JMTG ETF largest holding is VMVXX at 3.73% as of Aug 7, 2026

$49.60

AUM$6.9B

TER0.24%

Holdings2,589

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JMTG ETF largest holding is VMVXX at 3.73% as of Aug 7, 2026

$49.60

JPMorgan Mortgage-Backed Securities ETF

AUM$6.9B

TER0.24%

Holdings2,589

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Overview Performance Chart Dividends Top Holdings All Holdings Sectors Geography Similar Compare Overlap

VMVXX is JMTG's largest holding at 3.73% of the fund as of Aug 7, 2026. JMTG is JPMorgan Mortgage-Backed Securities ETF.

Showing top 50 of 2,116 holdings · as of Aug 7, 2026

JMTG holdings, by weight
#	Ticker	Name	Weight	Cumulative	Shares	Mkt value	Sector	Industry
1	VMVXX	JPMorgan Prime Money Market Fund, Class ImFinancials · Capital Markets	3.73%	3.7%	260,853,568	$260.91M	Financials	Capital Markets
2	Debt	Jacksonville Housing Finance Authority	1.04%	4.8%	88,100,000	$72.37M	-	-
Sector and industry · Pro
3	Debt	Saudi International Bond	0.97%	5.7%	70,000,000	$67.93M
4	—	United 3.625% 08/43	0.68%	6.4%	57,339,000	$47.34M
5	—	Umbs Mortpass 2.5% 10/51 2.5	0.62%	7.0%	52,163,654	$43.59M
6	—	Fnma-Aces Var 07/35	0.58%	7.6%	48,330,000	$40.60M
7	—	Spdr S+P 500 Etf Trust	0.52%	8.1%	42,100,000	$36.35M
8	—	Umbs Mortpass 2.5% 08/50 2.5	0.48%	8.6%	40,172,251	$33.42M
9	—	Gnma Ii 2.5% 01/53	0.45%	9.1%	37,107,356	$31.25M
10	—	Fnma-Aces Var 01/33	0.44%	9.5%	36,598,960	$30.63M
11	—	Bcap Llc Trust 0% 09/27	0.41%	9.9%	28,381,002	$28.41M
12	—	Cfin 2022-Rtl1 0% 08/27 0	0.37%	10.3%	26,025,971	$25.99M
13	—	Triad Holdings 0% 04/52 0	0.31%	10.6%	21,511,466	$21.73M
14	—	Cocoa Future Jul26 Ifus 20260716	0.31%	10.9%	24,862,693	$21.73M
15	—	Fnma 1.095% 09/30	0.30%	11.2%	23,534,422	$20.63M
16	—	Federal National Mortgage Association 3% Due 07/01/2052 2.53 2029-05-01	0.30%	11.5%	22,120,932	$20.98M
17	Debt	Calplant I Llc	0.29%	11.8%	20,370,984	$20.00M
18	—	Fnma-Aces Var 09/31	0.29%	12.1%	23,600,000	$20.56M
19	Debt	Oracle Corp	0.29%	12.4%	24,388,071	$20.49M
20	—	Forward Foreign Currency Contract	0.29%	12.7%	21,407,000	$20.22M
21	—	Fnma-Aces Var 04/32	0.28%	12.9%	22,730,000	$19.90M
22	—	Gnma Ii 2.5% 03/56	0.28%	13.2%	22,953,268	$19.37M
23	—	United 1.125% 05/40	0.27%	13.5%	31,000,000	$19.10M
24	—	Umbs Mortpass 4% 07/52 4	0.27%	13.8%	20,733,108	$19.14M
25	—	Umbs Mortpass 3% 12/51 3	0.26%	14.0%	20,533,992	$17.83M
26	—	Umbs Mortpass 5% 01/55 5	0.26%	14.3%	18,275,216	$17.92M
27	—	Fnma Mortpass 2.5% 06/62	0.26%	14.5%	22,401,418	$17.99M
28	Debt	Home Depot Inc/The	0.26%	14.8%	19,222,400	$18.51M
29	—	Sold AUD Bought USD 20260402	0.25%	15.1%	20,203,000	$17.42M
30	—	Umbs Mortpass 2.5% 02/52 2.5	0.25%	15.3%	20,486,565	$17.16M
31	—	Umbs Mortpass 2% 08/50 2	0.25%	15.6%	22,200,604	$17.68M
32	—	Umbs Mortpass 6% 05/53 6	0.24%	15.8%	16,682,229	$17.06M
33	—	Cds Softbank Group Corp	0.24%	16.0%	18,185,282	$16.84M
34	—	Currency Contract - Sold Eur	0.23%	16.3%	15,580,000	$15.92M
35	—	Umbs Mortpass 2.5% 04/52 2.5	0.23%	16.5%	19,085,464	$15.91M
36	—	Bamll Re-Remic Var 02/51	0.23%	16.7%	17,316,000	$16.33M
37	—	Colombia (Republic Of) 11.5% Jul 25, 2046	0.23%	17.0%	18,900,000	$16.29M
38	—	Gnma 2026-103 Flt 06/56	0.22%	17.2%	16,981,066	$15.36M
39	—	1661 Inc D/B/A Goat Ser F Cvt Pfd Stock	0.22%	17.4%	17,086,178	$15.70M
40	—	Deephaven Step 10/55	0.22%	17.6%	15,128,432	$15.04M
41	—	Umbs Mortpass 2.5% 03/52 2.5	0.22%	17.8%	18,732,795	$15.45M
42	—	Umbs Mortpass 3% 03/52 3	0.22%	18.1%	17,949,343	$15.52M
43	—	Gnma Ii Mortpass 4% 07/65	0.22%	18.3%	16,592,922	$15.23M
44	—	Brean Asset 4.25% 01/66	0.22%	18.5%	16,000,000	$15.38M
45	Debt	Prpm Llc	0.21%	18.7%	18,514,850	$14.68M
46	—	Fnma Mortpass 1.98% 01/32	0.21%	18.9%	16,418,000	$14.38M
47	—	Moo Var 12/65	0.21%	19.1%	15,000,000	$14.43M
48	—	Fhlmc Remics Flt 04/56	0.21%	19.3%	16,439,273	$14.94M
49	—	United States 2.25% 02/52	0.21%	19.5%	25,000,000	$14.41M
50	—	Alphabet Inc 4% May 06, 2054	0.21%	19.8%	14,900,000	$14.88M
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Not reported for this fund: share changes.

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JMTG ETF All Holdings

JMTG holdings total 2589 positions. The top 10 holdings account for 9.5% of the fund, led by Jpmorgan Prime Money Market Fund, Class Im at 3.7%, Jacksonville Housing Finance Authority 3.15 01/01/2046 at 1.0%, Saudi International Bond 4.5 10/26/2046 at 1.0%.

JMTG portfolio concentration is well-diversified, with the top 10 representing 9.5% of total assets. The largest sector exposure is Financials at 25.2%.

JMTG sectors provide a detailed breakdown. JMTG overlap shows how holdings compare to other funds in your portfolio.

Compare JMTG

JMTG vs SPY JMTG vs QQQ JMTG vs VOO JMTG vs VTI JMTG vs IVV JMTG vs SCHD JMTG vs VYM JMTG vs VXUS

