Putnam Family of Funds > Putnam Variable Trust
Putnam VT Income Fund
$150.20M
Avg Monthly Net Assets
$182.99M
Total Assets
$40.96M
Total Liabilities
$142.02M
Net Assets
Putnam VT Income Fund is an Underlying fund in Putnam Variable Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $150.20M.
On August 27th, 2024 it reported 835 holdings, the largest
being CHICAGO BOARD OF TRADE (16.4%), PUTNAM SHORT TERM INVESTMENT FUND (15.7%) and CHICAGO BOARD OF TRADE (9.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM VT INCOME FUND CLASS IA | C000010847 | ||
| PUTNAM VT INCOME FUND CLASS IB | C000010848 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-mortgage backed security | US | $691K | – | 0.49 |
| ASSET BACKED SECURITY (CHASE AUTO OWNER TRUST 2024-3) | Long | ABS-mortgage backed security | US | $689K | – | 0.48 |
| ASSET BACKED SECURITY (BA CREDIT CARD TRUST) | Long | ABS-mortgage backed security | US | $689K | – | 0.48 |
| ASSET BACKED SECURITY (FORD CREDIT AUTO OWNER TRUST 2024-B) | Long | ABS-mortgage backed security | US | $687K | – | 0.48 |
| ASSET BACKED SECURITY (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-mortgage backed security | US | $682K | – | 0.48 |
| ASSET BACKED SECURITY (JP MORGAN MORTGAGE TRUST 2023-HE3) | Long | ABS-mortgage backed security | US | $484K | – | 0.34 |
| ASSET BACKED SECURITY (GOLDEN CREDIT CARD TRUST) | Long | ABS-collateralized bond/debt obligation | CA | $476K | – | 0.34 |
| ASSET BACKED SECURITY (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST) | Long | ABS-mortgage backed security | US | $350K | – | 0.25 |
| ASSET BACKED SECURITY (MAGNETITE XXXVII LTD) | Long | ABS-mortgage backed security | KY | $252K | – | 0.18 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 17 LTD) | Long | ABS-mortgage backed security | BM | $252K | – | 0.18 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (TRESTLES CLO IV LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (CIFC FUNDING 2016-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (AIMCO CLO 17 LTD) | Long | ABS-mortgage backed security | JE | $250K | – | 0.18 |
| ASSET BACKED SECURITY (MAGNETITE XL LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (ROCKLAND PARK CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (DIAMETER CAPITAL CLO 7 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (ICG US CLO 2017-1 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (DRYDEN 95 CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (NASSAU 2021-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (CQS US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (CROWN POINT CLO 10 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 7 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (WISE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.18 |
| ASSET BACKED SECURITY (ELLINGTON CLO III LTD) | Long | ABS-mortgage backed security | US | $250K | – | 0.18 |
| ASSET BACKED SECURITY (BIRCH GROVE CLO 8 LTD) | Long | ABS-mortgage backed security | JE | $151K | – | 0.11 |
| ASSET BACKED SECURITY (HAYFIN US XIV LTD) | Long | ABS-mortgage backed security | KY | $150K | – | 0.11 |
| ASSET BACKED SECURITY (APEX CREDIT CLO 2019-II LTD) | Long | ABS-mortgage backed security | KY | $150K | – | 0.11 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2018-5) | Long | ABS-mortgage backed security | US | $127K | – | 0.09 |
| COLLATERALIZED DEBT OBLIGATION (ACRES COMMERCIAL REALTY 2021-FL1 LTD) | Long | ABS-mortgage backed security | US | $288K | – | 0.20 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL10 LTD) | Long | ABS-mortgage backed security | KY | $285K | – | 0.20 |
| COLLATERALIZED DEBT OBLIGATION (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD) | Long | ABS-mortgage backed security | KY | $186K | – | 0.13 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL9 LTD) | Long | ABS-mortgage backed security | KY | $150K | – | 0.11 |
| COLLATERALIZED DEBT OBLIGATION (TIAA REAL ESTATE CDO LTD) | Long | ABS-mortgage backed security | US | $8.59 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $331K | – | 0.23 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43) | Long | ABS-mortgage backed security | US | $241K | – | 0.17 |
| COMMERCIAL MORT BACKED SEC IO (LCCM 2017-LC26) | Long | ABS-mortgage backed security | US | $197K | – | 0.14 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2015-GS1) | Long | ABS-mortgage backed security | US | $144K | – | 0.10 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2018-C12) | Long | ABS-mortgage backed security | US | $125K | – | 0.09 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50) | Long | ABS-mortgage backed security | US | $116K | – | 0.08 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2017-C7) | Long | ABS-mortgage backed security | US | $113K | – | 0.08 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $103K | – | 0.07 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41) | Long | ABS-mortgage backed security | US | $97K | – | 0.07 |
| COMMERCIAL MORT BACKED SEC IO (CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $77K | – | 0.05 |
| COMMERCIAL MORT BACKED SEC IO (CSMC TRUST 2016-NXSR) | Long | ABS-mortgage backed security | US | $67K | – | 0.05 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY CAPITAL I TRUST 2016-BNK2) | Long | ABS-mortgage backed security | US | $53K | – | 0.04 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| COMMERCIAL MORT BACKED SEC IO (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2014-GC22) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24) | Long | ABS-mortgage backed security | US | $540.39 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23) | Long | ABS-mortgage backed security | US | $321.81 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2) | Long | ABS-mortgage backed security | US | $249.85 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2013-GC13) | Long | ABS-mortgage backed security | US | $51.41 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29) | Long | ABS-mortgage backed security | US | $47.75 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $11.1 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $10.94 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2011-GC5) | Long | ABS-mortgage backed security | US | $5.91 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC PO (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $201K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1) | Long | ABS-mortgage backed security | US | $553K | – | 0.39 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27) | Long | ABS-mortgage backed security | US | $551K | – | 0.39 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7) | Long | ABS-mortgage backed security | US | $450K | – | 0.32 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01) | Long | ABS-mortgage backed security | US | $397K | – | 0.28 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $384K | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $379K | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $341K | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23) | Long | ABS-mortgage backed security | US | $340K | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $275K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $269K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $255K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $249K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $244K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01) | Long | ABS-mortgage backed security | US | $228K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $222K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $210K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $206K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $202K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-L1) | Long | ABS-mortgage backed security | US | $187K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C16) | Long | ABS-mortgage backed security | US | $175K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $165K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $161K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20) | Long | ABS-mortgage backed security | US | $153K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53) | Long | ABS-mortgage backed security | US | $153K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $150K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2014-GC24) | Long | ABS-mortgage backed security | US | $147K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21) | Long | ABS-mortgage backed security | US | $142K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $136K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49) | Long | ABS-mortgage backed security | US | $129K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $129K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $127K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $126K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $124K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25) | Long | ABS-mortgage backed security | US | $121K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2017-C7) | Long | ABS-mortgage backed security | US | $120K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $119K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $118K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BDS 2021-FL8) | Long | ABS-mortgage backed security | KY | $114K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2018-BNK13) | Long | ABS-mortgage backed security | US | $113K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9) | Long | ABS-mortgage backed security | US | $112K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57) | Long | ABS-mortgage backed security | US | $107K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4) | Long | ABS-mortgage backed security | US | $106K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $95K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $89K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $82K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $79K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $77K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $74K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $68K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-CCRE1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $65K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $61K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.79 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $987K | – | 0.69 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.46 |
| CORP CMO (COLT 2023-3 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $648K | – | 0.46 |
| CORP CMO (PRKCM 2023-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $637K | – | 0.45 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $552K | – | 0.39 |
| CORP CMO (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.31 |
| CORP CMO (OBX 2023-NQM7 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $435K | – | 0.31 |
| CORP CMO (RESIDENTIAL MORTGAGE LOAN TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $424K | – | 0.30 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $412K | – | 0.29 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $346K | – | 0.24 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $325K | – | 0.23 |
| CORP CMO (IMPERIAL FUND MORTGAGE TRUST 2022-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $324K | – | 0.23 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2020-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.23 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $320K | – | 0.23 |
| CORP CMO (BUNKER HILL LOAN DEPOSITARY TRUST) | Long | ABS-collateralized bond/debt obligation | US | $290K | – | 0.20 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-3) | Long | ABS-collateralized bond/debt obligation | US | $288K | – | 0.20 |
| CORP CMO (ONSLOW BAY MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $255K | – | 0.18 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.16 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2) | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.16 |
| CORP CMO (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM) | Long | ABS-collateralized bond/debt obligation | US | $190K | – | 0.13 |
| CORP CMO (ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.12 |
| CORP CMO (COLT 2020-2 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.12 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.10 |
| CORP CMO (CSMC 2020-RPL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.10 |
| CORP CMO (NYMT LOAN TRUST 2022-SP1) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.10 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.09 |
| CORP CMO (VISIO 2022-1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.09 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM8) | Long | ABS-collateralized bond/debt obligation | US | $121K | – | 0.09 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $112K | – | 0.08 |
| CORP CMO (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.07 |
| CORP CMO (RMF PROPRIETARY ISSUANCE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.07 |
| CORP CMO (VERUS SECURITIZATION TRUST 2020-INV1) | Long | ABS-collateralized bond/debt obligation | US | $98K | – | 0.07 |
| CORP CMO (ANGEL OAK MORTGAGE TRUST 2023-3) | Long | ABS-collateralized bond/debt obligation | US | $97K | – | 0.07 |
| CORP CMO (MORGAN STANLEY RESECURITIZATION TRUST 2015-R4) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.05 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.04 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.03 |
| CORP CMO (GCAT 2020-NQM2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R01) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $51K | – | 0.04 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $552K | – | 0.39 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $548K | – | 0.39 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $478K | – | 0.34 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $444K | – | 0.31 |
