
Landsbankinn hf
Royal Bank of Canada
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Societe Generale Marocaine de Banques
Stanbic IBTC Bank Plc
Standard Bank Namibia Ltd
Standard Bank of South Africa Limited
Standard Bank of South Africa Limited
Standard Chartered Bank Ghana PLC
Standard Chartered Bank Limited
Standard Chartered Bank Zambia plc
Standard Chartered Bank
Swedbank AS
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Ltd.
The Hongkong & Shanghai Banking Corporation Ltd
The Hongkong and Shanghai Banking Corporation Limited
The Hongkong and Shanghai Banking Corporation Limited
The Northern Trust Company of Saudi Arabia (TNTCOSA)
The Northern Trust Company, Canada
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company
UBS SWITZERLAND AG
UniCredit Bank Austria A.G
UniCredit Bank Czech Republic and Slovakia, a. s
UniCredit Bank Serbia JSC
Zagrebacka Banka d.d.
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Standard Chartered Bank Cote d'Ivoire SA
Shareholder Servicing Agents
The Northern Trust Company
Admins
The Northern Trust Company
Brokers
INSTINET, LLC
BARCLAYS CAPITAL INC.
MORGAN STANLEY & CO. INTERNATIONAL PLC
GOLDMAN SACHS & CO. LLC
Mischler Financial Group, Inc.
Merrill Lynch, Pierce, Fenner & Smith In
J.P. Morgan Securities LLC
JONESTRADING INSTITUTIONAL SERVICES LLC
RAYMOND JAMES AND ASSOCIATES
J.P. Morgan Securities PLC