JMTG ETF Holdings

2116 of 2589 holdings

Sector

Industry

Sort By

1
Jpmorgan Prime Money Market Fund, Class Im
VMVXXFinancials
3.73%
2
Jacksonville Housing Finance Authority 3.15 01/01/2046
Other
1.04%
3
Saudi International Bond 4.5 10/26/2046
Other
0.97%
4
United 3.625% 08/43
Other
0.68%
5
Umbs Mortpass 2.5% 10/51 2.5
Other
0.62%
6
Fnma-Aces Var 07/35
Other
0.58%
7
Spdr S+P 500 Etf Trust
Other
0.52%
8
Umbs Mortpass 2.5% 08/50 2.5
Other
0.48%
9
Gnma Ii 2.5% 01/53
Other
0.45%
10
Fnma-Aces Var 01/33
Other
0.44%
11
Bcap Llc Trust 0% 09/27
Other
0.41%
12
Cfin 2022-Rtl1 0% 08/27 0
Other
0.37%
13
Triad Holdings 0% 04/52 0
Other
0.31%
14
Cocoa Future Jul26 Ifus 20260716
Other
0.31%
15
Fnma 1.095% 09/30
FN BL8177Financials
0.30%
16
Federal National Mortgage Association 3% Due 07/01/2052 2.53 2029-05-01
FN BS5292Financials
0.30%
17
Calplant I Llc 9.5 12/31/2049
Other
0.29%
18
Fnma-Aces Var 09/31
Other
0.29%
19
Oracle Corp 6.125 08/03/2065
Other
0.29%
20
Forward Foreign Currency Contract
Other
0.29%
21
Fnma-Aces Var 04/32
Other
0.28%
22
Gnma Ii 2.5% 03/56
Other
0.28%
23
United 1.125% 05/40
Other
0.27%
24
Umbs Mortpass 4% 07/52 4
Other
0.27%
25
Umbs Mortpass 3% 12/51 3
FN FS0213Financials
0.26%
26
Umbs Mortpass 5% 01/55 5
FR RJ3247Financials
0.26%
27
Fnma Mortpass 2.5% 06/62
Other
0.26%
28
Home Depot Inc/The 3.13 12/15/2049
Other
0.26%
29
Sold AUD Bought USD 20260402
Other
0.25%
30
Umbs Mortpass 2.5% 02/52 2.5
FR SD4951Financials
0.25%
31
Umbs Mortpass 2% 08/50 2
FR SI2081Financials
0.25%
32
Umbs Mortpass 6% 05/53 6
Other
0.24%
33
Cds Softbank Group Corp
Other
0.24%
34
Currency Contract - Sold Eur
Other
0.23%
35
Umbs Mortpass 2.5% 04/52 2.5
FR SL0527Financials
0.23%
36
Bamll Re-Remic Var 02/51
Other
0.23%
37
Colombia (Republic Of) 11.5% Jul 25, 2046
Other
0.23%
38
Gnma 2026-103 Flt 06/56
Other
0.22%
39
1661 Inc D/B/A Goat Ser F Cvt Pfd Stock
Other
0.22%
40
Deephaven Step 10/55
Other
0.22%
41
Umbs Mortpass 2.5% 03/52 2.5
FN FS7942Financials
0.22%
42
Umbs Mortpass 3% 03/52 3
Other
0.22%
43
Gnma Ii Mortpass 4% 07/65
Other
0.22%
44
Brean Asset 4.25% 01/66
Other
0.22%
45
Prpm Llc 4.500 02/25/2055 4.5 2055-02-25
Other
0.21%
46
Fnma Mortpass 1.98% 01/32
FN BS4315Financials
0.21%
47
Moo Var 12/65
Other
0.21%
48
Fhlmc Remics Flt 04/56
Other
0.21%
49
United States 2.25% 02/52
Other
0.21%
50
Alphabet Inc 4% May 06, 2054
Other
0.21%
51
Rft 2024-2 Step 09/28
Other
0.21%
52
Fx Forwards
Other
0.21%
53
Bamll Re-Remic Var 07/50
Other
0.21%
54
Nibc Bank 3.5% 06/05/30
Other
0.21%
55
Gnma Ii 2.5% 05/53
Other
0.20%
56
10048798.Srdsq 6.69 2027-05-07
Other
0.20%
57
Gnma 2024-197 Bn 3% 05/51
Other
0.20%
58
Umbs Mortpass 5% 12/54 5
Other
0.20%
59
Umbs Mortpass 3.5% 05/52 3.5
FN FS6323Financials
0.20%
60
Gnma Ii 3.5% 10/51 3.5
G2 CD0477Financials
0.20%
61
Gnma Ii 3.5% 07/65
Other
0.20%
62
Umbs Mortpass 3% 04/52 3
Other
0.19%
63
Irs EUR 2.78000 05/02/24-5Y Lch
Other
0.19%
64
United 3.625% 02/53
Other
0.19%
65
Gnma Ii 2.5% 10/55
Other
0.19%
66
Banco Bilbao Vizcaya Argentaria Sa 6.875% 12/13/2030 6.875 2030-12-13
Other
0.19%
67
Freddie Mac Gold Pool 7.50 2/1/2032
Other
0.19%
68
Umbs Mortpass 2.5% 07/51 2.5
Other
0.19%
69
Umbs Mortpass 3% 06/52 3
Other
0.19%
70
Umbs Mortpass 2.5% 01/52 2.5
Other
0.19%
71
Red Barn Metropolitan District Limited Tax General Obligation Bonds 7.875 12/15/2055
Other
0.19%
72
Sold ILS Bought USD 20260406
Other
0.19%
73
Bamll Re-Remic 0% 11/51
Other
0.19%
74
Queensland Treasury Corp 4.5 08-22-2035
Other
0.19%
75
Unitedhealth Group Inc Sr Unsecured 07/64 5.75
Other
0.19%
76
Fhlmc Var 01/33
Other
0.18%
77
Massachusetts Development Finance Agency 5 02/15/2027
Other
0.18%
78
Progress 3.93% 02/41
Other
0.18%
79
Cdx Itraxx Xov44 5Y 35-100% Sp Bps
Other
0.18%
80
Guinness Partner 4 52894 2044-10-24
Other
0.18%
81
Umbs Mortpass 3% 07/52 3
FN FS8820Financials
0.18%
82
Bofas Re-Remic Var 07/52
Other
0.18%
83
Gnma 2023-43 B 4% 12/49
GNR 2023-43 BFinancials
0.18%
84
Zoetis Inc 3 05/15/2050
Other
0.18%
85
Umbs Mortpass 3.5% 02/50
FR RA2272Financials
0.17%
86
Umbs Mortpass 3% 01/52 3
Other
0.17%
87
Moo Var 03/66
Other
0.17%
88
Olympus Water Us Holding Corp 7.25 06/15/2031
Other
0.17%
89
Square 4.52 2027-02-01
Other
0.17%
90
Aep Texas, Inc. 3.950 06/01/2028 3.95 2028-06-01
Other
0.17%
91
HKD/USD Fwd 20260318
Other
0.17%
92
Renew 2023-1 5.9% 11/58
Other
0.17%
93
Sop
Other
0.17%
94
UK CONV GILT RegS 4.25% Jul 31, 2034
Other
0.16%
95
Ubs Ag Stamford Ct Sr Unsecured 03/29 Var
Other
0.16%
96
Huntington Ingalls Industries Inc 4.2 05/01/2030
Other
0.16%
97
Fnma Mortpass 3.8% 09/32
Other
0.16%
98
Fedex Corp 2.4 05/15/2031
Other
0.16%
99
Progress 4.55% 04/27
Other
0.16%
100
Umbs Mortpass 4% 12/54
Other
0.16%
101
Rwc 5.007% 06/40
Other
0.16%
102
Gnma Ii 3.5% 11/51 3.5
G2 CI0077Financials
0.16%
103
Gnma Ii Flt 11/71
G2 CJ9640Financials
0.16%
104
Gnma Ii 4.5% 03/52 4.5
Other
0.16%
105
Bridge 4.3% 08/40 4.3
BRDGE 2024-SFR1 BFinancials
0.16%
106
Fnma Mortpass 2.5% 04/64 2.5
FN BF0802Financials
0.16%
107
Nexstar M 6.5% 09/15/33
Other
0.16%
108
Umbs Mortpass 2% 05/51
Other
0.16%
109
Fhlmc Remics 2% 09/51
Other
0.16%
110
J.P. Morgan Securities Llc Tri Party 2026-04-01
Other
0.16%
111
Chicago O'Hare International Airport Revenue Bonds 10.3704 01/01/2053
Other
0.16%
112
Gnma 2025-105 Flt 06/55
Other
0.16%
113
Sell U S Dollar - Buy Swiss Franc
Other
0.15%
114
Elevance Health Inc 5.15 06/15/2029
Other
0.15%
115
Nisource Inc Sr Unsecured 04/34 5.35
Other
0.15%
116
Irs PLN 4.68500 12/02/30-5Y Cme
Other
0.15%
117
Forward Foreign Currency Contract
Other
0.15%
118
Nmabs Issuer 5.14% 11/55
Other
0.15%
119
Archwest Step 04/41
Other
0.15%
120
Dlic Re-Remic Var 12/52
Other
0.15%
121
Umbs Mortpass 3% 09/51 3
Other
0.15%
122
Fnma Mortpass 3.5% 12/54 3.5
FN BF0491Financials
0.15%
123
Fnma Mortpass 3.03% 11/30 3.03
FN BS5389Financials
0.15%
124
Umbs Mortpass 3% 02/52 3
Other
0.15%
125
Bought NOK Sold USD 20260617
Other
0.15%
126
EUR260911
Other
0.15%
127
Ares Capital Corp 5.25 04/12/2031 5.25 2031-04-12
Other
0.15%
128
Purchased USD / Sold GBP
Other
0.15%
129
Fswp: HUF 6.550000 19-Mar-2030 Bub
Other
0.15%
130
Team Health Holdings Inc 9 06/30/2028
Other
0.15%
131
Psa Trust Var 08/31
Other
0.15%
132
Fnma Mortpass 1.67% 07/31
Other
0.15%
133
Fhlmc Seasoned 3% 10/62
Other
0.15%
134
Forward Foreign Currency Contract
Other
0.14%
135
Sold NZD Bought USD 20260402
Other
0.14%
136
Tvs Motor Co Ltd
Other
0.14%
137
Ej 6.366 10Oct41
Other
0.14%
138
Currency Contract - USD
Other
0.14%
139
Vmobo Inc 7.46% 07/27
Other
0.14%
140
Cds Cmbx.Na.Aaa.18
Other
0.14%
141
Siriuspoint Ltd Sr Unsecured 04/29 7
Other
0.14%
142
Crown Castle Inc
Other
0.14%
143
Center Street Step 12/30
Other
0.14%
144
Sold PEN Bought USD 20270115
Other
0.14%
145
31750Sck9 Pimco Fxvan Put USD KRW 1350.0000000
Other
0.14%
146
Umbs Mortpass 5% 07/53
Other
0.14%
147
JPY Fwd Sale To USD 5/18/2026
Other
0.14%
148
Forward Foreign Currency Contract
Other
0.14%
149
Umbs Mortpass 2% 02/51
Other
0.14%
150
Brean Asset 5% 01/65
Other
0.14%
151
Oklahoma Industries Authority 5 04/01/2029
Other
0.14%
152
OIS
Other
0.14%
153
Fncl Umbs 3.0 Ca5731 05-01-50
FN CA5731Financials
0.14%
154
Umbs Mortpass 3% 05/52 3
FN FS7204Financials
0.14%
155
Us Treasury N/B 11/44 3
Other
0.14%
156
Piper Abs 5.288% 01/46
Other
0.14%
157
Bofas Re-Remic Var 05/51
Other
0.14%
158
Fnma Mortpass 4% 08/59 4
FN BM7404Financials
0.14%
159
Bofas Re-Remic Var 11/51
Other
0.13%
160
Umbs Mortpass 5% 11/54 5
Other
0.13%
161
Mpire2025Mffrn13Sep30144A 2030-09-13
Other
0.13%
162
Umbs Mortpass 2% 02/52
Other
0.13%
163
Sfo Commerical Mortgage Trust 5.19048 05/15/2038
Other
0.13%
164
206803063.Srdlc
Other
0.13%
165
Cps Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030
Other
0.13%
166
Umbs Mortpass 2.5% 09/50 2.5
Other
0.13%
167
Fnma Mortpass 2.37% 12/36 2.37
FN BS4040Financials
0.13%
168
Fnma Mortpass 2.84% 04/32 2.84
FN BS5259Financials
0.13%
169
Fnma 4.275% 09/30 4.275
FN BS8426Financials
0.13%
170
Umbs Mortpass 2.5% 05/52 2.5
Other
0.13%
171
Gnma Ii Mortpass 3% 02/54 3
G2 MA9483Financials
0.13%
172
Gnma Ii Mortpass 4% 12/47 4
G2 BE4662Financials
0.13%
173
Gnma Ii Flt 12/71
G2 CJ7149Financials
0.13%
174
Gnma 2024-64 Zero 04/64 0
Other
0.13%
175
Jonah Energy Abs Llc, Series 2022-1, Class B 7.625 2039-08-10
JONAH 2022-1 BEnergy
0.13%
176
Rfm Reremic Zero 11/52 0
RFM 2024-FRR2 A100Financials
0.13%
177
Aes Puerto Rico Inc 12/31/2079
Other
0.13%
178
Softbank Group Corp.
Other
0.13%
179
Bank Of America Corp 3.59 07/21/2028
Other
0.13%
180
31750Riv1 Pimco Fxvan Call USD HKD 7.80000000
Other
0.13%
181
Options
Other
0.13%
182
Square 4.53 2027-07-12
Other
0.13%
183
FX Forward: HUF/USD settle 2021-03-04
Other
0.13%
184
Goodgreen 6.287% 07/56
Other
0.13%
185
211612188.Srdlc
Other
0.13%
186
GBP/USD Fwd 20260916
Other
0.13%
187
SW Finance I PLC 7.75 10/31/2031
Other
0.13%
188
Bought IDR Sold USD 20260610
Other
0.13%
189
Alterna Funding Iii Llc 6.260%, 05/16/39
Other
0.13%
190
Gnma Ii 3.5% 08/65
Other
0.13%
191
Bought BRL Sold USD 20260402
Other
0.13%
192
Bx Trust, Series 2024-Fnx, Class B, (1-Month Usd Cme Term Sofr + 1.742%) 5.414% 11/15/2041
Other
0.13%
193
Sold PEN Bought USD 20261217
Other
0.12%
194
Moo Var 06/66
Other
0.12%
195
Fhlmc Remics Flt 07/56
Other
0.12%
196
Fnma-Aces Var 07/35
Other
0.12%
197
Stacr 2022-Dna3 M1B 06.9718 04/25/2042
Other
0.12%
198
Nibc Bank 3.5% 06/05/30
Other
0.12%
199
Transdigm Inc 6.13 07/31/2034
Other
0.12%
200
San Mateo Cnty Calif Transn Auth Sales Tax Rev Var 01-Jun-2049
Other
0.12%
201
3 Month Sofr Fut Mar27 Xcme 20270615
Other
0.12%
202
Deephaven Step 03/61
Other
0.12%
203
Umbs Mortpass 4% 04/52
Other
0.12%
204
Planet Financial Group Company Guar 144A 12/29 10.5
Other
0.12%
205
Oleoducto Central Sa 4.00% 7/14/2027
Other
0.12%
206
317U9Y3A4 Pimco Fppswaption 4.485 Put USD
Other
0.12%
207
Energean Israel Finance Ltd 5.38% Mar 30, 2028
Other
0.12%
208
American Express Co 5.532 04/25/2030
Other
0.12%
209
Japan Gov 3.4% 03/20/46
Other
0.12%
210
Fhlmc Seasoned 3.5% 05/57
Other
0.12%
211
Gnma Ii Mortpass 4% 11/65
Other
0.12%
212
Gnma Ii Flt 08/71
G2 CG8187Financials
0.12%
213
Gnma Ii 4.5% 05/54 4.5
G2 DC4164Financials
0.12%
214
Fremf 2020-Khg2 Var 02/30
Other
0.12%
215
Fnma Mortpass 3.72% 08/32
Other
0.12%
216
Umbs Mortpass 3.5% 01/52
Other
0.12%
217
L3542487.SRDUP
Other
0.12%
218
Synthetic Cash - Tbam USD
Other
0.12%
219
Seasoned 4.25% 06/65
Other
0.12%
220
Square 5.67 2026-11-06
Other
0.12%
221
Fnma Mortpass 4.38% 12/32 4.38
FN BS8052Financials
0.12%
222
Umbs Mortpass 4.5% 03/53
Other
0.12%
223
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 2.5 2060-05-25
SCRT 2020-3 MTUFinancials
0.12%
224
Fnma Mortpass 1.88% 10/33 1.88
FN BS3445Financials
0.11%
225
Fnma Mortpass 2.04% 01/34 2.04
FN BS4163Financials
0.11%
226
Fnma Mortpass 2.54% 05/32 2.54
FN BS5231Financials
0.11%
227
Fnma Mortpass 2.86% 04/34 2.86
FN BS5237Financials
0.11%
228
Umbs Mortpass 3.5% 03/52 3.5
FN BV3269Financials
0.11%
229
Gnma Ii 3.5% 01/51 3.5
G2 CB4504Financials
0.11%
230
Bofas Re-Remic Var 12/53
Other
0.11%
231
Bofas Re-Remic Var 04/54
Other
0.11%
232
Cascade Mh Var 11/56
CMHAT 2024-MH1 M1Financials
0.11%
233
Umbs Mortpass 3% 10/49
FR SI2041Financials
0.11%
234
Fnma Mortpass 2.75% 02/32 2.75
FN AN3104Financials
0.11%
235
Fannie Mae Pool 4 2056-07-01
FN BF0125Financials
0.11%
236
Fnma Mortpass 4% 12/61 4
FN BF0582Financials
0.11%
237
Wells Fargo Commercial Mortgage Trust 5.186 10/15/2058 5.186 2058-10-15
Other
0.11%
238
Fx Forward Contract: USD/PEN Settle 2026-06-17
Other
0.11%
239
Vonovia Se 2.75 50486 2038-03-22
Other
0.11%
240
Achm Trust Var 08/56
Other
0.11%
241
New Step 09/39
Other
0.11%
242
Walmart Inc Sr Unsecured 04/30 4
Other
0.11%
243
De 5.45 01/16/35
Other
0.11%
244
Illinois Finance Authority 4 10/01/2050
Other
0.11%
245
Fnma Mortpass 1.82% 09/33
Other
0.11%
246
Eagle Point 1L Ddtl Funded 7.5 2028-03-31
Other
0.11%
247
Square 6.07 2027-08-17
Other
0.11%
248
Fhlmcgld 3.45% 08/32
Other
0.11%
249
Umbs Mortpass 5% 10/52
Other
0.11%
250
Tri-Party Nomura Securities Intern 0.62 % 08/10/2026
Other
0.11%
251
Prpm 2024-Rpl1 Step 12/64
Other
0.11%
252
Corporate Term Loan
Other
0.11%
253
Fnma Mortpass 3.75% 09/32
Other
0.11%
254
Sold CLP Bought USD 20260617
Other
0.11%
255
T-Mobile Usa Inc 2.5500% Mat 02/15/2031 2.55 2031-02-15
Other
0.11%
256
Gam Re-Remic Zero 11/50
Other
0.11%
257
Struciti9638Podsc14Aug56
Other
0.11%
258
Blue Marlin Therapeutics Common Stock Pp
Other
0.11%
259
USD/CHF Fwd 20260424 Wfbius6W
Other
0.11%
260
Ois Recfix USD 3.186% 05-09-23/05-09-30 Lch
Other
0.10%
261
Amsr 3.775% 04/43
Other
0.10%
262
Fnma Mortpass 2.62% 04/32
Other
0.10%
263
Progress 3.555% 04/42
Other
0.10%
264
Notes Variable Flt 12/28
Other
0.10%
265
Bought BRL Sold USD 20260602
Other
0.10%
266
Australian Dollar
Other
0.10%
267
Fnma-Aces Var 01/33
Other
0.10%
268
Bought PLN Sold USD 20260415
Other
0.10%
269
Fhlmc Remics Flt 08/56
Other
0.10%
270
Fhlmc 3.25% 11/61
Other
0.10%
271
Katy Tex Indpt 5% 02/49
Other
0.10%
272
31750Sc60 Pimco Cdsopt Put USD 102.32812500 20
Other
0.10%
273
Ineos Us Finance Llc,0,02/07/2031
Other
0.10%
274
Euro(Fgbm) Bobl Futures
Other
0.10%
275
Entain Holdings Gibralta 5.95074 2029-10-31
Other
0.10%
276
Republic Of 8.7% 02/39 8.70 % 02/26/2039
Other
0.10%
277
Square 5.45 2026-03-04
Other
0.10%
278
Purchased Usd / Sold Jpy
Other
0.10%
279
Square 4.54 2027-06-12
Other
0.10%
280
Fnma Mortpass 3.5% 12/62
Other
0.10%
281
AITX FINCO LLC SERIES C NOTES
Other
0.10%
282
Mauser Packaging Solutions Holding Co 9.25 04/15/2030
Other
0.10%
283
Gnma 2026-108 Flt 06/56
Other
0.10%
284
Gnma Ii Var 01/73
Other
0.10%
285
Sold ILS Bought USD 20260505
Other
0.10%
286
City Of New York Ny 3.25 10/01/2042
Other
0.10%
287
Thermo Fisher Scientific Finance I Bv
Other
0.10%
288
Seasoned 3.25% 06/65
Other
0.10%
289
National Australia Bank Ltd Mtn Regs 5.77 Jul 30, 2040 5.77 2040-07-30
Other
0.10%
290
Whatabrands Llc Aka Whataburger 07/30/2033
Other
0.10%
291
Csmc 4.1846% 09/37
Other
0.10%
292
Gnma Ii Mortpass 3% 03/52 3
G2 CM2170Financials
0.10%
293
Gnma Ii 6.5% 09/55 6.5
Other
0.10%
294
Gnma 2020-121 1.5% 08/60
GNR 2020-121 BFinancials
0.10%
295
Gnma 2023-89 Qs Flt 06/53
Other
0.10%
296
Woodward Capital Management Rckt 2026 Ces2 A1A 144A
Other
0.10%
297
Towd Point Var 02/63
Other
0.10%
298
Fnma Mortpass 3.76% 09/32 3.76
FN BS6331Financials
0.10%
299
Fnma Mortpass 4.67% 06/33 4.67
FN BS8204Financials
0.10%
300
Fnma Mortpass 5.25% 01/32 5.25
FN BZ2402Financials
0.10%
301
Gnma Ii Mortpass 4% 10/47 4
G2 BD3185Financials
0.10%
302
Umbs Mortpass 3.5% 06/52 3.5
FR SD5756Financials
0.10%
303
Fnma Mortpass 4% 09/63 4
FN BF0767Financials
0.10%
304
Umbs Mortpass 2.5% 11/50 2.5
Other
0.09%
305
Fnma Mortpass 3.21% 11/37 3.21
FN AN7345Financials
0.09%
306
Gnma Ii Mortpass 3% 01/52 3
G2 CI0092Financials
0.09%
307
Gnma Ii 5.5% 11/55
Other
0.09%
308
Gnma 2023-89 Sc Flt 06/53
Other
0.09%
309
Towd Point Var 02/59
TPMT 2019-3 M2Financials
0.09%
310
Westgate 6.08% 10/39
Other
0.09%
311
Bl Train Holdings West Llc 11/26/2035
Other
0.09%
312
Umbs Mortpass 5.5% 03/53
Other
0.09%
313
Moo 4.75% 07/66
Other
0.09%
314
Us 5Yr Note (Cbt) Jun26
Other
0.09%
315
E-470 Public Highway Authority 09/01/2039
Other
0.09%
316
Morgan St Vrn 04/20/29
Other
0.09%
317
Irs Mxn
Other
0.09%
318
Fnma Mortpass 4.61% 11/30
Other
0.09%
319
Fnma Mortpass 2.13% 01/32 2.13
FN BS4142Financials
0.09%
320
Fnma Mortpass 5.11% 12/32
FN BS7182Financials
0.09%
321
Fnma Mortpass 4.36% 12/32
FN BS7001Financials
0.09%
322
Fnma Mortpass 4.66% 01/31 4.66
FN BS8379Financials
0.09%
323
Fnma Mortpass 4.39% 08/34
FN BS8440Financials
0.09%
324
Umbs Mortpass 3.5% 04/52 3.5
Other
0.09%
325
Umbs Mortpass 4% 09/52 4
FN CB4608Financials
0.09%
326
Japan Bank Coop
Other
0.09%
327
Fnma Mortpass 4.45% 12/32
Other
0.09%
328
Slg Office 2.85061% 07/41
Other
0.09%
329
Fnma Mortpass 5.5% 09/56
Other
0.09%
330
Harris County Cultural Education Facilities Finance Corp 5 12/01/2029
Other
0.09%
331
Lower Colorado River Authority 5 05/15/2054
Other
0.09%
332
Us 2Yr Note (Cbt) Sep26
Other
0.09%
333
AUDacy Special Warrants * *
Other
0.09%
334
Forward Foreign Currency Contract
Other
0.09%
335
Energean Israel Finance Ltd 5.38% Mar 30, 2028
Other
0.09%
336
USD/Egp Fwd 20260512 Citigb2L
Other
0.09%
337
Irs GBP
Other
0.09%
338
Bank Commercial Mortgage Trust, Series 2024-5Yr8, Class A3, 5.884% 8/15/2057
Other
0.09%
339
Gnma Ii Mortpass 4% 01/52
Other
0.09%
340
Corevest Var 12/27
Other
0.09%
341
Fhlmc Remics Flt 07/56
Other
0.09%
342
Fnma Mortpass 4.53% 04/33
Other
0.09%
343
Gnma Ii 2.5% 07/52
Other
0.09%
344
Irs Payfix EUR 2.2592% 03-05-25/03-05-30 Lch
Other
0.09%
345
Ginnie Mae I Pool 5 09/15/2033
Other
0.09%
346
Fnma Mortpass 1.87% 05/31
Other
0.09%
347
Fw5580331.Srdup
Other
0.09%
348
Verisk Analytics Inc 4.13 03/15/2029
Other
0.09%
349
Progress 3.567% 12/40
Other
0.09%
350
Usd/inr Forward
Other
0.09%
351
Fmc Gmsr Issuer Var 10/26
Other
0.09%
352
USD/EUR Spot 20260803 10
Other
0.09%
353
Bought IDR Sold USD 20260610
Other
0.09%
354
Umbs Mortpass 2.5% 05/51
Other
0.09%
355
Olit 2025-Hb2 Var 11/38
Other
0.09%
356
Square 6.46 2027-08-15
Other
0.09%
357
Gnma Ii Mortpass 3% 07/52
Other
0.09%
358
Bought TRY Sold USD 20260505
Other
0.09%
359
Crelan Home Loan 1.375 2033-04-18
Other
0.09%
360
IRS EUR 3.14800 11/20/23-10Y LCH
Other
0.09%
361
Forward Foreign Currency Contract
Other
0.09%
362
Washington Health Care Facilities Authority 5 10/01/2028
Other
0.09%
363
Fhlmc 3.25% 11/61
Other
0.09%
364
Hinnt 2024-A 6.32% 03/43
Other
0.08%
365
Citizens Financial Group Sr Unsecured 07/32 Var
Other
0.08%
366
Forward Foreign Currency Contract
Other
0.08%
367
Microsoft Corp Sr Unsecured 06/39 5.2
Other
0.08%
368
Fremf 2019-K98 Var 10/52
Other
0.08%
369
Rwc 5.256% 06/40
Other
0.08%
370
Fnma Mortpass 3.5% 09/61
Other
0.08%
371
Bought ILS Sold USD 20260406
Other
0.08%
372
Lhome Mortgage Step 09/39
Other
0.08%
373
Fnma Mortpass 5.5% 01/58
Other
0.08%
374
Amawaterways 6.1568 05/01/2031
Other
0.08%
375
Lme Lead Future % 12/14/2026
Other
0.08%
376
193110550.SRDLC
Other
0.08%
377
PLN/USD Forward
Other
0.08%
378
Sold ILS Bought USD 20260610
Other
0.08%
379
Gs Var 07/61
Other
0.08%
380
Ptcm Re-Remic Var 10/51
Other
0.08%
381
E.On Se
Other
0.08%
382
Purchased Usd / Sold Mxn
Other
0.08%
383
Acrc 3.75 15Nov26 144A
Other
0.08%
384
Fnma Mortpass 5.5% 05/58
Other
0.08%
385
Travelers Cos Inc/The 5.45 05/25/2053
Other
0.08%
386
Dlic Re-Remic Var 09/53
Other
0.08%
387
Fnma Mortpass 3.5% 06/62
Other
0.08%
388
Fnma Mortpass 3.82% 01/33
Other
0.08%
389
Fnma Mortpass 1.88% 06/29 1.88
FN BS3673Financials
0.08%
390
Fnma Mortpass 2% 09/31 2
FN BS4279Financials
0.08%
391
Fnma Mortpass 3.16% 10/31 3.16
FN BS5371Financials
0.08%
392
Fnma Mortpass 3.88% 08/32 3.88
FN BS6425Financials
0.08%
393
Fnma Mortpass 5.2% 10/36 5.2
FN BZ0417Financials
0.08%
394
Fnma Mortpass 4.33% 01/30 4.33
FN BZ1797Financials
0.08%
395
Umbs Mortpass 3.5% 02/52 3.5
FN FS0917Financials
0.08%
396
Gnma Ii 3.5% 09/50 3.5
G2 BX4956Financials
0.08%
397
Gnma Ii 3.5% 02/51 3.5
G2 CB4521Financials
0.08%
398
Gnma Ii 3.5% 03/52 3.5
G2 CM2218Financials
0.08%
399
Goodgreen 5.9% 01/61 5.9
GOODG 2023-1A BFinancials
0.08%
400
Gnma 2020-H22 Var 12/70
GNR 2020-H22 IHFinancials
0.08%
401
Gnma 2021-H02 Var 01/71
GNR 2021-H02 JIFinancials
0.08%
402
Gnma 2020-133 Kb 1% 08/50
GNR 2020-133 KBFinancials
0.08%
403
Gnma 2023-63 Sy Flt 05/53
Other
0.08%
404
Gnma 2023-65 Ks Flt 05/53
GNR 2023-65 KSFinancials
0.08%
405
Gnma 2023-89 Bs Flt 06/53
GNR 2023-89 BSFinancials
0.08%
406
Mvw 2025-2 Llc 4.72 2044-10-20
Other
0.08%
407
Midcon Energy Var 02/51
Other
0.08%
408
Umbs Mortpass 2.5% 11/51 2.5
FR RA6228Financials
0.08%
409
Fnma Mortpass 3.28% 11/30 3.28
FN AN0099Financials
0.08%
410
Fnma, Other
FN AN4154Financials
0.08%
411
Fnma 3.165% 02/30 3.165
FN AN8154Financials
0.08%
412
Fnma Mortpass 5% 01/59 5
FN BF0340Financials
0.08%
413
Fnma Mortpass 2.5% 12/62 2.5
FN BF0694Financials
0.08%
414
Amsr 4.275% 11/42
Other
0.08%
415
Jonah Energy 6.504% 08/39
Other
0.08%
416
Freddie Mac Pool Sl0585 5.50% 3/1/2055
Other
0.08%
417
Duke Energy Carolinas Llc 5.25 03/15/2035
Other
0.08%
418
Progress 3.65% 02/42
Other
0.08%
419
EURo-Schatz Fut Jun26
Other
0.08%
420
Slg Office 2.5854% 07/41
Other
0.08%
421
Forward Foreign Currency Contract
Other
0.08%
422
Toorak Step 02/40
Other
0.08%
423
Gs Step 05/56
Other
0.08%
424
Grene 2023Senrs5.517Jan61 5.517 2061-01-17
Other
0.07%
425
Firstenergy Pennsylvania Electric Co 4.55 03/15/2031
Other
0.07%
426
Fnma Pool Bc4714 Fn 10/46 Fixed 3
Other
0.07%
427
Sold THB Bought USD 20260416
Other
0.07%
428
Sng Keros V Sng Ganov26 Ifeu 20261130
Other
0.07%
429
Nextera Energy Capital Company Guar 10/66 Var
Other
0.07%
430
Mexico (United Mexican States) (Go Mtn 5.13% May 04, 2037
Other
0.07%
431
Sold EUR Bought USD 20260402
Other
0.07%
432
Gnma Ii Flt 09/71
G2 CH2658Financials
0.07%
433
Gnma Ii Mortpass 7% 08/54 7
G2 DD0094Financials
0.07%
434
Gnma Ii Mortpass 6% 09/55 6
Other
0.07%
435
Gnma Ii 6.5% 08/55 6.5
Other
0.07%
436
Gnma Ii 6.5% 10/55 6.5
Other
0.07%
437
Gam Re-Remic Trust 2021-Frr2 2.87 2051-09-27
Other
0.07%
438
Pagaya Ai 3.6% 10/40 3.6
Other
0.07%
439
Fnma Mortpass 2.02% 05/33 2.02
FN BS2088Financials
0.07%
440
Fnma Mortpass 2.36% 08/32 2.36
FN BS4203Financials
0.07%
441
Fnma Mortpass 3.29% 09/34 3.29
FN BS5314Financials
0.07%
442
Fnma Mortpass 2.52% 07/30 2.52
FN BS5224Financials
0.07%
443
Fnma Mortpass 4.07% 01/31 4.07
FN BS6828Financials
0.07%
444
Fnma Mortpass 4.79% 11/32 4.79
FN BS7006Financials
0.07%
445
Fnma Mortpass 4.72% 02/35 4.72
FN BS8685Financials
0.07%
446
Fnma Mortpass 4.47% 01/33 4.47
Other
0.07%
447
Umbs Mortpass 4.5% 06/54 4.5
FR RJ1756Financials
0.07%
448
Bxp Trust 2017-gm Bxp 2017 Gm A 144a
BXP 2017-GM AReal Estate
0.07%
449
Umbs Mortpass 2.5% 02/51 2.5
Other
0.07%
450
Umbs Mortpass 2.5% 12/50 2.5
FR RA4197Financials
0.07%
451
Fnma Mortpass 3.78% 10/33 3.78
FN 109738Financials
0.07%
452
Fnma Mortpass 3% 04/64 3
FN BF0804Financials
0.07%
453
Buy U S Dollar - Sell British Pounds
Other
0.07%
454
Fnma Mortpass 1.73% 11/31
Other
0.07%
455
Square 4.51 2026-12-30
Other
0.07%
456
Arab Republic Of Egypt 7.053 01/15/2032
Other
0.07%
457
Mtr Corp. Ci, Ltd., 5.625% Perpetual Bonds, (5-Year Ust Yield Curve Rate T Note Constant Maturity + 1.457% On 12/24/2035)
Other
0.07%
458
Sold JPY Bought USD 20260402
Other
0.07%
459
Goldman Sachs 4.972 6/32
Other
0.07%
460
Ftse 100 Index Futures Contracts
Other
0.07%
461
Fnma-Aces 3.75% 08/33
Other
0.07%
462
Cds Cdx.Zermatt
Other
0.07%
463
Forward Foreign Currency Contract
Other
0.07%
464
Sold GBP Bought USD 20260505
Other
0.07%
465
Egypt (Arab Republic Of) 7.053% 1/15/2032
Other
0.07%
466
Csmc 4.3355% 09/37
Other
0.07%
467
Fnma Mortpass 2.5% 06/63
Other
0.07%
468
Bought PLN Sold USD 20251022
Other
0.07%
469
Umbs Mortpass 1.5% 12/41
Other
0.07%
470
191793460.SRDLC
Other
0.07%
471
Fremf 2018-K79 Var 07/51
Other
0.06%
472
Diversified 6.555% 09/44
Other
0.06%
473
Sold COP Bought USD 20260916
Other
0.06%
474
Bought CHF Sold USD 20260402
Other
0.06%
475
Ptcm Re-Remic Var 10/51
Other
0.06%
476
Republic Of Austria Government Bond
Other
0.06%
477
Hyundai Capital America 5.275% 6/24/2027
Other
0.06%
478
Fnma Mortpass 4.58% 07/33
Other
0.06%
479
Collateral Usd
Other
0.06%
480
Rfr USD Sofr/4.0520* 03/16/26-30Y* Lch
Other
0.06%
481
Fhlmc Strips Zero 10/53
Other
0.06%
482
Freddie Mac Pool Sd1156 3.00% 4/1/2052
Other
0.06%
483
Brean Asset 4.5% 05/64
Other
0.06%
484
Diversified 7.076% 05/44
Other
0.06%
485
Fremf 2021-Klu3 Var 01/31
Other
0.06%
486
317Uc1Ra6 Pimco Swaption 4.75 Put USD 20260904
Other
0.06%
487
Forward Foreign Currency Contract
Other
0.06%
488
West Palm Beach Fla Cmnty Redev Agy Tax Increment Rev 5.0% 01-Mar-2035
Other
0.06%
489
Sold KRW Bought USD 20260415
Other
0.06%
490
Ptcm Re-Remic Var 06/53
Other
0.06%
491
Fhlmc Remics 1.5% 03/50
Other
0.06%
492
Cvs Health Corp 1.75 08/21/2030
Other
0.06%
493
The Republic Of Indonesia, The Government Of
Other
0.06%
494
Banque Federative Du Credit Mutuel Sa 5.11 01/15/2036 5.11 2036-01-15
Other
0.06%
495
Wynnton Funding Trust Ii 5.991 08/15/2055
Other
0.06%
496
Mvw 2024-2 4.58% 03/42
Other
0.06%
497
Sold BRL Bought USD 20260702
Other
0.06%
498
Cds Republic Of Estonia
Other
0.06%
499
Sold INR Bought USD 20260407
Other
0.06%
500
Umbs Mortpass 5.5% 06/52
FR QE4140Financials
0.06%
501
Fnma Mortpass 2.5% 12/55 2.5
FN BF0557Financials
0.06%
502
Fnma Mortpass Var 03/33
FN BM6599Financials
0.06%
503
Gnma Ii 3.5% 09/51 3.5
G2 CD0469Financials
0.06%
504
Gnma Ii Mortpass 5% 05/50 5
G2 CI8475Financials
0.06%
505
Gnma Ii Mortpass 7% 02/54
G2 CX5713Financials
0.06%
506
Gnma Ii 6.5% 08/54 6.5
G2 DC5089Financials
0.06%
507
Gnma Ii 6.5% 07/54 6.5
G2 DD0108Financials
0.06%
508
Gnma 2021-H05 Var 03/71
GNR 2021-H05 QIFinancials
0.06%
509
Gnma 2021-H01 Var 11/70
GNR 2021-H01 AIFinancials
0.06%
510
Gnma 2023-69 S Flt 05/53
GNR 2023-69 SFinancials
0.06%
511
Gnma 2024-164 Zero 06/54 0
GNR 2024-164 LOFinancials
0.06%
512
Fnma-Aces Var 05/33
Other
0.06%
513
Gnma Ii Mortpass 6% 07/64
Other
0.06%
514
Labl Inc Non Rsa
Other
0.06%
515
Umbs Mortpass 2.5% 01/51
Other
0.06%
516
8651778.Srdsq
Other
0.06%
517
Fhlmc Remics 1.5% 08/50
Other
0.06%
518
Gnma Ii 3.5% 04/66
Other
0.06%
519
USD/MYR Fwd 20260605 Mrmdus33
Other
0.06%
520
Pfs Financing Corp 4.47 05/15/2030
Other
0.06%
521
Currency Contract - KRW
Other
0.06%
522
TRY/USD Forward
Other
0.06%
523
Fremf 2019-K88 Var 02/52
Other
0.06%
524
Freddie Mac Pool 2.5 05/01/2040
Other
0.06%
525
Fnma Mortpass 2.16% 01/34 2.16
FN BS4484Financials
0.06%
526
Fnma Mortpass 2.61% 04/34 2.61
FN BS4985Financials
0.06%
527
Fnma Mortpass 4.24% 11/31
FN BS6765Financials
0.06%
528
Fnma Mortpass 5.19% 08/32
FN BS7247Financials
0.06%
529
Fnma Mortpass 5.14% 06/31
FN BS7362Financials
0.06%
530
Fnma Mortpass 4.24% 12/30
FN BS7750Financials
0.06%
531
Fnma Mortpass 4.74% 01/31
FN BS8200Financials
0.06%
532
Fnma Mortpass 4.39% 04/33
FN BS8288Financials
0.06%
533
Fnma Mortpass 4.3% 06/33
FN BS8280Financials
0.06%
534
Umbs Mortpass 5% 03/53 5
FN BX7958Financials
0.06%
535
Fnma Mortpass 4.6% 11/31
FN BZ0801Financials
0.06%
536
Fnma Mortpass 5.15% 01/33
FN BZ0743Financials
0.06%
537
Fnma Mortpass 4.48% 11/32 4.48
Other
0.06%
538
Gnma Ii Mortpass 3% 08/54 3
Other
0.06%
539
Gnma Ii 4.5% 04/52 4.5
G2 CN3435Financials
0.06%
540
Gnma I 5.5% 07/52 5.5
GN CO1898Financials
0.06%
541
Gnma Ii Mortpass 5% 06/52 5
G2 CO5339Financials
0.06%
542
Gnma Ii 3.5% 12/49 3.5
G2 BP7795Financials
0.06%
543
Gnma Ii 3.5% 03/50 3.5
G2 BT3628Financials
0.06%
544
Gnma Ii Mortpass 3% 05/50 3
G2 BT4019Financials
0.06%
545
Gnma Ii Mortpass 4% 08/50 4
G2 BW1747Financials
0.06%
546
Gnma Ii 3.5% 10/50 3.5
G2 BY6416Financials
0.06%
547
Umbs Mortpass 3% 04/50
FN BP6363Financials
0.05%
548
Fnma Mortpass 2.49% 04/34
FN BS4911Financials
0.05%
549
Fnma Mortpass 3.62% 05/32
FN BS5643Financials
0.05%
550
Fnma Mortpass 4.75% 04/34
FN BS7836Financials
0.05%
551
Fnma Mortpass 4.45% 09/34
FN BS7816Financials
0.05%
552
Fnma Mortpass 4.56% 01/31
FN BS7882Financials
0.05%
553
Fnma Mortpass 4.72% 04/33
FN BS8147Financials
0.05%
554
Fnma Mortpass 5.15% 01/31
FN BS9368Financials
0.05%
555
Umbs Mortpass 5% 09/52 5
FN BW8950Financials
0.05%
556
Fnma Mortpass 4.5% 01/49
FN CA3030Financials
0.05%
557
Umbs Mortpass 3% 11/51 3
Other
0.05%
558
Gnma I Mortpass 5% 10/52
GN CO1926Financials
0.05%
559
Gnma Ii 3.25% 07/50
G2 BQ7085Financials
0.05%
560
Gnma Ii Mortpass 3% 03/50 3
G2 BT0397Financials
0.05%
561
Gnma Ii 3.5% 08/50 3.5
G2 BX4928Financials
0.05%
562
Gnma Ii 3.5% 11/50 3.5
G2 BY6454Financials
0.05%
563
Gnma Ii 2.5% 12/50 2.5
G2 BZ8501Financials
0.05%
564
Gnma Ii Flt 10/71
Other
0.05%
565
Gnma I 5.5% 04/53
GN CR2385Financials