| CORP. NOTE (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $442K | – | 0.31 |
| CORP. NOTE (SANDS CHINA LTD) | Long | Debt | MO | $387K | – | 0.27 |
| CORP. NOTE (UNITEDHEALTH GROUP INC) | Long | Debt | US | $356K | – | 0.25 |
| CORP. NOTE (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $353K | – | 0.25 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $336K | – | 0.24 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $334K | – | 0.23 |
| CORP. NOTE (MASTEC INC) | Long | Debt | US | $321K | – | 0.23 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $312K | – | 0.22 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $305K | – | 0.21 |
| CORP. NOTE (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $304K | – | 0.21 |
| CORP. NOTE (EXELON CORP) | Long | Debt | US | $279K | – | 0.20 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $274K | – | 0.19 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $248K | – | 0.17 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $234K | – | 0.16 |
| CORP. NOTE (HALEON US CAPITAL LLC) | Long | Debt | US | $232K | – | 0.16 |
| CORP. NOTE (NISOURCE INC) | Long | Debt | US | $229K | – | 0.16 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $225K | – | 0.16 |
| CORP. NOTE (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $216K | – | 0.15 |
| CORP. NOTE (ONEOK INC) | Long | Debt | US | $212K | – | 0.15 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $211K | – | 0.15 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $209K | – | 0.15 |
| CORP. NOTE (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $208K | – | 0.15 |
| CORP. NOTE (EQT CORP) | Long | Debt | US | $206K | – | 0.15 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $205K | – | 0.14 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $203K | – | 0.14 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $199K | – | 0.14 |
| CORP. NOTE (DEUTSCHE BANK AG) | Long | Debt | DE | $198K | – | 0.14 |
| CORP. NOTE (ABN AMRO BANK NV) | Long | Debt | NL | $197K | – | 0.14 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $193K | – | 0.14 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $192K | – | 0.14 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $191K | – | 0.13 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $186K | – | 0.13 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $183K | – | 0.13 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $182K | – | 0.13 |
| CORP. NOTE (NRG ENERGY INC) | Long | Debt | US | $181K | – | 0.13 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $174K | – | 0.12 |
| CORP. NOTE (THERMO FISHER SCIENTIFIC INC) | Long | Debt | US | $169K | – | 0.12 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $169K | – | 0.12 |
| CORP. NOTE (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $169K | – | 0.12 |
| CORP. NOTE (HUMANA INC) | Long | Debt | US | $168K | – | 0.12 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $165K | – | 0.12 |
| CORP. NOTE (EVERGY MISSOURI WEST INC) | Long | Debt | US | $164K | – | 0.12 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $154K | – | 0.11 |
| CORP. NOTE (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $149K | – | 0.10 |
| CORP. NOTE (GENERAL MOTORS FINANCIAL CO INC) | Long | Debt | US | $141K | – | 0.10 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $141K | – | 0.10 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $141K | – | 0.10 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $141K | – | 0.10 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $140K | – | 0.10 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $140K | – | 0.10 |
| CORP. NOTE (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $139K | – | 0.10 |
| CORP. NOTE (ROYAL BANK OF CANADA) | Long | Debt | CA | $138K | – | 0.10 |
| CORP. NOTE (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $135K | – | 0.09 |
| CORP. NOTE (FMC CORP) | Long | Debt | US | $133K | – | 0.09 |
| CORP. NOTE (EXTRA SPACE STORAGE LP) | Long | Debt | US | $133K | – | 0.09 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $131K | – | 0.09 |
| CORP. NOTE (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Debt | US | $131K | – | 0.09 |
| CORP. NOTE (HOWMET AEROSPACE INC) | Long | Debt | US | $129K | – | 0.09 |
| CORP. NOTE (MUTUAL OF OMAHA COS GLOBAL FUNDING) | Long | Debt | US | $126K | – | 0.09 |
| CORP. NOTE (OSHKOSH CORP) | Long | Debt | US | $122K | – | 0.09 |
| CORP. NOTE (ORACLE CORP) | Long | Debt | US | $122K | – | 0.09 |
| CORP. NOTE (THERMO FISHER SCIENTIFIC INC) | Long | Debt | US | $121K | – | 0.09 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $120K | – | 0.08 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $120K | – | 0.08 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $118K | – | 0.08 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $117K | – | 0.08 |
| CORP. NOTE (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $115K | – | 0.08 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $109K | – | 0.08 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $107K | – | 0.08 |
| CORP. NOTE (ALEXANDER FUNDING TRUST II) | Long | Debt | US | $106K | – | 0.07 |
| CORP. NOTE (CISCO SYSTEMS INC) | Long | Debt | US | $105K | – | 0.07 |
| CORP. NOTE (KKR GROUP FINANCE CO VI LLC) | Long | Debt | US | $103K | – | 0.07 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $101K | – | 0.07 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $101K | – | 0.07 |
| CORP. NOTE (VIATRIS INC) | Long | Debt | US | $100K | – | 0.07 |
| CORP. NOTE (BMW US CAPITAL LLC) | Long | Debt | US | $100K | – | 0.07 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $98K | – | 0.07 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $97K | – | 0.07 |
| CORP. NOTE (ANALOG DEVICES INC) | Long | Debt | US | $95K | – | 0.07 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $94K | – | 0.07 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $93K | – | 0.07 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $91K | – | 0.06 |
| CORP. NOTE (NUTRIEN LTD) | Long | Debt | CA | $91K | – | 0.06 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $90K | – | 0.06 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $89K | – | 0.06 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $87K | – | 0.06 |
| CORP. NOTE (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $86K | – | 0.06 |
| CORP. NOTE (AMAZON.COM INC) | Long | Debt | US | $85K | – | 0.06 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $81K | – | 0.06 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $76K | – | 0.05 |
| CORP. NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $76K | – | 0.05 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $75K | – | 0.05 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $74K | – | 0.05 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $74K | – | 0.05 |
| CORP. NOTE (GARTNER INC) | Long | Debt | US | $73K | – | 0.05 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $73K | – | 0.05 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $72K | – | 0.05 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $71K | – | 0.05 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $70K | – | 0.05 |