0.05%
566
Gnma Ii 6.5% 11/54
G2 DC3332Financials
0.05%
567
Gnma Ii Mortpass 7% 09/54
G2 DD0079Financials
0.05%
568
Gnma Ii 7.5% 12/54
G2 DF2930Financials
0.05%
569
Gnma Ii 2.5% 12/55
Other
0.05%
570
Gnma Ii Mortpass 6% 07/55
G2 DI1018Financials
0.05%
571
Gnma Ii 4.25% 06/48
G2 AY2405Financials
0.05%
572
Gnma Ii 4.5% 09/48 4.5
G2 AY2412Financials
0.05%
573
Gnma 2012-147 Var 04/54
GNR 2012-147 AKFinancials
0.05%
574
Gnma 2020-187 Var 07/41
GNR 2020-187 WAFinancials
0.05%
575
Gnma 2023-55 4.5% 04/53
GNR 2023-55 MTFinancials
0.05%
576
Gnma 2022-179 Flt 10/52
GNR 2022-179 WEFinancials
0.05%
577
Cascade Funding Var 03/35
Other
0.05%
578
Fannie Mae Pool
FN AN6149Financials
0.05%
579
Baml Rcap Frn 25Oct27
Other
0.05%
580
Onity Loan Var 05/39
Other
0.05%
581
Port Auth N Y & N J 5.0% 15-Jan-2052
Other
0.05%
582
Chile (Republic Of) 5% Mar 01, 2035
Other
0.05%
583
Forward Foreign Currency Contract
Other
0.05%
584
Hong Kong Dollar
Other
0.05%
585
Fnma Mortpass 3.67% 07/33
Other
0.05%
586
Fnma Mortpass 5.33% 11/35
Other
0.05%
587
Fannie Mae Pool Cb8977 5.00% 8/1/2054
Other
0.05%
588
Currency Contract - USD
Other
0.05%
589
Fremf 2017-K056 Var 07/50
Other
0.05%
590
EUR260408
Other
0.05%
591
Amcor Flexibles North America Inc 5.1 03/17/2030
Other
0.05%
592
Fremf 2018-K78 Var 06/51
Other
0.05%
593
Umbs Mortpass 5% 02/53
Other
0.05%
594
Fhlmc Remics 2.5% 08/51
Other
0.05%
595
Umbs Mortpass 2.5% 09/51
Other
0.05%
596
Bought Mxn Sold USD 20260409
Other
0.05%
597
Michigan St Strategic Fund Ltd Misgen 09/47 Fixed 3.225
Other
0.05%
598
Goodgreen 2.63% 04/55
Other
0.05%
599
Amsr 2.601% 06/38
Other
0.05%
600
Home 3.604% 09/39
Other
0.05%
601
Sold SGD Bought USD 20260402
Other
0.05%
602
Cooperatieve Rabobank Ua Mtn Regs 0.63% Feb 25, 2033
Other
0.05%
603
Umbs Mortpass 4% 02/51
Other
0.05%
604
Ginnie Mae Ii Pool 5.5 08/01/2056
Other
0.05%
605
Bought TRY Sold USD 20251110
Other
0.05%
606
Umbs Mortpass 2.5% 06/50
Other
0.05%
607
Mtn Commercial Var 05/43
Other
0.05%
608
Bought USD / Sold ZAR
Other
0.05%
609
Swptn 15Yx10Y R 2.0 AUD 09/10/2036 Ub
Other
0.05%
610
Fnma Mortpass 3.5% 03/60
Other
0.05%
611
Anchor Step 05/40
Other
0.05%
612
Fnma Mortpass 2.88% 10/35
Other
0.05%
613
Umbs Mortpass 2.5% 06/50
Other
0.05%
614
Fnma Mortpass 1.94% 01/32
Other
0.05%
615
Gnma 2017-76 B 2.6% 12/56
Other
0.05%
616
Mvw 2026-1 4.97% 03/43
Other
0.05%
617
International Bank For Reconstruction & Development 4.63 08/01/2028
Other
0.05%
618
Fnma-Aces 0.959% 02/31
Other
0.05%
619
Bought JPY Sold USD 20260402
Other
0.05%
620
Centurion Acquisition Corp Warrant
Other
0.04%
621
Advanced Micro Devices Ca
Other
0.04%
622
Ois ILS ShiRON/3.25000 06/17/26-5Y Lch
Other
0.04%
623
Volt C Llc Step 05/51
Other
0.04%
624
Kinder Morgan Inc 5.6 08/15/2036
Other
0.04%
625
Gnma Ii 3.5% 01/54
Other
0.04%
626
Gnma Ii 2.5% 10/53
Other
0.04%
627
Gnma 2026-107 Flt 06/56
Other
0.04%
628
Bastion 7.119% 04/38
Other
0.04%
629
Nomura Holdings Inc 5.17 07/14/2031
Other
0.04%
630
Dallas Area Rapid Transit 3 12/01/2047
Other
0.04%
631
Baml Rcap Frn 26Oct29
Other
0.04%
632
Fhlmc Remics 2.5% 02/52
Other
0.04%
633
Forward Foreign Currency Contract
Other
0.04%
634
Prm7 Trust Var 11/42
Other
0.04%
635
Benchmark Mortgage Trust 5.075 09/15/2058 5.075 2058-09-15
Other
0.04%
636
Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030
Other
0.04%
637
Fhlmc Remics 3% 11/50
Other
0.04%
638
Municipal Electric Authority Of Georgia Project One Revenue Bonds 5 01/01/2059
Other
0.04%
639
Deutsche Hyp Han 0.75 03/05/2029
Other
0.04%
640
Sodexo Eur4 (Prim Fidelite)(Regd)
Other
0.04%
641
Gnma 2023-66 Mp Flt 05/53
Other
0.04%
642
Colombia Government International Bond 0.0538 01/21/2029
Other
0.04%
643
France (Govt Of) Bonds 144A Regs 07/32 3.15 3.15
Other
0.04%
644
Irs Payfix NOK 3.83% 06-26-25/06-26-30 Lch
Other
0.04%
645
City Of Pikeville Ky 3.8 08/01/2028
Other
0.04%
646
Ptcm Re-Remic Var 06/53
Other
0.04%
647
Sold INR Bought USD 20260424
Other
0.04%
648
Forward Foreign Currency Contract
Other
0.04%
649
Freddie Mac Pool Sd2629 2.50% 1/1/2052
Other
0.04%
650
Forward Foreign Currency Contract
Other
0.04%
651
Forward Foreign Currency Contract
Other
0.04%
652
Banc Of America Funding Trust 0.51% 09/26/2036
Other
0.04%
653
Sierra 5.32% 08/41
Other
0.04%
654
Fhlmc Seasoned 2% 11/59
Other
0.04%
655
Rmf Buyout Var 10/50
Other
0.04%
656
Aviva Plc 6.88% 05/20/2058
Other
0.04%
657
Fnma Mortpass 3.35% 01/29
Other
0.04%
658
Prpm 2024-Rcf1 Step 01/54
Other
0.04%
659
United 3.875% 02/43
Other
0.04%
660
Sold BRL Bought USD 20260702
Other
0.04%
661
Currency Contract - Sold AUD
Other
0.04%
662
Ladder 3.9851% 02/36
Other
0.04%
663
Primo Water 6.25% 04/29
Other
0.04%
664
Sba 7(A) Certificate Of Originator'S Fee
Other
0.04%
665
Sanctuary Capital Plc
Other
0.04%
666
PURCHASED USD / SOLD EUR
Other
0.04%
667
Indonesia Government International Bond 5.65 01/11/2053
Other
0.04%
668
Nrz Excess 3.474% 11/26
Other
0.04%
669
Fnma-Aces Var 03/33
Other
0.04%
670
Trinity Rail Leasing, Lp, Series 2020-2A, Class A2, 2.56% 11/19/2050
Other
0.04%
671
Fremf 2017-K69 Var 10/49
Other
0.04%
672
Gnma Ii 3.5% 05/66
Other
0.04%
673
Bvrt 2025-1 Llc Flt 05/33
Other
0.04%
674
Gnma Ii 3.5% 07/47
G2 CD7341Financials
0.04%
675
Gnma Ii 3.5% 01/52 3.5
G2 CI0093Financials
0.04%
676
Gnma Ii Var 03/72
G2 CL8137Financials
0.04%
677
Gnma Ii 5.5% 02/53 5.5
G2 CS4547Financials
0.04%
678
Gnma Ii 5.5% 04/53 5.5
G2 CT3983Financials
0.04%
679
Gnma Ii 5.5% 06/53
G2 CU6671Financials
0.04%
680
Gnma Ii 6.5% 07/53 6.5
G2 CV0173Financials
0.04%
681
Gnma Ii 6.5% 02/54 6.5
G2 DA0555Financials
0.04%
682
Gnma Ii 4.25% 11/47
G2 AY2392Financials
0.04%
683
Gnma Ii 3.875% 11/40
G2 742878Financials
0.04%
684
Gnma I Mortpass 4% 02/48
GN 784450Financials
0.04%
685
Gnma 2021-H03 Var 02/71
GNR 2021-H03 PIFinancials
0.04%
686
Gnma 2021-H05 Var 02/71
GNR 2021-H05 IQFinancials
0.04%
687
Gnma 2020-H17 Var 10/70
GNR 2020-H17 IJFinancials
0.04%
688
Gnma 2021-H06 Var 04/71
GNR 2021-H06 IOFinancials
0.04%
689
Gnma 2020-85 4.5% 06/50
GNR 2020-85 IAFinancials
0.04%
690
Gnma 2020-122 Hi 3% 08/50
GNR 2020-122 HIFinancials
0.04%
691
Gnma 2020-134 Ih 3% 09/50
GNR 2020-134 IHFinancials
0.04%
692
Gnma 2021-16 Ji 3% 12/50
GNR 2021-16 JIFinancials
0.04%
693
Gnma 2021-103 Var 06/45
GNR 2021-103 WAFinancials
0.04%
694
Gnma 2022-64 2.5% 09/50
GNR 2022-64 ZYFinancials
0.04%
695
Gnma 2022-172 Flt 10/52
Other
0.04%
696
Gnma 2023-115 Flt 06/53
GNR 2023-115 TSFinancials
0.04%
697
Hinnt 2025-A 5.89% 03/44
HINTT 2025-A CReal Estate
0.04%
698
Amsr 2023-Sfr1 4% 04/40
Other
0.04%
699
Sierra 4.8% 12/42
Other
0.04%
700
Umbs Mortpass 3% 08/50 3
FN BQ1646Financials
0.04%
701
Fnma Mortpass 5.6% 11/32
FN BS7292Financials
0.04%
702
Fnma Mortpass 4.24% 05/33
FN BS8203Financials
0.04%
703
Fnma Mortpass 4.62% 02/33
FN BS8335Financials
0.04%
704
Fnma Mortpass 4.47% 05/35
FN BS8567Financials
0.04%
705
Fnma Mortpass 4.64% 10/30
FN BS9203Financials
0.04%
706
Fnma Mortpass 3.5% 11/49
FN CA4520Financials
0.04%
707
Gnma Ii Mortpass 5% 09/49 5
G2 AC2995Financials
0.04%
708
Gnma Ii 2.5% 06/54
G2 MA9719Financials
0.04%
709
Gnma Ii 4.5% 08/49 4.5
G2 BN0889Financials
0.04%
710
Gnma I Mortpass 5% 06/49 5
GN BN4051Financials
0.04%
711
Gnma Ii Mortpass 4% 12/49 4
G2 BP8674Financials
0.04%
712
Gnma Ii 4.5% 11/49 4.5
G2 BP8666Financials
0.04%
713
Gnma Ii Mortpass 3% 06/50 3
G2 BU7682Financials
0.04%
714
Gnma Ii 3.25% 08/50
G2 BW1746Financials
0.04%
715
Gnma Ii 3.25% 09/50
G2 BW1757Financials
0.04%
716
Gnma Ii Mortpass 4% 11/50 4
G2 BY6457Financials
0.04%
717
Gnma Ii Mortpass 4% 12/50 4
G2 BZ1775Financials
0.04%
718
Umbs Mortpass 3% 06/51
FR QC3244Financials
0.04%
719
Umbs Mortpass 3% 10/51 3
FR QC8788Financials
0.04%
720
Umbs Mortpass 4.5% 07/52 4.5
Other
0.04%
721
Umbs Mortpass 4% 06/52 4
Other
0.04%
722
Fnma Mortpass 3.5% 06/46 3.5
FN AS7424Financials
0.04%
723
Fnma Mortpass 4% 04/64 4
FN BF0809Financials
0.04%
724
Fnma Mortpass 3.69% 10/33
FN BL0466Financials
0.04%
725
Corevest American Finance Trust, Series 2019-2, Class B
CAFL 2019-2 BReal Estate
0.03%
726
Fnma, Other
FN AO7225Financials
0.03%
727
Fnma Mortpass 3% 09/60 3
FN BF0507Financials
0.03%
728
Umbs Mortpass 5% 01/49 5
FN BM5430Financials
0.03%
729
Umbs Mortpass 5% 07/49 5
FN BO2496Financials
0.03%
730
Umbs Mortpass 3.5% 07/49 3.5
FN BO4277Financials
0.03%
731
Umbs Mortpass 3.5% 04/50
FN BP5296Financials
0.03%
732
Gnma Ii 3.5% 04/51 3.5
G2 CB3254Financials
0.03%
733
Gnma Ii Mortpass 3% 05/51 3
G2 CC9816Financials
0.03%
734
Gnma Ii Mortpass 3% 11/51 3
G2 CH0850Financials
0.03%
735
Gnma Ii 3.5% 12/51 3.5
G2 CH0868Financials
0.03%
736
Gnma Ii 5.5% 03/53
G2 CS4560Financials
0.03%
737
Gnma Ii 5.5% 05/53
G2 CS4586Financials
0.03%
738
Gnma Ii 7.5% 09/54
G2 DD0080Financials
0.03%
739
Gnma Ii 4.25% 09/47
G2 AY2388Financials
0.03%
740
Gnma Ii Mortpass 3% 12/51 3
Other
0.03%
741
Gnma 2021-H01 Var 12/70
GNR 2021-H01 DIFinancials
0.03%
742
Gnma 2020-97 Ia 5% 07/50 5
GNR 2020-97 IAFinancials
0.03%
743
Gnma 2020-112 4.5% 08/50 4.5
GNR 2020-112 GIFinancials
0.03%
744
Gnma 2020-133 Ei 3% 09/50 3
GNR 2020-133 EIFinancials
0.03%
745
Gnma 2020-189 3.5% 12/50 3.5
GNR 2020-189 JIFinancials
0.03%
746
Gnma 2021-15 2.5% 01/51
GNR 2021-15 EIFinancials
0.03%
747
Gnma 2021-H14 Var 09/71
GNR 2021-H14 IYFinancials
0.03%
748
P4Sfr2019-Stla7.2511Oct22
Other
0.03%
749
PURCHASED USD / SOLD EUR
Other
0.03%
750
Axa Lem
Other
0.03%
751
Prpm 2023-Rcf2 Step 11/53
Other
0.03%
752
Fhlmcgld 3% 04/43
Other
0.03%
753
Cfmt 2024-Hb15 Var 08/34
Other
0.03%
754
Fnma-Aces Var 01/29
Other
0.03%
755
Cds Altice France Sa
Other
0.03%
756
Republic of Iraq - Neon Capital (counterparty: Bank of America - Merrill Lynch)
Other
0.03%
757
CNY/USD Fwd 20260507
Other
0.03%
758
Onity Loan Var 06/39
Other
0.03%
759
Fnma Mortpass 5% 12/61
Other
0.03%
760
Fnma Remics 3% 03/50
Other
0.03%
761
Umbs Mortpass 3% 06/50
FN BP8338Financials
0.03%
762
Umbs Mortpass 3.5% 06/50 3.5
FN BP9950Financials
0.03%
763
Umbs Mortpass 3% 10/50 3
FN BQ5586Financials
0.03%
764
Fnma 3.675% 07/32 3.675
FN BS6091Financials
0.03%
765
Fnma 4.175% 04/38 4.175
FN BS6588Financials
0.03%
766
Fnma Mortpass 3.89% 10/32 3.89
FN BS6756Financials
0.03%
767
Fnma Mortpass 5.42% 03/36 5.42
FN BS7254Financials
0.03%
768
Fnma Mortpass 5.18% 12/32
FN BS7267Financials
0.03%
769
Fnma Mortpass 5.05% 08/31 5.05
FN BS7268Financials
0.03%
770
Fnma Mortpass 4.84% 04/30 4.84
FN BS8474Financials
0.03%
771
Umbs Mortpass 4% 01/53
FN BW6968Financials
0.03%
772
Umbs Mortpass 5% 04/53
FN BX4315Financials
0.03%
773
Umbs Mortpass 4% 12/49 4
FN FM2526Financials
0.03%
774
Gnma Ii Mortpass 4% 01/48 4
G2 BB8795Financials
0.03%
775
Gnma I Mortpass 5% 12/48 5
GN BI6468Financials
0.03%
776
Gnma I Mortpass 5% 07/49 5
GN BM2163Financials
0.03%
777
Gnma I Mortpass 5% 04/49 5
GN BM4206Financials
0.03%
778
Gnma I 4.5% 07/49
GN BM9691Financials
0.03%
779
Gnma Ii 4.5% 12/49 4.5
G2 BP8677Financials
0.03%
780
Gnma Ii Mortpass 4% 01/50 4
G2 BP8682Financials
0.03%
781
Gnma Ii Mortpass 4% 06/50 4
G2 BQ7092Financials
0.03%
782
Gnma Ii Mortpass 4% 02/50 4
G2 BQ7054Financials
0.03%
783
Gnma Ii Mortpass 3% 03/48 3
G2 BS0536Financials
0.03%
784
Gnma Ii 3.5% 05/50 3.5
G2 BS7609Financials
0.03%
785
Gnma Ii Mortpass 4% 07/50 4
G2 BU7564Financials
0.03%
786
Gnma Ii 4.5% 06/50 4.5
G2 BV2372Financials
0.03%
787
Gnma Ii 2.5% 08/50 2.5
G2 BV8722Financials
0.03%
788
Gnma Ii Mortpass 3% 07/50 3
G2 BW0561Financials
0.03%
789
Gnma I 3.5% 08/50
GN BW7021Financials
0.03%
790
Gnma I 3.5% 09/50
GN BW7044Financials
0.03%
791
Gnma Ii Mortpass 3% 08/50 3
G2 BX4923Financials
0.03%
792
Gnma I 1.97% 09/41 1.97
GN BX7719Financials
0.03%
793
Gnma Ii 3.5% 11/47 3.5
G2 BZ1660Financials
0.03%
794
Gnma Ii 3.25% 11/50
G2 BZ2575Financials
0.03%
795
Gnma Ii 3.25% 12/50 3.25
G2 BZ2590Financials
0.03%
796
Gnma Ii Mortpass 3% 11/50 3
G2 BZ3559Financials
0.03%
797
Forward Foreign Currency Contract
Other
0.03%
798
10084331.Srdsq 4.72 2027-05-18
Other
0.03%
799
Sold CNH Bought USD 20260402
Other
0.03%
800
Ing-Diba Ag
Other
0.03%
801
Square 4.52 2027-06-17
Other
0.03%
802
Umbs Mortpass 2.5% 07/50
Other
0.03%
803
Forward Foreign Currency Contract
Other
0.03%
804
Apollo Debt Solutions Bd Sr Unsecured 144A 01/31 5.7
Other
0.03%
805
Fx Forward Contract: Idr/USD Settle 2026-04-08
Other
0.03%
806
Fhlmc Seasoned 3.5% 06/57
Other
0.03%
807
Fhlmc Var 12/29
Other
0.03%
808
317Uc76A6 Pimco Swaption 4.0325 Put USD 202605
Other
0.03%
809
Fnma Mortpass 3.55% 02/30
Other
0.03%
810
Fnma Mortpass 4.55% 05/33
Other
0.03%
811
Us 2Yr Note (Cbt) Mar26
Other
0.03%
812
Egypt Treasury Bills 0 2026-01-06
Other
0.03%
813
Accelerated 2.35% 10/40
Other
0.03%
814
IRS R02.25PER6M 09/21/37 BARCUS3BXXX Fixed
Other
0.03%
815
Hero Funding 3.19% 09/48
Other
0.03%
816
Fhlmc Remics 5% 05/41
Other
0.03%
817
Ice Rtd Month Coa Aug26 Ifeu 20260828
Other
0.03%
818
Tyler Tex Wtr & Swr Sys Rev 5 09/01/2042
Other
0.03%
819
Progress Var 04/41
Other
0.03%
820
Bcp Vi Summit Holdings Lp
Other
0.03%
821
Drb5581682.Srdup 31.85 2030-07-01
Other
0.03%
822
Fhlmc Seasoned 4% 07/58
Other
0.03%
823
Gnma Ii 3.5% 02/54
Other
0.03%
824
DRB4996168.SRDUP
Other
0.02%
825
Emirates Integrated Telecommunications Co. Pjsc Warrant
Other
0.02%
826
Rwc 5.761% 06/40
Other
0.02%
827
Massachusetts Edl Fing Auth Ed Ln Rev 5.0% 01-Jul-2030
Other
0.02%
828
Forward Foreign Currency Contract
Other
0.02%
829
Forward Foreign Currency Contract
Other
0.02%
830
Sold BRL Bought USD 20260402
Other
0.02%
831
Park Avenue Collateralized Notes Co Llc 4.16 02/12/2027
Other
0.02%
832
Gnma Ii 3.5% 05/66
Other
0.02%
833
Sold BRL Bought USD 20260402
Other
0.02%
834
Umbs Mortpass 4% 10/47
Other
0.02%
835
MYR/USD Fwd 20251104
Other
0.02%
836
Purchased Usd / Sold Mxn
Other
0.02%
837
Gnma Ii 3.5% 04/66
Other
0.02%
838
Fhlmc Remics 3% 08/44
Other
0.02%
839
Stacr 2019-Hqa1 B2 16.4363 02/25/2049 16.4363 2049-02-25
Other
0.02%
840
Royal Bank Of Canada 3.42 , 5/01/2026
Other
0.02%
841
Cash
Other
0.02%
842
Fannie Mae Pool 3.5 07/01/2042
Other
0.02%
843
Sierra 5.94% 01/43
Other
0.02%
844
Fremf 2018-K733 Var 02/51
Other
0.02%
845
Gnma 2012-141 Var 09/42
Other
0.02%
846
Ajax Mortgage Var 06/61
Other
0.02%
847
Sierra 5.83% 06/41
Other
0.02%
848
Hilton Grand 5.57% 01/37
Other
0.02%
849
Fhlmc Remics 4.5% 10/40
Other
0.02%
850
Hunter Douglas Inc 7.5298 01/20/2032
Other
0.02%
851
Purchased CAD / Sold USD
Other
0.02%
852
Freddie Mac Pool Sl0797 6.00% 2/1/2055
Other
0.02%
853
Fnma Grantor 6.5% 08/41
Other
0.02%
854
Fhlmcgld 3.5% 05/46
Other
0.02%
855
Currency Contract - USD
Other
0.02%
856
Cbm5579876.Srdup
Other
0.02%
857
Newell Brands, Inc. 7.375% 4/1/2036
Other
0.02%
858
Umbs Mortpass 4% 07/49
Other
0.02%
859
Gnma 2019-H18 Var 10/69
Other
0.02%
860
Gnma 2012-141 Var 11/41
Other
0.02%
861
Crude Oil Opt Ipe Apr26P 59.5
Other
0.02%
862
Us Ultra Bond Cbt Jun26 Xcbt 20260618
Other
0.02%
863
Hsbc Holdings Plc 4.619% 11/6/2031 (Usd-Sofr + 1.19% On 11/6/2030)
Other
0.02%
864
Fnma Mortpass 4.03% 08/32 4.03
FN BS6269Financials
0.02%
865
Fnma Mortpass 3.87% 10/32
FN BS6398Financials
0.02%
866
Fnma Mortpass 4.94% 12/32
FN BS7318Financials
0.02%
867
Fnma 4.185% 05/33 4.185
FN BS8238Financials
0.02%
868
Fnma Mortpass 5.17% 02/30
FN BS9093Financials
0.02%
869
Umbs Mortpass 4.5% 08/53
FN BV6813Financials
0.02%
870
Umbs Mortpass 5% 06/52 5
Other
0.02%
871
Umbs Mortpass 5% 07/52 5
FN BW4042Financials
0.02%
872
Umbs Mortpass 4.5% 10/52 4.5
FN BX2815Financials
0.02%
873
Fnma Mortpass 4.81% 06/31 4.81
FN BZ1868Financials
0.02%
874
Fnma Mortpass 4.49% 09/35
Other
0.02%
875
Umbs Mortpass 3.5% 07/33 3.5
FN AB9830Financials
0.02%
876
Fannie Mae Pool
FN MA1373Financials
0.02%
877
Fremf 2017-K71 Var 11/50
Other
0.02%
878
Gnma Ii Mortpass 2% 10/52 2
Other
0.02%
879
Gnma Ii Mortpass 2% 01/53
Other
0.02%
880
Gnma Ii, 30 Year
G2 BG6360Financials
0.02%
881
Gnma Ii Mortpass 5% 12/48 5
G2 BH3133Financials
0.02%
882
Gnma Ii 4.5% 09/49 4.5
G2 BI0930Financials
0.02%
883
Gnma Ii 4.5% 02/49 4.5
G2 BJ9824Financials
0.02%
884
Gnma Ii Mortpass 5% 01/49 5
G2 BJ9641Financials
0.02%
885
Gnma Ii 5.5% 05/49 5.5
G2 BL6765Financials
0.02%
886
Gnma I Mortpass 5% 05/49 5
GN BM1957Financials
0.02%
887
Gnma I Mortpass 5% 08/49
GN BM2305Financials
0.02%
888
Gnma Ii Mortpass 4% 08/49 4
G2 BM2418Financials
0.02%
889
Gnma Ii Mortpass 5% 06/49 5
G2 BN1499Financials
0.02%
890
Gnma Ii Mortpass 4% 07/49 4
G2 BN2628Financials
0.02%
891
Gnma Ii Mortpass 5% 08/49 5
G2 BP4292Financials
0.02%
892
Gnma Ii 3.5% 01/50 3.5
G2 BP8681Financials
0.02%
893
Gnma Ii 4.5% 01/50 4.5
G2 BP8688Financials
0.02%
894
Gnma Ii 3.25% 05/50 3.25
G2 BQ7069Financials
0.02%
895
Gnma Ii 3.25% 06/50 3.25
G2 BQ7084Financials
0.02%
896
Gnma Ii 3.5% 04/50 3.5
G2 BQ7064Financials
0.02%
897
Gnma Ii Mortpass 4% 03/50 4
G2 BS5873Financials
0.02%
898
Gnma Ii Mortpass 5% 02/50
G2 BS8384Financials
0.02%
899
Gnma Ii 4.5% 05/50 4.5
G2 BV6631Financials
0.02%
900
Gnma Ii 3.5% 06/50 3.5
G2 BV8684Financials
0.02%
901
Gnma Ii 3.5% 07/50 3.5
G2 BV8716Financials
0.02%
902
Gnma Ii Mortpass 3% 10/50
G2 BW1771Financials
0.02%
903
Gnma Ii Mortpass 4% 09/50 4
G2 BX3718Financials
0.02%
904
Gnma Ii 2.5% 11/50 2.5
G2 BY6445Financials
0.02%
905
Gnma Ii 4.5% 11/50 4.5
G2 BY7851Financials
0.02%
906
Gnma Ii Mortpass 3% 08/47
G2 BZ1769Financials
0.02%
907
Gnma Ii Mortpass 3% 06/44
G2 BZ1770Financials
0.02%
908
Gnma Ii 3.5% 09/44 3.5
G2 BZ1773Financials
0.02%
909
Gnma Ii Mortpass 4% 11/47
G2 BZ1776Financials
0.02%
910
Gnma Ii 3.25% 01/51
G2 BZ2606Financials
0.02%
911
Gnma Ii 3.5% 12/50 3.5
G2 BZ8515Financials
0.02%
912
Gnma Ii 2.5% 12/45 2.5
G2 BZ8502Financials
0.02%
913
Gnma I 3.5% 01/51 3.5
GN CA3320Financials
0.02%
914
Gnma Ii 3.5% 03/51 3.5
G2 CB4538Financials
0.02%
915
Gnma Ii 2.5% 06/51 2.5
G2 CC9825Financials
0.02%
916
Gnma Ii 3.5% 06/51 3.5
G2 CD0442Financials
0.02%
917
Gnma Ii 3.5% 05/51 3.5
G2 CD0434Financials
0.02%
918
Gnma Ii 3.5% 07/51 3.5
G2 CD0454Financials
0.02%
919
Gnma Ii Mortpass 3% 08/51 3
G2 CE9932Financials
0.02%
920
Gnma Ii Mortpass 4% 10/51 4
G2 CH0840Financials
0.02%
921
Gnma Ii Mortpass 4% 03/52 4
G2 CI0111Financials
0.02%
922
Gnma Ii 5.5% 01/53 5.5
G2 CQ8079Financials
0.02%
923
Gnma Ii Mortpass 5% 02/53 5
G2 CS4546Financials
0.02%
924
Gnma Ii 5.5% 07/53 5.5
G2 CU6685Financials
0.02%
925
Gnma Ii 6.5% 08/53 6.5
G2 CU6697Financials
0.02%
926
Gnma Ii 5.5% 09/53
G2 CU6708Financials
0.02%
927
Gnma Ii Mortpass 6% 08/53 6
Other
0.02%
928
Gnma Ii Mortpass 7% 07/54 7
G2 DD0109Financials
0.02%
929
Gnma Ii 6.5% 07/55 6.5
G2 DJ6140Financials
0.02%
930
Gnma Ii Mortpass 6% 10/55 6
Other
0.02%
931
Gnma Ii 3.75% 08/46 3.75
G2 AS8110Financials
0.02%
932
Gnma Ii 4.25% 07/48 4.25
G2 AY2407Financials
0.02%
933
Gnma Ii 4.25% 01/48 4.25
G2 AY2395Financials
0.02%
934
Gnma Ii 4.25% 08/48
G2 AY2409Financials
0.02%
935
Gnma Ii 3.25% 02/41
G2 742883Financials
0.02%
936
Gnma Ii 3.875% 02/41
G2 742884Financials
0.02%
937
Gnma Ii, 30 Year
G2 783967Financials
0.02%
938
Gnma Ii Mortpass 6% 09/54 6
G2 787553Financials
0.02%
939
Gnma 2012-138 Var 11/42
GNR 2012-138 PTFinancials
0.02%
940
Gnma 2020-97 4.75% 07/50
GNR 2020-97 AIFinancials
0.02%
941
Gnma 2020-95 Hi 4% 07/50
GNR 2020-95 HIFinancials
0.02%
942
Gnma 2021-27 Ti 3% 02/51 3
GNR 2021-27 TIFinancials
0.02%
943
Gnma 2021-69 3.5% 04/51
GNR 2021-69 CIFinancials
0.02%
944
Gnma 2023-H06 Var 03/71
GNR 2023-H06 EIFinancials
0.02%
945
Gnma 2023-101 S Flt 07/53
GNR 2023-101 SFinancials
0.02%
946
Hero Funding Trust, Series 2016-2A, Class A
HERO 2016-2A AFinancials
0.02%
947
Hero Funding Trust, Series 2017-1a, Class A2
HERO 2017-1A A2Financials
0.02%
948
Umbs Mortpass 4% 11/47 4
FR ZM4635Financials
0.02%
949
Umbs Mortpass 3.5% 04/37
FR ZT1675Financials
0.02%
950
Fhlmcgld 4% 11/42 4
FG U90378Financials
0.02%
951
Fhlmcgld 4% 05/43
FG U91449Financials
0.02%
952
Umbs Mortpass 4% 11/49 4
FR QA5403Financials
0.02%
953
Umbs Mortpass 3.5% 05/51 3.5
FR QC2209Financials
0.02%
954
Fnma Mortpass 3.76% 08/34
FN AM6492Financials
0.02%
955
Fnma Mortpass 3.44% 11/37
FN AN0304Financials
0.02%
956
Fnma Mortpass 3.07% 02/27 3.07
FN AN4571Financials
0.02%
957
Fnma Trust, Whole Loan, Series 2003-W17, Class 1A7
FNW 2003-W17 1A7Financials
0.02%
958
Fnma Remics 5% 03/41 5
FNR 2011-20 MWFinancials
0.02%
959
Umbs Mortpass 4% 08/48
FN BK9303Financials
0.02%
960
Umbs Mortpass 5% 06/49 5
FN BO0722Financials
0.02%
961
Umbs Mortpass 4% 08/49 4
FN BO3749Financials
0.02%
962
Umbs Mortpass 4% 01/50 4
FN BP1128Financials
0.02%
963
Umbs Mortpass 4.5% 01/50
FN BP1847Financials
0.02%
964
Umbs Mortpass 4% 04/50
FN BP5302Financials
0.02%
965
Epobuyeritrus3.0614Apr55 3.0614 2055-04-14
Other
0.02%
966
Umbs Mortpass 4% 06/47
Other
0.02%
967
Nextera Energy Capital Holdings Inc 5.45 03/15/2035
Other
0.02%
968
Gnma Ii 2.5% 04/53
Other
0.02%
969
Cme - CLP Irs 4/11/35 Pay Fix_C
Other
0.02%
970
Fhlmc Var 10/37
Other
0.02%
971
Sofi Consumer Loan Progr 06/34 0
Other
0.02%
972
Square 6.43 2027-06-06
Other
0.02%
973
Rialto Unified School District 08/01/2041
Other
0.02%
974
China Government Bond
Other
0.02%
975
Graftech Finance Inc 2024 Term Loan 9.67 2029-12-21
Other
0.02%
976
Polaris Inc 5.6% 3/1/2031 5.6 2031-03-01
Other
0.02%
977
Tohoqua Community Development District Special Assessment Revenue Bonds 4.8 05/01/2048
Other
0.02%
978
Fnma Remics 3% 12/51
Other
0.02%
979
Baring Frn 22Apr23
Other
0.01%
980
Forward Foreign Currency Contract
Other
0.01%
981
Nasdaq 100 Micro E-Mini Index
Other
0.01%
982
Fhlmcgld 4% 12/42
Other
0.01%
983
Hilton Grand 5.99% 09/39
Other
0.01%
984
Forward Foreign Currency Contract
Other
0.01%
985
Cds Ziggo Bond Co Bv
Other
0.01%
986
Barclays Plc 9.25 12/31/2079
Other
0.01%
987
Gsr Mortgage 6% 02/36
Other
0.01%
988
Societe Generale (New York Branch) 3.64% 08-03-26 Tsy Repo Tp 3.640000%
Other
0.01%
989
Umbs Mortpass 4.5% 02/48
Other
0.01%
990
Gnma 2017-99 Pt Var 08/44
Other
0.01%
991
Forward Foreign Currency Contract
Other
0.01%
992
Rfr USD Sofr/3.93000 03/24/25-10Y Lch
Other
0.01%
993
Square 4.38 2023-07-25
Other
0.01%
994
Czech Republic 2 10/13/2033
Other
0.01%
995
Mvw 2021-1W 1.94% 01/41
Other
0.01%
996
Fhlmc Remics 4% 11/43
Other
0.01%
997
Alpha Bank Sa Regs 5.5% Jun 11, 2031
Other
0.01%
998
Fnma-Aces Var 05/49
Other
0.01%
999
Gnma Ii 4.5% 05/66
Other
0.01%
1000
Forward Foreign Currency Contract
Other
0.01%
1001
Mvw 2021-1W 1.44% 01/41
Other
0.01%
1002
Sierra 6.36% 06/40
Other
0.01%
1003
Comm Swap Tbl/bcomtr1 Gst
Other
0.01%
1004
Panw Us 08/28/26 C400
Other
0.01%
1005
Ois Payfix USD 4.1615% 11-10-23/05-15-33 Lch
Other
0.01%
1006
Fhlmcgld 4.5% 05/41
Other
0.01%
1007
Forward Foreign Currency Contract
Other
0.01%
1008
Anheuser-Busch Inbev Worldwide Inc 4.6 04/15/2048
Other
0.01%
1009
Turkey (Republic Of), Series 10Y, 5.875% 6/26/2031
Other
0.01%
1010
Graphic Packaging International, Llc 6.375% 7/15/2032
Other
0.01%
1011
Gnma 2009-54 5.5% 07/39
Other
0.01%
1012
Gnma Ii 2.5% 01/51 2.5
G2 BZ8530Financials
0.01%
1013
Gnma I 3.5% 12/50 3.5
GN CA3251Financials
0.01%
1014
Gnma I 3.5% 02/51 3.5
GN CA3304Financials
0.01%
1015
Gnma Ii 4.5% 02/51 4.5
G2 CA8994Financials
0.01%
1016
Gnma Ii Mortpass 4% 01/51 4
G2 CB2357Financials
0.01%
1017
Gnma Ii 3.25% 03/51 3.25
G2 CB3240Financials
0.01%
1018
Gnma Ii 3.25% 02/51
G2 CB3225Financials
0.01%
1019
Gnma Ii 3.25% 04/51 3.25
G2 CB3253Financials
0.01%
1020
Gnma Ii Mortpass 3% 01/51 3
G2 CB4503Financials
0.01%
1021
Gnma Ii Mortpass 5% 12/50
G2 CB4508Financials
0.01%
1022
Gnma Ii Mortpass 4% 02/51 4
G2 CB4524Financials
0.01%
1023
Gnma Ii Mortpass 3% 06/51
G2 CC9831Financials
0.01%
1024
Gnma Ii Mortpass 4% 06/51 4
G2 CC9835Financials
0.01%
1025
Gnma I 3.5% 05/51 3.5
GN CE2513Financials
0.01%
1026
Gnma Ii Mortpass 4% 07/51
G2 CE9923Financials
0.01%
1027
Gnma Ii 3.5% 08/51 3.5
G2 CE9936Financials
0.01%
1028
Gnma Ii Mortpass 4% 08/51
G2 CE9939Financials
0.01%
1029
Gnma Ii Mortpass 4% 12/51 4
G2 CH0871Financials
0.01%
1030
Gnma Ii 2.5% 01/52
G2 CI0090Financials
0.01%
1031
Gnma Ii 3.75% 12/32
G2 AD0018Financials
0.01%
1032
Gnma Ii Mortpass 4% 03/46 4
G2 AK8803Financials
0.01%
1033
Gnma Ii Mortpass 6% 03/53 6
G2 CS4561Financials
0.01%
1034
Gnma Ii Mortpass 6% 07/53 6
G2 CU6686Financials
0.01%
1035
Gnma Ii Mortpass 5% 07/63
G2 CX4040Financials
0.01%
1036
Gnma Ii Mortpass 5% 10/63 5
G2 CY0134Financials
0.01%
1037
Gnma I, 30 Year
GN AT7652Financials
0.01%
1038
Gnma Ii 4.5% 07/48 4.5
G2 AY2408Financials
0.01%
1039
Gnma Ii 4.5% 08/48 4.5
G2 AY2410Financials
0.01%
1040
Gnma Ii 3.875% 06/40 3.875
G2 742810Financials
0.01%
1041
Gnma Ii 3.875% 04/40 3.875
G2 742853Financials
0.01%
1042
Gnma Ii 3.25% 11/40
G2 742876Financials
0.01%
1043
Gnma Ii, 30 Year
G2 784626Financials
0.01%
1044
Gnma Ii 3.5% 03/41
G2 751810Financials
0.01%
1045
Gnma I 3.49% 02/41 3.49
GN 759374Financials
0.01%
1046
Gnma I 3.49% 01/41 3.49
GN 759537Financials
0.01%
1047
Gsmps Mortgage Loan Trust, Series 2005-rp3, Class 1af
GSMPS 2005-RP3 1AFFinancials
0.01%
1048
Gnma, Series 2013-H04, Class Sa
GNR 2013-H04 SAFinancials
0.01%
1049
Gnma 2012-52 Wa Var 04/38
GNR 2012-52 WAFinancials
0.01%
1050
Gnma, Series 2011-100, Class My
GNR 2011-100 MYFinancials
0.01%
1051
Gnma, Series 2011-163, Class Wa
GNR 2011-163 WAFinancials
0.01%
1052
Gnma 2012-24 Wa Var 07/41
GNR 2012-24 WAFinancials
0.01%
1053
Gnma, Series 2013-26, Class Ak
GNR 2013-26 AKFinancials
0.01%
1054
Gnma, Series 2013-54, Class Wa
GNR 2013-54 WAFinancials
0.01%
1055
Gnma, Series 2014-188, Class W
GNR 2014-188 WFinancials
0.01%
1056
Gnma 2021-H06 Var 03/71
GNR 2021-H06 IAFinancials
0.01%
1057
Gnma 2018-160 3.5% 07/46
GNR 2018-160 PAFinancials
0.01%
1058
Gnma 2019-31 3.5% 05/46
GNR 2019-31 HCFinancials
0.01%
1059
Gnma 2019-31 Ts Flt 03/49
GNR 2019-31 TSFinancials
0.01%
1060
Gnma, Series 2019-65, Class St
GNR 2019-65 STFinancials
0.01%
1061
Gnma 2021-226 Zh 3% 12/51 3
GNR 2021-226 ZHFinancials
0.01%
1062
Hero Funding Trust, Series 2016-4A, Class A2
HERO 2016-4A A2Financials
0.01%
1063
Hero Funding Trust, Series 2017-2A, Class A1
HERO 2017-2A A1Financials
0.01%
1064
Umbs Mortpass 3.5% 02/51
FN BR0870Financials
0.01%
1065
Fnma Mortpass 5.02% 03/33 5.02
FN BS7371Financials
0.01%
1066
Umbs Mortpass 4% 03/53 4
FN BV6797Financials
0.01%
1067
Fnma Mortpass 4.5% 07/52 4.5
FN CB4014Financials
0.01%
1068
Fannie Mae Pool
FN MA1178Financials
0.01%
1069
Fnma, Other
FN MA1442Financials
0.01%
1070
Fannie Mae Pool
FN MA1463Financials
0.01%
1071
Fnma Mortpass 3% 08/43
FN MA1552Financials
0.01%
1072
Fnma Mortpass 3.5% 09/45
FN MA2434Financials
0.01%
1073
Gnma I 3.49% 03/41 3.49
GN 762751Financials
0.01%
1074
Gnma Ii 4.5% 10/49
G2 AC2994Financials
0.01%
1075
Gnma Ii, 30 Year
G2 BD0532Financials
0.01%
1076
Gnma Ii Mortpass 5% 07/48 5
G2 BF3017Financials
0.01%
1077
Gnma Ii Mortpass 5% 08/48 5
G2 BG7391Financials
0.01%
1078
Gnma Ii 4.5% 11/48 4.5
G2 BI4488Financials
0.01%
1079
Gnma Ii 4.5% 12/48 4.5
G2 BI6669Financials
0.01%
1080
Gnma Ii, 30 Year
G2 BK2586Financials
0.01%
1081
Gnma Ii, 30 Year
G2 BK7189Financials
0.01%
1082
Gnma Ii, 30 Year
G2 BK7198Financials
0.01%
1083
Gnma Ii 4.5% 07/49 4.5
G2 BM9692Financials
0.01%
1084
Gnma Ii Mortpass 4% 09/49 4
G2 BN0896Financials
0.01%
1085
Gnma Ii 5.5% 06/49 5.5
G2 BN1500Financials
0.01%
1086
Gnma Ii 3.75% 02/40
G2 BO1377Financials
0.01%
1087
Gnma Ii Mortpass 4% 01/41
G2 BO1378Financials
0.01%
1088
Gnma Ii Mortpass 5% 07/49 5
G2 BP4238Financials
0.01%
1089
Gnma Ii 3.5% 02/50 3.5
G2 BP8022Financials
0.01%
1090
Gnma Ii Mortpass 5% 11/49 5
G2 BP8667Financials
0.01%
1091
Gnma Ii Mortpass 5% 12/49 5
G2 BP8678Financials
0.01%
1092
Gnma Ii 5.5% 12/49 5.5
G2 BP8679Financials
0.01%
1093
Gnma Ii Mortpass 4% 10/49
G2 BQ3138Financials
0.01%
1094
Gnma Ii Mortpass 4% 11/49 4
G2 BQ3791Financials
0.01%
1095
Gnma Ii 4.25% 06/50
G2 BQ7087Financials
0.01%
1096
Gnma Ii Mortpass 5% 06/50 5
G2 BQ7088Financials
0.01%
1097
Gnma Ii 4.25% 02/50 4.25
G2 BQ7057Financials
0.01%
1098
Gnma Ii 3.5% 11/49 3.5
G2 BQ9513Financials
0.01%
1099
Gnma Ii Mortpass 5% 04/50 5
G2 BU3072Financials
0.01%
1100
Gnma I 3.5% 07/50 3.5
GN BV2390Financials
0.01%
1101
Gnma Ii 4.5% 07/50 4.5
G2 BV2395Financials
0.01%
1102
Gnma Ii 4.5% 08/50 4.5
G2 BW0559Financials
0.01%
1103
Gnma Ii 4.75% 09/50 4.75
G2 BW1760Financials
0.01%
1104
Gnma Ii 3.25% 10/50
G2 BW1772Financials
0.01%
1105
Gnma Ii 4.25% 10/50 4.25
G2 BW1774Financials
0.01%
1106
Gnma I 3.5% 10/50 3.5
GN BW7064Financials
0.01%
1107
Gnma Ii 4.5% 09/50 4.5
G2 BW7043Financials
0.01%
1108
Gnma Ii 2.5% 10/50 2.5
G2 BX4971Financials
0.01%
1109
Gnma Ii Mortpass 4% 10/50 4
G2 BY6421Financials
0.01%
1110
Gnma I 3.5% 11/50
GN BY7857Financials
0.01%
1111
Gnma Ii 4.5% 12/50 4.5
G2 BY7873Financials
0.01%
1112
Gnma Ii 3.5% 12/41 3.5
G2 BZ1774Financials
0.01%
1113
Gnma Ii Mortpass 4% 10/41
G2 BZ1778Financials
0.01%
1114
Gnma Ii 4.5% 10/43
G2 BZ1780Financials
0.01%
1115
Gnma Ii 4.5% 05/41
G2 BZ1781Financials
0.01%
1116
Gnma Ii 3.5% 08/44
G2 BZ1661Financials
0.01%
1117
Gnma Ii Mortpass 4% 07/46 4
G2 BZ1663Financials
0.01%
1118
Gnma Ii Mortpass 4% 12/42
G2 BZ1664Financials
0.01%
1119
Gnma Ii Mortpass 3% 09/47 3
G2 BZ1654Financials
0.01%
1120
Gnma Ii 2.5% 12/40
G2 BZ8504Financials
0.01%
1121
Fhlmcgld 3.5% 01/33
FG U80125Financials
0.01%
1122
Fhlmcgld 4.5% 02/49 4.5
FG Q62088Financials
0.01%
1123
Umbs Mortpass 4% 05/50
FR QB0097Financials
0.01%
1124
Fnma, Remic, Series 2011-118, Class Lb
FNR 2011-118 LBFinancials
0.01%
1125
Fnma Remics Var 03/52
FNR 2012-21 WAFinancials
0.01%
1126
Fnma, Remic, Series 2013-92
FNR 2013-92 POFinancials
0.01%
1127
Fnma Remics 2.5% 08/34 2.5
FNR 2014-44 BFinancials
0.01%
1128
Federal National Mortgage Association - Aces
FNA 2017-M3 A2Financials
0.01%
1129
Fnma Interest Zero 07/36 0
FNS 373 1Financials
0.01%
1130
Umbs Mortpass 3.5% 09/46 3.5
FN AL9058Financials
0.01%
1131
Fnma Mortpass 2.74% 08/31 2.74
FN AN2456Financials
0.01%
1132
Fnma Mortpass 3.06% 08/32 3.06
FN AN6123Financials
0.01%
1133
Fnma Mortpass 2.94% 10/32 2.94
FN AN6651Financials
0.01%
1134
Fnma, Other
FN AO6757Financials
0.01%
1135
Fnma, Other
FN AR7484Financials
0.01%
1136
Fnma Mortpass 3.5% 04/46
FN AS6970Financials
0.01%
1137
Fnma, Other
FN AT7117Financials
0.01%
1138
Fnma, Remic, Series 2004-50, Class Vz
FNR 2004-50 VZFinancials
0.01%
1139
Fnma, Remic, Series 2010-16, Class Wb
FNR 2010-16 WBFinancials
0.01%
1140
Fnma Remics 4.5% 11/40 4.5
FNR 2010-130 CYFinancials
0.01%
1141
Umbs Mortpass 3.5% 07/46 3.5
FN BD3088Financials
0.01%
1142
Umbs Mortpass 4.5% 06/48 4.5
FN BK7006Financials
0.01%
1143
Umbs Mortpass 4.5% 07/49 4.5
FN BO3436Financials
0.01%
1144
Fhlmc Remics 3.5% 03/42
Other
0.01%
1145
Fhlmc Var 10/27
Other
0.01%
1146
Gnma Ii Pool Ma6042 G2 07/49 Fixed 5
Other
0.01%
1147
Equifax Inc Sr Unsecured 08/33 5.65
Other
0.01%
1148
204920573.Srdlc
Other
0.01%
1149
Umbs Mortpass 5% 07/40
Other
0.01%
1150
San Diego Unified School District/Ca 3 07/01/2050
Other
0.01%
1151
Communaute Francaise De Belgique Mtn Regs 3.8% Jun 22, 2040
Other
0.01%
1152
Alera Group Intermediate Holdings, Inc., Term Loan, (3-Month Usd Cme Term Sofr + 5.50%) 9.216% 5/30/2033
Other
0.01%
1153
Us Ultra Bond Cbt Jun26 Xcbt 20260618
Other
0.01%
1154
Fannie Mae Pool 3.5 05/01/2047
Other
0.01%
1155
Gnma Ii 4.5% 06/49
Other
0.01%
1156
Forward Foreign Currency Contract
Other
0.01%
1157
Gnma Ii Mortpass 4% 04/66
Other
0.01%
1158
European Union Reg S Sr Unsec EUR (B) 0.0% 07-04-35
Other
0.01%
1159
Ginnie Mae Ii Pool 2.5 11/20/2050
Other
0.01%
1160
Mvw 2024-1 Llc 6.2% 02/43
Other
0.01%
1161
Fhlmc Remics 6% 03/34
Other
0.01%
1162
Jpmmt 2022-6 A3 (Jpmmt 2022-6 A3)
Other
0.01%
1163
Fnma Mortpass 3.12% 11/26
Other
0.01%
1164
Uzbekistan (Republic Of) Mtn Regs 6.95% May 25, 2032
Other
0.01%
1165
Rfr USD Sofr/3.75000 12/18/24-10Y Lch
Other
0.01%
1166
New York St Transprtn Dev Corp Nyttrn 12/37 Fixed 5
Other
0.01%
1167
Fwdp 10Y Rtp 4.017500 17-Apr-2028
Other
0.01%
1168
Fhlmcgld 4% 06/42
Other
0.01%
1169
Mid-State 6.083% 10/40
Other
0.01%
1170
Fnma-Aces Var 02/30
Other
0.01%
1171
Puerto Rico Sales Tax Fing Corp Sales Tax Rev 5.0% 01-Jul-2058
Other
0.01%
1172
Italy Buoni Poliennali Del Tesoro
Other
0.01%
1173
Hilton Grand 4.69% 06/34
Other
0.01%
1174
Hero Funding 3.95% 09/48
Other
0.01%
1175
Brewco Borrower Llc
Other
0.01%
1176
Hilton Grand 6.62% 09/39
Other
0.01%
1177
Fnma Remics 3.5% 02/43
Other
0.01%
1178
Duke Energy Carolinas 1St Mortgage 12/47 3.7
Other
0.01%
1179
Republika Slovenija Sr Unsecured Regs 07/35 3.125
Other
0.01%
1180
Currency Contract - KRW
Other
0.01%
1181
Fhlmcgld 3.5% 03/46
Other
0.01%
1182
Washington St Convention Ctr Pub Facs Dist 3.0% 01-Jul-2048
Other
0.01%
1183
Fannie Mae Pool Bq8457 2.00% 12/1/2050
Other
0.01%
1184
Fswp: Twd 2.422000 16-Sep-2031 Tai
Other
0.01%
1185
Electricite De France Sa
Other
0.01%
1186
Consumers Energy Co 1St Mortgage 01/31 4.5
Other
0.01%
1187
Fnma-Aces Var 11/33
Other
0.01%
1188
Fhlmc Remics Flt 08/49
Other
0.01%
1189
Fannie Mae Pool Ma2608 3.00% 5/1/2046
Other
0.01%
1190
Gnma Ii 4.5% 04/66
Other
0.01%
1191
Wfrbs Var 03/45
Other
0.01%
1192
Gnma 2017-H16 Flt 08/67
Other
0.01%
1193
Umbs Mortpass 3.5% 08/49
Other
0.01%
1194
Fhlmcgld 3.5% 07/46
Other
0.01%
1195
County Of Cook Il Sales Tax Revenue 4 11/15/2040
Other
0.01%
1196
Currency Contract - Mxn
Other
0.01%
1197
USD/GBP Spot 20260803 0000010
Other
0.01%
1198
Umbs Mortpass 4% 04/46
Other
0.01%
1199
Nestle Capital Corp. .% 2029-04-04
Other
0.01%
1200
Forward Foreign Currency Contract
Other
0.01%
1201
Bellis 8% 07/31 8
Other
0.01%
1202
Bought CNY Sold USD 20260513
Other
0.01%
1203
Umbs Mortpass 2.5% 08/51
Other
0.01%
1204
Square 4.54 2027-06-19
Other
0.01%
1205
Purchased HKD / Sold USD
Other
0.01%
1206
Kartos Therapeutics Inc
Other
0.01%
1207
Alternative Flt 05/36
Other
0.01%
1208
Umbs Mortpass 4% 02/48
Other
0.01%
1209
Swap Cash Collateral USD
Other
0.01%
1210
Corevest Var 10/52
Other
0.01%
1211
Republic Of Cote Divoire 5.88% Oct 17/31
Other
0.01%
1212
Gnma Ii 3.5% 05/66
Other
0.01%
1213
Umbs Mortpass 3.5% 08/46
Other
0.01%
1214
Gnma Ii 4.5% 03/66
Other
0.01%
1215
Sell U S Dollar - Buy British Pounds
Other
0.01%
1216
Cboe Volatility Index Futures Contracts
Other
0.01%
1217
Ois CAD Caonrepo/3.92500 06/19/25-1Y Lch
Other
0.01%
1218
Forward Foreign Currency Contract
Other
0.01%
1219
R1 Rcm Inc. 11/30/2031
Other
0.01%
1220
Bought PLN Sold USD 20260415
Other
0.01%
1221
Sold JPY Bought USD 20260402
Other
0.01%
1222
Umbs Mortpass 4.5% 07/48
Other
0.01%
1223
Fhlmc 6.5% 02/43
Other
0.01%
1224
20260423/USD/HKD
Other
0.01%
1225
Fnma Mortpass 3.5% 10/42
Other
0.01%
1226
Hero Funding 3.57% 09/47
Other
0.01%
1227
Fhlmc Remics 4.5% 12/48
Other
0.01%
1228
Sold AUD Bought USD 20260402
Other
0.00%
1229
Jarrell Independent School District 4.25 02/15/2053
Other
0.00%
1230
Corevest Var 10/52
Other
0.00%
1231
Market Bidco Ltd., Facility 1St Lien Term Loan B4 9.3257 2030-11-04
Other
0.00%
1232
Gnma 2007-42 Sb Flt 07/37
Other
0.00%
1233
Cds Republic Of Ecuador
Other
0.00%
1234
US Dollar
Other
0.00%
1235
Wells Fargo Var 10/34
Other
0.00%
1236
Academy Ltd Aka Academy Sports & Outdoors 5.875% 05/15/2031
Other
0.00%
1237
Fhlmc Remics Zero 02/36 0
Other
0.00%
1238
Umbs Mortpass 7% 03/36
Other
0.00%
1239
Fnma Remic Trust 6% 05/44
Other
0.00%
1240
Boels Topholding Bv, Facility Term Loan B
Other
0.00%
1241
Fhlmc Remics 5.5% 02/36
Other
0.00%
1242
Gnma 2004-28 S Flt 04/34
Other
0.00%
1243
Fhlmc Remics 6% 10/31
Other
0.00%
1244
Forward Foreign Currency Contract
Other
0.00%
1245
Fnma Remics Flt 04/29
Other
0.00%
1246
Republic Of 8.25% 01/37 8.25
Other
0.00%
1247
Fhlmcgld 4% 09/48
Other
0.00%
1248
Government National Mortgage Corporation
Other
0.00%
1249
PURCHASED USD / SOLD CNH
Other
0.00%
1250
Mondelez International Inc 2.63 09/04/2050
Other
0.00%
1251
Mastr 6% 07/34
Other
0.00%
1252
Pret 2026-Rn1 Step 06/66
Other
0.00%
1253
Sweden Government Bond 2.75 2037-02-09
Other
0.00%
1254
Diversified Real Asset Fund
Other
0.00%
1255
Gnma Ii 4.5% 04/66
Other
0.00%
1256
Residential 6% 07/36
Other
0.00%
1257
Saudi International Bond /Eur/ Regd 144A P/P 3.37500000
Other
0.00%
1258
Fnma Remics Var 04/41
Other
0.00%
1259
Us Ultra Bond Cbt Mar26
Other
0.00%
1260
Sunoco, Lp 4.50% 5/15/2029
Other
0.00%
1261
Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029
Other
0.00%
1262
Federal Farm Credit Banks Funding Corp 3.735 05/19/2028
Other
0.00%
1263
Glp Capital, Lp / Glp Financing Ii, Inc. 5.750 06/01/2028 5.75 2028-06-01
Other
0.00%
1264
Gnma 2004-71 St Flt 09/34
Other
0.00%
1265
Fnma Remics Flt 12/32
Other
0.00%
1266
Gnma 2017-H05 Flt 02/67
Other
0.00%
1267
Nmef 2026- 4.48 021534
Other
0.00%
1268
Ois Recfix GBP 3.804% 09-19-25/09-19-30 Lch
Other
0.00%
1269
Citigroup Zero 06/33
Other
0.00%
1270
Currency Contract - USD
Other
0.00%
1271
Otcba Finra Csh At Broker
Other
0.00%
1272
Bear Stearns Flt 02/36
Other
0.00%
1273
Fnma-Aces 1.2% 10/30
Other
0.00%
1274
Fhlmc Remics Flt 01/38
Other
0.00%
1275
31750Sik3 Pimco Cdsopt Put USD 0.8 20260617
Other
0.00%
1276
Gnma Ii 4.5% 01/66
Other
0.00%
1277
Agricultural Development Bank Of China
Other
0.00%
1278
Lowe'S Cos Inc 4.5 04/15/2030
Other
0.00%
1279
Fhlmc Mortpass Flt 12/36
Other
0.00%
1280
Sold CNH Bought USD 20260507
Other
0.00%
1281
Gsr Mortgage Zero 02/36
Other
0.00%
1282
Merrill Lynch Flt 03/28
Other
0.00%
1283
Umbs Mortpass 6% 12/28
Other
0.00%
1284
Forward Foreign Currency Contract
Other
0.00%
1285
Saint Ann'S Community (A/K/A Saint Ann'S Of Greater Rochester) Revenue Bonds 5 01/01/2040
Other
0.00%
1286
Diamondback Energy Inc 5.75 04/18/2054
Other
0.00%
1287
Irs Wibo/4.585 PLN0832
Other
0.00%
1288
Freddie Mac Pool G61662 3.50% 2/1/2048
Other
0.00%
1289
Italy Buo 2.05% 08/01/27
Other
0.00%
1290
Kgs- Var
Other
0.00%
1291
USD/JPY Forward
Other
0.00%
1292
Citigroup Inc 2.52 11/03/2032
Other
0.00%
1293
Gnma 2013-H07 Flt 04/62
Other
0.00%
1294
Umbs Mortpass 6.5% 11/29
Other
0.00%
1295
Coty, Inc. 5.60% 1/15/2031
Other
0.00%
1296
Irs EUR 2.35000 04/29/25-5Y Lch
Other
0.00%
1297
Mastr 5.5% 07/34
Other
0.00%
1298
Jbs Nv/Usa Foods/Food Co Sr Unsecured 01/36 5.5
Other
0.00%
1299
Fnma Remics 5.5% 09/33
Other
0.00%
1300
Hyundai Capital America 2.10% 9/15/2028
Other
0.00%
1301
Gnma Ii 4.5% 04/66
Other
0.00%
1302
Fnma Grantor 6% 01/44
Other
0.00%
1303
Csfb 6.5% 12/33
Other
0.00%
1304
New York Transn Dev Corp Spl Fac Rev 5.375% 30-Jun-2060
Other
0.00%
1305
Republica Federativa Do Brasil
Other
0.00%
1306
Fhlmc Remics 7.5% 03/28
Other
0.00%
1307
Fhlmc Remics Zero 02/36 0
Other
0.00%
1308
Impac Secured 6.44% 01/32
Other
0.00%
1309
Swp: Ois Sofr 3.338000 12-Feb-2029_C 02/12/2029
Other
0.00%
1310
Rali Series Var 05/35
Other
0.00%
1311
Iron Mountain, Inc. 4.50% 2/15/2031
Other
0.00%
1312
Lehman Mortgage 6% 07/37
Other
0.00%
1313
Forward Foreign Currency Contract
Other
0.00%
1314
Gnma 2010-41 Wa Var 10/33
Other
0.00%
1315
Freddie Mac Remics 2.5 07/25/2048
Other
0.00%
1316
Bought BRL Sold USD 20260602
Other
0.00%
1317
Cds Kingdom Of Morocco
Other
0.00%
1318
Wamu Mortgage Var 09/33
Other
0.00%
1319
Fnma Grantor Zero 12/41 0
Other
0.00%
1320
Vinci Sa 1.63 01/18/2029
Other
0.00%
1321
Northern 5.25% 05/21/38
Other
0.00%
1322
Republic Of South Africa Sr Unsecured 02/31 7 7 02/28/2031
Other
0.00%
1323
Fhlmc Remics 8% 01/30
Other
0.00%
1324
Umbs Mortpass 5% 09/35
Other
0.00%
1325
Square 5.94 2025-11-09
Other
0.00%
1326
Iliad Sa
Other
0.00%
1327
Reverse Repo Bank Of New York
Other
0.00%
1328
First Horizon Var 10/34
Other
0.00%
1329
Sold THB Bought USD 20260417
Other
0.00%
1330
Fnma Remics Flt 06/37
Other
0.00%
1331
Banc Of 5.5% 02/35
Other
0.00%
1332
Pjm Wh Rt Pk Mini May27 Physical Commodity Future.
Other
0.00%
1333
Peterson Farms 11/15/2032 7.87 2032-11-15
Other
0.00%
1334
Egypt Government Bonds 21.954% 03/04/2028 21.954 2028-03-04
Other
0.00%
1335
Us 5Yr Note 09/30/2026
Other
0.00%
1336
Bank Of Nova Scotia 7.35% 04/27/2085 7.35 2085-04-27
Other
0.00%
1337
Time Warner Cable Llc 6.55 05/01/2037
Other
0.00%
1338
Fnma Remics Zero 08/26
Other
0.00%
1339
Db Master Finance Llc 5.165 08/20/2055
Other
0.00%
1340
Pfizer Inc 1.75 08/18/2031
Other
0.00%
1341
Gnma Ii Mortpass 4% 04/66
Other
0.00%
1342
Bank Of America Corp. 5.288% 4/25/2034 (Usd-Sofr + 1.91% On 4/25/2033)
Other
0.00%
1343
Fnma Remics Flt 08/36
Other
0.00%
1344
Jp Morgan Var 08/34
Other
0.00%
1345
Fhlmc Remics Zero 07/34 0
Other
0.00%
1346
Bravo Residential Funding Trust 5.043 09/25/2065 5.043 2065-09-25
Other
0.00%
1347
Fhlmc Remics 6.5% 05/28
Other
0.00%
1348
Fhlmc Remics 7.5% 12/36
Other
0.00%
1349
Fhlmc Strips Zero 04/28
Other
0.00%
1350
Saudi Electricity Global Sukuk Co. 3 5.5 2044-04-08
Other
0.00%
1351
Ngl Energ 8.375% 02/15/32
Other
0.00%
1352
Aareal Bank Ag 0.75 04/18/2028
Other
0.00%
1353
Forward Foreign Currency Contract
Other
0.00%
1354
IDR/USD Fwd 20260610 000015298 USD
Other
0.00%
1355
Umbs Mortpass 7.5% 04/39
Other
0.00%
1356
Fnma Remics Var 12/39
Other
0.00%
1357
Fhlmcgld 10% 10/30
Other
0.00%
1358
New York St Dorm Auth Revs Non
Other
0.00%
1359
Fnma Trust Flt 03/45
Other
0.00%
1360
Tennet Holding Bv 2.375% 05/17/2033 Regs
Other
0.00%
1361
Fhlmc Mortpass Flt 08/36
Other
0.00%
1362
Gnma 2007-45 Qa Flt 07/37
Other
0.00%
1363
Fhlmcgld 6% 10/29
Other
0.00%
1364
Western Australian Treasury Corpor Regs 1.5% Oct 22, 2030
Other
0.00%
1365
San Francisco Bay Area Rapid Transit District 5 08/01/2037
Other
0.00%
1366
Fhlmc Remics 5% 08/40
Other
0.00%
1367
Fhlmcgld 7.5% 12/36
Other
0.00%
1368
Fswp: Aud 5.002500 16-Sep-2031 Aud
Other
0.00%
1369
Fannie Mae Pool 3 07/01/2050
Other
0.00%
1370
Fhlmc Remics Var 12/29
Other
0.00%
1371
Citigroup Zero 09/33
Other
0.00%
1372
OIS
Other
0.00%
1373
Fnma Remics Zero 12/36 0
Other
0.00%
1374
Forward Foreign Currency Contract
Other
0.00%
1375
Merrill Lynch Var 08/34
Other
0.00%
1376
USD - For Futures
Other
0.00%
1377
Gnma 2016-H11 Flt 05/66
Other
0.00%
1378
Bank Loan Note
Other
0.00%
1379
Umbs Mortpass 8.5% 02/30
Other
0.00%
1380
Oklahoma Turnpike Authority 4 01/01/2047
Other
0.00%
1381
Umbs Mortpass 4% 07/45
Other
0.00%
1382
Fnma Remics 8% 04/27
Other
0.00%
1383
Fhlmc Remics 7% 04/29
Other
0.00%
1384
Coca-Cola Co. 1.00% 3/15/2028
Other
0.00%
1385
Bought TRY Sold USD 20260410
Other
0.00%
1386
Wti Crude Future Sep26 Xnym 20260820
Other
0.00%
1387
Trs Ubsmpdlt Sofr -05 111326
Other
0.00%
1388
Gnma Ii 2.5% 04/59
Other
0.00%
1389
Structured 3.45% 02/32
Other
0.00%
1390
Fhlmc Remics 6.5% 01/32
Other
0.00%
1391
Fnma Remics Flt 12/37
Other
0.00%
1392
Gsmps Mortgage Flt 03/35
Other
0.00%
1393
Los Angeles Unified School District/Ca 5 07/01/2047
Other
0.00%
1394
G2 Mb0486 6.00% 7/20/55
Other
0.00%
1395
Mastr Asset 5.5% 12/33
Other
0.00%
1396
Gnma Ii 4.5% 05/66
Other
0.00%
1397
Varsity Brands Inc 6.4496 08/26/2031
Other
0.00%
1398
Heathrow Fndg
Other
0.00%
1399
Square 6.16 2027-07-15
Other
0.00%
1400
Royal Bank Of Canada 4.32 2026-03-10
Other
0.00%
1401
AltEnergy Acquisition Corp
Other
0.00%
1402
Arvada Water Revenue Bonds 4 12/01/2052 4 2052-12-01
Other
0.00%
1403
Fhlmc Remics 8.5% 04/29
Other
0.00%
1404
Fhlmc Remics Flt 05/38
Other
0.00%
1405
Texas Department Of Housing & Community Affairs 3.05 09/01/2029
Other
0.00%
1406
Sumitomo Mitsui Finl Grp Sr Unsecured 01/29 4.108
Other
0.00%
1407
Sold INR Bought USD 20260407
Other
0.00%
1408
Gnma Ii 4.5% 05/66
Other
0.00%
1409
Fhlmc Var 08/42
Other
0.00%
1410
Purchased USD / Sold GBP
Other
0.00%
1411
Fnma Remics Flt 02/40
Other
0.00%
1412
Fnma Remics Zero 07/36
Other
0.00%
1413
San Francisco Community College District General Obligation Bonds 3.165 06/15/2041 3.165 2041-06-15
Other
0.00%
1414
Fnma Remics 5.5% 08/33
Other
0.00%
1415
Afund_25-2 E Regs 0 Jul 20, 2067
Other
0.00%
1416
Fhlmc Remics 7.25% 09/30
Other
0.00%
1417
L5010060.Srdup 19.77 2030-02-07
Other
0.00%
1418
IDR/USD Fwd 20260410 Roycgb2L
Other
0.00%
1419
317U69Ja5 Pimco Swaption 3.3125 Call USD 20260
Other
0.00%
1420
Accelerated 4.51% 12/33
Other
0.00%
1421
Umbs Mortpass 3.5% 05/46
Other
0.00%
1422
California Educational Facilities Authority 5 05/01/2049
Other
0.00%
1423
Builders Firstsource Inc 6.75 05/15/2035
Other
0.00%
1424
Kaisa Group Holdings Ltd 0% 12/31/2032
Other
0.00%
1425
Purchased AUD / Sold USD
Other
0.00%
1426
Fnma Remics 8.5% 02/27
Other
0.00%
1427
Mastr 6.25% 06/33
Other
0.00%
1428
Fnma Remics Flt 05/40
Other
0.00%
1429
Alera Group Intermediate Holdings Tl 2Nd Lien (Tsfr3M+550) (Flr 0.5) Frn 05-30-33 9.2161 2033-05-30
Other
0.00%
1430
Mexican Bonos 7.75 05/29/2031
Other
0.00%
1431
Blue Racer Midstream Llc / Blue Racer Finance Corp 7.000% 07/15/2029
Other
0.00%
1432
Fhlmcgld 7% 08/32
Other
0.00%
1433
Gsmps Mortgage Var 06/32
Other
0.00%
1434
Fhlmc Remics Zero 06/36 0
Other
0.00%
1435
Fhlmc Remics Flt 01/37
Other
0.00%
1436
Ois Cop Ibr/8.21000 06/18/25-5Y Cme
Other
0.00%
1437
Fnma Remics 6.5% 06/32
Other
0.00%
1438
3 Month Sofr Fut Sep26
Other
0.00%
1439
British Pound
Other
0.00%
1440
Fnma Remics Flt 07/36
Other
0.00%
1441
Six Flags Entertainment Corp / Canada'S Wonderland Co / Magnum Management Corp 5.25 07/15/2029
Other
0.00%
1442
Forward Foreign Currency Contract
Other
0.00%
1443
Mastr Var 05/34
Other
0.00%
1444
Fhlmc Mortpass Flt 01/35
Other
0.00%
1445
Forward Foreign Currency Contract
Other
0.00%
1446
Gsr Mortgage 6% 11/34
Other
0.00%
1447
Pacific Gas & Electric 4.2% 3/1/2029
Other
0.00%
1448
Fhlmc Remics 6.5% 03/33
Other
0.00%
1449
Sold JPY Bought USD 20260402
Other
0.00%
1450
Gnma 2006-59 Sd Flt 10/36
Other
0.00%
1451
Daiwa House Ind Co Ltd Sr Unsecured Regs 03/29 0.0000
Other
0.00%
1452
Pacificorp 4.15% 2/15/2050
Other
0.00%
1453
Fhlmc Remics Flt 01/29
Other
0.00%
1454
Fhlmc Remics Flt 02/40
Other
0.00%
1455
Bought Uyu Sold USD 20260407
Other
0.00%
1456
DRB5178988.SRDUP
Other
0.00%
1457
Fhlmc Remics 6% 04/36
Other
0.00%
1458
Fhlmcgld 7% 04/35
Other
0.00%
1459
Match Group Holdings Ii, Llc 6.12% Sep 15, 2033
Other
0.00%
1460
United States Treasury Note/Bond 0.0325 05/15/2042
Other
0.00%
1461
Fhlmc Remics Var 02/39
Other
0.00%
1462
Chase Mortgage Var 02/37
Other
0.00%
1463
MXN/USD Forward
Other
0.00%
1464
Fhlmc Remics 7% 04/32
Other
0.00%
1465
IRS EUR 1.00000 05/13/22-5Y LCH
Other
0.00%
1466
Fnma Remics Flt 11/40
Other
0.00%
1467
Tal Advantage V, Llc, Series 2020-1A, Class A, 2.05% 9/20/2045
Other
0.00%
1468
Umbs Mortpass 6.5% 08/37
Other
0.00%
1469
Fhlmcgld 4% 10/33
Other
0.00%
1470
Fhlmc 7.5% 02/42
Other
0.00%
1471
Fhlmcgld 5.5% 01/33
Other
0.00%
1472
Fhlmc Remics Zero 12/43 0
Other
0.00%
1473
Bought INR Sold USD 20260407
Other
0.00%
1474
Fswp: Ois Recfix USD 3.403% 06-17-26/06-17-31 Lch
Other
0.00%
1475
Gnma 2007-74 Sl Flt 11/37
Other
0.00%
1476
Atn International In - Trs
Other
0.00%
1477
Rali Series Var 12/34
Other
0.00%
1478
Fhlmcgld 5.5% 03/40
Other
0.00%
1479
Elevance Health Inc 4.75 02/15/2033
Other
0.00%
1480
Washington St Hsg Fin Commn Nonprofit Hsg Rev 4.0% 01-Jan-2051
Other
0.00%
1481
Fhlmc Remics 7% 05/32
Other
0.00%
1482
Rfr USD Sofr/3.75000 12/20/23-5Y Cme
Other
0.00%
1483
Forward Foreign Currency Contract
Other
0.00%
1484
Fnma Remics 6.5% 08/36
Other
0.00%
1485
Umbs Mortpass 5% 06/33
Other
0.00%
1486
Fhlmc Flt 10/44
Other
0.00%
1487
Cocoa Future May26 Ifus 20260513
Other
0.00%
1488
L4008576.Srdup
Other
0.00%
1489
Ep Infrastructure As 2.05 10-09-2028
Other
0.00%
1490
Gnma Ii Mortpass 4% 03/66
Other
0.00%
1491
Currency Contract - CNH
Other
0.00%
1492
Gnma 2019-112 Flt 09/49
Other
0.00%
1493
Ford Motor Credit Co., Llc 5.869% 10/31/2035
Other
0.00%
1494
USD/GBP Fwd 20260522 Cibccatt
Other
0.00%
1495
Wamu Mortgage 5.25% 10/33
Other
0.00%
1496
Fhlmcgld 5.5% 05/27
Other
0.00%
1497
Crown Castle Inc 2.9 04/01/2041
Other
0.00%
1498
Fnma Mortpass Flt 09/27
Other
0.00%
1499
Saudi Awwal Bank Sjsc Mtn Regs 5.95% Sep 04, 2035
Other
0.00%
1500
Nrg Energy Inc 5.875 05/15/2034
Other
0.00%
1501
Cds: Oracle Corporation 1.00 20-Jun-2031
Other
0.00%
1502
Fhlmc Remics 5.85% 09/35
Other
0.00%
1503
USD/EUR Forward
Other
0.00%
1504
Fhlmc Remics Flt 01/37
Other
0.00%
1505
Forward Foreign Currency Contract
Other
0.00%
1506
Fhlmc Strips 233 5% 09/35
Other
0.00%
1507
Fnma Grantor 7% 12/41
Other
0.00%
1508
Cheniere Energy Partners 3.2500% Mat 01/31/2032 3.25 2032-01-31
Other
0.00%
1509
Gnma I Mortpass 7% 03/37
Other
0.00%
1510
Umbs Mortpass 4.5% 10/48
Other
0.00%
1511
Fannie Mae Pool Cb6490 6.50% 6/1/2053
Other
0.00%
1512
Desoto Independent School District 5 08/15/2042
Other
0.00%
1513
Citigroup Var 02/35
Other
0.00%
1514
Groupe Des Assurances Du Credit Mutuel Sadir 5% 10/30/2044 5 2044-10-30
Other
0.00%
1515
Trs Nl/Umg 2Y 01/20/2028/117814570/Gsilgb2Xxxx_C
Other
0.00%
1516
Fnma Remics Zero 07/36
Other
0.00%
1517
North Texas Municipal Water District 4 06/01/2043 4 2043-06-01
Other
0.00%
1518
EURO-Bobl Future Jun26 XEUR 20260608
Other
0.00%
1519
Gnma Ii 4.5% 02/66
Other
0.00%
1520
Bought TWD Sold USD 20260416
Other
0.00%
1521
Forward Foreign Currency Contract
Other
0.00%
1522
Currency Contract - KRW
Other
0.00%
1523
Fnma Remics 6.5% 05/28
Other
0.00%
1524
Gnma 2016-H13 Flt 05/66
Other
0.00%
1525
Fnma Remics 7% 03/31
Other
0.00%
1526
Fnma Remics 6.5% 08/36
Other
0.00%
1527
Corebridge Global Funding 0.04847% 01/07/2028 0.04847 2028-01-07
Other
0.00%
1528
Citigroup Repo Repo 5807
Other
0.00%
1529
Fnma Remics 5.5% 03/36
Other
0.00%
1530
Bought BRL Sold USD 20260402
Other
0.00%
1531
Alternative Loan 6% 08/35
Other
0.00%
1532
Currency Contract - INR
Other
0.00%
1533
Fhlmcgld 5% 11/35
Other
0.00%
1534
Massachusetts Development Finance Agency 5 07/01/2042
Other
0.00%
1535
Csco 5.9 02/15/39
Other
0.00%
1536
Currency Contract - USD
Other
0.00%
1537
Fnma Grantor Var 01/44
Other
0.00%
1538
Chase Funding Step 05/33
Other
0.00%
1539
Wamu Mortgage 5.5% 06/34
Other
0.00%
1540
RFR USD SOFR/1.00000 06/15/22-7Y LCH
Other
0.00%
1541
Umbs Mortpass 6% 09/33
Other
0.00%
1542
South Africa Em Sp Dub
Other
0.00%
1543
Forward Foreign Currency Contract
Other
0.00%
1544
Fhlmc Mortpass Flt 03/37
Other
0.00%
1545
Fnma Remics Flt 09/50
Other
0.00%
1546
Inf Swap Us It 2.5975 04/10/24-10Y Lch
Other
0.00%
1547
Sold NOK Bought USD 20260407
Other
0.00%
1548
Wamu Mortgage Var 08/33
Other
0.00%
1549
Currency Contract - USD
Other
0.00%
1550
Bought TWD Sold USD 20260423
Other
0.00%
1551
New York City Transitional Finance Authority Future Tax Secured Revenue 4 08/01/2026
Other
0.00%
1552
Fnma Remics Flt 10/35
Other
0.00%
1553
3 Month Euro Euribor
Other
0.00%
1554
Carrix Inc Sr Secured 144A 08/33 6.125
Other
0.00%
1555
Wamu Mortgage Var 09/36
Other
0.00%
1556
Haleon Us Capital Llc 3.625% 3/24/2032
Other
0.00%
1557
Umbs Mortpass 7% 09/37
Other
0.00%
1558
Fnma Mortpass Flt 01/35
Other
0.00%
1559
Gnma 2010-129 Var 04/37
Other
0.00%
1560
Bear Stearns Var 07/33
Other
0.00%
1561
Fhlmc Remics Flt 07/36
Other
0.00%
1562
Fswp: Ois Recfix USD 3.43574% 06-17-26/06-17-31 Lch
Other
0.00%
1563
Iron Mountain Inc 144A 4.75% Jan 15, 2034
Other
0.00%
1564
Calplant I Llc 9.5 12/31/2049
Other
0.00%
1565
Fnma Trust 7% 02/44
Other
0.00%
1566
Purchased NZD / Sold USD
Other
0.00%
1567
Nmef Funding, Llc, Series 2026-A, Class A2, 4.09% 2/15/2034
Other
0.00%
1568
Mastr Var 11/34
Other
0.00%
1569
Jp Morgan Var 09/34
Other
0.00%
1570
American Var 12/35
Other
0.00%
1571
New Jersey Transportation Trust Fund Authority 5 2036-06-15
Other
0.00%
1572
Rfr USD Sofr/3.86500 11/20/24-10Y Lch
Other
0.00%
1573
Morocco Government International Bond 2.375%, 12/15/27
Other
0.00%
1574
Umbs Mortpass 6.5% 09/38
Other
0.00%
1575
Fnma Remics Zero 07/36
Other
0.00%
1576
Mastr Asset 5% 12/33
Other
0.00%
1577
Post Hold 4.5% 09/15/31
Other
0.00%
1578
Chase Mortgage Finance Trust 4.036% 09/25/2036 4.036 2036-09-25
Other
0.00%
1579
Fhlmc Remics Flt 05/33
Other
0.00%
1580
Vue International Bidco Plc
Other
0.00%
1581
Aegea Finance Sarl 9.00% 1/20/2031
Other
0.00%
1582
Square 4.96 2027-07-28
Other
0.00%
1583
Gnma 2020-H02 Var 12/69
Other
0.00%
1584
Bloomberg Silver Subindex Swap - Goldman Sachs
Other
0.00%
1585
Rfrf USD Sf+26.161/1.3* 07/20/23-8Y Cme
Other
0.00%
1586
Vendee 7.5% 02/27
Other
0.00%
1587
Aker Bp Asa 5.25% 10/30/2035
Other
0.00%
1588
Renew 2017-1 3.67% 09/52
Other
0.00%
1589
Fnma Remic Po Zero 08/36
Other
0.00%
1590
Romanian Government International Bond 5.125% 2031-09-24
Other
0.00%
1591
Fhlmc Remics 9% 09/30
Other
0.00%
1592
Bought EUR Sold USD 20251002
Other
0.00%
1593
Fnma Trust 6.5% 07/42
Other
0.00%
1594
Fnma Remics 6% 03/37
Other
0.00%
1595
Fhlmc Var 09/43
Other
0.00%
1596
Fnma Mortpass Flt 11/36
Other
0.00%
1597
Sold ILS Bought USD 20260617
Other
0.00%
1598
Bear Stearns Step 10/33
Other
0.00%
1599
Rfr USD Sofr/3.54542 03/01/24-7Y* Lch
Other
0.00%
1600
Gnma 2010-157 Zero 12/40
Other
0.00%
1601
Fhlmc Remics Zero 04/36 0
Other
0.00%
1602
Irs Usd
Other
0.00%
1603
Tri-Party Wells Fargo Securiti Repo - 10Dec26
Other
0.00%
1604
Build Nyc Resource Corp 5 08/01/2036
Other
0.00%
1605
Abbvie Inc Sr Unsecured 03/35 4.55
Other
0.00%
1606
Us Ultra Bond Cbt Jun26 Xcbt 20260618
Other
0.00%
1607
Fhlmc Mortpass Flt 12/33
Other
0.00%
1608
Umbs Mortpass 4.5% 06/52
Other
0.00%
1609
Purchased USD / Sold EUR
Other
0.00%
1610
Community Health Systems 6.875 04/15/2029
Other
0.00%
1611
5-Year T-Note Weekly Options - Week 1
Other
0.00%
1612
Socgen Triparty Tsy
Other
0.00%
1613
Gnma 2004-46 Zero 06/34
Other
0.00%
1614
Daimler Truck Finance North America Llc 5.625 2035-01-13
Other
0.00%
1615
Gnma 2003-41 5.5% 05/33
Other
0.00%
1616
Bought EUR Sold USD 20260402
Other
0.00%
1617
Fhlmc Remics 6% 09/28
Other
0.00%
1618
Sofima Holding Spa
Other
0.00%
1619
Gnma 2005-68 Dp Flt 06/35
Other
0.00%
1620
Umbs Mortpass 3.5% 12/30
Other
0.00%
1621
Barclays Plc 5.7850% Mat 02/25/2036 5.785 2036-02-25
Other
0.00%
1622
Fnma Remics Zero 01/37
Other
0.00%
1623
State Of Lower Saxony
Other
0.00%
1624
Ginnie Mae I Pool 4.5 06/15/2039
Other
0.00%
1625
Fhlmc Remics Flt 09/33
Other
0.00%
1626
Fnma Remics Var 05/51
Other
0.00%
1627
Forward Foreign Currency Contract
Other
0.00%
1628
Cds Republic Of Turkiye
Other
0.00%
1629
Sun Hung Kai Properties Capital Market Ltd 01/21/2030 2.88
Other
0.00%
1630
Net Other Assets
Other
0.00%
1631
INR Fwd Sale To USD Ndf 6/17/2026
Other
0.00%
1632
Umbs Mortpass 7% 01/32
Other
0.00%
1633
Banc Of Zero 01/36
Other
0.00%
1634
Chicago Board Of Education General Obligation Alternate Revenue Bonds 7 12/01/2046
Other
0.00%
1635
Fnma Remic Var 12/42
Other
0.00%
1636
First Horizon 5.5% 11/35
Other
0.00%
1637
Gray Media, Inc. 9.625% 7/15/2032
Other
0.00%
1638
Electricite De France Regs 6.13 Jun 02, 2034
Other
0.00%
1639
Amsr 2025-Sfr2 Trust 4.28 11/17/2042
Other
0.00%
1640
Mastr Zero 08/34
Other
0.00%
1641
Csfb Var 06/35
Other
0.00%
1642
Square 6.06 2027-09-19
Other
0.00%
1643
Ciudad 7.05% 05/36
Other
0.00%
1644
Alternative Loan Trust, Series 2006-26Cb, Class A9
CWALT 2006-26CB A9Financials
0.00%
1645
Banc Of Zero 08/35 0
BAFC 2005-4 30POFinancials
0.00%
1646
Bear Stearns Var 04/34
BSARM 2004-1 12A1Financials
0.00%
1647
Bear Stearns Arm Trust, Series 2003-7, Class 3A
BSARM 2003-7 3AFinancials
0.00%
1648
Alternative Loan Trust, Series 2005-1Cb, Class 1A6
CWALT 2005-1CB 1A6Financials
0.00%
1649
Alternative Loan Trust, Series 2005-37t1, Class A2
CWALT 2005-37T1 A2Financials
0.00%
1650
Alternative Loan Trust, Series 2005-22T1, Class A2
CWALT 2005-22T1 A2Financials
0.00%
1651
Alternative Loan Trust, Series 2005-20cb, Class 3a8
CWALT 2005-20CB 3A8Financials
0.00%
1652
Alternative Loan Trust, Series 2005-54cb, Class 1a2
CWALT 2005-54CB 1A2Financials
0.00%
1653
Alternative Loan Trust, Series 2005-64Cb, Class 1A9
CWALT 2005-64CB 1A9Financials
0.00%
1654
Alternative Loan Trust 2005-86cb
CWALT 2005-86CB A11Financials
0.00%
1655
Countrywide Home Loans Cwhl 2005 22 2a1
CWHL 2005-22 2A1Financials