| CORP. NOTE (MARVELL TECHNOLOGY INC) | Long | Debt | US | $69K | – | 0.05 |
| CORP. NOTE (MARVELL TECHNOLOGY INC) | Long | Debt | US | $69K | – | 0.05 |
| CORP. NOTE (S AND P GLOBAL INC) | Long | Debt | US | $65K | – | 0.05 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $62K | – | 0.04 |
| CORP. NOTE (F AND G ANNUITIES AND LIFE INC) | Long | Debt | US | $60K | – | 0.04 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $60K | – | 0.04 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $59K | – | 0.04 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $57K | – | 0.04 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $57K | – | 0.04 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $56K | – | 0.04 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $56K | – | 0.04 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $56K | – | 0.04 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $53K | – | 0.04 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $51K | – | 0.04 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $50K | – | 0.04 |
| CORP. NOTE (BRUNSWICK CORP/DE) | Long | Debt | US | $50K | – | 0.04 |
| CORP. NOTE (PARAMOUNT GLOBAL) | Long | Debt | US | $50K | – | 0.03 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $47K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $46K | – | 0.03 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $46K | – | 0.03 |
| CORP. NOTE (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $45K | – | 0.03 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $44K | – | 0.03 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $43K | – | 0.03 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $41K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $41K | – | 0.03 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $39K | – | 0.03 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $36K | – | 0.03 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $36K | – | 0.03 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $34K | – | 0.02 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $30K | – | 0.02 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $30K | – | 0.02 |
| CORP. NOTE (TAPESTRY INC) | Long | Debt | US | $29K | – | 0.02 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $29K | – | 0.02 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $27K | – | 0.02 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $25K | – | 0.02 |
| CORP. NOTE (DUKE ENERGY CORP) | Long | Debt | US | $25K | – | 0.02 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $23K | – | 0.02 |
| CORP. NOTE (HYATT HOTELS CORP) | Long | Debt | US | $22K | – | 0.02 |
| CORP. NOTE (NUTRIEN LTD) | Long | Debt | CA | $22K | – | 0.02 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $21K | – | 0.01 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $21K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $20K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $20K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $20K | – | 0.01 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $20K | – | 0.01 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $20K | – | 0.01 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $18K | – | 0.01 |
| CORP. NOTE (DISCOVERY COMMUNICATIONS LLC) | Long | Debt | US | $16K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $14K | – | 0.01 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $13K | – | 0.01 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $10K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $7K | – | 0.00 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $3K | – | 0.00 |
| CORPORATE BONDS (MORGAN STANLEY) | Long | Debt | US | $734K | – | 0.52 |
| CORPORATE BONDS (WELLS FARGO BANK NA) | Long | Debt | US | $543K | – | 0.38 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $487K | – | 0.34 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $417K | – | 0.29 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $376K | – | 0.26 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $363K | – | 0.26 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $356K | – | 0.25 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $313K | – | 0.22 |
| CORPORATE BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $312K | – | 0.22 |
| CORPORATE BONDS (DH EUROPE FINANCE II SARL) | Long | Debt | LU | $297K | – | 0.21 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $290K | – | 0.20 |
| CORPORATE BONDS (XILINX INC) | Long | Debt | US | $277K | – | 0.20 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $274K | – | 0.19 |
| CORPORATE BONDS (AMAZON.COM INC) | Long | Debt | US | $267K | – | 0.19 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $263K | – | 0.19 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $259K | – | 0.18 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $249K | – | 0.18 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $249K | – | 0.18 |
| CORPORATE BONDS (WYETH LLC) | Long | Debt | US | $237K | – | 0.17 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $235K | – | 0.17 |
| CORPORATE BONDS (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $231K | – | 0.16 |
| CORPORATE BONDS (EXELON CORP) | Long | Debt | US | $223K | – | 0.16 |
| CORPORATE BONDS (NOVARTIS CAPITAL CORP) | Long | Debt | US | $221K | – | 0.16 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $218K | – | 0.15 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $215K | – | 0.15 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $211K | – | 0.15 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $207K | – | 0.15 |
| CORPORATE BONDS (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $202K | – | 0.14 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $200K | – | 0.14 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $198K | – | 0.14 |
| CORPORATE BONDS (BAE SYSTEMS PLC) | Long | Debt | GB | $198K | – | 0.14 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $196K | – | 0.14 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $196K | – | 0.14 |
| CORPORATE BONDS (SERVICENOW INC) | Long | Debt | US | $195K | – | 0.14 |
| CORPORATE BONDS (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA) | Long | Debt | US | $193K | – | 0.14 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $193K | – | 0.14 |
| CORPORATE BONDS (MARSH AND MCLENNAN COS INC) | Long | Debt | US | $190K | – | 0.13 |
| CORPORATE BONDS (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $186K | – | 0.13 |
| CORPORATE BONDS (ELEVANCE HEALTH INC) | Long | Debt | US | $184K | – | 0.13 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $184K | – | 0.13 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $177K | – | 0.12 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $177K | – | 0.12 |
| CORPORATE BONDS (TIME WARNER CABLE ENTERPRISES LLC) | Long | Debt | US | $171K | – | 0.12 |
| CORPORATE BONDS (FLORIDA POWER AND LIGHT CO) | Long | Debt | US | $171K | – | 0.12 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $170K | – | 0.12 |