0.00%
1656
Chl Mortgage 5.5% 08/34 5.5
CWHL 2004-13 1A4Financials
0.00%
1657
Chl Mortgage Pass-Through Trust 2004-Hyb1
CWHL 2004-HYB1 2AFinancials
0.00%
1658
Chl Mortgage Pass-Through Trust, Series 2004-3, Class A26
CWHL 2004-3 A26Financials
0.00%
1659
Chl Mortgage Zero 04/34 0
CWHL 2004-3 POFinancials
0.00%
1660
Chl Mortgage Pass-Through Trust, Series 2004-5, Class 1A4
CWHL 2004-5 1A4Financials
0.00%
1661
Chl Mortgage Pass-Through Trust, Series 2004-Hyb6, Class A3
CWHL 2004-HYB6 A3Financials
0.00%
1662
Chase Funding Step 06/32
CFAB 2002-3 1A5Financials
0.00%
1663
Citigroup Zero 06/31 0
CMLTI 2003-1 WPO2Financials
0.00%
1664
Citigroup Mortgage Loan Trust, Inc., Series 2004-ust1, Class A3
CMLTI 2004-UST1 A3Financials
0.00%
1665
Citigroup Mortgage Loan Trust, Series 2015-A, Class B2
CMLTI 2015-A B2Financials
0.00%
1666
Credit Suisse First Boston Mor Csfb 2003 Ar15 3a1
CSFB 2003-AR15 3A1Financials
0.00%
1667
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1a4
CSFB 2003-21 1A4Financials
0.00%
1668
Deutsche Alt-a Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2a1
DBALT 2005-1 2A1Financials
0.00%
1669
Fhlmc Gold Pools, Other
FG P50595Financials
0.00%
1670
Fhlmc Gold Pools, Other
FG L10291Financials
0.00%
1671
Fhlmc
FH 1A1096Financials
0.00%
1672
Fhlmc
FH 1J1380Financials
0.00%
1673
Freddie Mac Non Gold Pool
FH 1J1516Financials
0.00%
1674
Fhlmc, Remic, Series 2344, Class Zj
FHR 2344 ZJFinancials
0.00%
1675
Fhlmc, Remic, Series 2368, Class As
FHR 2368 ASFinancials
0.00%
1676
Fhlmc Remics 8.5% 06/31
FHR 2388 UZFinancials
0.00%
1677
Fhlmc, Remic, Series 2423, Class Mc
FHR 2423 MCFinancials
0.00%
1678
Fhlmc, Remic, Series 2038, Class Pn
FHR 2038 PNFinancials
0.00%
1679
Fhlmc
FH 782760Financials
0.00%
1680
Fnma, Remic, Series 1997-27, Class J
FNR 1997-27 JFinancials
0.00%
1681
Fnma Remics 7.5% 06/27 7.5
FNR 1997-46 ZFinancials
0.00%
1682
Fnma, Remic, Series 1997-81, Class Pi
FNR 1997-81 PIFinancials
0.00%
1683
Fnma, Remic, Series 2001-33, Class Id
FNR 2001-33 IDFinancials
0.00%
1684
Fnma Remics 6.5% 03/31 6.5
FNR 2001-4 ZAFinancials
0.00%
1685
Fnma, Remic, Series 1998-36, Class Zb
FNR 1998-36 ZBFinancials
0.00%
1686
Fnma, Remic, Series 2011-75, Class Fa
FNR 2011-75 FAFinancials
0.00%
1687
Fnma Interest 7% 11/32 7
FNS 331 13Financials
0.00%
1688
Fnma Interest 5% 01/35 5
FNS 356 3Financials
0.00%
1689
Fnma, Strips, Series 365, Class 8
FNS 365 8Financials
0.00%
1690
Fnma, Strips, Series 383, Class 32
FNS 383 32Financials
0.00%
1691
Fnma Mortpass 7% 10/28
FN 252155Financials
0.00%
1692
Fannie Mae Pool
FN 252334Financials
0.00%
1693
Fannie Mae Pool
FN 252409Financials
0.00%
1694
Fnma, Other
FN 256128Financials
0.00%
1695
Fnma Mortpass 5.5% 04/38 5.5
FN 257172Financials
0.00%
1696
Fnma
FN 303532Financials
0.00%
1697
Fhlmc, Remic, Series 3852, Class Tp
FHR 3852 TPFinancials
0.00%
1698
Fnma Mortpass Flt 01/33
FN 555258Financials
0.00%
1699
Fnma Mortpass 5% 05/31 5
FN AI2479Financials
0.00%
1700
Umbs, 30 Year
FN AL0045Financials
0.00%
1701
Fnma, Other
FN AL2606Financials
0.00%
1702
Fnma, 30 Year
FN 653815Financials
0.00%
1703
Fnma Remics Flt 08/31
FNR 2001-38 FBFinancials
0.00%
1704
Fannie Mae Remic Trust 2001-W4
FNW 2001-W4 AF6Financials
0.00%
1705
Fnma Remics 8.5% 07/31
FNR 2001-49 LZFinancials
0.00%
1706
Fnma, Remic, Series 2001-61, Class Z
FNR 2001-61 ZFinancials
0.00%
1707
Fnma Remics Flt 10/31
FNR 2001-53 FXFinancials
0.00%
1708
Fnma, Remic, Series 2002-13, Class Sj
FNR 2002-13 SJFinancials
0.00%
1709
FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A3
FNGT 2002-T4 A3Financials
0.00%
1710
Fnma, Remic, Series 2001-72, Class Sx
FNR 2001-72 SXFinancials
0.00%
1711
Fnma, Remic, Series 2002-1, Class Sa
FNR 2002-1 SAFinancials
0.00%
1712
Fnma Grantor 7% 07/42
FNGT 2002-T19 A2Financials
0.00%
1713
Fnma Remics Flt 02/33
FNR 2003-2 FFinancials
0.00%
1714
Fnma, Remic, Series 2003-14, Class Ti
FNR 2003-14 TIFinancials
0.00%
1715
Fhlmc, Remic, Series 2450, Class Sw
FHR 2450 SWFinancials
0.00%
1716
Fhlmc Remics Flt 02/32
FHR 2494 SXFinancials
0.00%
1717
Fnma, Remic Trust, Whole Loan, Series 2003-W4, Class 2A
FNW 2003-W4 2AFinancials
0.00%
1718
Fannie Mae Remics
FNR 2003-33 IAFinancials
0.00%
1719
Fnma Remics 7% 06/33
FNR 2003-44 IUFinancials
0.00%
1720
Fannie Mae Trust 2003-w8
FNW 2003-W8 2AFinancials
0.00%
1721
Fnma Trust, Whole Loan, Series 2003-W8, Class 3F1
FNW 2003-W8 3F1Financials
0.00%
1722
Fnma, Remic, Series 2003-116, Class Sb
FNR 2003-116 SBFinancials
0.00%
1723
Fnma Trust, Whole Loan, Series 2004-W1, Class 2A2
FNW 2004-W1 2A2Financials
0.00%
1724
Fnma Remic 5.5% 06/34 5.5
FNW 2004-W4 A7Financials
0.00%
1725
Fnma, Remic, Series 2004-25, Class Sa
FNR 2004-25 SAFinancials
0.00%
1726
Fnma, Remic, Series 2004-17, Class H
FNR 2004-17 HFinancials
0.00%
1727
Fnma, Remic, Series 2004-46, Class Sk
FNR 2004-46 SKFinancials
0.00%
1728
Fnma, Remic, Series 2004-59, Class Bg
FNR 2004-59 BGFinancials
0.00%
1729
Fnma, Remic, Series 2004-87, Class F
FNR 2004-87 FFinancials
0.00%
1730
Fnma, Remic, Series 2005-66, Class Sg
FNR 2005-66 SGFinancials
0.00%
1731
Fnma, Remic, Series 2005-106, Class Us
FNR 2005-106 USFinancials
0.00%
1732
Fnma Trust, Whole Loan, Series 2005-W4, Class 1A1
FNW 2005-W4 1A1Financials
0.00%
1733
Fannie Mae Remics
FNR 2006-8 WQFinancials
0.00%
1734
Fnma, Remic, Series 2006-8, Class Wn
FNR 2006-8 WNFinancials
0.00%
1735
Fnma, Remic, Series 2006-23, Class Ko
FNR 2006-23 KOFinancials
0.00%
1736
Fnma, Remic, Series 2006-50, Class Ps
FNR 2006-50 PSFinancials
0.00%
1737
Fnma Trust, Whole Loan, Series 2006-W2, Class 1Af1
FNW 2006-W2 1AF1Financials
0.00%
1738
Fnma, Remic, Series 2006-44, Class P
FNR 2006-44 PFinancials
0.00%
1739
Fnma, Remic, Series 2006-53, Class Us
FNR 2006-53 USFinancials
0.00%
1740
Fnma, Remic, Series 2006-63, Class Zh
FNR 2006-63 ZHFinancials
0.00%
1741
Fnma, Remic, Series 2006-86, Class Ob
FNR 2006-86 OBFinancials
0.00%
1742
Fnma Remic Flt 10/46
FNW 2006-W3 1AF1Financials
0.00%
1743
Fnma Remics Flt 12/36
FNR 2006-120 PFFinancials
0.00%
1744
Fnma, Remic, Series 2006-111, Class Eo
FNR 2006-111 EOFinancials
0.00%
1745
Fnma Remics 5.5% 11/36 5.5
FNR 2006-105 MEFinancials
0.00%
1746
Fhlmc, Remic, Series 3151
FHR 3151 POFinancials
0.00%
1747
Fnma, Remic, Series 2006-130, Class Gi
FNR 2006-130 GIFinancials
0.00%
1748
Fnma, Remic, Series 2007-14, Class Es
FNR 2007-14 ESFinancials
0.00%
1749
Fnma, Remic, Series 2007-1, Class Sd
FNR 2007-1 SDFinancials
0.00%
1750
Fnma Remics Zero 09/39 0
FNR 2009-69 POFinancials
0.00%
1751
Fnma, Remic, Series 2009-47, Class Mt
FNR 2009-47 MTFinancials
0.00%
1752
Fnma, Remic, Series 2009-52, Class Pi
FNR 2009-52 PIFinancials
0.00%
1753
Fhlmc, Remic, Series 3152, Class Mo
FHR 3152 MOFinancials
0.00%
1754
Fnma, Remic Trust, Whole Loan, Series 2007-W2, Class 1A1
FNW 2007-W2 1A1Financials
0.00%
1755
Fnma Remics 5.5% 05/37 5.5
FNR 2007-46 ZKFinancials
0.00%
1756
Fnma, Remic Trust, Whole Loan, Series 2007-W3, Class 1A3
FNW 2007-W3 1A3Financials
0.00%
1757
Fnma Remics Flt 05/37
FNR 2007-39 EFFinancials
0.00%
1758
Fnma, Remic, Series 2007-78, Class Cb
FNR 2007-78 CBFinancials
0.00%
1759
Fnma, Remic, Series 2007-60, Class Ax
FNR 2007-60 AXFinancials
0.00%
1760
Fnma, Remic Trust, Whole Loan, Series 2007-W7, Class 1A4
FNW 2007-W7 1A4Financials
0.00%
1761
Fnma, Remic, Series 2007-116, Class Hi
FNR 2007-116 HIFinancials
0.00%
1762
Fnma, Remic, Series 2007-79, Class Sb
FNR 2007-79 SBFinancials
0.00%
1763
Fnma, Remic, Series 2007-88, Class Vi
FNR 2007-88 VIFinancials
0.00%
1764
Fnma, Remic, Series 2008-32, Class Sa
FNR 2008-32 SAFinancials
0.00%
1765
Fnma, Remic, Series 2008-10, Class Xi
FNR 2008-10 XIFinancials
0.00%
1766
Fhlmc Remics Flt 03/37
FHR 3288 GSFinancials
0.00%
1767
Fhlmc, Remic, Series 3316, Class Jo
FHR 3316 JOFinancials
0.00%
1768
Fnma, Remic, Series 2008-44
FNR 2008-44 POFinancials
0.00%
1769
Fnma, Remic, Series 2009-6, Class Gs
FNR 2009-6 GSFinancials
0.00%
1770
Fnma, Remic, Series 2008-80, Class Sa
FNR 2008-80 SAFinancials
0.00%
1771
Fnma Remics 6.25% 09/38 6.25
FNR 2008-80 GPFinancials
0.00%
1772
Fnma, Remic, Series 2009-17, Class Qs
FNR 2009-17 QSFinancials
0.00%
1773
Fnma Remics 5.5% 10/36
FNR 2009-19 IPFinancials
0.00%
1774
Fnma, Remic, Series 2011-2, Class Wa
FNR 2011-2 WAFinancials
0.00%
1775
Fnma, Remic, Series 2010-147, Class Sa
FNR 2010-147 SAFinancials
0.00%
1776
Fnma, Remic, Series 2009-99, Class Sc
FNR 2009-99 SCFinancials
0.00%
1777
Fnma, Remic Trust, Whole Loan, Series 2009-W1, Class A
FNW 2009-W1 AFinancials
0.00%
1778
Fnma, Remic, Series 2009-84, Class Ws
FNR 2009-84 WSFinancials
0.00%
1779
Fnma Remics 7% 03/38 7
FNR 2009-79 UAFinancials
0.00%
1780
Fnma, Remic, Series 2009-86, Class Ip
FNR 2009-86 IPFinancials
0.00%
1781
Fnma, Remic, Series 2009-112, Class St
FNR 2009-112 STFinancials
0.00%
1782
Fhlmc, Remic, Series 3621, Class Bo
FHR 3621 BOFinancials
0.00%
1783
Fnma, Remic, Series 2010-49, Class Sc
FNR 2010-49 SCFinancials
0.00%
1784
Fnma, Remic, Series 2010-40, Class Fj
FNR 2010-40 FJFinancials
0.00%
1785
Fnma, Remic, Series 2010-39, Class Ot
FNR 2010-39 OTFinancials
0.00%
1786
Fnma Remics Var 06/40
FNR 2010-61 WAFinancials
0.00%
1787
Umbs, 30 Year
FN 695584Financials
0.00%
1788
Fannie Mae Pool
FN 729296Financials
0.00%
1789
Fnma Mortpass Flt 08/34
FN 735332Financials
0.00%
1790
Fnma Mortpass Flt 04/35
FN 735539Financials
0.00%
1791
Fnma Mortpass Flt 02/34
FN 735648Financials
0.00%
1792
Fnma
FN 743546Financials
0.00%
1793
Fnma Mortpass Flt 06/35
FN 745766Financials
0.00%
1794
Fannie Mae Pool
FN 746299Financials
0.00%
1795
Fnma Mortpass Flt 05/34
FN 751531Financials
0.00%
1796
Fnma, 30 Year
FN 752786Financials
0.00%
1797
Umbs Mortpass 4% 08/33 4
FN 753696Financials
0.00%
1798
Fnma Mortpass 5.5% 09/33 5.5
FN 754922Financials
0.00%
1799
Fnma Mortpass 4% 11/33 4
FN 762520Financials
0.00%
1800
Fnma
FN 766610Financials
0.00%
1801
Umbs Mortpass 5.5% 03/34 5.5
FN 767378Financials
0.00%
1802
Fnma Mortpass Flt 04/34
FN 770377Financials
0.00%
1803
Fnma Mortpass Flt 06/34
FN 778908Financials
0.00%
1804
Fnma Mortpass Flt 10/34
FN 803599Financials
0.00%
1805
Fnma
FN 816594Financials
0.00%
1806
Fnma
FN 823660Financials
0.00%
1807
Fnma Mortpass 6.5% 10/35 6.5
FN 847108Financials
0.00%
1808
Fnma
FN 849251Financials
0.00%
1809
Fnma
FN 872825Financials
0.00%
1810
Fnma Mortpass 5% 01/36 5
FN 881628Financials
0.00%
1811
Fnma Mortpass 3.5% 01/46
FN BC1157Financials
0.00%
1812
Fnma Mortpass 3.5% 05/46
FN BC8400Financials
0.00%
1813
Umbs Mortpass 3.5% 06/46 3.5
FN BD1243Financials
0.00%
1814
Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2005-6 Trust
WMALT 2005-6 2A4Financials
0.00%
1815
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust, Series 2005-2, Class 1A4
WMALT 2005-2 1A4Financials
0.00%
1816
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust, Series 2005-4, Class Cb7
WMALT 2005-4 CB7Financials
0.00%
1817
Washington Flt 01/36
WMALT 2005-11 A4Financials
0.00%
1818
Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7
WFMBS 2007-7 A7Financials
0.00%
1819
Tucielo 2025-Assiciation
Other
0.00%
1820
Greneenergysenio11017Jan6
Other
0.00%
1821
Fhlmc Remics 6% 03/36
Other
0.00%
1822
Japan (Government Of) 10Yr #348 0.1% Sep 20, 2027
Other
0.00%
1823
Trswap: Bzj6 Future 15-Apr-2026
Other
0.00%
1824
Jbs Nv/Jbs Usa Foods Group Holdings Inc/Jbs Usa Food Co Holdings 6.375 04/15/2066
Other
0.00%
1825
Rmpa Services Plc 5.337 09-30-2038
Other
0.00%
1826
Gnma 2007-40 Sd Flt 07/37
Other
0.00%
1827
Ameren Illinois Co 3.85 09/01/2032
Other
0.00%
1828
Irs EUR 3.00000 09/16/26-30Y Lch
Other
0.00%
1829
Unitedhealth Group Inc 2.75 05/15/2040
Other
0.00%
1830
Wamu Mortgage Zero 10/33
Other
0.00%
1831
Citigroup 5.5% 05/35
Other
0.00%
1832
Renaissance Step 06/37
Other
0.00%
1833
Xpo, Inc. 7.125% 2/1/2032
Other
0.00%
1834
Upfield Bv 2025 Usd Term Loan B12
Other
0.00%
1835
Blackstone Private Credit Fund 6 01/29/2032 0 2032-01-29
Other
0.00%
1836
Denver City & County School District No 1 3 12/01/2043
Other
0.00%
1837
PURCHASED USD / SOLD EUR
Other
0.00%
1838
Irs Payfix EUR 2.3262% 05-16-25/05-16-30 Lch
Other
0.00%
1839
Packaging Corp Of Americ Sr Unsecured 08/35 5.2
Other
0.00%
1840
Gnma I 6.5% 10/28
Other
0.00%
1841
Florida Gas Transmission 144A 5.7500% Mat 07/15/2035
Other
0.00%
1842
Paws 2025-1A A2
Other
0.00%
1843
Structured Var 11/33
Other
0.00%
1844
Nomura Asset 7% 04/33
Other
0.00%
1845
Spy Us 09/18/26 P635
Other
0.00%
1846
Zcs Brl 10.072 03/27/24-01/04/27 Cme
Other
0.00%
1847
Fannie Mae Pool Ca8587 2.00% 1/1/2051
Other
0.00%
1848
Gnma 2008-36 Sh Flt 04/38
Other
0.00%
1849
Treasury Repurchase Agreement
Other
0.00%
1850
Fhlmc Remics Flt 07/34
Other
0.00%
1851
THB/USD Fwd 20260604
Other
0.00%
1852
Fhlmc Remics Zero 02/37 0
Other
0.00%
1853
Forward Foreign Currency Contract
Other
0.00%
1854
Sold CNY Bought USD 20260521
Other
0.00%
1855
Zcs BRL 13.055 08/13/25-01/02/29 Cme
Other
0.00%
1856
Howard University 5.209% 10/1/2052
Other
0.00%
1857
Sold THB Bought USD 20260423
Other
0.00%
1858
Forward Foreign Currency Contract
Other
0.00%
1859
Low Su Gasoil G Jul26
Other
0.00%
1860
Forward Foreign Currency Contract
Other
0.00%
1861
Rfr CHF Srfxon3/0.25000 09/16/26-5Y Lch
Other
0.00%
1862
31750Rgs0 Pimco Fxvan Call USD HKD 7.85000000
Other
0.00%
1863
TRY Call Versus USD Put
Other
0.00%
1864
Sequoia Flt 10/34
Other
0.00%
1865
Gnma 2009-14 6.5% 03/39
Other
0.00%
1866
Hero Funding 3.08% 09/42
Other
0.00%
1867
General Motors Financial Co., Inc. 2.70% 6/10/2031
Other
0.00%
1868
Forward Foreign Currency Contract
Other
0.00%
1869
Fnma Interest 5.5% 04/37
Other
0.00%
1870
Benton School Improvement Buil 15-Jan-2033
Other
0.00%
1871
Fhlmc Remics 6% 06/38
Other
0.00%
1872
Fw4012187.Srdup 29.15 2028-10-10
Other
0.00%
1873
Westlake Solana Public Improvement District Special Assessment Revenue Bonds 6.25 09/01/2040
Other
0.00%
1874
Fhlmc Remics 7.5% 01/27
Other
0.00%
1875
Fhlmc Remics 6.5% 08/28
Other
0.00%
1876
Washington 5.5% 03/35
Other
0.00%
1877
Jpm Triparty Treasury 2026-01-02 2026-01-02
Other
0.00%
1878
Freddie Mac Pool Qd9966 2.00% 3/1/2052
Other
0.00%
1879
Irs Clp 5.03000 02/23/24-10Y Cme
Other
0.00%
1880
Fnma Interest 5.5% 08/36
Other
0.00%
1881
Rupiah
Other
0.00%
1882
Fhlmc Mortpass Flt 03/35
Other
0.00%
1883
Banc Of 5.5% 10/35
Other
0.00%
1884
Gnma Ii 3.5% 06/66
Other
0.00%
1885
Japan Gov 2.% 09/20/40
Other
0.00%
1886
Umbs Mortpass 4.5% 02/49
Other
0.00%
1887
Fhlmc Remics 6% 02/29
Other
0.00%
1888
Fannie Mae Remics 2.26 09/25/2046
Other
0.00%
1889
Fhlmc Mortpass Flt 05/36
Other
0.00%
1890
Fhlmc Remics 5% 06/38
Other
0.00%
1891
Mexican Nuevo Peso
Other
0.00%
1892
Fhlmc Remics Flt 05/34
Other
0.00%
1893
Csfb 5.5% 10/35
Other
0.00%
1894
Umbs Mortpass 3.5% 04/46
Other
0.00%
1895
Fhlmc Remics Flt 11/37
Other
0.00%
1896
Fnma Remics Var 10/37
Other
0.00%
1897
United Mexican States 7.75% 13-11-2042
Other
0.00%
1898
Hg COPper Fut Opt Mar26P 558
Other
0.00%
1899
Fhlmc Remics 8% 01/30
Other
0.00%
1900
Freddie Mac Pool Za1950 6.50% 8/1/2026
Other
0.00%
1901
Fnma Remics 7% 08/31
Other
0.00%
1902
Sold Brl Bought USD 20260402
Other
0.00%
1903
Freddie Mac Pool A97543 4.50% 3/1/2041
Other
0.00%
1904
Crm Us 09/18/26 C210 09/18/2026
Other
0.00%
1905
Fhlmc Remics Flt 05/39
Other
0.00%
1906
Gsms 2019-Gc42 A2 9/52
Other
0.00%
1907
Umbs Mortpass 4% 04/34
Other
0.00%
1908
Bought KWD Sold USD 20260630
Other
0.00%
1909
Bought BRL Sold USD 20260402
Other
0.00%
1910
Bought BRL Sold USD 20260402
Other
0.00%
1911
CURRENCY CONTRACT - CLP
Other
0.00%
1912
Fhlmcgld 5.5% 10/33
Other
0.00%
1913
Republic Of Bulgaria 0.05% Mar 05/37
Other
0.00%
1914
Fx Forwards
Other
0.00%
1915
Fhlmcgld 7% 10/36
Other
0.00%
1916
Fhlmcgld 6.5% 03/38
Other
0.00%
1917
Forward Foreign Currency Contract
Other
0.00%
1918
Square 5.75 2027-06-08
Other
0.00%
1919
Thornburg Var 03/44
Other
0.00%
1920
317Ubp4A9 Pimco Swaption 7.595 Call MXN 202604
Other
0.00%
1921
Umbs Mortpass 7% 02/39
Other
0.00%
1922
Maxam Prill Sarl Regs 6 Jul 15, 2030
Other
0.00%
1923
Bought IDR Sold USD 20251015
Other
0.00%
1924
Toronto-Dominion Bank (The) 1.95% 1/12/2027
Other
0.00%
1925
Fnma Remics Flt 09/33
Other
0.00%
1926
Long: Bgs44Ffa0 Trs USD R F .00000 Trs Rf Index / Short: Bgs44Ffa0 Trs USD P V 00Msofr Trs Pv Sofrrate +17Bps
Other
0.00%
1927
Lehman Mortgage Var 04/36
Other
0.00%
1928
Navient Private Education Refi Loan Trust 1.33% 04/15/2069 1.33 2069-04-15
Other
0.00%
1929
Keycorp Sr Unsecured 03/35 Var
Other
0.00%
1930
Fannie Mae Pool Bm6736 4.50% 11/1/2059
Other
0.00%
1931
Fnma Remics Flt 11/49
Other
0.00%
1932
EURo-Schatz 2Yr Fut Dum6 06-08-26
Other
0.00%
1933
Toronto-Dominion Bank/The 5.3 01/30/2032
Other
0.00%
1934
State Of Oregon Department Of Transportation 5 11/15/2032
Other
0.00%
1935
Boots Group Finco Lp Regs 5.38 Aug 31, 2032
Other
0.00%
1936
Audusd Euro 9Am Feb26C 67.5
Other
0.00%
1937
Fnma Remics Flt 07/38
Other
0.00%
1938
Gnma Ii 4.5% 09/65
Other
0.00%
1939
Kaisa Group Holdings Ltd 6.75% 12/28/2030
Other
0.00%
1940
Csmc Trust 1.115% 01/25/2060
Other
0.00%
1941
World Kinect Corp - Trs
Other
0.00%
1942
Fhlmc Remics Flt 11/37
Other
0.00%
1943
Forward Foreign Currency Contract
Other
0.00%
1944
Mastr 6% 04/34
Other
0.00%
1945
Umbs Mortpass 7.5% 08/36
Other
0.00%
1946
Goodgreen 3.74% 10/52
Other
0.00%
1947
Aroundtown Sa Mtn Regs 3.25% Jan 02, 2031
Other
0.00%
1948
Comm Swap Tbl/bcomtr Bps
Other
0.00%
1949
Securitized Step 01/36
Other
0.00%
1950
CURRENCY CONTRACT - CLP
Other
0.00%
1951
Agilent Technologies Inc 4.75 09/09/2034
Other
0.00%
1952
Sold CLP Bought USD 20260617
Other
0.00%
1953
Valero Energy Corp 6.625% 6/15/2037
Other
0.00%
1954
Mortgageit Flt 12/35
Other
0.00%
1955
Allentown Improvement Zone Development Authority City Center Revenue Bonds 5 05/01/2042
Other
0.00%
1956
Tender Option Bond Trust Receipts/Certificates 2.98 2031-05-01
Other
0.00%
1957
Sold CNH Bought USD 20260402
Other
0.00%
1958
D.R. Horton Inc. 01.3000 10/15/2026
Other
0.00%
1959
Ingersoll 5.197% 06/15/27
Other
0.00%
1960
Erp Operating Lp 4.5 07/01/2044
Other
0.00%
1961
Bought IDR Sold USD 20260610
Other
0.00%
1962
Forward Foreign Currency Contract
Other
0.00%
1963
Fhlmcgld 3.5% 10/32
Other
0.00%
1964
West Villages Improvement District 5.625 05/01/2054
Other
0.00%
1965
Prime Mortgage Zero 10/35
Other
0.00%
1966
Forward Foreign Currency Contract
Other
0.00%
1967
Fhlmc Remics 6% 03/29
Other
0.00%
1968
Gnma 2009-12 5.5% 03/39
Other
0.00%
1969
Chase Mortgage Var 02/37
Other
0.00%
1970
Rfr USD Sofr/3.7547* 03/13/26-10Y* Lch
Other
0.00%
1971
Fhlmc Remics Flt 01/33
Other
0.00%
1972
Fnma Remics Var 02/40
Other
0.00%
1973
Mercy Health Services Incorporated And Subsidiaries Revenue Bonds 5 07/01/2036
Other
0.00%
1974
Royalty Pharma Plc 04.4500 03/25/2031 4.45 2031-03-25
Other
0.00%
1975
Chase Mortgage Var 06/35
Other
0.00%
1976
Citigroup Var 08/35
Other
0.00%
1977
Forward Foreign Currency Contract
Other
0.00%
1978
Umbs Mortpass 3% 01/30
Other
0.00%
1979
Rfr USD Sofr/4.07100 01/15/25-10Y Lch
Other
0.00%
1980
Square 4.96 2027-05-04
Other
0.00%
1981
Fnma
FN 886558Financials
0.00%
1982
Fnma, Other
FN 888373Financials
0.00%
1983
Fnma, Other
FN 888408Financials
0.00%
1984
Fnma, Other
FN 888698Financials
0.00%
1985
Fnma
FN 892868Financials
0.00%
1986
Fnma
FN 894239Financials
0.00%
1987
Fnma
FN 902955Financials
0.00%
1988
Fnma
FN 920547Financials
0.00%
1989
Fnma
FN 920843Financials
0.00%
1990
Fnma Mortpass 6.5% 08/39 6.5
FN 931717Financials
0.00%
1991
Fnma
FN 938346Financials
0.00%
1992
Fnma Mortpass 6.5% 08/37 6.5
FN 954255Financials
0.00%
1993
Fnma Mortpass 3.5% 11/40 3.5
FN AB1830Financials
0.00%
1994
Fnma Mortpass 3% 02/43 3
FN AB8517Financials
0.00%
1995
Fannie Mae Pool
FN MA1437Financials
0.00%
1996
Fnma Mortpass 3.5% 12/45 3.5
FN MA2493Financials
0.00%
1997
Fnma Mortpass 3.5% 02/46 3.5
FN MA2545Financials
0.00%
1998
Fnma Mortpass 6% 11/39 6
FN AD0810Financials
0.00%
1999
Fnma
FN AD0085Financials
0.00%
2000
Fnma
FN AD0179Financials
0.00%
2001
Fnma Mortpass 5.5% 01/33 5.5
FN AD8548Financials
0.00%
2002
First Horizon Alternative Mortgage Securities Trust, Series 2007-Fa4, Class 1A2
FHAMS 2007-FA4 1A2Financials
0.00%
2003
Gnma I 2.99% 03/41 2.99
GN 762954Financials
0.00%
2004
Gnma I 3.49% 04/41 3.49
GN 763021Financials
0.00%
2005
Gnma I 3.125% 04/41 3.125
GN 763140Financials
0.00%
2006
Gnma I 3.49% 05/41
GN 763366Financials
0.00%
2007
Gnma I 3.125% 05/41 3.125
GN 770881Financials
0.00%
2008
Gnma I 2.99% 06/41
GN 770909Financials
0.00%
2009
Gnma Ii 3.5% 09/49 3.5
G2 MA6145Financials
0.00%
2010
Gnma Ii 5.5% 05/50
G2 MA6661Financials
0.00%
2011
Gnma Ii 5.5% 05/48 5.5
G2 BF2645Financials
0.00%
2012
Gnma Ii 5.5% 11/49 5.5
G2 BP8669Financials
0.00%
2013
Gnma Ii Mortpass 4% 12/48
G2 BS0538Financials
0.00%
2014
Gnma Ii 4.5% 01/49
G2 BS0539Financials
0.00%
2015
Gnma Ii 2.5% 11/45
G2 BY6444Financials
0.00%
2016
Gnma Ii Mortpass 4% 03/45 4
G2 BZ1777Financials
0.00%
2017
Gnma Ii Mortpass 3% 09/50
G2 BZ1653Financials
0.00%
2018
Gnma Ii Mortpass 4% 12/43
G2 AE8053Financials
0.00%
2019
Gnma Ii Mortpass 4% 06/34 4
G2 AH5895Financials
0.00%
2020
Gnma Ii 4.5% 10/44 4.5
G2 AJ9020Financials
0.00%
2021
Gnma Ii Mortpass 5% 09/63
G2 CX7714Financials
0.00%
2022
Gnma Ii 3.25% 02/47
G2 AY2378Financials
0.00%
2023
Gnma I 6.5% 04/33 6.5
GN 604168Financials
0.00%
2024
Gnma I Mortpass 7% 05/32
GN 569423Financials
0.00%
2025
Ginnie Mae I Pool
GN 569568Financials
0.00%
2026
Gnma I 7.5% 01/33
GN 591420Financials
0.00%
2027
Gnma I, 30 Year
GN 591882Financials
0.00%
2028
Gnma Ii, 30 Year
G2 2646Financials
0.00%
2029
Government National Mortgage Association (G2)
G2 2270Financials
0.00%
2030
Government National Mortgage Association
G2 2324Financials
0.00%
2031
Government National Mortgage Association
G2 2499Financials
0.00%
2032
Gnma Ii, 30 Year
G2 2549Financials
0.00%
2033
Gnma I, 30 Year
GN 607645Financials
0.00%
2034
Gnma I Mortpass 7% 04/32 7
GN 611453Financials
0.00%
2035
Gnma I 3.375% 06/41 3.375
GN 380436Financials
0.00%
2036
Gnma I 7.5% 07/28 7.5
GN 450038Financials
0.00%
2037
Gnma Ii 6.5% 10/33 6.5
G2 737076Financials
0.00%
2038
Gnma Ii 3.875% 08/40 3.875
G2 742801Financials
0.00%
2039
Gnma Ii 3.75% 02/41
G2 742885Financials
0.00%
2040
Gnma Ii 6.5% 01/39 6.5
G2 748766Financials
0.00%
2041
Gnma I, 30 Year
GN 486537Financials
0.00%
2042
Gnma I Mortpass 7% 07/32 7
GN 552665Financials
0.00%
2043
Gnma I 6.5% 10/31
GN 556255Financials
0.00%
2044
Government National Mortgage Association
GN 780653Financials
0.00%
2045
Gnma I, 30 Year
GN 781614Financials
0.00%
2046
Gsr Mortgage Loan Trust, Series 2005/7f, Class 3a9
GSR 2005-7F 3A9Financials
0.00%
2047
Gnma I Mortpass 7% 10/32 7
GN 782032Financials
0.00%
2048
Gnma Ii, 30 Year
G2 783389Financials
0.00%
2049
Gnma Ii, 30 Year
G2 783444Financials
0.00%
2050
Gsmps Mortgage Var 04/36
GSMPS 2006-RP2 1AS2Financials
0.00%
2051
Gnma, Series 2009-64, Class Sn
GNR 2009-64 SNFinancials
0.00%
2052
Gnma, Series 2009-72, Class Sm
GNR 2009-72 SMFinancials
0.00%
2053
Gnma, Series 2006-34
GNR 2006-34 POFinancials
0.00%
2054
Gnma, Series 2003-112, Class Sa
GNR 2003-112 SAFinancials
0.00%
2055
Gnma, Series 2004-73, Class Jl
GNR 2004-73 JLFinancials
0.00%
2056
Gnma, Series 2004-90, Class Si
GNR 2004-90 SIFinancials
0.00%
2057
Gnma, Series 2006-22, Class Ao
GNR 2006-22 AOFinancials
0.00%
2058
Gnma, Series 2009-33, Class Ti
GNR 2009-33 TIFinancials
0.00%
2059
Gnma, Series 2009-42, Class Sc
GNR 2009-42 SCFinancials
0.00%
2060
Gnma, Series 2013-H01, Class Ja
GNR 2013-H01 JAFinancials
0.00%
2061
Gnma, Series 2013-H02, Class Hf
GNR 2013-H02 HFFinancials
0.00%
2062
Gnma, Series 2013-H05, Class Fb
GNR 2013-H05 FBFinancials
0.00%
2063
Gnma, Series 2012-h24, Class Fg
GNR 2012-H24 FGFinancials
0.00%
2064
Gnma, Series 2007-28, Class Bo
GNR 2007-28 BOFinancials
0.00%
2065
Gnma 2007-31 Zero 05/37 0
GNR 2007-31 AOFinancials
0.00%
2066
Gnma, Series 2007-17, Class Ji
GNR 2007-17 JIFinancials
0.00%
2067
Gnma, Series 2007-17, Class Jo
GNR 2007-17 JOFinancials
0.00%
2068
Gnma 2007-36 Sg Flt 06/37
GNR 2007-36 SGFinancials
0.00%
2069
Gnma, Series 2007-36, Class Ho
GNR 2007-36 HOFinancials
0.00%
2070
Gnma 2007-76 Sa Flt 11/37
GNR 2007-76 SAFinancials
0.00%
2071
Gnma, Series 2008-1
GNR 2008-1 POFinancials
0.00%
2072
Gnma, Series 2008-96, Class Sl
GNR 2008-96 SLFinancials
0.00%
2073
Gnma, Series 2008-33, Class Xs
GNR 2008-33 XSFinancials
0.00%
2074
Gnma, Series 2008-55, Class Sa
GNR 2008-55 SAFinancials
0.00%
2075
Gnma 2008-62 Sa Flt 07/38
GNR 2008-62 SAFinancials
0.00%
2076
Gnma, Series 2008-71, Class Sc
GNR 2008-71 SCFinancials
0.00%
2077
Gnma, Series 2009-6, Class Sa
GNR 2009-6 SAFinancials
0.00%
2078
Gnma, Series 2009-106, Class As
GNR 2009-106 ASFinancials
0.00%
2079
Gnma, Series 2017-H14, Class Xi
GNR 2017-H14 XIFinancials
0.00%
2080
Gnma, Series 2010-14, Class Bo
GNR 2010-14 BOFinancials
0.00%
2081
Gnma, Series 2010-14, Class Co
GNR 2010-14 COFinancials
0.00%
2082
Gnma, Series 2010-130, Class Cp
GNR 2010-130 CPFinancials
0.00%
2083
Gnma, Series 2012-59, Class Wa
GNR 2012-59 WAFinancials
0.00%
2084
Gnma, Series 2013-75, Class Wa
GNR 2013-75 WAFinancials
0.00%
2085
Gnma, Series 2015-137, Class Wa
GNR 2015-137 WAFinancials
0.00%
2086
Gnma 2019-H18 Var 11/69
GNR 2019-H18 KIFinancials
0.00%
2087
Gnma 2020-H11 Var 07/67
GNR 2020-H11 GIFinancials
0.00%
2088
Gnma 2020-133 Ih 5% 06/49 5
GNR 2020-133 IHFinancials
0.00%
2089
Gnma 2020-149 Flt 10/50
GNR 2020-149 SHFinancials
0.00%
2090
Residential Asset Securitization Trust 2004-ip2
RAST 2004-IP2 1A1Financials
0.00%
2091
Jp Morgan Mortgage Trust 2007-a1
JPMMT 2007-A1 5A2Financials
0.00%
2092
Kgs-alpha Sba Coof Trust, Series 2012-6, Class A
KSBA 2012-6 AFinancials
0.00%
2093
Long Beach Mortgage Loan Trust 2004-1
LBMLT 2004-1 M1Financials
0.00%
2094
Mastr Asset Zero 03/34 0
MASTR 2004-3 POFinancials
0.00%
2095
Mastr Adjustable Rate Mortgages Trust, Series 2004-13, Class 2a1
MARM 2004-13 2A1Financials
0.00%
2096
Mastr Adjustable Rate Mortgages Trust, Series 2004-15, Class 3a1
MARM 2004-15 3A1Financials
0.00%
2097
Mastr Alternative Loan Trust, Series 2003-9, Class 8a1
MALT 2003-9 8A1Financials
0.00%
2098
Mastr Zero 04/34 0
MALT 2004-3 30POFinancials
0.00%
2099
Mastr Zero 06/34 0
MALT 2004-5 30POFinancials
0.00%
2100
Mastr 6% 06/34 6
MALT 2004-5 30X1Financials
0.00%
2101
Mastr Resecuritization Trust, Series 2005-po, Class 3po
MARS 2005-PO 3POFinancials
0.00%
2102
Merrill Lynch Mortgage Investors Trust, Series 2003-e, Class A1
MLCC 2003-E A1Financials
0.00%
2103
Merrill Lynch Mortgage Investors Trust, Series 2004-d, Class A2
MLCC 2004-D A2Financials
0.00%
2104
Merrill Lynch Mortgage Investors Trust, Series 2004-e, Class A2a
MLCC 2004-E A2AFinancials
0.00%
2105
Merrill Lynch Var 12/34
MLMI 2005-A1 3AFinancials
0.00%
2106
Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A
MSM 2004-3 4AFinancials
0.00%
2107
Nacc Reperforming Loan Remic Trust, Series 2004-R2, Class A1
NAA 2004-R2 A1Financials
0.00%
2108
Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2
NAA 2003-A1 A2Financials
0.00%
2109
Residential Accredit Loans, In Rali 2007 Qs1 1A1
RALI 2007-QS1 1A1Financials
0.00%
2110
Rali Series Var 09/35
RALI 2005-QA10 A31Financials
0.00%
2111
Citigroup Global Markets Mortgage Securities Vii, Inc., Series 2003-hyb1, Class A
SBM7 2003-HYB1 AFinancials
0.00%
2112
Sequoia Mortgage Trust, Series 2004-8, Class A1
SEMT 2004-8 A1Financials
0.00%
2113
Structured Asset Securities Corp., Series 2003-37a, Class 2a
SASC 2003-37A 2AFinancials
0.00%
2114
Wamu Mortgage Pass-Through Certificates Trust, Series 2003-S1, Class A5
WAMU 2003-S1 A5Financials
0.00%
2115
Wamu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4
WAMU 2003-S3 1A4Financials
0.00%
2116
Wamu Mortgage Pass-Through Certificates Series 2004-Ar3 Trust
WAMU 2004-AR3 A1Financials
0.00%