| CORPORATE BONDS (XCEL ENERGY INC) | Long | Debt | US | $167K | – | 0.12 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $166K | – | 0.12 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $165K | – | 0.12 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $163K | – | 0.11 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $161K | – | 0.11 |
| CORPORATE BONDS (MERCK AND CO INC) | Long | Debt | US | $161K | – | 0.11 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $160K | – | 0.11 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $158K | – | 0.11 |
| CORPORATE BONDS (PUGET SOUND ENERGY INC) | Long | Debt | US | $154K | – | 0.11 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $149K | – | 0.11 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $147K | – | 0.10 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $145K | – | 0.10 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $142K | – | 0.10 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $136K | – | 0.10 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $134K | – | 0.09 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $131K | – | 0.09 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $129K | – | 0.09 |
| CORPORATE BONDS (SHERWIN-WILLIAMS CO/THE) | Long | Debt | US | $129K | – | 0.09 |
| CORPORATE BONDS (PHARMACIA LLC) | Long | Debt | US | $127K | – | 0.09 |
| CORPORATE BONDS (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $127K | – | 0.09 |
| CORPORATE BONDS (CNO FINANCIAL GROUP INC) | Long | Debt | US | $125K | – | 0.09 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $124K | – | 0.09 |
| CORPORATE BONDS (BIOGEN INC) | Long | Debt | US | $123K | – | 0.09 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $120K | – | 0.08 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $120K | – | 0.08 |
| CORPORATE BONDS (FREEPORT-MCMORAN INC) | Long | Debt | US | $119K | – | 0.08 |
| CORPORATE BONDS (DOMINION ENERGY INC) | Long | Debt | US | $119K | – | 0.08 |
| CORPORATE BONDS (CONSTELLATION BRANDS INC) | Long | Debt | US | $118K | – | 0.08 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $116K | – | 0.08 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $116K | – | 0.08 |
| CORPORATE BONDS (PACIFICORP) | Long | Debt | US | $115K | – | 0.08 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $114K | – | 0.08 |
| CORPORATE BONDS (CENTERPOINT ENERGY RESOURCES CORP) | Long | Debt | US | $114K | – | 0.08 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $114K | – | 0.08 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $113K | – | 0.08 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $112K | – | 0.08 |
| CORPORATE BONDS (ATHENE HOLDING LTD) | Long | Debt | US | $112K | – | 0.08 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $108K | – | 0.08 |
| CORPORATE BONDS (UNITEDHEALTH GROUP INC) | Long | Debt | US | $104K | – | 0.07 |
| CORPORATE BONDS (MOODY'S CORP) | Long | Debt | US | $103K | – | 0.07 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $103K | – | 0.07 |
| CORPORATE BONDS (ROYALTY PHARMA PLC) | Long | Debt | US | $100K | – | 0.07 |
| CORPORATE BONDS (PULTEGROUP INC) | Long | Debt | US | $100K | – | 0.07 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $100K | – | 0.07 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $98K | – | 0.07 |
| CORPORATE BONDS (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $97K | – | 0.07 |
| CORPORATE BONDS (MOLSON COORS BEVERAGE CO) | Long | Debt | US | $96K | – | 0.07 |
| CORPORATE BONDS (SENSATA TECHNOLOGIES INC) | Long | Debt | US | $96K | – | 0.07 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $96K | – | 0.07 |
| CORPORATE BONDS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $95K | – | 0.07 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $95K | – | 0.07 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $95K | – | 0.07 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $95K | – | 0.07 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $94K | – | 0.07 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $93K | – | 0.07 |
| CORPORATE BONDS (CELANESE US HOLDINGS LLC) | Long | Debt | US | $92K | – | 0.07 |
| CORPORATE BONDS (DUKE ENERGY OHIO INC) | Long | Debt | US | $92K | – | 0.06 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $91K | – | 0.06 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $91K | – | 0.06 |
| CORPORATE BONDS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $88K | – | 0.06 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $88K | – | 0.06 |
| CORPORATE BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $87K | – | 0.06 |
| CORPORATE BONDS (SOUTHERN CO/THE) | Long | Debt | US | $86K | – | 0.06 |
| CORPORATE BONDS (EVERSOURCE ENERGY) | Long | Debt | US | $86K | – | 0.06 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $86K | – | 0.06 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $83K | – | 0.06 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $83K | – | 0.06 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $82K | – | 0.06 |
| CORPORATE BONDS (OWENS CORNING) | Long | Debt | US | $81K | – | 0.06 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $80K | – | 0.06 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $80K | – | 0.06 |
| CORPORATE BONDS (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $79K | – | 0.06 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $79K | – | 0.06 |
| CORPORATE BONDS (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $79K | – | 0.06 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $78K | – | 0.06 |
| CORPORATE BONDS (DIAMONDBACK ENERGY INC) | Long | Debt | US | $78K | – | 0.06 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY ENERGY CO) | Long | Debt | US | $78K | – | 0.06 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $77K | – | 0.05 |
| CORPORATE BONDS (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $76K | – | 0.05 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $76K | – | 0.05 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $75K | – | 0.05 |
| CORPORATE BONDS (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $74K | – | 0.05 |
| CORPORATE BONDS (CISCO SYSTEMS INC) | Long | Debt | US | $73K | – | 0.05 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $73K | – | 0.05 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $73K | – | 0.05 |
| CORPORATE BONDS (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $70K | – | 0.05 |
| CORPORATE BONDS (BIOGEN INC) | Long | Debt | US | $70K | – | 0.05 |
| CORPORATE BONDS (CNO FINANCIAL GROUP INC) | Long | Debt | US | $70K | – | 0.05 |
| CORPORATE BONDS (VICI PROPERTIES LP) | Long | Debt | US | $69K | – | 0.05 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $66K | – | 0.05 |
| CORPORATE BONDS (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $66K | – | 0.05 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $64K | – | 0.05 |
| CORPORATE BONDS (DUKE ENERGY OHIO INC) | Long | Debt | US | $64K | – | 0.05 |
| CORPORATE BONDS (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $64K | – | 0.05 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $63K | – | 0.04 |
| CORPORATE BONDS (KEURIG DR PEPPER INC) | Long | Debt | US | $63K | – | 0.04 |
| CORPORATE BONDS (CNA FINANCIAL CORP) | Long | Debt | US | $63K | – | 0.04 |
| CORPORATE BONDS (ZOETIS INC) | Long | Debt | US | $62K | – | 0.04 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $62K | – | 0.04 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $62K | – | 0.04 |
| CORPORATE BONDS (CONAGRA BRANDS INC) | Long | Debt | US | $61K | – | 0.04 |
| CORPORATE BONDS (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $61K | – | 0.04 |
| CORPORATE BONDS (ABBVIE INC) | Long | Debt | US | $61K | – | 0.04 |
| CORPORATE BONDS (ELEVANCE HEALTH INC) | Long | Debt | US | $60K | – | 0.04 |
| CORPORATE BONDS (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $59K | – | 0.04 |
| CORPORATE BONDS (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $59K | – | 0.04 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $59K | – | 0.04 |
| CORPORATE BONDS (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $55K | – | 0.04 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $55K | – | 0.04 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $55K | – | 0.04 |
| CORPORATE BONDS (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $54K | – | 0.04 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $53K | – | 0.04 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $50K | – | 0.04 |
| CORPORATE BONDS (SEMPRA) | Long | Debt | US | $50K | – | 0.04 |
| CORPORATE BONDS (BECTON DICKINSON AND CO) | Long | Debt | US | $48K | – | 0.03 |
| CORPORATE BONDS (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $47K | – | 0.03 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $46K | – | 0.03 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $46K | – | 0.03 |
| CORPORATE BONDS (UNITEDHEALTH GROUP INC) | Long | Debt | US | $45K | – | 0.03 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $45K | – | 0.03 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $45K | – | 0.03 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $44K | – | 0.03 |
| CORPORATE BONDS (GARTNER INC) | Long | Debt | US | $44K | – | 0.03 |
| CORPORATE BONDS (NORTHROP GRUMMAN CORP) | Long | Debt | US | $43K | – | 0.03 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $42K | – | 0.03 |
| CORPORATE BONDS (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $42K | – | 0.03 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $41K | – | 0.03 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $41K | – | 0.03 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $41K | – | 0.03 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $40K | – | 0.03 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $40K | – | 0.03 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $39K | – | 0.03 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $39K | – | 0.03 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $39K | – | 0.03 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $39K | – | 0.03 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $38K | – | 0.03 |
| CORPORATE BONDS (WEYERHAEUSER CO) | Long | Debt | US | $36K | – | 0.03 |
| CORPORATE BONDS (ATHENE HOLDING LTD) | Long | Debt | US | $35K | – | 0.02 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $35K | – | 0.02 |
| CORPORATE BONDS (SHERWIN-WILLIAMS CO/THE) | Long | Debt | US | $34K | – | 0.02 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $33K | – | 0.02 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $29K | – | 0.02 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $29K | – | 0.02 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $29K | – | 0.02 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $28K | – | 0.02 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $24K | – | 0.02 |
| CORPORATE BONDS (EPR PROPERTIES) | Long | Debt | US | $23K | – | 0.02 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $23K | – | 0.02 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $21K | – | 0.01 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $21K | – | 0.01 |
| CORPORATE BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $21K | – | 0.01 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $20K | – | 0.01 |
| CORPORATE BONDS (MASSACHUSETTS MUTUAL LIFE INSURANCE CO) | Long | Debt | US | $20K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $19K | – | 0.01 |
| CORPORATE BONDS (HOWMET AEROSPACE INC) | Long | Debt | US | $16K | – | 0.01 |
| CORPORATE BONDS (AUTONATION INC) | Long | Debt | US | $16K | – | 0.01 |
| CORPORATE BONDS (OSHKOSH CORP) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST) | Long | Debt | US | $13K | – | 0.01 |
| CORPORATE BONDS (GEORGIA POWER CO) | Long | Debt | US | $10K | – | 0.01 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $8K | – | 0.01 |
| CORPORATE BONDS (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $6K | – | 0.00 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $5K | – | 0.00 |
| CORPORATE BONDS (COMMONWEALTH EDISON CO) | Long | Debt | US | $2K | – | 0.00 |
| CORPORATE STEP UP (EL PASO CORP NATURAL GAS) | Long | Debt | US | $231K | – | 0.16 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $746K | – | 0.53 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $355K | – | 0.25 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $96K | – | 0.07 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC CMO PO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FHLMC CMO PO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN15 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $840K | – | 0.59 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $958K | – | 0.67 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $853K | – | 0.60 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $575K | – | 0.40 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $356K | – | 0.25 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $337K | – | 0.24 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $293K | – | 0.21 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $284K | – | 0.20 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $186K | – | 0.13 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $178K | – | 0.13 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $167K | – | 0.12 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $123K | – | 0.09 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $121K | – | 0.09 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $109K | – | 0.08 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $73K | – | 0.05 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $43K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.74 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $689K | – | 0.49 |