#	Company	Ticker	Weight
1	Jpmorgan Prime Money Market Fund, Class Im	VMVXX	3.730%
2	Jacksonville Housing Finance Authority 3.15 01/01/2046	-	1.040%
3	Saudi International Bond 4.5 10/26/2046	-	0.970%
4	United 3.625% 08/43	-	0.680%
5	Umbs Mortpass 2.5% 10/51 2.5	-	0.620%
6	Fnma-Aces Var 07/35	-	0.580%
7	Spdr S+P 500 Etf Trust	-	0.520%
8	Umbs Mortpass 2.5% 08/50 2.5	-	0.480%
9	Gnma Ii 2.5% 01/53	-	0.450%
10	Fnma-Aces Var 01/33	-	0.440%
11	Bcap Llc Trust 0% 09/27	-	0.410%
12	Cfin 2022-Rtl1 0% 08/27 0	-	0.370%
13	Triad Holdings 0% 04/52 0	-	0.310%
14	Cocoa Future Jul26 Ifus 20260716	-	0.310%
15	Fnma 1.095% 09/30	FN BL8177	0.300%
16	Federal National Mortgage Association 3% Due 07/01/2052 2.53 2029-05-01	FN BS5292	0.300%
17	Calplant I Llc 9.5 12/31/2049	-	0.290%
18	Fnma-Aces Var 09/31	-	0.290%
19	Oracle Corp 6.125 08/03/2065	-	0.290%
20	Forward Foreign Currency Contract	-	0.290%
21	Fnma-Aces Var 04/32	-	0.280%
22	Gnma Ii 2.5% 03/56	-	0.280%
23	United 1.125% 05/40	-	0.270%
24	Umbs Mortpass 4% 07/52 4	-	0.270%
25	Umbs Mortpass 3% 12/51 3	FN FS0213	0.260%
26	Umbs Mortpass 5% 01/55 5	FR RJ3247	0.260%
27	Fnma Mortpass 2.5% 06/62	-	0.260%
28	Home Depot Inc/The 3.13 12/15/2049	-	0.260%
29	Sold AUD Bought USD 20260402	-	0.250%
30	Umbs Mortpass 2.5% 02/52 2.5	FR SD4951	0.250%
31	Umbs Mortpass 2% 08/50 2	FR SI2081	0.250%
32	Umbs Mortpass 6% 05/53 6	-	0.240%
33	Cds Softbank Group Corp	-	0.240%
34	Currency Contract - Sold Eur	-	0.230%
35	Umbs Mortpass 2.5% 04/52 2.5	FR SL0527	0.230%
36	Bamll Re-Remic Var 02/51	-	0.230%
37	Colombia (Republic Of) 11.5% Jul 25, 2046	-	0.230%
38	Gnma 2026-103 Flt 06/56	-	0.220%
39	1661 Inc D/B/A Goat Ser F Cvt Pfd Stock	-	0.220%
40	Deephaven Step 10/55	-	0.220%
41	Umbs Mortpass 2.5% 03/52 2.5	FN FS7942	0.220%
42	Umbs Mortpass 3% 03/52 3	-	0.220%
43	Gnma Ii Mortpass 4% 07/65	-	0.220%
44	Brean Asset 4.25% 01/66	-	0.220%
45	Prpm Llc 4.500 02/25/2055 4.5 2055-02-25	-	0.210%
46	Fnma Mortpass 1.98% 01/32	FN BS4315	0.210%
47	Moo Var 12/65	-	0.210%
48	Fhlmc Remics Flt 04/56	-	0.210%
49	United States 2.25% 02/52	-	0.210%
50	Alphabet Inc 4% May 06, 2054	-	0.210%
51	Rft 2024-2 Step 09/28	-	0.210%
52	Fx Forwards	-	0.210%
53	Bamll Re-Remic Var 07/50	-	0.210%
54	Nibc Bank 3.5% 06/05/30	-	0.210%
55	Gnma Ii 2.5% 05/53	-	0.200%
56	10048798.Srdsq 6.69 2027-05-07	-	0.200%
57	Gnma 2024-197 Bn 3% 05/51	-	0.200%
58	Umbs Mortpass 5% 12/54 5	-	0.200%
59	Umbs Mortpass 3.5% 05/52 3.5	FN FS6323	0.200%
60	Gnma Ii 3.5% 10/51 3.5	G2 CD0477	0.200%
61	Gnma Ii 3.5% 07/65	-	0.200%
62	Umbs Mortpass 3% 04/52 3	-	0.190%
63	Irs EUR 2.78000 05/02/24-5Y Lch	-	0.190%
64	United 3.625% 02/53	-	0.190%
65	Gnma Ii 2.5% 10/55	-	0.190%
66	Banco Bilbao Vizcaya Argentaria Sa 6.875% 12/13/2030 6.875 2030-12-13	-	0.190%
67	Freddie Mac Gold Pool 7.50 2/1/2032	-	0.190%
68	Umbs Mortpass 2.5% 07/51 2.5	-	0.190%
69	Umbs Mortpass 3% 06/52 3	-	0.190%
70	Umbs Mortpass 2.5% 01/52 2.5	-	0.190%
71	Red Barn Metropolitan District Limited Tax General Obligation Bonds 7.875 12/15/2055	-	0.190%
72	Sold ILS Bought USD 20260406	-	0.190%
73	Bamll Re-Remic 0% 11/51	-	0.190%
74	Queensland Treasury Corp 4.5 08-22-2035	-	0.190%
75	Unitedhealth Group Inc Sr Unsecured 07/64 5.75	-	0.190%
76	Fhlmc Var 01/33	-	0.180%
77	Massachusetts Development Finance Agency 5 02/15/2027	-	0.180%
78	Progress 3.93% 02/41	-	0.180%
79	Cdx Itraxx Xov44 5Y 35-100% Sp Bps	-	0.180%
80	Guinness Partner 4 52894 2044-10-24	-	0.180%
81	Umbs Mortpass 3% 07/52 3	FN FS8820	0.180%
82	Bofas Re-Remic Var 07/52	-	0.180%
83	Gnma 2023-43 B 4% 12/49	GNR 2023-43 B	0.180%
84	Zoetis Inc 3 05/15/2050	-	0.180%
85	Umbs Mortpass 3.5% 02/50	FR RA2272	0.170%
86	Umbs Mortpass 3% 01/52 3	-	0.170%
87	Moo Var 03/66	-	0.170%
88	Olympus Water Us Holding Corp 7.25 06/15/2031	-	0.170%
89	Square 4.52 2027-02-01	-	0.170%
90	Aep Texas, Inc. 3.950 06/01/2028 3.95 2028-06-01	-	0.170%
91	HKD/USD Fwd 20260318	-	0.170%
92	Renew 2023-1 5.9% 11/58	-	0.170%
93	Sop	-	0.170%
94	UK CONV GILT RegS 4.25% Jul 31, 2034	-	0.160%
95	Ubs Ag Stamford Ct Sr Unsecured 03/29 Var	-	0.160%
96	Huntington Ingalls Industries Inc 4.2 05/01/2030	-	0.160%
97	Fnma Mortpass 3.8% 09/32	-	0.160%
98	Fedex Corp 2.4 05/15/2031	-	0.160%
99	Progress 4.55% 04/27	-	0.160%
100	Umbs Mortpass 4% 12/54	-	0.160%
101	Rwc 5.007% 06/40	-	0.160%
102	Gnma Ii 3.5% 11/51 3.5	G2 CI0077	0.160%
103	Gnma Ii Flt 11/71	G2 CJ9640	0.160%
104	Gnma Ii 4.5% 03/52 4.5	-	0.160%
105	Bridge 4.3% 08/40 4.3	BRDGE 2024-SFR1 B	0.160%
106	Fnma Mortpass 2.5% 04/64 2.5	FN BF0802	0.160%
107	Nexstar M 6.5% 09/15/33	-	0.160%
108	Umbs Mortpass 2% 05/51	-	0.160%
109	Fhlmc Remics 2% 09/51	-	0.160%
110	J.P. Morgan Securities Llc Tri Party 2026-04-01	-	0.160%
111	Chicago O'Hare International Airport Revenue Bonds 10.3704 01/01/2053	-	0.160%
112	Gnma 2025-105 Flt 06/55	-	0.160%
113	Sell U S Dollar - Buy Swiss Franc	-	0.150%
114	Elevance Health Inc 5.15 06/15/2029	-	0.150%
115	Nisource Inc Sr Unsecured 04/34 5.35	-	0.150%
116	Irs PLN 4.68500 12/02/30-5Y Cme	-	0.150%
117	Forward Foreign Currency Contract	-	0.150%
118	Nmabs Issuer 5.14% 11/55	-	0.150%
119	Archwest Step 04/41	-	0.150%
120	Dlic Re-Remic Var 12/52	-	0.150%
121	Umbs Mortpass 3% 09/51 3	-	0.150%
122	Fnma Mortpass 3.5% 12/54 3.5	FN BF0491	0.150%
123	Fnma Mortpass 3.03% 11/30 3.03	FN BS5389	0.150%
124	Umbs Mortpass 3% 02/52 3	-	0.150%
125	Bought NOK Sold USD 20260617	-	0.150%
126	EUR260911	-	0.150%
127	Ares Capital Corp 5.25 04/12/2031 5.25 2031-04-12	-	0.150%
128	Purchased USD / Sold GBP	-	0.150%
129	Fswp: HUF 6.550000 19-Mar-2030 Bub	-	0.150%
130	Team Health Holdings Inc 9 06/30/2028	-	0.150%
131	Psa Trust Var 08/31	-	0.150%
132	Fnma Mortpass 1.67% 07/31	-	0.150%
133	Fhlmc Seasoned 3% 10/62	-	0.150%
134	Forward Foreign Currency Contract	-	0.140%
135	Sold NZD Bought USD 20260402	-	0.140%
136	Tvs Motor Co Ltd	-	0.140%
137	Ej 6.366 10Oct41	-	0.140%
138	Currency Contract - USD	-	0.140%
139	Vmobo Inc 7.46% 07/27	-	0.140%
140	Cds Cmbx.Na.Aaa.18	-	0.140%
141	Siriuspoint Ltd Sr Unsecured 04/29 7	-	0.140%
142	Crown Castle Inc	-	0.140%
143	Center Street Step 12/30	-	0.140%
144	Sold PEN Bought USD 20270115	-	0.140%
145	31750Sck9 Pimco Fxvan Put USD KRW 1350.0000000	-	0.140%
146	Umbs Mortpass 5% 07/53	-	0.140%
147	JPY Fwd Sale To USD 5/18/2026	-	0.140%
148	Forward Foreign Currency Contract	-	0.140%
149	Umbs Mortpass 2% 02/51	-	0.140%
150	Brean Asset 5% 01/65	-	0.140%
151	Oklahoma Industries Authority 5 04/01/2029	-	0.140%
152	OIS	-	0.140%
153	Fncl Umbs 3.0 Ca5731 05-01-50	FN CA5731	0.140%
154	Umbs Mortpass 3% 05/52 3	FN FS7204	0.140%
155	Us Treasury N/B 11/44 3	-	0.140%
156	Piper Abs 5.288% 01/46	-	0.140%
157	Bofas Re-Remic Var 05/51	-	0.140%
158	Fnma Mortpass 4% 08/59 4	FN BM7404	0.140%
159	Bofas Re-Remic Var 11/51	-	0.130%
160	Umbs Mortpass 5% 11/54 5	-	0.130%
161	Mpire2025Mffrn13Sep30144A 2030-09-13	-	0.130%
162	Umbs Mortpass 2% 02/52	-	0.130%
163	Sfo Commerical Mortgage Trust 5.19048 05/15/2038	-	0.130%
164	206803063.Srdlc	-	0.130%
165	Cps Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030	-	0.130%
166	Umbs Mortpass 2.5% 09/50 2.5	-	0.130%
167	Fnma Mortpass 2.37% 12/36 2.37	FN BS4040	0.130%
168	Fnma Mortpass 2.84% 04/32 2.84	FN BS5259	0.130%
169	Fnma 4.275% 09/30 4.275	FN BS8426	0.130%
170	Umbs Mortpass 2.5% 05/52 2.5	-	0.130%
171	Gnma Ii Mortpass 3% 02/54 3	G2 MA9483	0.130%
172	Gnma Ii Mortpass 4% 12/47 4	G2 BE4662	0.130%
173	Gnma Ii Flt 12/71	G2 CJ7149	0.130%
174	Gnma 2024-64 Zero 04/64 0	-	0.130%
175	Jonah Energy Abs Llc, Series 2022-1, Class B 7.625 2039-08-10	JONAH 2022-1 B	0.130%
176	Rfm Reremic Zero 11/52 0	RFM 2024-FRR2 A100	0.130%
177	Aes Puerto Rico Inc 12/31/2079	-	0.130%
178	Softbank Group Corp.	-	0.130%
179	Bank Of America Corp 3.59 07/21/2028	-	0.130%
180	31750Riv1 Pimco Fxvan Call USD HKD 7.80000000	-	0.130%
181	Options	-	0.130%
182	Square 4.53 2027-07-12	-	0.130%
183	FX Forward: HUF/USD settle 2021-03-04	-	0.130%
184	Goodgreen 6.287% 07/56	-	0.130%
185	211612188.Srdlc	-	0.130%
186	GBP/USD Fwd 20260916	-	0.130%
187	SW Finance I PLC 7.75 10/31/2031	-	0.130%
188	Bought IDR Sold USD 20260610	-	0.130%
189	Alterna Funding Iii Llc 6.260%, 05/16/39	-	0.130%
190	Gnma Ii 3.5% 08/65	-	0.130%
191	Bought BRL Sold USD 20260402	-	0.130%
192	Bx Trust, Series 2024-Fnx, Class B, (1-Month Usd Cme Term Sofr + 1.742%) 5.414% 11/15/2041	-	0.130%
193	Sold PEN Bought USD 20261217	-	0.120%
194	Moo Var 06/66	-	0.120%
195	Fhlmc Remics Flt 07/56	-	0.120%
196	Fnma-Aces Var 07/35	-	0.120%
197	Stacr 2022-Dna3 M1B 06.9718 04/25/2042	-	0.120%
198	Nibc Bank 3.5% 06/05/30	-	0.120%
199	Transdigm Inc 6.13 07/31/2034	-	0.120%
200	San Mateo Cnty Calif Transn Auth Sales Tax Rev Var 01-Jun-2049	-	0.120%
201	3 Month Sofr Fut Mar27 Xcme 20270615	-	0.120%
202	Deephaven Step 03/61	-	0.120%
203	Umbs Mortpass 4% 04/52	-	0.120%
204	Planet Financial Group Company Guar 144A 12/29 10.5	-	0.120%
205	Oleoducto Central Sa 4.00% 7/14/2027	-	0.120%
206	317U9Y3A4 Pimco Fppswaption 4.485 Put USD	-	0.120%
207	Energean Israel Finance Ltd 5.38% Mar 30, 2028	-	0.120%
208	American Express Co 5.532 04/25/2030	-	0.120%
209	Japan Gov 3.4% 03/20/46	-	0.120%
210	Fhlmc Seasoned 3.5% 05/57	-	0.120%
211	Gnma Ii Mortpass 4% 11/65	-	0.120%
212	Gnma Ii Flt 08/71	G2 CG8187	0.120%
213	Gnma Ii 4.5% 05/54 4.5	G2 DC4164	0.120%
214	Fremf 2020-Khg2 Var 02/30	-	0.120%
215	Fnma Mortpass 3.72% 08/32	-	0.120%
216	Umbs Mortpass 3.5% 01/52	-	0.120%
217	L3542487.SRDUP	-	0.120%
218	Synthetic Cash - Tbam USD	-	0.120%
219	Seasoned 4.25% 06/65	-	0.120%
220	Square 5.67 2026-11-06	-	0.120%
221	Fnma Mortpass 4.38% 12/32 4.38	FN BS8052	0.120%
222	Umbs Mortpass 4.5% 03/53	-	0.120%
223	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 2.5 2060-05-25	SCRT 2020-3 MTU	0.120%
224	Fnma Mortpass 1.88% 10/33 1.88	FN BS3445	0.110%
225	Fnma Mortpass 2.04% 01/34 2.04	FN BS4163	0.110%
226	Fnma Mortpass 2.54% 05/32 2.54	FN BS5231	0.110%
227	Fnma Mortpass 2.86% 04/34 2.86	FN BS5237	0.110%
228	Umbs Mortpass 3.5% 03/52 3.5	FN BV3269	0.110%
229	Gnma Ii 3.5% 01/51 3.5	G2 CB4504	0.110%
230	Bofas Re-Remic Var 12/53	-	0.110%
231	Bofas Re-Remic Var 04/54	-	0.110%
232	Cascade Mh Var 11/56	CMHAT 2024-MH1 M1	0.110%
233	Umbs Mortpass 3% 10/49	FR SI2041	0.110%
234	Fnma Mortpass 2.75% 02/32 2.75	FN AN3104	0.110%
235	Fannie Mae Pool 4 2056-07-01	FN BF0125	0.110%
236	Fnma Mortpass 4% 12/61 4	FN BF0582	0.110%
237	Wells Fargo Commercial Mortgage Trust 5.186 10/15/2058 5.186 2058-10-15	-	0.110%
238	Fx Forward Contract: USD/PEN Settle 2026-06-17	-	0.110%
239	Vonovia Se 2.75 50486 2038-03-22	-	0.110%
240	Achm Trust Var 08/56	-	0.110%
241	New Step 09/39	-	0.110%
242	Walmart Inc Sr Unsecured 04/30 4	-	0.110%
243	De 5.45 01/16/35	-	0.110%
244	Illinois Finance Authority 4 10/01/2050	-	0.110%
245	Fnma Mortpass 1.82% 09/33	-	0.110%
246	Eagle Point 1L Ddtl Funded 7.5 2028-03-31	-	0.110%
247	Square 6.07 2027-08-17	-	0.110%
248	Fhlmcgld 3.45% 08/32	-	0.110%
249	Umbs Mortpass 5% 10/52	-	0.110%
250	Tri-Party Nomura Securities Intern 0.62 % 08/10/2026	-	0.110%
251	Prpm 2024-Rpl1 Step 12/64	-	0.110%
252	Corporate Term Loan	-	0.110%
253	Fnma Mortpass 3.75% 09/32	-	0.110%
254	Sold CLP Bought USD 20260617	-	0.110%
255	T-Mobile Usa Inc 2.5500% Mat 02/15/2031 2.55 2031-02-15	-	0.110%
256	Gam Re-Remic Zero 11/50	-	0.110%
257	Struciti9638Podsc14Aug56	-	0.110%
258	Blue Marlin Therapeutics Common Stock Pp	-	0.110%
259	USD/CHF Fwd 20260424 Wfbius6W	-	0.110%
260	Ois Recfix USD 3.186% 05-09-23/05-09-30 Lch	-	0.100%
261	Amsr 3.775% 04/43	-	0.100%
262	Fnma Mortpass 2.62% 04/32	-	0.100%
263	Progress 3.555% 04/42	-	0.100%
264	Notes Variable Flt 12/28	-	0.100%
265	Bought BRL Sold USD 20260602	-	0.100%
266	Australian Dollar	-	0.100%
267	Fnma-Aces Var 01/33	-	0.100%
268	Bought PLN Sold USD 20260415	-	0.100%
269	Fhlmc Remics Flt 08/56	-	0.100%
270	Fhlmc 3.25% 11/61	-	0.100%
271	Katy Tex Indpt 5% 02/49	-	0.100%
272	31750Sc60 Pimco Cdsopt Put USD 102.32812500 20	-	0.100%
273	Ineos Us Finance Llc,0,02/07/2031	-	0.100%
274	Euro(Fgbm) Bobl Futures	-	0.100%
275	Entain Holdings Gibralta 5.95074 2029-10-31	-	0.100%
276	Republic Of 8.7% 02/39 8.70 % 02/26/2039	-	0.100%
277	Square 5.45 2026-03-04	-	0.100%
278	Purchased Usd / Sold Jpy	-	0.100%
279	Square 4.54 2027-06-12	-	0.100%
280	Fnma Mortpass 3.5% 12/62	-	0.100%
281	AITX FINCO LLC SERIES C NOTES	-	0.100%
282	Mauser Packaging Solutions Holding Co 9.25 04/15/2030	-	0.100%
283	Gnma 2026-108 Flt 06/56	-	0.100%
284	Gnma Ii Var 01/73	-	0.100%
285	Sold ILS Bought USD 20260505	-	0.100%
286	City Of New York Ny 3.25 10/01/2042	-	0.100%
287	Thermo Fisher Scientific Finance I Bv	-	0.100%
288	Seasoned 3.25% 06/65	-	0.100%
289	National Australia Bank Ltd Mtn Regs 5.77 Jul 30, 2040 5.77 2040-07-30	-	0.100%
290	Whatabrands Llc Aka Whataburger 07/30/2033	-	0.100%
291	Csmc 4.1846% 09/37	-	0.100%
292	Gnma Ii Mortpass 3% 03/52 3	G2 CM2170	0.100%
293	Gnma Ii 6.5% 09/55 6.5	-	0.100%
294	Gnma 2020-121 1.5% 08/60	GNR 2020-121 B	0.100%
295	Gnma 2023-89 Qs Flt 06/53	-	0.100%
296	Woodward Capital Management Rckt 2026 Ces2 A1A 144A	-	0.100%
297	Towd Point Var 02/63	-	0.100%
298	Fnma Mortpass 3.76% 09/32 3.76	FN BS6331	0.100%
299	Fnma Mortpass 4.67% 06/33 4.67	FN BS8204	0.100%
300	Fnma Mortpass 5.25% 01/32 5.25	FN BZ2402	0.100%
301	Gnma Ii Mortpass 4% 10/47 4	G2 BD3185	0.100%
302	Umbs Mortpass 3.5% 06/52 3.5	FR SD5756	0.100%
303	Fnma Mortpass 4% 09/63 4	FN BF0767	0.100%
304	Umbs Mortpass 2.5% 11/50 2.5	-	0.090%
305	Fnma Mortpass 3.21% 11/37 3.21	FN AN7345	0.090%
306	Gnma Ii Mortpass 3% 01/52 3	G2 CI0092	0.090%
307	Gnma Ii 5.5% 11/55	-	0.090%
308	Gnma 2023-89 Sc Flt 06/53	-	0.090%
309	Towd Point Var 02/59	TPMT 2019-3 M2	0.090%
310	Westgate 6.08% 10/39	-	0.090%
311	Bl Train Holdings West Llc 11/26/2035	-	0.090%
312	Umbs Mortpass 5.5% 03/53	-	0.090%
313	Moo 4.75% 07/66	-	0.090%
314	Us 5Yr Note (Cbt) Jun26	-	0.090%
315	E-470 Public Highway Authority 09/01/2039	-	0.090%
316	Morgan St Vrn 04/20/29	-	0.090%
317	Irs Mxn	-	0.090%
318	Fnma Mortpass 4.61% 11/30	-	0.090%
319	Fnma Mortpass 2.13% 01/32 2.13	FN BS4142	0.090%
320	Fnma Mortpass 5.11% 12/32	FN BS7182	0.090%
321	Fnma Mortpass 4.36% 12/32	FN BS7001	0.090%
322	Fnma Mortpass 4.66% 01/31 4.66	FN BS8379	0.090%
323	Fnma Mortpass 4.39% 08/34	FN BS8440	0.090%
324	Umbs Mortpass 3.5% 04/52 3.5	-	0.090%
325	Umbs Mortpass 4% 09/52 4	FN CB4608	0.090%
326	Japan Bank Coop	-	0.090%
327	Fnma Mortpass 4.45% 12/32	-	0.090%
328	Slg Office 2.85061% 07/41	-	0.090%
329	Fnma Mortpass 5.5% 09/56	-	0.090%
330	Harris County Cultural Education Facilities Finance Corp 5 12/01/2029	-	0.090%
331	Lower Colorado River Authority 5 05/15/2054	-	0.090%
332	Us 2Yr Note (Cbt) Sep26	-	0.090%
333	AUDacy Special Warrants * *	-	0.090%
334	Forward Foreign Currency Contract	-	0.090%
335	Energean Israel Finance Ltd 5.38% Mar 30, 2028	-	0.090%
336	USD/Egp Fwd 20260512 Citigb2L	-	0.090%
337	Irs GBP	-	0.090%
338	Bank Commercial Mortgage Trust, Series 2024-5Yr8, Class A3, 5.884% 8/15/2057	-	0.090%
339	Gnma Ii Mortpass 4% 01/52	-	0.090%
340	Corevest Var 12/27	-	0.090%
341	Fhlmc Remics Flt 07/56	-	0.090%
342	Fnma Mortpass 4.53% 04/33	-	0.090%
343	Gnma Ii 2.5% 07/52	-	0.090%
344	Irs Payfix EUR 2.2592% 03-05-25/03-05-30 Lch	-	0.090%
345	Ginnie Mae I Pool 5 09/15/2033	-	0.090%
346	Fnma Mortpass 1.87% 05/31	-	0.090%
347	Fw5580331.Srdup	-	0.090%
348	Verisk Analytics Inc 4.13 03/15/2029	-	0.090%
349	Progress 3.567% 12/40	-	0.090%
350	Usd/inr Forward	-	0.090%
351	Fmc Gmsr Issuer Var 10/26	-	0.090%
352	USD/EUR Spot 20260803 10	-	0.090%
353	Bought IDR Sold USD 20260610	-	0.090%
354	Umbs Mortpass 2.5% 05/51	-	0.090%
355	Olit 2025-Hb2 Var 11/38	-	0.090%
356	Square 6.46 2027-08-15	-	0.090%
357	Gnma Ii Mortpass 3% 07/52	-	0.090%
358	Bought TRY Sold USD 20260505	-	0.090%
359	Crelan Home Loan 1.375 2033-04-18	-	0.090%
360	IRS EUR 3.14800 11/20/23-10Y LCH	-	0.090%
361	Forward Foreign Currency Contract	-	0.090%
362	Washington Health Care Facilities Authority 5 10/01/2028	-	0.090%
363	Fhlmc 3.25% 11/61	-	0.090%
364	Hinnt 2024-A 6.32% 03/43	-	0.080%
365	Citizens Financial Group Sr Unsecured 07/32 Var	-	0.080%
366	Forward Foreign Currency Contract	-	0.080%
367	Microsoft Corp Sr Unsecured 06/39 5.2	-	0.080%
368	Fremf 2019-K98 Var 10/52	-	0.080%
369	Rwc 5.256% 06/40	-	0.080%
370	Fnma Mortpass 3.5% 09/61	-	0.080%
371	Bought ILS Sold USD 20260406	-	0.080%
372	Lhome Mortgage Step 09/39	-	0.080%
373	Fnma Mortpass 5.5% 01/58	-	0.080%
374	Amawaterways 6.1568 05/01/2031	-	0.080%
375	Lme Lead Future % 12/14/2026	-	0.080%
376	193110550.SRDLC	-	0.080%
377	PLN/USD Forward	-	0.080%
378	Sold ILS Bought USD 20260610	-	0.080%
379	Gs Var 07/61	-	0.080%
380	Ptcm Re-Remic Var 10/51	-	0.080%
381	E.On Se	-	0.080%
382	Purchased Usd / Sold Mxn	-	0.080%
383	Acrc 3.75 15Nov26 144A	-	0.080%
384	Fnma Mortpass 5.5% 05/58	-	0.080%
385	Travelers Cos Inc/The 5.45 05/25/2053	-	0.080%
386	Dlic Re-Remic Var 09/53	-	0.080%
387	Fnma Mortpass 3.5% 06/62	-	0.080%
388	Fnma Mortpass 3.82% 01/33	-	0.080%
389	Fnma Mortpass 1.88% 06/29 1.88	FN BS3673	0.080%
390	Fnma Mortpass 2% 09/31 2	FN BS4279	0.080%
391	Fnma Mortpass 3.16% 10/31 3.16	FN BS5371	0.080%
392	Fnma Mortpass 3.88% 08/32 3.88	FN BS6425	0.080%
393	Fnma Mortpass 5.2% 10/36 5.2	FN BZ0417	0.080%
394	Fnma Mortpass 4.33% 01/30 4.33	FN BZ1797	0.080%
395	Umbs Mortpass 3.5% 02/52 3.5	FN FS0917	0.080%
396	Gnma Ii 3.5% 09/50 3.5	G2 BX4956	0.080%
397	Gnma Ii 3.5% 02/51 3.5	G2 CB4521	0.080%
398	Gnma Ii 3.5% 03/52 3.5	G2 CM2218	0.080%
399	Goodgreen 5.9% 01/61 5.9	GOODG 2023-1A B	0.080%
400	Gnma 2020-H22 Var 12/70	GNR 2020-H22 IH	0.080%
401	Gnma 2021-H02 Var 01/71	GNR 2021-H02 JI	0.080%
402	Gnma 2020-133 Kb 1% 08/50	GNR 2020-133 KB	0.080%
403	Gnma 2023-63 Sy Flt 05/53	-	0.080%
404	Gnma 2023-65 Ks Flt 05/53	GNR 2023-65 KS	0.080%
405	Gnma 2023-89 Bs Flt 06/53	GNR 2023-89 BS	0.080%
406	Mvw 2025-2 Llc 4.72 2044-10-20	-	0.080%
407	Midcon Energy Var 02/51	-	0.080%
408	Umbs Mortpass 2.5% 11/51 2.5	FR RA6228	0.080%
409	Fnma Mortpass 3.28% 11/30 3.28	FN AN0099	0.080%
410	Fnma, Other	FN AN4154	0.080%
411	Fnma 3.165% 02/30 3.165	FN AN8154	0.080%
412	Fnma Mortpass 5% 01/59 5	FN BF0340	0.080%
413	Fnma Mortpass 2.5% 12/62 2.5	FN BF0694	0.080%
414	Amsr 4.275% 11/42	-	0.080%
415	Jonah Energy 6.504% 08/39	-	0.080%
416	Freddie Mac Pool Sl0585 5.50% 3/1/2055	-	0.080%
417	Duke Energy Carolinas Llc 5.25 03/15/2035	-	0.080%
418	Progress 3.65% 02/42	-	0.080%
419	EURo-Schatz Fut Jun26	-	0.080%
420	Slg Office 2.5854% 07/41	-	0.080%
421	Forward Foreign Currency Contract	-	0.080%
422	Toorak Step 02/40	-	0.080%
423	Gs Step 05/56	-	0.080%
424	Grene 2023Senrs5.517Jan61 5.517 2061-01-17	-	0.070%
425	Firstenergy Pennsylvania Electric Co 4.55 03/15/2031	-	0.070%
426	Fnma Pool Bc4714 Fn 10/46 Fixed 3	-	0.070%
427	Sold THB Bought USD 20260416	-	0.070%
428	Sng Keros V Sng Ganov26 Ifeu 20261130	-	0.070%
429	Nextera Energy Capital Company Guar 10/66 Var	-	0.070%
430	Mexico (United Mexican States) (Go Mtn 5.13% May 04, 2037	-	0.070%
431	Sold EUR Bought USD 20260402	-	0.070%
432	Gnma Ii Flt 09/71	G2 CH2658	0.070%
433	Gnma Ii Mortpass 7% 08/54 7	G2 DD0094	0.070%
434	Gnma Ii Mortpass 6% 09/55 6	-	0.070%
435	Gnma Ii 6.5% 08/55 6.5	-	0.070%
436	Gnma Ii 6.5% 10/55 6.5	-	0.070%
437	Gam Re-Remic Trust 2021-Frr2 2.87 2051-09-27	-	0.070%
438	Pagaya Ai 3.6% 10/40 3.6	-	0.070%
439	Fnma Mortpass 2.02% 05/33 2.02	FN BS2088	0.070%
440	Fnma Mortpass 2.36% 08/32 2.36	FN BS4203	0.070%
441	Fnma Mortpass 3.29% 09/34 3.29	FN BS5314	0.070%
442	Fnma Mortpass 2.52% 07/30 2.52	FN BS5224	0.070%
443	Fnma Mortpass 4.07% 01/31 4.07	FN BS6828	0.070%
444	Fnma Mortpass 4.79% 11/32 4.79	FN BS7006	0.070%
445	Fnma Mortpass 4.72% 02/35 4.72	FN BS8685	0.070%
446	Fnma Mortpass 4.47% 01/33 4.47	-	0.070%
447	Umbs Mortpass 4.5% 06/54 4.5	FR RJ1756	0.070%
448	Bxp Trust 2017-gm Bxp 2017 Gm A 144a	BXP 2017-GM A	0.070%
449	Umbs Mortpass 2.5% 02/51 2.5	-	0.070%
450	Umbs Mortpass 2.5% 12/50 2.5	FR RA4197	0.070%
451	Fnma Mortpass 3.78% 10/33 3.78	FN 109738	0.070%
452	Fnma Mortpass 3% 04/64 3	FN BF0804	0.070%
453	Buy U S Dollar - Sell British Pounds	-	0.070%
454	Fnma Mortpass 1.73% 11/31	-	0.070%
455	Square 4.51 2026-12-30	-	0.070%
456	Arab Republic Of Egypt 7.053 01/15/2032	-	0.070%
457	Mtr Corp. Ci, Ltd., 5.625% Perpetual Bonds, (5-Year Ust Yield Curve Rate T Note Constant Maturity + 1.457% On 12/24/2035)	-	0.070%
458	Sold JPY Bought USD 20260402	-	0.070%
459	Goldman Sachs 4.972 6/32	-	0.070%
460	Ftse 100 Index Futures Contracts	-	0.070%
461	Fnma-Aces 3.75% 08/33	-	0.070%
462	Cds Cdx.Zermatt	-	0.070%
463	Forward Foreign Currency Contract	-	0.070%
464	Sold GBP Bought USD 20260505	-	0.070%
465	Egypt (Arab Republic Of) 7.053% 1/15/2032	-	0.070%
466	Csmc 4.3355% 09/37	-	0.070%
467	Fnma Mortpass 2.5% 06/63	-	0.070%
468	Bought PLN Sold USD 20251022	-	0.070%
469	Umbs Mortpass 1.5% 12/41	-	0.070%
470	191793460.SRDLC	-	0.070%
471	Fremf 2018-K79 Var 07/51	-	0.060%
472	Diversified 6.555% 09/44	-	0.060%
473	Sold COP Bought USD 20260916	-	0.060%
474	Bought CHF Sold USD 20260402	-	0.060%
475	Ptcm Re-Remic Var 10/51	-	0.060%
476	Republic Of Austria Government Bond	-	0.060%
477	Hyundai Capital America 5.275% 6/24/2027	-	0.060%
478	Fnma Mortpass 4.58% 07/33	-	0.060%
479	Collateral Usd	-	0.060%
480	Rfr USD Sofr/4.0520* 03/16/26-30Y* Lch	-	0.060%
481	Fhlmc Strips Zero 10/53	-	0.060%
482	Freddie Mac Pool Sd1156 3.00% 4/1/2052	-	0.060%
483	Brean Asset 4.5% 05/64	-	0.060%
484	Diversified 7.076% 05/44	-	0.060%
485	Fremf 2021-Klu3 Var 01/31	-	0.060%
486	317Uc1Ra6 Pimco Swaption 4.75 Put USD 20260904	-	0.060%
487	Forward Foreign Currency Contract	-	0.060%
488	West Palm Beach Fla Cmnty Redev Agy Tax Increment Rev 5.0% 01-Mar-2035	-	0.060%
489	Sold KRW Bought USD 20260415	-	0.060%
490	Ptcm Re-Remic Var 06/53	-	0.060%
491	Fhlmc Remics 1.5% 03/50	-	0.060%
492	Cvs Health Corp 1.75 08/21/2030	-	0.060%
493	The Republic Of Indonesia, The Government Of	-	0.060%
494	Banque Federative Du Credit Mutuel Sa 5.11 01/15/2036 5.11 2036-01-15	-	0.060%
495	Wynnton Funding Trust Ii 5.991 08/15/2055	-	0.060%
496	Mvw 2024-2 4.58% 03/42	-	0.060%
497	Sold BRL Bought USD 20260702	-	0.060%
498	Cds Republic Of Estonia	-	0.060%
499	Sold INR Bought USD 20260407	-	0.060%
500	Umbs Mortpass 5.5% 06/52	FR QE4140	0.060%
501	Fnma Mortpass 2.5% 12/55 2.5	FN BF0557	0.060%
502	Fnma Mortpass Var 03/33	FN BM6599	0.060%
503	Gnma Ii 3.5% 09/51 3.5	G2 CD0469	0.060%
504	Gnma Ii Mortpass 5% 05/50 5	G2 CI8475	0.060%
505	Gnma Ii Mortpass 7% 02/54	G2 CX5713	0.060%
506	Gnma Ii 6.5% 08/54 6.5	G2 DC5089	0.060%
507	Gnma Ii 6.5% 07/54 6.5	G2 DD0108	0.060%
508	Gnma 2021-H05 Var 03/71	GNR 2021-H05 QI	0.060%
509	Gnma 2021-H01 Var 11/70	GNR 2021-H01 AI	0.060%
510	Gnma 2023-69 S Flt 05/53	GNR 2023-69 S	0.060%
511	Gnma 2024-164 Zero 06/54 0	GNR 2024-164 LO	0.060%
512	Fnma-Aces Var 05/33	-	0.060%
513	Gnma Ii Mortpass 6% 07/64	-	0.060%
514	Labl Inc Non Rsa	-	0.060%
515	Umbs Mortpass 2.5% 01/51	-	0.060%
516	8651778.Srdsq	-	0.060%
517	Fhlmc Remics 1.5% 08/50	-	0.060%
518	Gnma Ii 3.5% 04/66	-	0.060%
519	USD/MYR Fwd 20260605 Mrmdus33	-	0.060%
520	Pfs Financing Corp 4.47 05/15/2030	-	0.060%
521	Currency Contract - KRW	-	0.060%
522	TRY/USD Forward	-	0.060%
523	Fremf 2019-K88 Var 02/52	-	0.060%
524	Freddie Mac Pool 2.5 05/01/2040	-	0.060%
525	Fnma Mortpass 2.16% 01/34 2.16	FN BS4484	0.060%
526	Fnma Mortpass 2.61% 04/34 2.61	FN BS4985	0.060%
527	Fnma Mortpass 4.24% 11/31	FN BS6765	0.060%
528	Fnma Mortpass 5.19% 08/32	FN BS7247	0.060%
529	Fnma Mortpass 5.14% 06/31	FN BS7362	0.060%
530	Fnma Mortpass 4.24% 12/30	FN BS7750	0.060%
531	Fnma Mortpass 4.74% 01/31	FN BS8200	0.060%
532	Fnma Mortpass 4.39% 04/33	FN BS8288	0.060%
533	Fnma Mortpass 4.3% 06/33	FN BS8280	0.060%
534	Umbs Mortpass 5% 03/53 5	FN BX7958	0.060%
535	Fnma Mortpass 4.6% 11/31	FN BZ0801	0.060%
536	Fnma Mortpass 5.15% 01/33	FN BZ0743	0.060%
537	Fnma Mortpass 4.48% 11/32 4.48	-	0.060%
538	Gnma Ii Mortpass 3% 08/54 3	-	0.060%
539	Gnma Ii 4.5% 04/52 4.5	G2 CN3435	0.060%
540	Gnma I 5.5% 07/52 5.5	GN CO1898	0.060%
541	Gnma Ii Mortpass 5% 06/52 5	G2 CO5339	0.060%
542	Gnma Ii 3.5% 12/49 3.5	G2 BP7795	0.060%
543	Gnma Ii 3.5% 03/50 3.5	G2 BT3628	0.060%
544	Gnma Ii Mortpass 3% 05/50 3	G2 BT4019	0.060%
545	Gnma Ii Mortpass 4% 08/50 4	G2 BW1747	0.060%
546	Gnma Ii 3.5% 10/50 3.5	G2 BY6416	0.060%
547	Umbs Mortpass 3% 04/50	FN BP6363	0.050%
548	Fnma Mortpass 2.49% 04/34	FN BS4911	0.050%
549	Fnma Mortpass 3.62% 05/32	FN BS5643	0.050%
550	Fnma Mortpass 4.75% 04/34	FN BS7836	0.050%
551	Fnma Mortpass 4.45% 09/34	FN BS7816	0.050%
552	Fnma Mortpass 4.56% 01/31	FN BS7882	0.050%
553	Fnma Mortpass 4.72% 04/33	FN BS8147	0.050%
554	Fnma Mortpass 5.15% 01/31	FN BS9368	0.050%
555	Umbs Mortpass 5% 09/52 5	FN BW8950	0.050%
556	Fnma Mortpass 4.5% 01/49	FN CA3030	0.050%
557	Umbs Mortpass 3% 11/51 3	-	0.050%
558	Gnma I Mortpass 5% 10/52	GN CO1926	0.050%
559	Gnma Ii 3.25% 07/50	G2 BQ7085	0.050%
560	Gnma Ii Mortpass 3% 03/50 3	G2 BT0397	0.050%
561	Gnma Ii 3.5% 08/50 3.5	G2 BX4928	0.050%
562	Gnma Ii 3.5% 11/50 3.5	G2 BY6454	0.050%
563	Gnma Ii 2.5% 12/50 2.5	G2 BZ8501	0.050%
564	Gnma Ii Flt 10/71	-	0.050%
565	Gnma I 5.5% 04/53	GN CR2385	0.050%
566	Gnma Ii 6.5% 11/54	G2 DC3332	0.050%
567	Gnma Ii Mortpass 7% 09/54	G2 DD0079	0.050%
568	Gnma Ii 7.5% 12/54	G2 DF2930	0.050%
569	Gnma Ii 2.5% 12/55	-	0.050%
570	Gnma Ii Mortpass 6% 07/55	G2 DI1018	0.050%
571	Gnma Ii 4.25% 06/48	G2 AY2405	0.050%
572	Gnma Ii 4.5% 09/48 4.5	G2 AY2412	0.050%
573	Gnma 2012-147 Var 04/54	GNR 2012-147 AK	0.050%
574	Gnma 2020-187 Var 07/41	GNR 2020-187 WA	0.050%
575	Gnma 2023-55 4.5% 04/53	GNR 2023-55 MT	0.050%
576	Gnma 2022-179 Flt 10/52	GNR 2022-179 WE	0.050%
577	Cascade Funding Var 03/35	-	0.050%
578	Fannie Mae Pool	FN AN6149	0.050%
579	Baml Rcap Frn 25Oct27	-	0.050%
580	Onity Loan Var 05/39	-	0.050%
581	Port Auth N Y & N J 5.0% 15-Jan-2052	-	0.050%
582	Chile (Republic Of) 5% Mar 01, 2035	-	0.050%
583	Forward Foreign Currency Contract	-	0.050%
584	Hong Kong Dollar	-	0.050%
585	Fnma Mortpass 3.67% 07/33	-	0.050%
586	Fnma Mortpass 5.33% 11/35	-	0.050%
587	Fannie Mae Pool Cb8977 5.00% 8/1/2054	-	0.050%
588	Currency Contract - USD	-	0.050%
589	Fremf 2017-K056 Var 07/50	-	0.050%
590	EUR260408	-	0.050%
591	Amcor Flexibles North America Inc 5.1 03/17/2030	-	0.050%
592	Fremf 2018-K78 Var 06/51	-	0.050%
593	Umbs Mortpass 5% 02/53	-	0.050%
594	Fhlmc Remics 2.5% 08/51	-	0.050%
595	Umbs Mortpass 2.5% 09/51	-	0.050%
596	Bought Mxn Sold USD 20260409	-	0.050%
597	Michigan St Strategic Fund Ltd Misgen 09/47 Fixed 3.225	-	0.050%
598	Goodgreen 2.63% 04/55	-	0.050%
599	Amsr 2.601% 06/38	-	0.050%
600	Home 3.604% 09/39	-	0.050%
601	Sold SGD Bought USD 20260402	-	0.050%
602	Cooperatieve Rabobank Ua Mtn Regs 0.63% Feb 25, 2033	-	0.050%
603	Umbs Mortpass 4% 02/51	-	0.050%
604	Ginnie Mae Ii Pool 5.5 08/01/2056	-	0.050%
605	Bought TRY Sold USD 20251110	-	0.050%
606	Umbs Mortpass 2.5% 06/50	-	0.050%
607	Mtn Commercial Var 05/43	-	0.050%
608	Bought USD / Sold ZAR	-	0.050%
609	Swptn 15Yx10Y R 2.0 AUD 09/10/2036 Ub	-	0.050%
610	Fnma Mortpass 3.5% 03/60	-	0.050%
611	Anchor Step 05/40	-	0.050%
612	Fnma Mortpass 2.88% 10/35	-	0.050%
613	Umbs Mortpass 2.5% 06/50	-	0.050%
614	Fnma Mortpass 1.94% 01/32	-	0.050%
615	Gnma 2017-76 B 2.6% 12/56	-	0.050%
616	Mvw 2026-1 4.97% 03/43	-	0.050%
617	International Bank For Reconstruction & Development 4.63 08/01/2028	-	0.050%
618	Fnma-Aces 0.959% 02/31	-	0.050%
619	Bought JPY Sold USD 20260402	-	0.050%
620	Centurion Acquisition Corp Warrant	-	0.040%
621	Advanced Micro Devices Ca	-	0.040%
622	Ois ILS ShiRON/3.25000 06/17/26-5Y Lch	-	0.040%
623	Volt C Llc Step 05/51	-	0.040%
624	Kinder Morgan Inc 5.6 08/15/2036	-	0.040%
625	Gnma Ii 3.5% 01/54	-	0.040%
626	Gnma Ii 2.5% 10/53	-	0.040%
627	Gnma 2026-107 Flt 06/56	-	0.040%
628	Bastion 7.119% 04/38	-	0.040%
629	Nomura Holdings Inc 5.17 07/14/2031	-	0.040%
630	Dallas Area Rapid Transit 3 12/01/2047	-	0.040%
631	Baml Rcap Frn 26Oct29	-	0.040%
632	Fhlmc Remics 2.5% 02/52	-	0.040%
633	Forward Foreign Currency Contract	-	0.040%
634	Prm7 Trust Var 11/42	-	0.040%
635	Benchmark Mortgage Trust 5.075 09/15/2058 5.075 2058-09-15	-	0.040%
636	Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030	-	0.040%
637	Fhlmc Remics 3% 11/50	-	0.040%
638	Municipal Electric Authority Of Georgia Project One Revenue Bonds 5 01/01/2059	-	0.040%
639	Deutsche Hyp Han 0.75 03/05/2029	-	0.040%
640	Sodexo Eur4 (Prim Fidelite)(Regd)	-	0.040%
641	Gnma 2023-66 Mp Flt 05/53	-	0.040%
642	Colombia Government International Bond 0.0538 01/21/2029	-	0.040%
643	France (Govt Of) Bonds 144A Regs 07/32 3.15 3.15	-	0.040%
644	Irs Payfix NOK 3.83% 06-26-25/06-26-30 Lch	-	0.040%
645	City Of Pikeville Ky 3.8 08/01/2028	-	0.040%
646	Ptcm Re-Remic Var 06/53	-	0.040%
647	Sold INR Bought USD 20260424	-	0.040%
648	Forward Foreign Currency Contract	-	0.040%
649	Freddie Mac Pool Sd2629 2.50% 1/1/2052	-	0.040%
650	Forward Foreign Currency Contract	-	0.040%
651	Forward Foreign Currency Contract	-	0.040%
652	Banc Of America Funding Trust 0.51% 09/26/2036	-	0.040%
653	Sierra 5.32% 08/41	-	0.040%
654	Fhlmc Seasoned 2% 11/59	-	0.040%
655	Rmf Buyout Var 10/50	-	0.040%
656	Aviva Plc 6.88% 05/20/2058	-	0.040%
657	Fnma Mortpass 3.35% 01/29	-	0.040%
658	Prpm 2024-Rcf1 Step 01/54	-	0.040%
659	United 3.875% 02/43	-	0.040%
660	Sold BRL Bought USD 20260702	-	0.040%
661	Currency Contract - Sold AUD	-	0.040%
662	Ladder 3.9851% 02/36	-	0.040%
663	Primo Water 6.25% 04/29	-	0.040%
664	Sba 7(A) Certificate Of Originator'S Fee	-	0.040%
665	Sanctuary Capital Plc	-	0.040%
666	PURCHASED USD / SOLD EUR	-	0.040%
667	Indonesia Government International Bond 5.65 01/11/2053	-	0.040%
668	Nrz Excess 3.474% 11/26	-	0.040%
669	Fnma-Aces Var 03/33	-	0.040%
670	Trinity Rail Leasing, Lp, Series 2020-2A, Class A2, 2.56% 11/19/2050	-	0.040%
671	Fremf 2017-K69 Var 10/49	-	0.040%
672	Gnma Ii 3.5% 05/66	-	0.040%
673	Bvrt 2025-1 Llc Flt 05/33	-	0.040%
674	Gnma Ii 3.5% 07/47	G2 CD7341	0.040%
675	Gnma Ii 3.5% 01/52 3.5	G2 CI0093	0.040%
676	Gnma Ii Var 03/72	G2 CL8137	0.040%
677	Gnma Ii 5.5% 02/53 5.5	G2 CS4547	0.040%
678	Gnma Ii 5.5% 04/53 5.5	G2 CT3983	0.040%
679	Gnma Ii 5.5% 06/53	G2 CU6671	0.040%
680	Gnma Ii 6.5% 07/53 6.5	G2 CV0173	0.040%
681	Gnma Ii 6.5% 02/54 6.5	G2 DA0555	0.040%
682	Gnma Ii 4.25% 11/47	G2 AY2392	0.040%
683	Gnma Ii 3.875% 11/40	G2 742878	0.040%
684	Gnma I Mortpass 4% 02/48	GN 784450	0.040%
685	Gnma 2021-H03 Var 02/71	GNR 2021-H03 PI	0.040%
686	Gnma 2021-H05 Var 02/71	GNR 2021-H05 IQ	0.040%
687	Gnma 2020-H17 Var 10/70	GNR 2020-H17 IJ	0.040%
688	Gnma 2021-H06 Var 04/71	GNR 2021-H06 IO	0.040%
689	Gnma 2020-85 4.5% 06/50	GNR 2020-85 IA	0.040%
690	Gnma 2020-122 Hi 3% 08/50	GNR 2020-122 HI	0.040%
691	Gnma 2020-134 Ih 3% 09/50	GNR 2020-134 IH	0.040%
692	Gnma 2021-16 Ji 3% 12/50	GNR 2021-16 JI	0.040%
693	Gnma 2021-103 Var 06/45	GNR 2021-103 WA	0.040%
694	Gnma 2022-64 2.5% 09/50	GNR 2022-64 ZY	0.040%
695	Gnma 2022-172 Flt 10/52	-	0.040%
696	Gnma 2023-115 Flt 06/53	GNR 2023-115 TS	0.040%
697	Hinnt 2025-A 5.89% 03/44	HINTT 2025-A C	0.040%
698	Amsr 2023-Sfr1 4% 04/40	-	0.040%
699	Sierra 4.8% 12/42	-	0.040%
700	Umbs Mortpass 3% 08/50 3	FN BQ1646	0.040%
701	Fnma Mortpass 5.6% 11/32	FN BS7292	0.040%
702	Fnma Mortpass 4.24% 05/33	FN BS8203	0.040%
703	Fnma Mortpass 4.62% 02/33	FN BS8335	0.040%
704	Fnma Mortpass 4.47% 05/35	FN BS8567	0.040%
705	Fnma Mortpass 4.64% 10/30	FN BS9203	0.040%
706	Fnma Mortpass 3.5% 11/49	FN CA4520	0.040%
707	Gnma Ii Mortpass 5% 09/49 5	G2 AC2995	0.040%
708	Gnma Ii 2.5% 06/54	G2 MA9719	0.040%
709	Gnma Ii 4.5% 08/49 4.5	G2 BN0889	0.040%
710	Gnma I Mortpass 5% 06/49 5	GN BN4051	0.040%
711	Gnma Ii Mortpass 4% 12/49 4	G2 BP8674	0.040%
712	Gnma Ii 4.5% 11/49 4.5	G2 BP8666	0.040%
713	Gnma Ii Mortpass 3% 06/50 3	G2 BU7682	0.040%
714	Gnma Ii 3.25% 08/50	G2 BW1746	0.040%
715	Gnma Ii 3.25% 09/50	G2 BW1757	0.040%
716	Gnma Ii Mortpass 4% 11/50 4	G2 BY6457	0.040%
717	Gnma Ii Mortpass 4% 12/50 4	G2 BZ1775	0.040%
718	Umbs Mortpass 3% 06/51	FR QC3244	0.040%
719	Umbs Mortpass 3% 10/51 3	FR QC8788	0.040%
720	Umbs Mortpass 4.5% 07/52 4.5	-	0.040%
721	Umbs Mortpass 4% 06/52 4	-	0.040%
722	Fnma Mortpass 3.5% 06/46 3.5	FN AS7424	0.040%
723	Fnma Mortpass 4% 04/64 4	FN BF0809	0.040%
724	Fnma Mortpass 3.69% 10/33	FN BL0466	0.040%
725	Corevest American Finance Trust, Series 2019-2, Class B	CAFL 2019-2 B	0.030%
726	Fnma, Other	FN AO7225	0.030%
727	Fnma Mortpass 3% 09/60 3	FN BF0507	0.030%
728	Umbs Mortpass 5% 01/49 5	FN BM5430	0.030%
729	Umbs Mortpass 5% 07/49 5	FN BO2496	0.030%
730	Umbs Mortpass 3.5% 07/49 3.5	FN BO4277	0.030%
731	Umbs Mortpass 3.5% 04/50	FN BP5296	0.030%
732	Gnma Ii 3.5% 04/51 3.5	G2 CB3254	0.030%
733	Gnma Ii Mortpass 3% 05/51 3	G2 CC9816	0.030%
734	Gnma Ii Mortpass 3% 11/51 3	G2 CH0850	0.030%
735	Gnma Ii 3.5% 12/51 3.5	G2 CH0868	0.030%
736	Gnma Ii 5.5% 03/53	G2 CS4560	0.030%
737	Gnma Ii 5.5% 05/53	G2 CS4586	0.030%
738	Gnma Ii 7.5% 09/54	G2 DD0080	0.030%
739	Gnma Ii 4.25% 09/47	G2 AY2388	0.030%
740	Gnma Ii Mortpass 3% 12/51 3	-	0.030%
741	Gnma 2021-H01 Var 12/70	GNR 2021-H01 DI	0.030%
742	Gnma 2020-97 Ia 5% 07/50 5	GNR 2020-97 IA	0.030%
743	Gnma 2020-112 4.5% 08/50 4.5	GNR 2020-112 GI	0.030%
744	Gnma 2020-133 Ei 3% 09/50 3	GNR 2020-133 EI	0.030%
745	Gnma 2020-189 3.5% 12/50 3.5	GNR 2020-189 JI	0.030%