| FN7BL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $229K | – | 0.16 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $590K | – | 0.42 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $104K | – | 0.07 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $97K | – | 0.07 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FNMA CMO PO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6M | – | 4.41 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6M | – | 4.41 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $6M | – | 4.41 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 3.45 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 2.30 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 2.15 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 1.99 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $986K | – | 0.69 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $966K | – | 0.68 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $915K | – | 0.64 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $885K | – | 0.62 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $855K | – | 0.60 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $942K | – | 0.66 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $503K | – | 0.35 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $440K | – | 0.31 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $435K | – | 0.31 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $403K | – | 0.28 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $354K | – | 0.25 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $295K | – | 0.21 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $286K | – | 0.20 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $182K | – | 0.13 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $166K | – | 0.12 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $160K | – | 0.11 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 2.41 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $992K | – | 0.70 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $931K | – | 0.66 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $928K | – | 0.65 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $479K | – | 0.34 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $346K | – | 0.24 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $317K | – | 0.22 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $240K | – | 0.17 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $206K | – | 0.14 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $156K | – | 0.11 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $155K | – | 0.11 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $109K | – | 0.08 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $106K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $105K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $87K | – | 0.06 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $80K | – | 0.06 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $79K | – | 0.06 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $74K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $68K | – | 0.05 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $64K | – | 0.04 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $480K | – | 0.34 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $628K | – | 0.44 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $451K | – | 0.32 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $445K | – | 0.31 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $246K | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $242K | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $214K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $173K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $167K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $154K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $153K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $143K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $126K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $122K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $107K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $102K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $97K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $91K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $84K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $82K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $74K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $73K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $66K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $65K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $59K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $58K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $52K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $38K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $37K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 2.01 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 1.30 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $23M | – | 16.39 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $14M | – | 9.61 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $10M | – | 6.81 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $9M | – | 6.62 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $4M | – | 3.08 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3M | – | 2.32 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 1.76 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 1.43 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 1.15 | |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $191K | – | 0.13 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $73K | – | 0.05 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $278K | – | 0.20 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $201K | – | 0.14 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $160K | – | 0.11 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $100K | – | 0.07 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $66K | – | 0.05 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $40K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $35K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $35K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $512.46 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $157K | – | 0.11 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $155K | – | 0.11 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $107K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $77K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $75K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $68K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $64K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $64K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $62K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $57K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $45K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $43K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $41K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $40K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $36K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $34K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $33K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $29K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $29K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $28K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $27K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $27K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $22K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $21K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $21K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $21K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $19K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $18K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $17K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $16K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $12K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $11K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $9K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $8K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $965.72 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $627.72 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $338 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $137.8 | – | 0.00 | |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $423K | – | 0.30 |
| PERPETUAL BONDS (UBS GROUP AG) | Long | Debt | CH | $245K | – | 0.17 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $244K | – | 0.17 |
| PERPETUAL BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $222K | – | 0.16 |
| PERPETUAL BONDS (SOCIETE GENERALE SA) | Long | Debt | FR | $208K | – | 0.15 |
| PERPETUAL BONDS (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM) | Long | Debt | GB | $201K | – | 0.14 |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $121K | – | 0.09 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $85K | – | 0.06 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $82K | – | 0.06 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $70K | – | 0.05 |
| PERPETUAL BONDS (WELLS FARGO AND CO) | Long | Debt | US | $48K | – | 0.03 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $40K | – | 0.03 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $22M | 22M | 15.66 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $496K | 496K | 0.35 |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $92K | – | 0.06 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $49K | – | 0.03 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $19K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $15K | – | 0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $15K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $6K | – | 0.00 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $6K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $3K | – | 0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $162.62 | – | 0.00 | |
| SWAPTION (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-7K | – | -0.01 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-13K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-14K | – | -0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-17K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-17K | – | -0.01 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $-27K | – | -0.02 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-39K | – | -0.03 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $2M | – | 1.19 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $107K | – | 0.08 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $482K | – | 0.34 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $446K | – | 0.31 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $385K | – | 0.27 |
| VAR.RT. CORP. BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $340K | – | 0.24 |
| VAR.RT. CORP. BONDS (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $324K | – | 0.23 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $301K | – | 0.21 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $263K | – | 0.19 |
| VAR.RT. CORP. BONDS (CITIZENS BANK NA/PROVIDENCE RI) | Long | Debt | US | $248K | – | 0.17 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $242K | – | 0.17 |
| VAR.RT. CORP. BONDS (CREDIT AGRICOLE S.A.) | Long | Debt | FR | $232K | – | 0.16 |
| VAR.RT. CORP. BONDS (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $212K | – | 0.15 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $207K | – | 0.15 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $205K | – | 0.14 |
| VAR.RT. CORP. BONDS (ING GROEP NV) | Long | Debt | NL | $202K | – | 0.14 |
| VAR.RT. CORP. BONDS (DANSKE BANK A/S) | Long | Debt | DK | $201K | – | 0.14 |
| VAR.RT. CORP. BONDS (NATWEST GROUP PLC) | Long | Debt | GB | $200K | – | 0.14 |
| VAR.RT. CORP. BONDS (CAIXABANK SA) | Long | Debt | ES | $199K | – | 0.14 |
| VAR.RT. CORP. BONDS (INTESA SANPAOLO SPA) | Long | Debt | IT | $178K | – | 0.13 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $176K | – | 0.12 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $171K | – | 0.12 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $169K | – | 0.12 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $158K | – | 0.11 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $145K | – | 0.10 |
| VAR.RT. CORP. BONDS (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $138K | – | 0.10 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $126K | – | 0.09 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $119K | – | 0.08 |
| VAR.RT. CORP. BONDS (FIFTH THIRD BANCORP) | Long | Debt | US | $118K | – | 0.08 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $105K | – | 0.07 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $103K | – | 0.07 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $103K | – | 0.07 |
| VAR.RT. CORP. BONDS (KEYCORP) | Long | Debt | US | $103K | – | 0.07 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $100K | – | 0.07 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $77K | – | 0.05 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $62K | – | 0.04 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $59K | – | 0.04 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $58K | – | 0.04 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $50K | – | 0.04 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $50K | – | 0.04 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $35K | – | 0.02 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $21K | – | 0.01 |
Address
Putnam Variable Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Sutphen Mona K
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
Reuters
Reuters (equities)
ICE Data Services (Corp)
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
JPMS - J.P. MORGAN SECURITIES, LLC.
GSCO - GOLDMAN SACHS & CO LLC
CGML - CITIGROUP GLOBAL MARKETS INC
MLCO - BofA Securities, Inc.
JEFF - JEFFERIES LLC
BARD - BAIRD (ROBERT W.) & CO., INCORPORATED
RBCD - RBC CAPITAL MARKETS LLC
MSCO - MORGAN STANLEY & CO. LLC
UBSW - UBS SECURITIES L.L.C.
TDSI - TD SECURITIES (USA) LLC