746	Gnma 2021-15 2.5% 01/51	GNR 2021-15 EI	0.030%
747	Gnma 2021-H14 Var 09/71	GNR 2021-H14 IY	0.030%
748	P4Sfr2019-Stla7.2511Oct22	-	0.030%
749	PURCHASED USD / SOLD EUR	-	0.030%
750	Axa Lem	-	0.030%
751	Prpm 2023-Rcf2 Step 11/53	-	0.030%
752	Fhlmcgld 3% 04/43	-	0.030%
753	Cfmt 2024-Hb15 Var 08/34	-	0.030%
754	Fnma-Aces Var 01/29	-	0.030%
755	Cds Altice France Sa	-	0.030%
756	Republic of Iraq - Neon Capital (counterparty: Bank of America - Merrill Lynch)	-	0.030%
757	CNY/USD Fwd 20260507	-	0.030%
758	Onity Loan Var 06/39	-	0.030%
759	Fnma Mortpass 5% 12/61	-	0.030%
760	Fnma Remics 3% 03/50	-	0.030%
761	Umbs Mortpass 3% 06/50	FN BP8338	0.030%
762	Umbs Mortpass 3.5% 06/50 3.5	FN BP9950	0.030%
763	Umbs Mortpass 3% 10/50 3	FN BQ5586	0.030%
764	Fnma 3.675% 07/32 3.675	FN BS6091	0.030%
765	Fnma 4.175% 04/38 4.175	FN BS6588	0.030%
766	Fnma Mortpass 3.89% 10/32 3.89	FN BS6756	0.030%
767	Fnma Mortpass 5.42% 03/36 5.42	FN BS7254	0.030%
768	Fnma Mortpass 5.18% 12/32	FN BS7267	0.030%
769	Fnma Mortpass 5.05% 08/31 5.05	FN BS7268	0.030%
770	Fnma Mortpass 4.84% 04/30 4.84	FN BS8474	0.030%
771	Umbs Mortpass 4% 01/53	FN BW6968	0.030%
772	Umbs Mortpass 5% 04/53	FN BX4315	0.030%
773	Umbs Mortpass 4% 12/49 4	FN FM2526	0.030%
774	Gnma Ii Mortpass 4% 01/48 4	G2 BB8795	0.030%
775	Gnma I Mortpass 5% 12/48 5	GN BI6468	0.030%
776	Gnma I Mortpass 5% 07/49 5	GN BM2163	0.030%
777	Gnma I Mortpass 5% 04/49 5	GN BM4206	0.030%
778	Gnma I 4.5% 07/49	GN BM9691	0.030%
779	Gnma Ii 4.5% 12/49 4.5	G2 BP8677	0.030%
780	Gnma Ii Mortpass 4% 01/50 4	G2 BP8682	0.030%
781	Gnma Ii Mortpass 4% 06/50 4	G2 BQ7092	0.030%
782	Gnma Ii Mortpass 4% 02/50 4	G2 BQ7054	0.030%
783	Gnma Ii Mortpass 3% 03/48 3	G2 BS0536	0.030%
784	Gnma Ii 3.5% 05/50 3.5	G2 BS7609	0.030%
785	Gnma Ii Mortpass 4% 07/50 4	G2 BU7564	0.030%
786	Gnma Ii 4.5% 06/50 4.5	G2 BV2372	0.030%
787	Gnma Ii 2.5% 08/50 2.5	G2 BV8722	0.030%
788	Gnma Ii Mortpass 3% 07/50 3	G2 BW0561	0.030%
789	Gnma I 3.5% 08/50	GN BW7021	0.030%
790	Gnma I 3.5% 09/50	GN BW7044	0.030%
791	Gnma Ii Mortpass 3% 08/50 3	G2 BX4923	0.030%
792	Gnma I 1.97% 09/41 1.97	GN BX7719	0.030%
793	Gnma Ii 3.5% 11/47 3.5	G2 BZ1660	0.030%
794	Gnma Ii 3.25% 11/50	G2 BZ2575	0.030%
795	Gnma Ii 3.25% 12/50 3.25	G2 BZ2590	0.030%
796	Gnma Ii Mortpass 3% 11/50 3	G2 BZ3559	0.030%
797	Forward Foreign Currency Contract	-	0.030%
798	10084331.Srdsq 4.72 2027-05-18	-	0.030%
799	Sold CNH Bought USD 20260402	-	0.030%
800	Ing-Diba Ag	-	0.030%
801	Square 4.52 2027-06-17	-	0.030%
802	Umbs Mortpass 2.5% 07/50	-	0.030%
803	Forward Foreign Currency Contract	-	0.030%
804	Apollo Debt Solutions Bd Sr Unsecured 144A 01/31 5.7	-	0.030%
805	Fx Forward Contract: Idr/USD Settle 2026-04-08	-	0.030%
806	Fhlmc Seasoned 3.5% 06/57	-	0.030%
807	Fhlmc Var 12/29	-	0.030%
808	317Uc76A6 Pimco Swaption 4.0325 Put USD 202605	-	0.030%
809	Fnma Mortpass 3.55% 02/30	-	0.030%
810	Fnma Mortpass 4.55% 05/33	-	0.030%
811	Us 2Yr Note (Cbt) Mar26	-	0.030%
812	Egypt Treasury Bills 0 2026-01-06	-	0.030%
813	Accelerated 2.35% 10/40	-	0.030%
814	IRS R02.25PER6M 09/21/37 BARCUS3BXXX Fixed	-	0.030%
815	Hero Funding 3.19% 09/48	-	0.030%
816	Fhlmc Remics 5% 05/41	-	0.030%
817	Ice Rtd Month Coa Aug26 Ifeu 20260828	-	0.030%
818	Tyler Tex Wtr & Swr Sys Rev 5 09/01/2042	-	0.030%
819	Progress Var 04/41	-	0.030%
820	Bcp Vi Summit Holdings Lp	-	0.030%
821	Drb5581682.Srdup 31.85 2030-07-01	-	0.030%
822	Fhlmc Seasoned 4% 07/58	-	0.030%
823	Gnma Ii 3.5% 02/54	-	0.030%
824	DRB4996168.SRDUP	-	0.020%
825	Emirates Integrated Telecommunications Co. Pjsc Warrant	-	0.020%
826	Rwc 5.761% 06/40	-	0.020%
827	Massachusetts Edl Fing Auth Ed Ln Rev 5.0% 01-Jul-2030	-	0.020%
828	Forward Foreign Currency Contract	-	0.020%
829	Forward Foreign Currency Contract	-	0.020%
830	Sold BRL Bought USD 20260402	-	0.020%
831	Park Avenue Collateralized Notes Co Llc 4.16 02/12/2027	-	0.020%
832	Gnma Ii 3.5% 05/66	-	0.020%
833	Sold BRL Bought USD 20260402	-	0.020%
834	Umbs Mortpass 4% 10/47	-	0.020%
835	MYR/USD Fwd 20251104	-	0.020%
836	Purchased Usd / Sold Mxn	-	0.020%
837	Gnma Ii 3.5% 04/66	-	0.020%
838	Fhlmc Remics 3% 08/44	-	0.020%
839	Stacr 2019-Hqa1 B2 16.4363 02/25/2049 16.4363 2049-02-25	-	0.020%
840	Royal Bank Of Canada 3.42 , 5/01/2026	-	0.020%
841	Cash	-	0.020%
842	Fannie Mae Pool 3.5 07/01/2042	-	0.020%
843	Sierra 5.94% 01/43	-	0.020%
844	Fremf 2018-K733 Var 02/51	-	0.020%
845	Gnma 2012-141 Var 09/42	-	0.020%
846	Ajax Mortgage Var 06/61	-	0.020%
847	Sierra 5.83% 06/41	-	0.020%
848	Hilton Grand 5.57% 01/37	-	0.020%
849	Fhlmc Remics 4.5% 10/40	-	0.020%
850	Hunter Douglas Inc 7.5298 01/20/2032	-	0.020%
851	Purchased CAD / Sold USD	-	0.020%
852	Freddie Mac Pool Sl0797 6.00% 2/1/2055	-	0.020%
853	Fnma Grantor 6.5% 08/41	-	0.020%
854	Fhlmcgld 3.5% 05/46	-	0.020%
855	Currency Contract - USD	-	0.020%
856	Cbm5579876.Srdup	-	0.020%
857	Newell Brands, Inc. 7.375% 4/1/2036	-	0.020%
858	Umbs Mortpass 4% 07/49	-	0.020%
859	Gnma 2019-H18 Var 10/69	-	0.020%
860	Gnma 2012-141 Var 11/41	-	0.020%
861	Crude Oil Opt Ipe Apr26P 59.5	-	0.020%
862	Us Ultra Bond Cbt Jun26 Xcbt 20260618	-	0.020%
863	Hsbc Holdings Plc 4.619% 11/6/2031 (Usd-Sofr + 1.19% On 11/6/2030)	-	0.020%
864	Fnma Mortpass 4.03% 08/32 4.03	FN BS6269	0.020%
865	Fnma Mortpass 3.87% 10/32	FN BS6398	0.020%
866	Fnma Mortpass 4.94% 12/32	FN BS7318	0.020%
867	Fnma 4.185% 05/33 4.185	FN BS8238	0.020%
868	Fnma Mortpass 5.17% 02/30	FN BS9093	0.020%
869	Umbs Mortpass 4.5% 08/53	FN BV6813	0.020%
870	Umbs Mortpass 5% 06/52 5	-	0.020%
871	Umbs Mortpass 5% 07/52 5	FN BW4042	0.020%
872	Umbs Mortpass 4.5% 10/52 4.5	FN BX2815	0.020%
873	Fnma Mortpass 4.81% 06/31 4.81	FN BZ1868	0.020%
874	Fnma Mortpass 4.49% 09/35	-	0.020%
875	Umbs Mortpass 3.5% 07/33 3.5	FN AB9830	0.020%
876	Fannie Mae Pool	FN MA1373	0.020%
877	Fremf 2017-K71 Var 11/50	-	0.020%
878	Gnma Ii Mortpass 2% 10/52 2	-	0.020%
879	Gnma Ii Mortpass 2% 01/53	-	0.020%
880	Gnma Ii, 30 Year	G2 BG6360	0.020%
881	Gnma Ii Mortpass 5% 12/48 5	G2 BH3133	0.020%
882	Gnma Ii 4.5% 09/49 4.5	G2 BI0930	0.020%
883	Gnma Ii 4.5% 02/49 4.5	G2 BJ9824	0.020%
884	Gnma Ii Mortpass 5% 01/49 5	G2 BJ9641	0.020%
885	Gnma Ii 5.5% 05/49 5.5	G2 BL6765	0.020%
886	Gnma I Mortpass 5% 05/49 5	GN BM1957	0.020%
887	Gnma I Mortpass 5% 08/49	GN BM2305	0.020%
888	Gnma Ii Mortpass 4% 08/49 4	G2 BM2418	0.020%
889	Gnma Ii Mortpass 5% 06/49 5	G2 BN1499	0.020%
890	Gnma Ii Mortpass 4% 07/49 4	G2 BN2628	0.020%
891	Gnma Ii Mortpass 5% 08/49 5	G2 BP4292	0.020%
892	Gnma Ii 3.5% 01/50 3.5	G2 BP8681	0.020%
893	Gnma Ii 4.5% 01/50 4.5	G2 BP8688	0.020%
894	Gnma Ii 3.25% 05/50 3.25	G2 BQ7069	0.020%
895	Gnma Ii 3.25% 06/50 3.25	G2 BQ7084	0.020%
896	Gnma Ii 3.5% 04/50 3.5	G2 BQ7064	0.020%
897	Gnma Ii Mortpass 4% 03/50 4	G2 BS5873	0.020%
898	Gnma Ii Mortpass 5% 02/50	G2 BS8384	0.020%
899	Gnma Ii 4.5% 05/50 4.5	G2 BV6631	0.020%
900	Gnma Ii 3.5% 06/50 3.5	G2 BV8684	0.020%
901	Gnma Ii 3.5% 07/50 3.5	G2 BV8716	0.020%
902	Gnma Ii Mortpass 3% 10/50	G2 BW1771	0.020%
903	Gnma Ii Mortpass 4% 09/50 4	G2 BX3718	0.020%
904	Gnma Ii 2.5% 11/50 2.5	G2 BY6445	0.020%
905	Gnma Ii 4.5% 11/50 4.5	G2 BY7851	0.020%
906	Gnma Ii Mortpass 3% 08/47	G2 BZ1769	0.020%
907	Gnma Ii Mortpass 3% 06/44	G2 BZ1770	0.020%
908	Gnma Ii 3.5% 09/44 3.5	G2 BZ1773	0.020%
909	Gnma Ii Mortpass 4% 11/47	G2 BZ1776	0.020%
910	Gnma Ii 3.25% 01/51	G2 BZ2606	0.020%
911	Gnma Ii 3.5% 12/50 3.5	G2 BZ8515	0.020%
912	Gnma Ii 2.5% 12/45 2.5	G2 BZ8502	0.020%
913	Gnma I 3.5% 01/51 3.5	GN CA3320	0.020%
914	Gnma Ii 3.5% 03/51 3.5	G2 CB4538	0.020%
915	Gnma Ii 2.5% 06/51 2.5	G2 CC9825	0.020%
916	Gnma Ii 3.5% 06/51 3.5	G2 CD0442	0.020%
917	Gnma Ii 3.5% 05/51 3.5	G2 CD0434	0.020%
918	Gnma Ii 3.5% 07/51 3.5	G2 CD0454	0.020%
919	Gnma Ii Mortpass 3% 08/51 3	G2 CE9932	0.020%
920	Gnma Ii Mortpass 4% 10/51 4	G2 CH0840	0.020%
921	Gnma Ii Mortpass 4% 03/52 4	G2 CI0111	0.020%
922	Gnma Ii 5.5% 01/53 5.5	G2 CQ8079	0.020%
923	Gnma Ii Mortpass 5% 02/53 5	G2 CS4546	0.020%
924	Gnma Ii 5.5% 07/53 5.5	G2 CU6685	0.020%
925	Gnma Ii 6.5% 08/53 6.5	G2 CU6697	0.020%
926	Gnma Ii 5.5% 09/53	G2 CU6708	0.020%
927	Gnma Ii Mortpass 6% 08/53 6	-	0.020%
928	Gnma Ii Mortpass 7% 07/54 7	G2 DD0109	0.020%
929	Gnma Ii 6.5% 07/55 6.5	G2 DJ6140	0.020%
930	Gnma Ii Mortpass 6% 10/55 6	-	0.020%
931	Gnma Ii 3.75% 08/46 3.75	G2 AS8110	0.020%
932	Gnma Ii 4.25% 07/48 4.25	G2 AY2407	0.020%
933	Gnma Ii 4.25% 01/48 4.25	G2 AY2395	0.020%
934	Gnma Ii 4.25% 08/48	G2 AY2409	0.020%
935	Gnma Ii 3.25% 02/41	G2 742883	0.020%
936	Gnma Ii 3.875% 02/41	G2 742884	0.020%
937	Gnma Ii, 30 Year	G2 783967	0.020%
938	Gnma Ii Mortpass 6% 09/54 6	G2 787553	0.020%
939	Gnma 2012-138 Var 11/42	GNR 2012-138 PT	0.020%
940	Gnma 2020-97 4.75% 07/50	GNR 2020-97 AI	0.020%
941	Gnma 2020-95 Hi 4% 07/50	GNR 2020-95 HI	0.020%
942	Gnma 2021-27 Ti 3% 02/51 3	GNR 2021-27 TI	0.020%
943	Gnma 2021-69 3.5% 04/51	GNR 2021-69 CI	0.020%
944	Gnma 2023-H06 Var 03/71	GNR 2023-H06 EI	0.020%
945	Gnma 2023-101 S Flt 07/53	GNR 2023-101 S	0.020%
946	Hero Funding Trust, Series 2016-2A, Class A	HERO 2016-2A A	0.020%
947	Hero Funding Trust, Series 2017-1a, Class A2	HERO 2017-1A A2	0.020%
948	Umbs Mortpass 4% 11/47 4	FR ZM4635	0.020%
949	Umbs Mortpass 3.5% 04/37	FR ZT1675	0.020%
950	Fhlmcgld 4% 11/42 4	FG U90378	0.020%
951	Fhlmcgld 4% 05/43	FG U91449	0.020%
952	Umbs Mortpass 4% 11/49 4	FR QA5403	0.020%
953	Umbs Mortpass 3.5% 05/51 3.5	FR QC2209	0.020%
954	Fnma Mortpass 3.76% 08/34	FN AM6492	0.020%
955	Fnma Mortpass 3.44% 11/37	FN AN0304	0.020%
956	Fnma Mortpass 3.07% 02/27 3.07	FN AN4571	0.020%
957	Fnma Trust, Whole Loan, Series 2003-W17, Class 1A7	FNW 2003-W17 1A7	0.020%
958	Fnma Remics 5% 03/41 5	FNR 2011-20 MW	0.020%
959	Umbs Mortpass 4% 08/48	FN BK9303	0.020%
960	Umbs Mortpass 5% 06/49 5	FN BO0722	0.020%
961	Umbs Mortpass 4% 08/49 4	FN BO3749	0.020%
962	Umbs Mortpass 4% 01/50 4	FN BP1128	0.020%
963	Umbs Mortpass 4.5% 01/50	FN BP1847	0.020%
964	Umbs Mortpass 4% 04/50	FN BP5302	0.020%
965	Epobuyeritrus3.0614Apr55 3.0614 2055-04-14	-	0.020%
966	Umbs Mortpass 4% 06/47	-	0.020%
967	Nextera Energy Capital Holdings Inc 5.45 03/15/2035	-	0.020%
968	Gnma Ii 2.5% 04/53	-	0.020%
969	Cme - CLP Irs 4/11/35 Pay Fix_C	-	0.020%
970	Fhlmc Var 10/37	-	0.020%
971	Sofi Consumer Loan Progr 06/34 0	-	0.020%
972	Square 6.43 2027-06-06	-	0.020%
973	Rialto Unified School District 08/01/2041	-	0.020%
974	China Government Bond	-	0.020%
975	Graftech Finance Inc 2024 Term Loan 9.67 2029-12-21	-	0.020%
976	Polaris Inc 5.6% 3/1/2031 5.6 2031-03-01	-	0.020%
977	Tohoqua Community Development District Special Assessment Revenue Bonds 4.8 05/01/2048	-	0.020%
978	Fnma Remics 3% 12/51	-	0.020%
979	Baring Frn 22Apr23	-	0.010%
980	Forward Foreign Currency Contract	-	0.010%
981	Nasdaq 100 Micro E-Mini Index	-	0.010%
982	Fhlmcgld 4% 12/42	-	0.010%
983	Hilton Grand 5.99% 09/39	-	0.010%
984	Forward Foreign Currency Contract	-	0.010%
985	Cds Ziggo Bond Co Bv	-	0.010%
986	Barclays Plc 9.25 12/31/2079	-	0.010%
987	Gsr Mortgage 6% 02/36	-	0.010%
988	Societe Generale (New York Branch) 3.64% 08-03-26 Tsy Repo Tp 3.640000%	-	0.010%
989	Umbs Mortpass 4.5% 02/48	-	0.010%
990	Gnma 2017-99 Pt Var 08/44	-	0.010%
991	Forward Foreign Currency Contract	-	0.010%
992	Rfr USD Sofr/3.93000 03/24/25-10Y Lch	-	0.010%
993	Square 4.38 2023-07-25	-	0.010%
994	Czech Republic 2 10/13/2033	-	0.010%
995	Mvw 2021-1W 1.94% 01/41	-	0.010%
996	Fhlmc Remics 4% 11/43	-	0.010%
997	Alpha Bank Sa Regs 5.5% Jun 11, 2031	-	0.010%
998	Fnma-Aces Var 05/49	-	0.010%
999	Gnma Ii 4.5% 05/66	-	0.010%
1000	Forward Foreign Currency Contract	-	0.010%
1001	Mvw 2021-1W 1.44% 01/41	-	0.010%
1002	Sierra 6.36% 06/40	-	0.010%
1003	Comm Swap Tbl/bcomtr1 Gst	-	0.010%
1004	Panw Us 08/28/26 C400	-	0.010%
1005	Ois Payfix USD 4.1615% 11-10-23/05-15-33 Lch	-	0.010%
1006	Fhlmcgld 4.5% 05/41	-	0.010%
1007	Forward Foreign Currency Contract	-	0.010%
1008	Anheuser-Busch Inbev Worldwide Inc 4.6 04/15/2048	-	0.010%
1009	Turkey (Republic Of), Series 10Y, 5.875% 6/26/2031	-	0.010%
1010	Graphic Packaging International, Llc 6.375% 7/15/2032	-	0.010%
1011	Gnma 2009-54 5.5% 07/39	-	0.010%
1012	Gnma Ii 2.5% 01/51 2.5	G2 BZ8530	0.010%
1013	Gnma I 3.5% 12/50 3.5	GN CA3251	0.010%
1014	Gnma I 3.5% 02/51 3.5	GN CA3304	0.010%
1015	Gnma Ii 4.5% 02/51 4.5	G2 CA8994	0.010%
1016	Gnma Ii Mortpass 4% 01/51 4	G2 CB2357	0.010%
1017	Gnma Ii 3.25% 03/51 3.25	G2 CB3240	0.010%
1018	Gnma Ii 3.25% 02/51	G2 CB3225	0.010%
1019	Gnma Ii 3.25% 04/51 3.25	G2 CB3253	0.010%
1020	Gnma Ii Mortpass 3% 01/51 3	G2 CB4503	0.010%
1021	Gnma Ii Mortpass 5% 12/50	G2 CB4508	0.010%
1022	Gnma Ii Mortpass 4% 02/51 4	G2 CB4524	0.010%
1023	Gnma Ii Mortpass 3% 06/51	G2 CC9831	0.010%
1024	Gnma Ii Mortpass 4% 06/51 4	G2 CC9835	0.010%
1025	Gnma I 3.5% 05/51 3.5	GN CE2513	0.010%
1026	Gnma Ii Mortpass 4% 07/51	G2 CE9923	0.010%
1027	Gnma Ii 3.5% 08/51 3.5	G2 CE9936	0.010%
1028	Gnma Ii Mortpass 4% 08/51	G2 CE9939	0.010%
1029	Gnma Ii Mortpass 4% 12/51 4	G2 CH0871	0.010%
1030	Gnma Ii 2.5% 01/52	G2 CI0090	0.010%
1031	Gnma Ii 3.75% 12/32	G2 AD0018	0.010%
1032	Gnma Ii Mortpass 4% 03/46 4	G2 AK8803	0.010%
1033	Gnma Ii Mortpass 6% 03/53 6	G2 CS4561	0.010%
1034	Gnma Ii Mortpass 6% 07/53 6	G2 CU6686	0.010%
1035	Gnma Ii Mortpass 5% 07/63	G2 CX4040	0.010%
1036	Gnma Ii Mortpass 5% 10/63 5	G2 CY0134	0.010%
1037	Gnma I, 30 Year	GN AT7652	0.010%
1038	Gnma Ii 4.5% 07/48 4.5	G2 AY2408	0.010%
1039	Gnma Ii 4.5% 08/48 4.5	G2 AY2410	0.010%
1040	Gnma Ii 3.875% 06/40 3.875	G2 742810	0.010%
1041	Gnma Ii 3.875% 04/40 3.875	G2 742853	0.010%
1042	Gnma Ii 3.25% 11/40	G2 742876	0.010%
1043	Gnma Ii, 30 Year	G2 784626	0.010%
1044	Gnma Ii 3.5% 03/41	G2 751810	0.010%
1045	Gnma I 3.49% 02/41 3.49	GN 759374	0.010%
1046	Gnma I 3.49% 01/41 3.49	GN 759537	0.010%
1047	Gsmps Mortgage Loan Trust, Series 2005-rp3, Class 1af	GSMPS 2005-RP3 1AF	0.010%
1048	Gnma, Series 2013-H04, Class Sa	GNR 2013-H04 SA	0.010%
1049	Gnma 2012-52 Wa Var 04/38	GNR 2012-52 WA	0.010%
1050	Gnma, Series 2011-100, Class My	GNR 2011-100 MY	0.010%
1051	Gnma, Series 2011-163, Class Wa	GNR 2011-163 WA	0.010%
1052	Gnma 2012-24 Wa Var 07/41	GNR 2012-24 WA	0.010%
1053	Gnma, Series 2013-26, Class Ak	GNR 2013-26 AK	0.010%
1054	Gnma, Series 2013-54, Class Wa	GNR 2013-54 WA	0.010%
1055	Gnma, Series 2014-188, Class W	GNR 2014-188 W	0.010%
1056	Gnma 2021-H06 Var 03/71	GNR 2021-H06 IA	0.010%
1057	Gnma 2018-160 3.5% 07/46	GNR 2018-160 PA	0.010%
1058	Gnma 2019-31 3.5% 05/46	GNR 2019-31 HC	0.010%
1059	Gnma 2019-31 Ts Flt 03/49	GNR 2019-31 TS	0.010%
1060	Gnma, Series 2019-65, Class St	GNR 2019-65 ST	0.010%
1061	Gnma 2021-226 Zh 3% 12/51 3	GNR 2021-226 ZH	0.010%
1062	Hero Funding Trust, Series 2016-4A, Class A2	HERO 2016-4A A2	0.010%
1063	Hero Funding Trust, Series 2017-2A, Class A1	HERO 2017-2A A1	0.010%
1064	Umbs Mortpass 3.5% 02/51	FN BR0870	0.010%
1065	Fnma Mortpass 5.02% 03/33 5.02	FN BS7371	0.010%
1066	Umbs Mortpass 4% 03/53 4	FN BV6797	0.010%
1067	Fnma Mortpass 4.5% 07/52 4.5	FN CB4014	0.010%
1068	Fannie Mae Pool	FN MA1178	0.010%
1069	Fnma, Other	FN MA1442	0.010%
1070	Fannie Mae Pool	FN MA1463	0.010%
1071	Fnma Mortpass 3% 08/43	FN MA1552	0.010%
1072	Fnma Mortpass 3.5% 09/45	FN MA2434	0.010%
1073	Gnma I 3.49% 03/41 3.49	GN 762751	0.010%
1074	Gnma Ii 4.5% 10/49	G2 AC2994	0.010%
1075	Gnma Ii, 30 Year	G2 BD0532	0.010%
1076	Gnma Ii Mortpass 5% 07/48 5	G2 BF3017	0.010%
1077	Gnma Ii Mortpass 5% 08/48 5	G2 BG7391	0.010%
1078	Gnma Ii 4.5% 11/48 4.5	G2 BI4488	0.010%
1079	Gnma Ii 4.5% 12/48 4.5	G2 BI6669	0.010%
1080	Gnma Ii, 30 Year	G2 BK2586	0.010%
1081	Gnma Ii, 30 Year	G2 BK7189	0.010%
1082	Gnma Ii, 30 Year	G2 BK7198	0.010%
1083	Gnma Ii 4.5% 07/49 4.5	G2 BM9692	0.010%
1084	Gnma Ii Mortpass 4% 09/49 4	G2 BN0896	0.010%
1085	Gnma Ii 5.5% 06/49 5.5	G2 BN1500	0.010%
1086	Gnma Ii 3.75% 02/40	G2 BO1377	0.010%
1087	Gnma Ii Mortpass 4% 01/41	G2 BO1378	0.010%
1088	Gnma Ii Mortpass 5% 07/49 5	G2 BP4238	0.010%
1089	Gnma Ii 3.5% 02/50 3.5	G2 BP8022	0.010%
1090	Gnma Ii Mortpass 5% 11/49 5	G2 BP8667	0.010%
1091	Gnma Ii Mortpass 5% 12/49 5	G2 BP8678	0.010%
1092	Gnma Ii 5.5% 12/49 5.5	G2 BP8679	0.010%
1093	Gnma Ii Mortpass 4% 10/49	G2 BQ3138	0.010%
1094	Gnma Ii Mortpass 4% 11/49 4	G2 BQ3791	0.010%
1095	Gnma Ii 4.25% 06/50	G2 BQ7087	0.010%
1096	Gnma Ii Mortpass 5% 06/50 5	G2 BQ7088	0.010%
1097	Gnma Ii 4.25% 02/50 4.25	G2 BQ7057	0.010%
1098	Gnma Ii 3.5% 11/49 3.5	G2 BQ9513	0.010%
1099	Gnma Ii Mortpass 5% 04/50 5	G2 BU3072	0.010%
1100	Gnma I 3.5% 07/50 3.5	GN BV2390	0.010%
1101	Gnma Ii 4.5% 07/50 4.5	G2 BV2395	0.010%
1102	Gnma Ii 4.5% 08/50 4.5	G2 BW0559	0.010%
1103	Gnma Ii 4.75% 09/50 4.75	G2 BW1760	0.010%
1104	Gnma Ii 3.25% 10/50	G2 BW1772	0.010%
1105	Gnma Ii 4.25% 10/50 4.25	G2 BW1774	0.010%
1106	Gnma I 3.5% 10/50 3.5	GN BW7064	0.010%
1107	Gnma Ii 4.5% 09/50 4.5	G2 BW7043	0.010%
1108	Gnma Ii 2.5% 10/50 2.5	G2 BX4971	0.010%
1109	Gnma Ii Mortpass 4% 10/50 4	G2 BY6421	0.010%
1110	Gnma I 3.5% 11/50	GN BY7857	0.010%
1111	Gnma Ii 4.5% 12/50 4.5	G2 BY7873	0.010%
1112	Gnma Ii 3.5% 12/41 3.5	G2 BZ1774	0.010%
1113	Gnma Ii Mortpass 4% 10/41	G2 BZ1778	0.010%
1114	Gnma Ii 4.5% 10/43	G2 BZ1780	0.010%
1115	Gnma Ii 4.5% 05/41	G2 BZ1781	0.010%
1116	Gnma Ii 3.5% 08/44	G2 BZ1661	0.010%
1117	Gnma Ii Mortpass 4% 07/46 4	G2 BZ1663	0.010%
1118	Gnma Ii Mortpass 4% 12/42	G2 BZ1664	0.010%
1119	Gnma Ii Mortpass 3% 09/47 3	G2 BZ1654	0.010%
1120	Gnma Ii 2.5% 12/40	G2 BZ8504	0.010%
1121	Fhlmcgld 3.5% 01/33	FG U80125	0.010%
1122	Fhlmcgld 4.5% 02/49 4.5	FG Q62088	0.010%
1123	Umbs Mortpass 4% 05/50	FR QB0097	0.010%
1124	Fnma, Remic, Series 2011-118, Class Lb	FNR 2011-118 LB	0.010%
1125	Fnma Remics Var 03/52	FNR 2012-21 WA	0.010%
1126	Fnma, Remic, Series 2013-92	FNR 2013-92 PO	0.010%
1127	Fnma Remics 2.5% 08/34 2.5	FNR 2014-44 B	0.010%
1128	Federal National Mortgage Association - Aces	FNA 2017-M3 A2	0.010%
1129	Fnma Interest Zero 07/36 0	FNS 373 1	0.010%
1130	Umbs Mortpass 3.5% 09/46 3.5	FN AL9058	0.010%
1131	Fnma Mortpass 2.74% 08/31 2.74	FN AN2456	0.010%
1132	Fnma Mortpass 3.06% 08/32 3.06	FN AN6123	0.010%
1133	Fnma Mortpass 2.94% 10/32 2.94	FN AN6651	0.010%
1134	Fnma, Other	FN AO6757	0.010%
1135	Fnma, Other	FN AR7484	0.010%
1136	Fnma Mortpass 3.5% 04/46	FN AS6970	0.010%
1137	Fnma, Other	FN AT7117	0.010%
1138	Fnma, Remic, Series 2004-50, Class Vz	FNR 2004-50 VZ	0.010%
1139	Fnma, Remic, Series 2010-16, Class Wb	FNR 2010-16 WB	0.010%
1140	Fnma Remics 4.5% 11/40 4.5	FNR 2010-130 CY	0.010%
1141	Umbs Mortpass 3.5% 07/46 3.5	FN BD3088	0.010%
1142	Umbs Mortpass 4.5% 06/48 4.5	FN BK7006	0.010%
1143	Umbs Mortpass 4.5% 07/49 4.5	FN BO3436	0.010%
1144	Fhlmc Remics 3.5% 03/42	-	0.010%
1145	Fhlmc Var 10/27	-	0.010%
1146	Gnma Ii Pool Ma6042 G2 07/49 Fixed 5	-	0.010%
1147	Equifax Inc Sr Unsecured 08/33 5.65	-	0.010%
1148	204920573.Srdlc	-	0.010%
1149	Umbs Mortpass 5% 07/40	-	0.010%
1150	San Diego Unified School District/Ca 3 07/01/2050	-	0.010%
1151	Communaute Francaise De Belgique Mtn Regs 3.8% Jun 22, 2040	-	0.010%
1152	Alera Group Intermediate Holdings, Inc., Term Loan, (3-Month Usd Cme Term Sofr + 5.50%) 9.216% 5/30/2033	-	0.010%
1153	Us Ultra Bond Cbt Jun26 Xcbt 20260618	-	0.010%
1154	Fannie Mae Pool 3.5 05/01/2047	-	0.010%
1155	Gnma Ii 4.5% 06/49	-	0.010%
1156	Forward Foreign Currency Contract	-	0.010%
1157	Gnma Ii Mortpass 4% 04/66	-	0.010%
1158	European Union Reg S Sr Unsec EUR (B) 0.0% 07-04-35	-	0.010%
1159	Ginnie Mae Ii Pool 2.5 11/20/2050	-	0.010%
1160	Mvw 2024-1 Llc 6.2% 02/43	-	0.010%
1161	Fhlmc Remics 6% 03/34	-	0.010%
1162	Jpmmt 2022-6 A3 (Jpmmt 2022-6 A3)	-	0.010%
1163	Fnma Mortpass 3.12% 11/26	-	0.010%
1164	Uzbekistan (Republic Of) Mtn Regs 6.95% May 25, 2032	-	0.010%
1165	Rfr USD Sofr/3.75000 12/18/24-10Y Lch	-	0.010%
1166	New York St Transprtn Dev Corp Nyttrn 12/37 Fixed 5	-	0.010%
1167	Fwdp 10Y Rtp 4.017500 17-Apr-2028	-	0.010%
1168	Fhlmcgld 4% 06/42	-	0.010%
1169	Mid-State 6.083% 10/40	-	0.010%
1170	Fnma-Aces Var 02/30	-	0.010%
1171	Puerto Rico Sales Tax Fing Corp Sales Tax Rev 5.0% 01-Jul-2058	-	0.010%
1172	Italy Buoni Poliennali Del Tesoro	-	0.010%
1173	Hilton Grand 4.69% 06/34	-	0.010%
1174	Hero Funding 3.95% 09/48	-	0.010%
1175	Brewco Borrower Llc	-	0.010%
1176	Hilton Grand 6.62% 09/39	-	0.010%
1177	Fnma Remics 3.5% 02/43	-	0.010%
1178	Duke Energy Carolinas 1St Mortgage 12/47 3.7	-	0.010%
1179	Republika Slovenija Sr Unsecured Regs 07/35 3.125	-	0.010%
1180	Currency Contract - KRW	-	0.010%
1181	Fhlmcgld 3.5% 03/46	-	0.010%
1182	Washington St Convention Ctr Pub Facs Dist 3.0% 01-Jul-2048	-	0.010%
1183	Fannie Mae Pool Bq8457 2.00% 12/1/2050	-	0.010%
1184	Fswp: Twd 2.422000 16-Sep-2031 Tai	-	0.010%
1185	Electricite De France Sa	-	0.010%
1186	Consumers Energy Co 1St Mortgage 01/31 4.5	-	0.010%
1187	Fnma-Aces Var 11/33	-	0.010%
1188	Fhlmc Remics Flt 08/49	-	0.010%
1189	Fannie Mae Pool Ma2608 3.00% 5/1/2046	-	0.010%
1190	Gnma Ii 4.5% 04/66	-	0.010%
1191	Wfrbs Var 03/45	-	0.010%
1192	Gnma 2017-H16 Flt 08/67	-	0.010%
1193	Umbs Mortpass 3.5% 08/49	-	0.010%
1194	Fhlmcgld 3.5% 07/46	-	0.010%
1195	County Of Cook Il Sales Tax Revenue 4 11/15/2040	-	0.010%
1196	Currency Contract - Mxn	-	0.010%
1197	USD/GBP Spot 20260803 0000010	-	0.010%
1198	Umbs Mortpass 4% 04/46	-	0.010%
1199	Nestle Capital Corp. .% 2029-04-04	-	0.010%
1200	Forward Foreign Currency Contract	-	0.010%
1201	Bellis 8% 07/31 8	-	0.010%
1202	Bought CNY Sold USD 20260513	-	0.010%
1203	Umbs Mortpass 2.5% 08/51	-	0.010%
1204	Square 4.54 2027-06-19	-	0.010%
1205	Purchased HKD / Sold USD	-	0.010%
1206	Kartos Therapeutics Inc	-	0.010%
1207	Alternative Flt 05/36	-	0.010%
1208	Umbs Mortpass 4% 02/48	-	0.010%
1209	Swap Cash Collateral USD	-	0.010%
1210	Corevest Var 10/52	-	0.010%
1211	Republic Of Cote Divoire 5.88% Oct 17/31	-	0.010%
1212	Gnma Ii 3.5% 05/66	-	0.010%
1213	Umbs Mortpass 3.5% 08/46	-	0.010%
1214	Gnma Ii 4.5% 03/66	-	0.010%
1215	Sell U S Dollar - Buy British Pounds	-	0.010%
1216	Cboe Volatility Index Futures Contracts	-	0.010%
1217	Ois CAD Caonrepo/3.92500 06/19/25-1Y Lch	-	0.010%
1218	Forward Foreign Currency Contract	-	0.010%
1219	R1 Rcm Inc. 11/30/2031	-	0.010%
1220	Bought PLN Sold USD 20260415	-	0.010%
1221	Sold JPY Bought USD 20260402	-	0.010%
1222	Umbs Mortpass 4.5% 07/48	-	0.010%
1223	Fhlmc 6.5% 02/43	-	0.010%
1224	20260423/USD/HKD	-	0.010%
1225	Fnma Mortpass 3.5% 10/42	-	0.010%
1226	Hero Funding 3.57% 09/47	-	0.010%
1227	Fhlmc Remics 4.5% 12/48	-	0.010%
1228	Sold AUD Bought USD 20260402	-	0.000%
1229	Jarrell Independent School District 4.25 02/15/2053	-	0.000%
1230	Corevest Var 10/52	-	0.000%
1231	Market Bidco Ltd., Facility 1St Lien Term Loan B4 9.3257 2030-11-04	-	0.000%
1232	Gnma 2007-42 Sb Flt 07/37	-	0.000%
1233	Cds Republic Of Ecuador	-	0.000%
1234	US Dollar	-	0.000%
1235	Wells Fargo Var 10/34	-	0.000%
1236	Academy Ltd Aka Academy Sports & Outdoors 5.875% 05/15/2031	-	0.000%
1237	Fhlmc Remics Zero 02/36 0	-	0.000%
1238	Umbs Mortpass 7% 03/36	-	0.000%
1239	Fnma Remic Trust 6% 05/44	-	0.000%
1240	Boels Topholding Bv, Facility Term Loan B	-	0.000%
1241	Fhlmc Remics 5.5% 02/36	-	0.000%
1242	Gnma 2004-28 S Flt 04/34	-	0.000%
1243	Fhlmc Remics 6% 10/31	-	0.000%
1244	Forward Foreign Currency Contract	-	0.000%
1245	Fnma Remics Flt 04/29	-	0.000%
1246	Republic Of 8.25% 01/37 8.25	-	0.000%
1247	Fhlmcgld 4% 09/48	-	0.000%
1248	Government National Mortgage Corporation	-	0.000%
1249	PURCHASED USD / SOLD CNH	-	0.000%
1250	Mondelez International Inc 2.63 09/04/2050	-	0.000%
1251	Mastr 6% 07/34	-	0.000%
1252	Pret 2026-Rn1 Step 06/66	-	0.000%
1253	Sweden Government Bond 2.75 2037-02-09	-	0.000%
1254	Diversified Real Asset Fund	-	0.000%
1255	Gnma Ii 4.5% 04/66	-	0.000%
1256	Residential 6% 07/36	-	0.000%
1257	Saudi International Bond /Eur/ Regd 144A P/P 3.37500000	-	0.000%
1258	Fnma Remics Var 04/41	-	0.000%
1259	Us Ultra Bond Cbt Mar26	-	0.000%
1260	Sunoco, Lp 4.50% 5/15/2029	-	0.000%
1261	Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029	-	0.000%
1262	Federal Farm Credit Banks Funding Corp 3.735 05/19/2028	-	0.000%
1263	Glp Capital, Lp / Glp Financing Ii, Inc. 5.750 06/01/2028 5.75 2028-06-01	-	0.000%
1264	Gnma 2004-71 St Flt 09/34	-	0.000%
1265	Fnma Remics Flt 12/32	-	0.000%
1266	Gnma 2017-H05 Flt 02/67	-	0.000%
1267	Nmef 2026- 4.48 021534	-	0.000%
1268	Ois Recfix GBP 3.804% 09-19-25/09-19-30 Lch	-	0.000%
1269	Citigroup Zero 06/33	-	0.000%
1270	Currency Contract - USD	-	0.000%
1271	Otcba Finra Csh At Broker	-	0.000%
1272	Bear Stearns Flt 02/36	-	0.000%
1273	Fnma-Aces 1.2% 10/30	-	0.000%
1274	Fhlmc Remics Flt 01/38	-	0.000%
1275	31750Sik3 Pimco Cdsopt Put USD 0.8 20260617	-	0.000%
1276	Gnma Ii 4.5% 01/66	-	0.000%
1277	Agricultural Development Bank Of China	-	0.000%
1278	Lowe'S Cos Inc 4.5 04/15/2030	-	0.000%
1279	Fhlmc Mortpass Flt 12/36	-	0.000%
1280	Sold CNH Bought USD 20260507	-	0.000%
1281	Gsr Mortgage Zero 02/36	-	0.000%
1282	Merrill Lynch Flt 03/28	-	0.000%
1283	Umbs Mortpass 6% 12/28	-	0.000%
1284	Forward Foreign Currency Contract	-	0.000%
1285	Saint Ann'S Community (A/K/A Saint Ann'S Of Greater Rochester) Revenue Bonds 5 01/01/2040	-	0.000%
1286	Diamondback Energy Inc 5.75 04/18/2054	-	0.000%
1287	Irs Wibo/4.585 PLN0832	-	0.000%
1288	Freddie Mac Pool G61662 3.50% 2/1/2048	-	0.000%
1289	Italy Buo 2.05% 08/01/27	-	0.000%
1290	Kgs- Var	-	0.000%
1291	USD/JPY Forward	-	0.000%
1292	Citigroup Inc 2.52 11/03/2032	-	0.000%
1293	Gnma 2013-H07 Flt 04/62	-	0.000%
1294	Umbs Mortpass 6.5% 11/29	-	0.000%
1295	Coty, Inc. 5.60% 1/15/2031	-	0.000%
1296	Irs EUR 2.35000 04/29/25-5Y Lch	-	0.000%
1297	Mastr 5.5% 07/34	-	0.000%
1298	Jbs Nv/Usa Foods/Food Co Sr Unsecured 01/36 5.5	-	0.000%
1299	Fnma Remics 5.5% 09/33	-	0.000%
1300	Hyundai Capital America 2.10% 9/15/2028	-	0.000%
1301	Gnma Ii 4.5% 04/66	-	0.000%
1302	Fnma Grantor 6% 01/44	-	0.000%
1303	Csfb 6.5% 12/33	-	0.000%
1304	New York Transn Dev Corp Spl Fac Rev 5.375% 30-Jun-2060	-	0.000%
1305	Republica Federativa Do Brasil	-	0.000%
1306	Fhlmc Remics 7.5% 03/28	-	0.000%
1307	Fhlmc Remics Zero 02/36 0	-	0.000%
1308	Impac Secured 6.44% 01/32	-	0.000%
1309	Swp: Ois Sofr 3.338000 12-Feb-2029_C 02/12/2029	-	0.000%
1310	Rali Series Var 05/35	-	0.000%
1311	Iron Mountain, Inc. 4.50% 2/15/2031	-	0.000%
1312	Lehman Mortgage 6% 07/37	-	0.000%
1313	Forward Foreign Currency Contract	-	0.000%
1314	Gnma 2010-41 Wa Var 10/33	-	0.000%
1315	Freddie Mac Remics 2.5 07/25/2048	-	0.000%
1316	Bought BRL Sold USD 20260602	-	0.000%
1317	Cds Kingdom Of Morocco	-	0.000%
1318	Wamu Mortgage Var 09/33	-	0.000%
1319	Fnma Grantor Zero 12/41 0	-	0.000%
1320	Vinci Sa 1.63 01/18/2029	-	0.000%
1321	Northern 5.25% 05/21/38	-	0.000%
1322	Republic Of South Africa Sr Unsecured 02/31 7 7 02/28/2031	-	0.000%
1323	Fhlmc Remics 8% 01/30	-	0.000%
1324	Umbs Mortpass 5% 09/35	-	0.000%
1325	Square 5.94 2025-11-09	-	0.000%
1326	Iliad Sa	-	0.000%
1327	Reverse Repo Bank Of New York	-	0.000%
1328	First Horizon Var 10/34	-	0.000%
1329	Sold THB Bought USD 20260417	-	0.000%
1330	Fnma Remics Flt 06/37	-	0.000%
1331	Banc Of 5.5% 02/35	-	0.000%
1332	Pjm Wh Rt Pk Mini May27 Physical Commodity Future.	-	0.000%
1333	Peterson Farms 11/15/2032 7.87 2032-11-15	-	0.000%
1334	Egypt Government Bonds 21.954% 03/04/2028 21.954 2028-03-04	-	0.000%
1335	Us 5Yr Note 09/30/2026	-	0.000%
1336	Bank Of Nova Scotia 7.35% 04/27/2085 7.35 2085-04-27	-	0.000%
1337	Time Warner Cable Llc 6.55 05/01/2037	-	0.000%
1338	Fnma Remics Zero 08/26	-	0.000%
1339	Db Master Finance Llc 5.165 08/20/2055	-	0.000%
1340	Pfizer Inc 1.75 08/18/2031	-	0.000%
1341	Gnma Ii Mortpass 4% 04/66	-	0.000%
1342	Bank Of America Corp. 5.288% 4/25/2034 (Usd-Sofr + 1.91% On 4/25/2033)	-	0.000%
1343	Fnma Remics Flt 08/36	-	0.000%
1344	Jp Morgan Var 08/34	-	0.000%
1345	Fhlmc Remics Zero 07/34 0	-	0.000%
1346	Bravo Residential Funding Trust 5.043 09/25/2065 5.043 2065-09-25	-	0.000%
1347	Fhlmc Remics 6.5% 05/28	-	0.000%
1348	Fhlmc Remics 7.5% 12/36	-	0.000%
1349	Fhlmc Strips Zero 04/28	-	0.000%
1350	Saudi Electricity Global Sukuk Co. 3 5.5 2044-04-08	-	0.000%
1351	Ngl Energ 8.375% 02/15/32	-	0.000%
1352	Aareal Bank Ag 0.75 04/18/2028	-	0.000%
1353	Forward Foreign Currency Contract	-	0.000%
1354	IDR/USD Fwd 20260610 000015298 USD	-	0.000%
1355	Umbs Mortpass 7.5% 04/39	-	0.000%
1356	Fnma Remics Var 12/39	-	0.000%
1357	Fhlmcgld 10% 10/30	-	0.000%
1358	New York St Dorm Auth Revs Non	-	0.000%
1359	Fnma Trust Flt 03/45	-	0.000%
1360	Tennet Holding Bv 2.375% 05/17/2033 Regs	-	0.000%
1361	Fhlmc Mortpass Flt 08/36	-	0.000%
1362	Gnma 2007-45 Qa Flt 07/37	-	0.000%
1363	Fhlmcgld 6% 10/29	-	0.000%
1364	Western Australian Treasury Corpor Regs 1.5% Oct 22, 2030	-	0.000%
1365	San Francisco Bay Area Rapid Transit District 5 08/01/2037	-	0.000%
1366	Fhlmc Remics 5% 08/40	-	0.000%
1367	Fhlmcgld 7.5% 12/36	-	0.000%
1368	Fswp: Aud 5.002500 16-Sep-2031 Aud	-	0.000%
1369	Fannie Mae Pool 3 07/01/2050	-	0.000%
1370	Fhlmc Remics Var 12/29	-	0.000%
1371	Citigroup Zero 09/33	-	0.000%
1372	OIS	-	0.000%
1373	Fnma Remics Zero 12/36 0	-	0.000%
1374	Forward Foreign Currency Contract	-	0.000%
1375	Merrill Lynch Var 08/34	-	0.000%
1376	USD - For Futures	-	0.000%
1377	Gnma 2016-H11 Flt 05/66	-	0.000%
1378	Bank Loan Note	-	0.000%
1379	Umbs Mortpass 8.5% 02/30	-	0.000%
1380	Oklahoma Turnpike Authority 4 01/01/2047	-	0.000%
1381	Umbs Mortpass 4% 07/45	-	0.000%
1382	Fnma Remics 8% 04/27	-	0.000%
1383	Fhlmc Remics 7% 04/29	-	0.000%
1384	Coca-Cola Co. 1.00% 3/15/2028	-	0.000%
1385	Bought TRY Sold USD 20260410	-	0.000%
1386	Wti Crude Future Sep26 Xnym 20260820	-	0.000%
1387	Trs Ubsmpdlt Sofr -05 111326	-	0.000%
1388	Gnma Ii 2.5% 04/59	-	0.000%
1389	Structured 3.45% 02/32	-	0.000%
1390	Fhlmc Remics 6.5% 01/32	-	0.000%
1391	Fnma Remics Flt 12/37	-	0.000%
1392	Gsmps Mortgage Flt 03/35	-	0.000%
1393	Los Angeles Unified School District/Ca 5 07/01/2047	-	0.000%
1394	G2 Mb0486 6.00% 7/20/55	-	0.000%
1395	Mastr Asset 5.5% 12/33	-	0.000%
1396	Gnma Ii 4.5% 05/66	-	0.000%
1397	Varsity Brands Inc 6.4496 08/26/2031	-	0.000%
1398	Heathrow Fndg	-	0.000%
1399	Square 6.16 2027-07-15	-	0.000%
1400	Royal Bank Of Canada 4.32 2026-03-10	-	0.000%
1401	AltEnergy Acquisition Corp	-	0.000%
1402	Arvada Water Revenue Bonds 4 12/01/2052 4 2052-12-01	-	0.000%
1403	Fhlmc Remics 8.5% 04/29	-	0.000%
1404	Fhlmc Remics Flt 05/38	-	0.000%
1405	Texas Department Of Housing & Community Affairs 3.05 09/01/2029	-	0.000%
1406	Sumitomo Mitsui Finl Grp Sr Unsecured 01/29 4.108	-	0.000%
1407	Sold INR Bought USD 20260407	-	0.000%
1408	Gnma Ii 4.5% 05/66	-	0.000%
1409	Fhlmc Var 08/42	-	0.000%
1410	Purchased USD / Sold GBP	-	0.000%
1411	Fnma Remics Flt 02/40	-	0.000%
1412	Fnma Remics Zero 07/36	-	0.000%
1413	San Francisco Community College District General Obligation Bonds 3.165 06/15/2041 3.165 2041-06-15	-	0.000%
1414	Fnma Remics 5.5% 08/33	-	0.000%
1415	Afund_25-2 E Regs 0 Jul 20, 2067	-	0.000%
1416	Fhlmc Remics 7.25% 09/30	-	0.000%
1417	L5010060.Srdup 19.77 2030-02-07	-	0.000%
1418	IDR/USD Fwd 20260410 Roycgb2L	-	0.000%
1419	317U69Ja5 Pimco Swaption 3.3125 Call USD 20260	-	0.000%
1420	Accelerated 4.51% 12/33	-	0.000%
1421	Umbs Mortpass 3.5% 05/46	-	0.000%
1422	California Educational Facilities Authority 5 05/01/2049	-	0.000%
1423	Builders Firstsource Inc 6.75 05/15/2035	-	0.000%
1424	Kaisa Group Holdings Ltd 0% 12/31/2032	-	0.000%
1425	Purchased AUD / Sold USD	-	0.000%
1426	Fnma Remics 8.5% 02/27	-	0.000%
1427	Mastr 6.25% 06/33	-	0.000%
1428	Fnma Remics Flt 05/40	-	0.000%
1429	Alera Group Intermediate Holdings Tl 2Nd Lien (Tsfr3M+550) (Flr 0.5) Frn 05-30-33 9.2161 2033-05-30	-	0.000%
1430	Mexican Bonos 7.75 05/29/2031	-	0.000%
1431	Blue Racer Midstream Llc / Blue Racer Finance Corp 7.000% 07/15/2029	-	0.000%
1432	Fhlmcgld 7% 08/32	-	0.000%
1433	Gsmps Mortgage Var 06/32	-	0.000%
1434	Fhlmc Remics Zero 06/36 0	-	0.000%
1435	Fhlmc Remics Flt 01/37	-	0.000%
1436	Ois Cop Ibr/8.21000 06/18/25-5Y Cme	-	0.000%
1437	Fnma Remics 6.5% 06/32	-	0.000%
1438	3 Month Sofr Fut Sep26	-	0.000%
1439	British Pound	-	0.000%
1440	Fnma Remics Flt 07/36	-	0.000%
1441	Six Flags Entertainment Corp / Canada'S Wonderland Co / Magnum Management Corp 5.25 07/15/2029	-	0.000%
1442	Forward Foreign Currency Contract	-	0.000%
1443	Mastr Var 05/34	-	0.000%
1444	Fhlmc Mortpass Flt 01/35	-	0.000%
1445	Forward Foreign Currency Contract	-	0.000%
1446	Gsr Mortgage 6% 11/34	-	0.000%
1447	Pacific Gas & Electric 4.2% 3/1/2029	-	0.000%
1448	Fhlmc Remics 6.5% 03/33	-	0.000%
1449	Sold JPY Bought USD 20260402	-	0.000%
1450	Gnma 2006-59 Sd Flt 10/36	-	0.000%
1451	Daiwa House Ind Co Ltd Sr Unsecured Regs 03/29 0.0000	-	0.000%
1452	Pacificorp 4.15% 2/15/2050	-	0.000%
1453	Fhlmc Remics Flt 01/29	-	0.000%
1454	Fhlmc Remics Flt 02/40	-	0.000%
1455	Bought Uyu Sold USD 20260407	-	0.000%
1456	DRB5178988.SRDUP	-	0.000%
1457	Fhlmc Remics 6% 04/36	-	0.000%
1458	Fhlmcgld 7% 04/35	-	0.000%
1459	Match Group Holdings Ii, Llc 6.12% Sep 15, 2033	-	0.000%
1460	United States Treasury Note/Bond 0.0325 05/15/2042	-	0.000%
1461	Fhlmc Remics Var 02/39	-	0.000%
1462	Chase Mortgage Var 02/37	-	0.000%
1463	MXN/USD Forward	-	0.000%
1464	Fhlmc Remics 7% 04/32	-	0.000%
1465	IRS EUR 1.00000 05/13/22-5Y LCH	-	0.000%
1466	Fnma Remics Flt 11/40	-	0.000%
1467	Tal Advantage V, Llc, Series 2020-1A, Class A, 2.05% 9/20/2045	-	0.000%
1468	Umbs Mortpass 6.5% 08/37	-	0.000%
1469	Fhlmcgld 4% 10/33	-	0.000%
1470	Fhlmc 7.5% 02/42	-	0.000%
1471	Fhlmcgld 5.5% 01/33	-	0.000%
1472	Fhlmc Remics Zero 12/43 0	-	0.000%
1473	Bought INR Sold USD 20260407	-	0.000%
1474	Fswp: Ois Recfix USD 3.403% 06-17-26/06-17-31 Lch	-	0.000%
1475	Gnma 2007-74 Sl Flt 11/37	-	0.000%
1476	Atn International In - Trs	-	0.000%
1477	Rali Series Var 12/34	-	0.000%
1478	Fhlmcgld 5.5% 03/40	-	0.000%
1479	Elevance Health Inc 4.75 02/15/2033	-	0.000%
1480	Washington St Hsg Fin Commn Nonprofit Hsg Rev 4.0% 01-Jan-2051	-	0.000%
1481	Fhlmc Remics 7% 05/32	-	0.000%
1482	Rfr USD Sofr/3.75000 12/20/23-5Y Cme	-	0.000%
1483	Forward Foreign Currency Contract	-	0.000%
1484	Fnma Remics 6.5% 08/36	-	0.000%
1485	Umbs Mortpass 5% 06/33	-	0.000%
1486	Fhlmc Flt 10/44	-	0.000%
1487	Cocoa Future May26 Ifus 20260513	-	0.000%
1488	L4008576.Srdup	-	0.000%
1489	Ep Infrastructure As 2.05 10-09-2028	-	0.000%
1490	Gnma Ii Mortpass 4% 03/66	-	0.000%
1491	Currency Contract - CNH	-	0.000%
1492	Gnma 2019-112 Flt 09/49	-	0.000%
1493	Ford Motor Credit Co., Llc 5.869% 10/31/2035	-	0.000%
1494	USD/GBP Fwd 20260522 Cibccatt	-	0.000%
1495	Wamu Mortgage 5.25% 10/33	-	0.000%
1496	Fhlmcgld 5.5% 05/27	-	0.000%
1497	Crown Castle Inc 2.9 04/01/2041	-	0.000%
1498	Fnma Mortpass Flt 09/27	-	0.000%
1499	Saudi Awwal Bank Sjsc Mtn Regs 5.95% Sep 04, 2035	-	0.000%
1500	Nrg Energy Inc 5.875 05/15/2034	-	0.000%
1501	Cds: Oracle Corporation 1.00 20-Jun-2031	-	0.000%
1502	Fhlmc Remics 5.85% 09/35	-	0.000%
1503	USD/EUR Forward	-	0.000%
1504	Fhlmc Remics Flt 01/37	-	0.000%
1505	Forward Foreign Currency Contract	-	0.000%
1506	Fhlmc Strips 233 5% 09/35	-	0.000%
1507	Fnma Grantor 7% 12/41	-	0.000%
1508	Cheniere Energy Partners 3.2500% Mat 01/31/2032 3.25 2032-01-31	-	0.000%
1509	Gnma I Mortpass 7% 03/37	-	0.000%
1510	Umbs Mortpass 4.5% 10/48	-	0.000%
1511	Fannie Mae Pool Cb6490 6.50% 6/1/2053	-	0.000%
1512	Desoto Independent School District 5 08/15/2042	-	0.000%
1513	Citigroup Var 02/35	-	0.000%
1514	Groupe Des Assurances Du Credit Mutuel Sadir 5% 10/30/2044 5 2044-10-30	-	0.000%
1515	Trs Nl/Umg 2Y 01/20/2028/117814570/Gsilgb2Xxxx_C	-	0.000%
1516	Fnma Remics Zero 07/36	-	0.000%
1517	North Texas Municipal Water District 4 06/01/2043 4 2043-06-01	-	0.000%
1518	EURO-Bobl Future Jun26 XEUR 20260608	-	0.000%
1519	Gnma Ii 4.5% 02/66	-	0.000%
1520	Bought TWD Sold USD 20260416	-	0.000%
1521	Forward Foreign Currency Contract	-	0.000%
1522	Currency Contract - KRW	-	0.000%
1523	Fnma Remics 6.5% 05/28	-	0.000%
1524	Gnma 2016-H13 Flt 05/66	-	0.000%
1525	Fnma Remics 7% 03/31	-	0.000%
1526	Fnma Remics 6.5% 08/36	-	0.000%
1527	Corebridge Global Funding 0.04847% 01/07/2028 0.04847 2028-01-07	-	0.000%
1528	Citigroup Repo Repo 5807	-	0.000%
1529	Fnma Remics 5.5% 03/36	-	0.000%
1530	Bought BRL Sold USD 20260402	-	0.000%
1531	Alternative Loan 6% 08/35	-	0.000%
1532	Currency Contract - INR	-	0.000%
1533	Fhlmcgld 5% 11/35	-	0.000%
1534	Massachusetts Development Finance Agency 5 07/01/2042	-	0.000%
1535	Csco 5.9 02/15/39	-	0.000%
1536	Currency Contract - USD	-	0.000%
1537	Fnma Grantor Var 01/44	-	0.000%
1538	Chase Funding Step 05/33	-	0.000%
1539	Wamu Mortgage 5.5% 06/34	-	0.000%
1540	RFR USD SOFR/1.00000 06/15/22-7Y LCH	-	0.000%
1541	Umbs Mortpass 6% 09/33	-	0.000%
1542	South Africa Em Sp Dub	-	0.000%
1543	Forward Foreign Currency Contract	-	0.000%
1544	Fhlmc Mortpass Flt 03/37	-	0.000%
1545	Fnma Remics Flt 09/50	-	0.000%
1546	Inf Swap Us It 2.5975 04/10/24-10Y Lch	-	0.000%
1547	Sold NOK Bought USD 20260407	-	0.000%
1548	Wamu Mortgage Var 08/33	-	0.000%
1549	Currency Contract - USD	-	0.000%
1550	Bought TWD Sold USD 20260423	-	0.000%
1551	New York City Transitional Finance Authority Future Tax Secured Revenue 4 08/01/2026	-	0.000%
1552	Fnma Remics Flt 10/35	-	0.000%
1553	3 Month Euro Euribor	-	0.000%
1554	Carrix Inc Sr Secured 144A 08/33 6.125	-	0.000%
1555	Wamu Mortgage Var 09/36	-	0.000%
1556	Haleon Us Capital Llc 3.625% 3/24/2032	-	0.000%
1557	Umbs Mortpass 7% 09/37	-	0.000%
1558	Fnma Mortpass Flt 01/35	-	0.000%
1559	Gnma 2010-129 Var 04/37	-	0.000%
1560	Bear Stearns Var 07/33	-	0.000%
1561	Fhlmc Remics Flt 07/36	-	0.000%
1562	Fswp: Ois Recfix USD 3.43574% 06-17-26/06-17-31 Lch	-	0.000%
1563	Iron Mountain Inc 144A 4.75% Jan 15, 2034	-	0.000%
1564	Calplant I Llc 9.5 12/31/2049	-	0.000%
1565	Fnma Trust 7% 02/44	-	0.000%
1566	Purchased NZD / Sold USD	-	0.000%
1567	Nmef Funding, Llc, Series 2026-A, Class A2, 4.09% 2/15/2034	-	0.000%
1568	Mastr Var 11/34	-	0.000%
1569	Jp Morgan Var 09/34	-	0.000%
1570	American Var 12/35	-	0.000%
1571	New Jersey Transportation Trust Fund Authority 5 2036-06-15	-	0.000%
1572	Rfr USD Sofr/3.86500 11/20/24-10Y Lch	-	0.000%
1573	Morocco Government International Bond 2.375%, 12/15/27	-	0.000%
1574	Umbs Mortpass 6.5% 09/38	-	0.000%
1575	Fnma Remics Zero 07/36	-	0.000%
1576	Mastr Asset 5% 12/33	-	0.000%
1577	Post Hold 4.5% 09/15/31	-	0.000%
1578	Chase Mortgage Finance Trust 4.036% 09/25/2036 4.036 2036-09-25	-	0.000%
1579	Fhlmc Remics Flt 05/33	-	0.000%
1580	Vue International Bidco Plc	-	0.000%
1581	Aegea Finance Sarl 9.00% 1/20/2031	-	0.000%
1582	Square 4.96 2027-07-28	-	0.000%
1583	Gnma 2020-H02 Var 12/69	-	0.000%
1584	Bloomberg Silver Subindex Swap - Goldman Sachs	-	0.000%
1585	Rfrf USD Sf+26.161/1.3* 07/20/23-8Y Cme	-	0.000%
1586	Vendee 7.5% 02/27	-	0.000%
1587	Aker Bp Asa 5.25% 10/30/2035	-	0.000%
1588	Renew 2017-1 3.67% 09/52	-	0.000%
1589	Fnma Remic Po Zero 08/36	-	0.000%
1590	Romanian Government International Bond 5.125% 2031-09-24	-	0.000%
1591	Fhlmc Remics 9% 09/30	-	0.000%
1592	Bought EUR Sold USD 20251002	-	0.000%
1593	Fnma Trust 6.5% 07/42	-	0.000%
1594	Fnma Remics 6% 03/37	-	0.000%
1595	Fhlmc Var 09/43	-	0.000%
1596	Fnma Mortpass Flt 11/36	-	0.000%
1597	Sold ILS Bought USD 20260617	-	0.000%
1598	Bear Stearns Step 10/33	-	0.000%
1599	Rfr USD Sofr/3.54542 03/01/24-7Y* Lch	-	0.000%
1600	Gnma 2010-157 Zero 12/40	-	0.000%
1601	Fhlmc Remics Zero 04/36 0	-	0.000%
1602	Irs Usd	-	0.000%
1603	Tri-Party Wells Fargo Securiti Repo - 10Dec26	-	0.000%
1604	Build Nyc Resource Corp 5 08/01/2036	-	0.000%
1605	Abbvie Inc Sr Unsecured 03/35 4.55	-	0.000%
1606	Us Ultra Bond Cbt Jun26 Xcbt 20260618	-	0.000%
1607	Fhlmc Mortpass Flt 12/33	-	0.000%
1608	Umbs Mortpass 4.5% 06/52	-	0.000%
1609	Purchased USD / Sold EUR	-	0.000%
1610	Community Health Systems 6.875 04/15/2029	-	0.000%
1611	5-Year T-Note Weekly Options - Week 1	-	0.000%
1612	Socgen Triparty Tsy	-	0.000%
1613	Gnma 2004-46 Zero 06/34	-	0.000%
1614	Daimler Truck Finance North America Llc 5.625 2035-01-13	-	0.000%
1615	Gnma 2003-41 5.5% 05/33	-	0.000%
1616	Bought EUR Sold USD 20260402	-	0.000%
1617	Fhlmc Remics 6% 09/28	-	0.000%
1618	Sofima Holding Spa	-	0.000%
1619	Gnma 2005-68 Dp Flt 06/35	-	0.000%
1620	Umbs Mortpass 3.5% 12/30	-	0.000%
1621	Barclays Plc 5.7850% Mat 02/25/2036 5.785 2036-02-25	-	0.000%
1622	Fnma Remics Zero 01/37	-	0.000%
1623	State Of Lower Saxony	-	0.000%
1624	Ginnie Mae I Pool 4.5 06/15/2039	-	0.000%
1625	Fhlmc Remics Flt 09/33	-	0.000%
1626	Fnma Remics Var 05/51	-	0.000%
1627	Forward Foreign Currency Contract	-	0.000%
1628	Cds Republic Of Turkiye	-	0.000%
1629	Sun Hung Kai Properties Capital Market Ltd 01/21/2030 2.88	-	0.000%
1630	Net Other Assets	-	0.000%
1631	INR Fwd Sale To USD Ndf 6/17/2026	-	0.000%
1632	Umbs Mortpass 7% 01/32	-	0.000%
1633	Banc Of Zero 01/36	-	0.000%
1634	Chicago Board Of Education General Obligation Alternate Revenue Bonds 7 12/01/2046	-	0.000%
1635	Fnma Remic Var 12/42	-	0.000%
1636	First Horizon 5.5% 11/35	-	0.000%
1637	Gray Media, Inc. 9.625% 7/15/2032	-	0.000%
1638	Electricite De France Regs 6.13 Jun 02, 2034	-	0.000%
1639	Amsr 2025-Sfr2 Trust 4.28 11/17/2042	-	0.000%
1640	Mastr Zero 08/34	-	0.000%
1641	Csfb Var 06/35	-	0.000%
1642	Square 6.06 2027-09-19	-	0.000%
1643	Ciudad 7.05% 05/36	-	0.000%
1644	Alternative Loan Trust, Series 2006-26Cb, Class A9	CWALT 2006-26CB A9	0.000%
1645	Banc Of Zero 08/35 0	BAFC 2005-4 30PO	0.000%
1646	Bear Stearns Var 04/34	BSARM 2004-1 12A1	0.000%
1647	Bear Stearns Arm Trust, Series 2003-7, Class 3A	BSARM 2003-7 3A	0.000%
1648	Alternative Loan Trust, Series 2005-1Cb, Class 1A6	CWALT 2005-1CB 1A6	0.000%
1649	Alternative Loan Trust, Series 2005-37t1, Class A2	CWALT 2005-37T1 A2	0.000%
1650	Alternative Loan Trust, Series 2005-22T1, Class A2	CWALT 2005-22T1 A2	0.000%
1651	Alternative Loan Trust, Series 2005-20cb, Class 3a8	CWALT 2005-20CB 3A8	0.000%
1652	Alternative Loan Trust, Series 2005-54cb, Class 1a2	CWALT 2005-54CB 1A2	0.000%
1653	Alternative Loan Trust, Series 2005-64Cb, Class 1A9	CWALT 2005-64CB 1A9	0.000%
1654	Alternative Loan Trust 2005-86cb	CWALT 2005-86CB A11	0.000%
1655	Countrywide Home Loans Cwhl 2005 22 2a1	CWHL 2005-22 2A1	0.000%
1656	Chl Mortgage 5.5% 08/34 5.5	CWHL 2004-13 1A4	0.000%
1657	Chl Mortgage Pass-Through Trust 2004-Hyb1	CWHL 2004-HYB1 2A	0.000%
1658	Chl Mortgage Pass-Through Trust, Series 2004-3, Class A26	CWHL 2004-3 A26	0.000%
1659	Chl Mortgage Zero 04/34 0	CWHL 2004-3 PO	0.000%
1660	Chl Mortgage Pass-Through Trust, Series 2004-5, Class 1A4	CWHL 2004-5 1A4	0.000%
1661	Chl Mortgage Pass-Through Trust, Series 2004-Hyb6, Class A3	CWHL 2004-HYB6 A3	0.000%
1662	Chase Funding Step 06/32	CFAB 2002-3 1A5	0.000%
1663	Citigroup Zero 06/31 0	CMLTI 2003-1 WPO2	0.000%
1664	Citigroup Mortgage Loan Trust, Inc., Series 2004-ust1, Class A3	CMLTI 2004-UST1 A3	0.000%
1665	Citigroup Mortgage Loan Trust, Series 2015-A, Class B2	CMLTI 2015-A B2	0.000%
1666	Credit Suisse First Boston Mor Csfb 2003 Ar15 3a1	CSFB 2003-AR15 3A1	0.000%
1667	Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1a4	CSFB 2003-21 1A4	0.000%
1668	Deutsche Alt-a Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2a1	DBALT 2005-1 2A1	0.000%
1669	Fhlmc Gold Pools, Other	FG P50595	0.000%
1670	Fhlmc Gold Pools, Other	FG L10291	0.000%
1671	Fhlmc	FH 1A1096	0.000%
1672	Fhlmc	FH 1J1380	0.000%
1673	Freddie Mac Non Gold Pool	FH 1J1516	0.000%
1674	Fhlmc, Remic, Series 2344, Class Zj	FHR 2344 ZJ	0.000%
1675	Fhlmc, Remic, Series 2368, Class As	FHR 2368 AS	0.000%
1676	Fhlmc Remics 8.5% 06/31	FHR 2388 UZ	0.000%
1677	Fhlmc, Remic, Series 2423, Class Mc	FHR 2423 MC	0.000%
1678	Fhlmc, Remic, Series 2038, Class Pn	FHR 2038 PN	0.000%
1679	Fhlmc	FH 782760	0.000%
1680	Fnma, Remic, Series 1997-27, Class J	FNR 1997-27 J	0.000%
1681	Fnma Remics 7.5% 06/27 7.5	FNR 1997-46 Z	0.000%
1682	Fnma, Remic, Series 1997-81, Class Pi	FNR 1997-81 PI	0.000%
1683	Fnma, Remic, Series 2001-33, Class Id	FNR 2001-33 ID	0.000%
1684	Fnma Remics 6.5% 03/31 6.5	FNR 2001-4 ZA	0.000%
1685	Fnma, Remic, Series 1998-36, Class Zb	FNR 1998-36 ZB	0.000%
1686	Fnma, Remic, Series 2011-75, Class Fa	FNR 2011-75 FA	0.000%
1687	Fnma Interest 7% 11/32 7	FNS 331 13	0.000%
1688	Fnma Interest 5% 01/35 5	FNS 356 3	0.000%
1689	Fnma, Strips, Series 365, Class 8	FNS 365 8	0.000%
1690	Fnma, Strips, Series 383, Class 32	FNS 383 32	0.000%
1691	Fnma Mortpass 7% 10/28	FN 252155	0.000%
1692	Fannie Mae Pool	FN 252334	0.000%
1693	Fannie Mae Pool	FN 252409	0.000%
1694	Fnma, Other	FN 256128	0.000%
1695	Fnma Mortpass 5.5% 04/38 5.5	FN 257172	0.000%
1696	Fnma	FN 303532	0.000%
1697	Fhlmc, Remic, Series 3852, Class Tp	FHR 3852 TP	0.000%
1698	Fnma Mortpass Flt 01/33	FN 555258	0.000%
1699	Fnma Mortpass 5% 05/31 5	FN AI2479	0.000%
1700	Umbs, 30 Year	FN AL0045	0.000%
1701	Fnma, Other	FN AL2606	0.000%
1702	Fnma, 30 Year	FN 653815	0.000%
1703	Fnma Remics Flt 08/31	FNR 2001-38 FB	0.000%
1704	Fannie Mae Remic Trust 2001-W4	FNW 2001-W4 AF6	0.000%
1705	Fnma Remics 8.5% 07/31	FNR 2001-49 LZ	0.000%
1706	Fnma, Remic, Series 2001-61, Class Z	FNR 2001-61 Z	0.000%
1707	Fnma Remics Flt 10/31	FNR 2001-53 FX	0.000%
1708	Fnma, Remic, Series 2002-13, Class Sj	FNR 2002-13 SJ	0.000%
1709	FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A3	FNGT 2002-T4 A3	0.000%
1710	Fnma, Remic, Series 2001-72, Class Sx	FNR 2001-72 SX	0.000%
1711	Fnma, Remic, Series 2002-1, Class Sa	FNR 2002-1 SA	0.000%
1712	Fnma Grantor 7% 07/42	FNGT 2002-T19 A2	0.000%
1713	Fnma Remics Flt 02/33	FNR 2003-2 F	0.000%
1714	Fnma, Remic, Series 2003-14, Class Ti	FNR 2003-14 TI	0.000%
1715	Fhlmc, Remic, Series 2450, Class Sw	FHR 2450 SW	0.000%
1716	Fhlmc Remics Flt 02/32	FHR 2494 SX	0.000%
1717	Fnma, Remic Trust, Whole Loan, Series 2003-W4, Class 2A	FNW 2003-W4 2A	0.000%
1718	Fannie Mae Remics	FNR 2003-33 IA	0.000%
1719	Fnma Remics 7% 06/33	FNR 2003-44 IU	0.000%
1720	Fannie Mae Trust 2003-w8	FNW 2003-W8 2A	0.000%
1721	Fnma Trust, Whole Loan, Series 2003-W8, Class 3F1	FNW 2003-W8 3F1	0.000%
1722	Fnma, Remic, Series 2003-116, Class Sb	FNR 2003-116 SB	0.000%
1723	Fnma Trust, Whole Loan, Series 2004-W1, Class 2A2	FNW 2004-W1 2A2	0.000%
1724	Fnma Remic 5.5% 06/34 5.5	FNW 2004-W4 A7	0.000%
1725	Fnma, Remic, Series 2004-25, Class Sa	FNR 2004-25 SA	0.000%
1726	Fnma, Remic, Series 2004-17, Class H	FNR 2004-17 H	0.000%
1727	Fnma, Remic, Series 2004-46, Class Sk	FNR 2004-46 SK	0.000%
1728	Fnma, Remic, Series 2004-59, Class Bg	FNR 2004-59 BG	0.000%
1729	Fnma, Remic, Series 2004-87, Class F	FNR 2004-87 F	0.000%
1730	Fnma, Remic, Series 2005-66, Class Sg	FNR 2005-66 SG	0.000%
1731	Fnma, Remic, Series 2005-106, Class Us	FNR 2005-106 US	0.000%
1732	Fnma Trust, Whole Loan, Series 2005-W4, Class 1A1	FNW 2005-W4 1A1	0.000%
1733	Fannie Mae Remics	FNR 2006-8 WQ	0.000%
1734	Fnma, Remic, Series 2006-8, Class Wn	FNR 2006-8 WN	0.000%
1735	Fnma, Remic, Series 2006-23, Class Ko	FNR 2006-23 KO	0.000%
1736	Fnma, Remic, Series 2006-50, Class Ps	FNR 2006-50 PS	0.000%
1737	Fnma Trust, Whole Loan, Series 2006-W2, Class 1Af1	FNW 2006-W2 1AF1	0.000%
1738	Fnma, Remic, Series 2006-44, Class P	FNR 2006-44 P	0.000%
1739	Fnma, Remic, Series 2006-53, Class Us	FNR 2006-53 US	0.000%
1740	Fnma, Remic, Series 2006-63, Class Zh	FNR 2006-63 ZH	0.000%
1741	Fnma, Remic, Series 2006-86, Class Ob	FNR 2006-86 OB	0.000%
1742	Fnma Remic Flt 10/46	FNW 2006-W3 1AF1	0.000%
1743	Fnma Remics Flt 12/36	FNR 2006-120 PF	0.000%
1744	Fnma, Remic, Series 2006-111, Class Eo	FNR 2006-111 EO	0.000%
1745	Fnma Remics 5.5% 11/36 5.5	FNR 2006-105 ME	0.000%
1746	Fhlmc, Remic, Series 3151	FHR 3151 PO	0.000%
1747	Fnma, Remic, Series 2006-130, Class Gi	FNR 2006-130 GI	0.000%
1748	Fnma, Remic, Series 2007-14, Class Es	FNR 2007-14 ES	0.000%
1749	Fnma, Remic, Series 2007-1, Class Sd	FNR 2007-1 SD	0.000%
1750	Fnma Remics Zero 09/39 0	FNR 2009-69 PO	0.000%
1751	Fnma, Remic, Series 2009-47, Class Mt	FNR 2009-47 MT	0.000%
1752	Fnma, Remic, Series 2009-52, Class Pi	FNR 2009-52 PI	0.000%
1753	Fhlmc, Remic, Series 3152, Class Mo	FHR 3152 MO	0.000%
1754	Fnma, Remic Trust, Whole Loan, Series 2007-W2, Class 1A1	FNW 2007-W2 1A1	0.000%
1755	Fnma Remics 5.5% 05/37 5.5	FNR 2007-46 ZK	0.000%
1756	Fnma, Remic Trust, Whole Loan, Series 2007-W3, Class 1A3	FNW 2007-W3 1A3	0.000%
1757	Fnma Remics Flt 05/37	FNR 2007-39 EF	0.000%
1758	Fnma, Remic, Series 2007-78, Class Cb	FNR 2007-78 CB	0.000%
1759	Fnma, Remic, Series 2007-60, Class Ax	FNR 2007-60 AX	0.000%
1760	Fnma, Remic Trust, Whole Loan, Series 2007-W7, Class 1A4	FNW 2007-W7 1A4	0.000%
1761	Fnma, Remic, Series 2007-116, Class Hi	FNR 2007-116 HI	0.000%
1762	Fnma, Remic, Series 2007-79, Class Sb	FNR 2007-79 SB	0.000%
1763	Fnma, Remic, Series 2007-88, Class Vi	FNR 2007-88 VI	0.000%
1764	Fnma, Remic, Series 2008-32, Class Sa	FNR 2008-32 SA	0.000%
1765	Fnma, Remic, Series 2008-10, Class Xi	FNR 2008-10 XI	0.000%
1766	Fhlmc Remics Flt 03/37	FHR 3288 GS	0.000%
1767	Fhlmc, Remic, Series 3316, Class Jo	FHR 3316 JO	0.000%
1768	Fnma, Remic, Series 2008-44	FNR 2008-44 PO	0.000%
1769	Fnma, Remic, Series 2009-6, Class Gs	FNR 2009-6 GS	0.000%
1770	Fnma, Remic, Series 2008-80, Class Sa	FNR 2008-80 SA	0.000%
1771	Fnma Remics 6.25% 09/38 6.25	FNR 2008-80 GP	0.000%
1772	Fnma, Remic, Series 2009-17, Class Qs	FNR 2009-17 QS	0.000%
1773	Fnma Remics 5.5% 10/36	FNR 2009-19 IP	0.000%
1774	Fnma, Remic, Series 2011-2, Class Wa	FNR 2011-2 WA	0.000%
1775	Fnma, Remic, Series 2010-147, Class Sa	FNR 2010-147 SA	0.000%
1776	Fnma, Remic, Series 2009-99, Class Sc	FNR 2009-99 SC	0.000%
1777	Fnma, Remic Trust, Whole Loan, Series 2009-W1, Class A	FNW 2009-W1 A	0.000%
1778	Fnma, Remic, Series 2009-84, Class Ws	FNR 2009-84 WS	0.000%
1779	Fnma Remics 7% 03/38 7	FNR 2009-79 UA	0.000%
1780	Fnma, Remic, Series 2009-86, Class Ip	FNR 2009-86 IP	0.000%
1781	Fnma, Remic, Series 2009-112, Class St	FNR 2009-112 ST	0.000%
1782	Fhlmc, Remic, Series 3621, Class Bo	FHR 3621 BO	0.000%
1783	Fnma, Remic, Series 2010-49, Class Sc	FNR 2010-49 SC	0.000%
1784	Fnma, Remic, Series 2010-40, Class Fj	FNR 2010-40 FJ	0.000%
1785	Fnma, Remic, Series 2010-39, Class Ot	FNR 2010-39 OT	0.000%
1786	Fnma Remics Var 06/40	FNR 2010-61 WA	0.000%
1787	Umbs, 30 Year	FN 695584	0.000%
1788	Fannie Mae Pool	FN 729296	0.000%
1789	Fnma Mortpass Flt 08/34	FN 735332	0.000%
1790	Fnma Mortpass Flt 04/35	FN 735539	0.000%
1791	Fnma Mortpass Flt 02/34	FN 735648	0.000%
1792	Fnma	FN 743546	0.000%
1793	Fnma Mortpass Flt 06/35	FN 745766	0.000%
1794	Fannie Mae Pool	FN 746299	0.000%
1795	Fnma Mortpass Flt 05/34	FN 751531	0.000%
1796	Fnma, 30 Year	FN 752786	0.000%
1797	Umbs Mortpass 4% 08/33 4	FN 753696	0.000%
1798	Fnma Mortpass 5.5% 09/33 5.5	FN 754922	0.000%
1799	Fnma Mortpass 4% 11/33 4	FN 762520	0.000%
1800	Fnma	FN 766610	0.000%
1801	Umbs Mortpass 5.5% 03/34 5.5	FN 767378	0.000%
1802	Fnma Mortpass Flt 04/34	FN 770377	0.000%
1803	Fnma Mortpass Flt 06/34	FN 778908	0.000%
1804	Fnma Mortpass Flt 10/34	FN 803599	0.000%
1805	Fnma	FN 816594	0.000%
1806	Fnma	FN 823660	0.000%
1807	Fnma Mortpass 6.5% 10/35 6.5	FN 847108	0.000%
1808	Fnma	FN 849251	0.000%
1809	Fnma	FN 872825	0.000%
1810	Fnma Mortpass 5% 01/36 5	FN 881628	0.000%
1811	Fnma Mortpass 3.5% 01/46	FN BC1157	0.000%
1812	Fnma Mortpass 3.5% 05/46	FN BC8400	0.000%
1813	Umbs Mortpass 3.5% 06/46 3.5	FN BD1243	0.000%
1814	Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2005-6 Trust	WMALT 2005-6 2A4	0.000%
1815	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust, Series 2005-2, Class 1A4	WMALT 2005-2 1A4	0.000%
1816	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust, Series 2005-4, Class Cb7	WMALT 2005-4 CB7	0.000%
1817	Washington Flt 01/36	WMALT 2005-11 A4	0.000%
1818	Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7	WFMBS 2007-7 A7	0.000%
1819	Tucielo 2025-Assiciation	-	0.000%
1820	Greneenergysenio11017Jan6	-	0.000%
1821	Fhlmc Remics 6% 03/36	-	0.000%
1822	Japan (Government Of) 10Yr #348 0.1% Sep 20, 2027	-	0.000%
1823	Trswap: Bzj6 Future 15-Apr-2026	-	0.000%
1824	Jbs Nv/Jbs Usa Foods Group Holdings Inc/Jbs Usa Food Co Holdings 6.375 04/15/2066	-	0.000%
1825	Rmpa Services Plc 5.337 09-30-2038	-	0.000%
1826	Gnma 2007-40 Sd Flt 07/37	-	0.000%
1827	Ameren Illinois Co 3.85 09/01/2032	-	0.000%
1828	Irs EUR 3.00000 09/16/26-30Y Lch	-	0.000%
1829	Unitedhealth Group Inc 2.75 05/15/2040	-	0.000%
1830	Wamu Mortgage Zero 10/33	-	0.000%
1831	Citigroup 5.5% 05/35	-	0.000%
1832	Renaissance Step 06/37	-	0.000%
1833	Xpo, Inc. 7.125% 2/1/2032	-	0.000%
1834	Upfield Bv 2025 Usd Term Loan B12	-	0.000%
1835	Blackstone Private Credit Fund 6 01/29/2032 0 2032-01-29	-	0.000%
1836	Denver City & County School District No 1 3 12/01/2043	-	0.000%
1837	PURCHASED USD / SOLD EUR	-	0.000%
1838	Irs Payfix EUR 2.3262% 05-16-25/05-16-30 Lch	-	0.000%
1839	Packaging Corp Of Americ Sr Unsecured 08/35 5.2	-	0.000%
1840	Gnma I 6.5% 10/28	-	0.000%
1841	Florida Gas Transmission 144A 5.7500% Mat 07/15/2035	-	0.000%
1842	Paws 2025-1A A2	-	0.000%
1843	Structured Var 11/33	-	0.000%
1844	Nomura Asset 7% 04/33	-	0.000%
1845	Spy Us 09/18/26 P635	-	0.000%
1846	Zcs Brl 10.072 03/27/24-01/04/27 Cme	-	0.000%
1847	Fannie Mae Pool Ca8587 2.00% 1/1/2051	-	0.000%
1848	Gnma 2008-36 Sh Flt 04/38	-	0.000%
1849	Treasury Repurchase Agreement	-	0.000%
1850	Fhlmc Remics Flt 07/34	-	0.000%
1851	THB/USD Fwd 20260604	-	0.000%
1852	Fhlmc Remics Zero 02/37 0	-	0.000%
1853	Forward Foreign Currency Contract	-	0.000%
1854	Sold CNY Bought USD 20260521	-	0.000%
1855	Zcs BRL 13.055 08/13/25-01/02/29 Cme	-	0.000%
1856	Howard University 5.209% 10/1/2052	-	0.000%
1857	Sold THB Bought USD 20260423	-	0.000%
1858	Forward Foreign Currency Contract	-	0.000%
1859	Low Su Gasoil G Jul26	-	0.000%
1860	Forward Foreign Currency Contract	-	0.000%
1861	Rfr CHF Srfxon3/0.25000 09/16/26-5Y Lch	-	0.000%
1862	31750Rgs0 Pimco Fxvan Call USD HKD 7.85000000	-	0.000%
1863	TRY Call Versus USD Put	-	0.000%
1864	Sequoia Flt 10/34	-	0.000%
1865	Gnma 2009-14 6.5% 03/39	-	0.000%
1866	Hero Funding 3.08% 09/42	-	0.000%
1867	General Motors Financial Co., Inc. 2.70% 6/10/2031	-	0.000%
1868	Forward Foreign Currency Contract	-	0.000%
1869	Fnma Interest 5.5% 04/37	-	0.000%
1870	Benton School Improvement Buil 15-Jan-2033	-	0.000%
1871	Fhlmc Remics 6% 06/38	-	0.000%
1872	Fw4012187.Srdup 29.15 2028-10-10	-	0.000%
1873	Westlake Solana Public Improvement District Special Assessment Revenue Bonds 6.25 09/01/2040	-	0.000%
1874	Fhlmc Remics 7.5% 01/27	-	0.000%
1875	Fhlmc Remics 6.5% 08/28	-	0.000%
1876	Washington 5.5% 03/35	-	0.000%
1877	Jpm Triparty Treasury 2026-01-02 2026-01-02	-	0.000%
1878	Freddie Mac Pool Qd9966 2.00% 3/1/2052	-	0.000%
1879	Irs Clp 5.03000 02/23/24-10Y Cme	-	0.000%
1880	Fnma Interest 5.5% 08/36	-	0.000%
1881	Rupiah	-	0.000%
1882	Fhlmc Mortpass Flt 03/35	-	0.000%
1883	Banc Of 5.5% 10/35	-	0.000%
1884	Gnma Ii 3.5% 06/66	-	0.000%
1885	Japan Gov 2.% 09/20/40	-	0.000%
1886	Umbs Mortpass 4.5% 02/49	-	0.000%
1887	Fhlmc Remics 6% 02/29	-	0.000%
1888	Fannie Mae Remics 2.26 09/25/2046	-	0.000%
1889	Fhlmc Mortpass Flt 05/36	-	0.000%
1890	Fhlmc Remics 5% 06/38	-	0.000%
1891	Mexican Nuevo Peso	-	0.000%
1892	Fhlmc Remics Flt 05/34	-	0.000%
1893	Csfb 5.5% 10/35	-	0.000%
1894	Umbs Mortpass 3.5% 04/46	-	0.000%
1895	Fhlmc Remics Flt 11/37	-	0.000%
1896	Fnma Remics Var 10/37	-	0.000%
1897	United Mexican States 7.75% 13-11-2042	-	0.000%
1898	Hg COPper Fut Opt Mar26P 558	-	0.000%
1899	Fhlmc Remics 8% 01/30	-	0.000%
1900	Freddie Mac Pool Za1950 6.50% 8/1/2026	-	0.000%
1901	Fnma Remics 7% 08/31	-	0.000%
1902	Sold Brl Bought USD 20260402	-	0.000%
1903	Freddie Mac Pool A97543 4.50% 3/1/2041	-	0.000%
1904	Crm Us 09/18/26 C210 09/18/2026	-	0.000%
1905	Fhlmc Remics Flt 05/39	-	0.000%
1906	Gsms 2019-Gc42 A2 9/52	-	0.000%
1907	Umbs Mortpass 4% 04/34	-	0.000%
1908	Bought KWD Sold USD 20260630	-	0.000%
1909	Bought BRL Sold USD 20260402	-	0.000%
1910	Bought BRL Sold USD 20260402	-	0.000%
1911	CURRENCY CONTRACT - CLP	-	0.000%
1912	Fhlmcgld 5.5% 10/33	-	0.000%
1913	Republic Of Bulgaria 0.05% Mar 05/37	-	0.000%
1914	Fx Forwards	-	0.000%
1915	Fhlmcgld 7% 10/36	-	0.000%
1916	Fhlmcgld 6.5% 03/38	-	0.000%
1917	Forward Foreign Currency Contract	-	0.000%
1918	Square 5.75 2027-06-08	-	0.000%
1919	Thornburg Var 03/44	-	0.000%
1920	317Ubp4A9 Pimco Swaption 7.595 Call MXN 202604	-	0.000%
1921	Umbs Mortpass 7% 02/39	-	0.000%
1922	Maxam Prill Sarl Regs 6 Jul 15, 2030	-	0.000%
1923	Bought IDR Sold USD 20251015	-	0.000%
1924	Toronto-Dominion Bank (The) 1.95% 1/12/2027	-	0.000%
1925	Fnma Remics Flt 09/33	-	0.000%
1926	Long: Bgs44Ffa0 Trs USD R F .00000 Trs Rf Index / Short: Bgs44Ffa0 Trs USD P V 00Msofr Trs Pv Sofrrate +17Bps	-	0.000%
1927	Lehman Mortgage Var 04/36	-	0.000%
1928	Navient Private Education Refi Loan Trust 1.33% 04/15/2069 1.33 2069-04-15	-	0.000%
1929	Keycorp Sr Unsecured 03/35 Var	-	0.000%
1930	Fannie Mae Pool Bm6736 4.50% 11/1/2059	-	0.000%
1931	Fnma Remics Flt 11/49	-	0.000%
1932	EURo-Schatz 2Yr Fut Dum6 06-08-26	-	0.000%
1933	Toronto-Dominion Bank/The 5.3 01/30/2032	-	0.000%
1934	State Of Oregon Department Of Transportation 5 11/15/2032	-	0.000%
1935	Boots Group Finco Lp Regs 5.38 Aug 31, 2032	-	0.000%
1936	Audusd Euro 9Am Feb26C 67.5	-	0.000%
1937	Fnma Remics Flt 07/38	-	0.000%
1938	Gnma Ii 4.5% 09/65	-	0.000%
1939	Kaisa Group Holdings Ltd 6.75% 12/28/2030	-	0.000%
1940	Csmc Trust 1.115% 01/25/2060	-	0.000%
1941	World Kinect Corp - Trs	-	0.000%
1942	Fhlmc Remics Flt 11/37	-	0.000%
1943	Forward Foreign Currency Contract	-	0.000%
1944	Mastr 6% 04/34	-	0.000%
1945	Umbs Mortpass 7.5% 08/36	-	0.000%
1946	Goodgreen 3.74% 10/52	-	0.000%
1947	Aroundtown Sa Mtn Regs 3.25% Jan 02, 2031	-	0.000%
1948	Comm Swap Tbl/bcomtr Bps	-	0.000%
1949	Securitized Step 01/36	-	0.000%
1950	CURRENCY CONTRACT - CLP	-	0.000%
1951	Agilent Technologies Inc 4.75 09/09/2034	-	0.000%
1952	Sold CLP Bought USD 20260617	-	0.000%
1953	Valero Energy Corp 6.625% 6/15/2037	-	0.000%
1954	Mortgageit Flt 12/35	-	0.000%
1955	Allentown Improvement Zone Development Authority City Center Revenue Bonds 5 05/01/2042	-	0.000%
1956	Tender Option Bond Trust Receipts/Certificates 2.98 2031-05-01	-	0.000%
1957	Sold CNH Bought USD 20260402	-	0.000%
1958	D.R. Horton Inc. 01.3000 10/15/2026	-	0.000%
1959	Ingersoll 5.197% 06/15/27	-	0.000%
1960	Erp Operating Lp 4.5 07/01/2044	-	0.000%
1961	Bought IDR Sold USD 20260610	-	0.000%
1962	Forward Foreign Currency Contract	-	0.000%
1963	Fhlmcgld 3.5% 10/32	-	0.000%
1964	West Villages Improvement District 5.625 05/01/2054	-	0.000%
1965	Prime Mortgage Zero 10/35	-	0.000%
1966	Forward Foreign Currency Contract	-	0.000%
1967	Fhlmc Remics 6% 03/29	-	0.000%
1968	Gnma 2009-12 5.5% 03/39	-	0.000%
1969	Chase Mortgage Var 02/37	-	0.000%
1970	Rfr USD Sofr/3.7547* 03/13/26-10Y* Lch	-	0.000%
1971	Fhlmc Remics Flt 01/33	-	0.000%
1972	Fnma Remics Var 02/40	-	0.000%
1973	Mercy Health Services Incorporated And Subsidiaries Revenue Bonds 5 07/01/2036	-	0.000%
1974	Royalty Pharma Plc 04.4500 03/25/2031 4.45 2031-03-25	-	0.000%
1975	Chase Mortgage Var 06/35	-	0.000%
1976	Citigroup Var 08/35	-	0.000%
1977	Forward Foreign Currency Contract	-	0.000%
1978	Umbs Mortpass 3% 01/30	-	0.000%
1979	Rfr USD Sofr/4.07100 01/15/25-10Y Lch	-	0.000%
1980	Square 4.96 2027-05-04	-	0.000%
1981	Fnma	FN 886558	0.000%
1982	Fnma, Other	FN 888373	0.000%
1983	Fnma, Other	FN 888408	0.000%
1984	Fnma, Other	FN 888698	0.000%
1985	Fnma	FN 892868	0.000%
1986	Fnma	FN 894239	0.000%
1987	Fnma	FN 902955	0.000%
1988	Fnma	FN 920547	0.000%
1989	Fnma	FN 920843	0.000%
1990	Fnma Mortpass 6.5% 08/39 6.5	FN 931717	0.000%
1991	Fnma	FN 938346	0.000%
1992	Fnma Mortpass 6.5% 08/37 6.5	FN 954255	0.000%
1993	Fnma Mortpass 3.5% 11/40 3.5	FN AB1830	0.000%
1994	Fnma Mortpass 3% 02/43 3	FN AB8517	0.000%
1995	Fannie Mae Pool	FN MA1437	0.000%
1996	Fnma Mortpass 3.5% 12/45 3.5	FN MA2493	0.000%
1997	Fnma Mortpass 3.5% 02/46 3.5	FN MA2545	0.000%
1998	Fnma Mortpass 6% 11/39 6	FN AD0810	0.000%
1999	Fnma	FN AD0085	0.000%
2000	Fnma	FN AD0179	0.000%
2001	Fnma Mortpass 5.5% 01/33 5.5	FN AD8548	0.000%
2002	First Horizon Alternative Mortgage Securities Trust, Series 2007-Fa4, Class 1A2	FHAMS 2007-FA4 1A2	0.000%
2003	Gnma I 2.99% 03/41 2.99	GN 762954	0.000%
2004	Gnma I 3.49% 04/41 3.49	GN 763021	0.000%
2005	Gnma I 3.125% 04/41 3.125	GN 763140	0.000%
2006	Gnma I 3.49% 05/41	GN 763366	0.000%
2007	Gnma I 3.125% 05/41 3.125	GN 770881	0.000%
2008	Gnma I 2.99% 06/41	GN 770909	0.000%
2009	Gnma Ii 3.5% 09/49 3.5	G2 MA6145	0.000%
2010	Gnma Ii 5.5% 05/50	G2 MA6661	0.000%
2011	Gnma Ii 5.5% 05/48 5.5	G2 BF2645	0.000%
2012	Gnma Ii 5.5% 11/49 5.5	G2 BP8669	0.000%
2013	Gnma Ii Mortpass 4% 12/48	G2 BS0538	0.000%
2014	Gnma Ii 4.5% 01/49	G2 BS0539	0.000%
2015	Gnma Ii 2.5% 11/45	G2 BY6444	0.000%
2016	Gnma Ii Mortpass 4% 03/45 4	G2 BZ1777	0.000%
2017	Gnma Ii Mortpass 3% 09/50	G2 BZ1653	0.000%
2018	Gnma Ii Mortpass 4% 12/43	G2 AE8053	0.000%
2019	Gnma Ii Mortpass 4% 06/34 4	G2 AH5895	0.000%
2020	Gnma Ii 4.5% 10/44 4.5	G2 AJ9020	0.000%
2021	Gnma Ii Mortpass 5% 09/63	G2 CX7714	0.000%
2022	Gnma Ii 3.25% 02/47	G2 AY2378	0.000%
2023	Gnma I 6.5% 04/33 6.5	GN 604168	0.000%
2024	Gnma I Mortpass 7% 05/32	GN 569423	0.000%
2025	Ginnie Mae I Pool	GN 569568	0.000%
2026	Gnma I 7.5% 01/33	GN 591420	0.000%
2027	Gnma I, 30 Year	GN 591882	0.000%
2028	Gnma Ii, 30 Year	G2 2646	0.000%
2029	Government National Mortgage Association (G2)	G2 2270	0.000%
2030	Government National Mortgage Association	G2 2324	0.000%
2031	Government National Mortgage Association	G2 2499	0.000%
2032	Gnma Ii, 30 Year	G2 2549	0.000%
2033	Gnma I, 30 Year	GN 607645	0.000%
2034	Gnma I Mortpass 7% 04/32 7	GN 611453	0.000%
2035	Gnma I 3.375% 06/41 3.375	GN 380436	0.000%
2036	Gnma I 7.5% 07/28 7.5	GN 450038	0.000%
2037	Gnma Ii 6.5% 10/33 6.5	G2 737076	0.000%
2038	Gnma Ii 3.875% 08/40 3.875	G2 742801	0.000%
2039	Gnma Ii 3.75% 02/41	G2 742885	0.000%
2040	Gnma Ii 6.5% 01/39 6.5	G2 748766	0.000%
2041	Gnma I, 30 Year	GN 486537	0.000%
2042	Gnma I Mortpass 7% 07/32 7	GN 552665	0.000%
2043	Gnma I 6.5% 10/31	GN 556255	0.000%
2044	Government National Mortgage Association	GN 780653	0.000%
2045	Gnma I, 30 Year	GN 781614	0.000%
2046	Gsr Mortgage Loan Trust, Series 2005/7f, Class 3a9	GSR 2005-7F 3A9	0.000%
2047	Gnma I Mortpass 7% 10/32 7	GN 782032	0.000%
2048	Gnma Ii, 30 Year	G2 783389	0.000%
2049	Gnma Ii, 30 Year	G2 783444	0.000%
2050	Gsmps Mortgage Var 04/36	GSMPS 2006-RP2 1AS2	0.000%
2051	Gnma, Series 2009-64, Class Sn	GNR 2009-64 SN	0.000%
2052	Gnma, Series 2009-72, Class Sm	GNR 2009-72 SM	0.000%
2053	Gnma, Series 2006-34	GNR 2006-34 PO	0.000%
2054	Gnma, Series 2003-112, Class Sa	GNR 2003-112 SA	0.000%
2055	Gnma, Series 2004-73, Class Jl	GNR 2004-73 JL	0.000%
2056	Gnma, Series 2004-90, Class Si	GNR 2004-90 SI	0.000%
2057	Gnma, Series 2006-22, Class Ao	GNR 2006-22 AO	0.000%
2058	Gnma, Series 2009-33, Class Ti	GNR 2009-33 TI	0.000%
2059	Gnma, Series 2009-42, Class Sc	GNR 2009-42 SC	0.000%
2060	Gnma, Series 2013-H01, Class Ja	GNR 2013-H01 JA	0.000%
2061	Gnma, Series 2013-H02, Class Hf	GNR 2013-H02 HF	0.000%
2062	Gnma, Series 2013-H05, Class Fb	GNR 2013-H05 FB	0.000%
2063	Gnma, Series 2012-h24, Class Fg	GNR 2012-H24 FG	0.000%
2064	Gnma, Series 2007-28, Class Bo	GNR 2007-28 BO	0.000%
2065	Gnma 2007-31 Zero 05/37 0	GNR 2007-31 AO	0.000%
2066	Gnma, Series 2007-17, Class Ji	GNR 2007-17 JI	0.000%
2067	Gnma, Series 2007-17, Class Jo	GNR 2007-17 JO	0.000%
2068	Gnma 2007-36 Sg Flt 06/37	GNR 2007-36 SG	0.000%
2069	Gnma, Series 2007-36, Class Ho	GNR 2007-36 HO	0.000%
2070	Gnma 2007-76 Sa Flt 11/37	GNR 2007-76 SA	0.000%
2071	Gnma, Series 2008-1	GNR 2008-1 PO	0.000%
2072	Gnma, Series 2008-96, Class Sl	GNR 2008-96 SL	0.000%
2073	Gnma, Series 2008-33, Class Xs	GNR 2008-33 XS	0.000%
2074	Gnma, Series 2008-55, Class Sa	GNR 2008-55 SA	0.000%
2075	Gnma 2008-62 Sa Flt 07/38	GNR 2008-62 SA	0.000%
2076	Gnma, Series 2008-71, Class Sc	GNR 2008-71 SC	0.000%
2077	Gnma, Series 2009-6, Class Sa	GNR 2009-6 SA	0.000%
2078	Gnma, Series 2009-106, Class As	GNR 2009-106 AS	0.000%
2079	Gnma, Series 2017-H14, Class Xi	GNR 2017-H14 XI	0.000%
2080	Gnma, Series 2010-14, Class Bo	GNR 2010-14 BO	0.000%
2081	Gnma, Series 2010-14, Class Co	GNR 2010-14 CO	0.000%
2082	Gnma, Series 2010-130, Class Cp	GNR 2010-130 CP	0.000%
2083	Gnma, Series 2012-59, Class Wa	GNR 2012-59 WA	0.000%
2084	Gnma, Series 2013-75, Class Wa	GNR 2013-75 WA	0.000%
2085	Gnma, Series 2015-137, Class Wa	GNR 2015-137 WA	0.000%
2086	Gnma 2019-H18 Var 11/69	GNR 2019-H18 KI	0.000%
2087	Gnma 2020-H11 Var 07/67	GNR 2020-H11 GI	0.000%
2088	Gnma 2020-133 Ih 5% 06/49 5	GNR 2020-133 IH	0.000%
2089	Gnma 2020-149 Flt 10/50	GNR 2020-149 SH	0.000%
2090	Residential Asset Securitization Trust 2004-ip2	RAST 2004-IP2 1A1	0.000%
2091	Jp Morgan Mortgage Trust 2007-a1	JPMMT 2007-A1 5A2	0.000%
2092	Kgs-alpha Sba Coof Trust, Series 2012-6, Class A	KSBA 2012-6 A	0.000%
2093	Long Beach Mortgage Loan Trust 2004-1	LBMLT 2004-1 M1	0.000%
2094	Mastr Asset Zero 03/34 0	MASTR 2004-3 PO	0.000%
2095	Mastr Adjustable Rate Mortgages Trust, Series 2004-13, Class 2a1	MARM 2004-13 2A1	0.000%
2096	Mastr Adjustable Rate Mortgages Trust, Series 2004-15, Class 3a1	MARM 2004-15 3A1	0.000%
2097	Mastr Alternative Loan Trust, Series 2003-9, Class 8a1	MALT 2003-9 8A1	0.000%
2098	Mastr Zero 04/34 0	MALT 2004-3 30PO	0.000%
2099	Mastr Zero 06/34 0	MALT 2004-5 30PO	0.000%
2100	Mastr 6% 06/34 6	MALT 2004-5 30X1	0.000%
2101	Mastr Resecuritization Trust, Series 2005-po, Class 3po	MARS 2005-PO 3PO	0.000%
2102	Merrill Lynch Mortgage Investors Trust, Series 2003-e, Class A1	MLCC 2003-E A1	0.000%
2103	Merrill Lynch Mortgage Investors Trust, Series 2004-d, Class A2	MLCC 2004-D A2	0.000%
2104	Merrill Lynch Mortgage Investors Trust, Series 2004-e, Class A2a	MLCC 2004-E A2A	0.000%
2105	Merrill Lynch Var 12/34	MLMI 2005-A1 3A	0.000%
2106	Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A	MSM 2004-3 4A	0.000%
2107	Nacc Reperforming Loan Remic Trust, Series 2004-R2, Class A1	NAA 2004-R2 A1	0.000%
2108	Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2	NAA 2003-A1 A2	0.000%
2109	Residential Accredit Loans, In Rali 2007 Qs1 1A1	RALI 2007-QS1 1A1	0.000%
2110	Rali Series Var 09/35	RALI 2005-QA10 A31	0.000%
2111	Citigroup Global Markets Mortgage Securities Vii, Inc., Series 2003-hyb1, Class A	SBM7 2003-HYB1 A	0.000%
2112	Sequoia Mortgage Trust, Series 2004-8, Class A1	SEMT 2004-8 A1	0.000%
2113	Structured Asset Securities Corp., Series 2003-37a, Class 2a	SASC 2003-37A 2A	0.000%
2114	Wamu Mortgage Pass-Through Certificates Trust, Series 2003-S1, Class A5	WAMU 2003-S1 A5	0.000%
2115	Wamu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4	WAMU 2003-S3 1A4	0.000%
2116	Wamu Mortgage Pass-Through Certificates Series 2004-Ar3 Trust	WAMU 2004-AR3 A1	0.000%