SUNAMERICA > SUNAMERICA SERIES TRUST
SA JPMorgan MFS Core Bond Portfolio
$1.67B
Avg Monthly Net Assets
$1.83B
Total Assets
$36.40M
Total Liabilities
$1.79B
Net Assets
SA JPMorgan MFS Core Bond Portfolio is an Underlying fund in SUNAMERICA SERIES TRUST
from SUNAMERICA,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $1.67B.
On September 26th, 2024 it reported 1,719 holdings, the largest
being United States Treasury (2.9%), United States Treasury (2.8%) and United States Treasury (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000022029 | ||
| Class 2 | C000022030 | ||
| Class 3 | C000022031 |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $2M | – | 0.09 |
| 7-Eleven Inc | Long | Debt | US | $213K | – | 0.01 |
| 7-Eleven Inc | Long | Debt | US | $178K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $407K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $248K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $117K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $710K | – | 0.04 |
| ABN AMRO Bank NV | Long | Debt | NL | $449K | – | 0.03 |
| Academic Loan Funding Trust 2013-1 | Long | ABS-other | US | $95K | – | 0.01 |
| Accelerated 2021-1H LLC (Accelerated Assets) | Long | ABS-other | US | $495K | – | 0.03 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| ACRES Commercial Realty 2021-FL2 Ltd (Acres PLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Adventist Health System/West (ADVENTIST HEALTH SYS/W) | Long | Debt | US | $2M | – | 0.14 |
| AEP Transmission Co LLC | Long | Debt | US | $65K | – | 0.00 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $789K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $625K | – | 0.03 |
| AIA Group Ltd | Long | Debt | HK | $188K | – | 0.01 |
| AIB Group PLC | Long | Debt | IE | $521K | – | 0.03 |
| Air Canada 2013-1 Class A Pass Through Trust (AIR CANADA 2013-1A PTT) | Long | Debt | CA | $204K | – | 0.01 |
| Air Canada 2017-1 Class A Pass Through Trust (AIR CANADA 2017-1A PTT) | Long | Debt | CA | $192K | – | 0.01 |
| Air Canada 2017-1 Class AA Pass Through Trust (AIR CANADA 2017-1AA PTT) | Long | Debt | CA | $137K | – | 0.01 |
| Airbus SE | Long | Debt | NL | $126K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $104K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $52K | – | 0.00 |
| Alabama Power Co | Long | Debt | US | $40K | – | 0.00 |
| Albemarle Corp | Long | Debt | US | $138K | – | 0.01 |
| Alcon Finance Corp | Long | Debt | US | $1M | – | 0.07 |
| Alcon Finance Corp | Long | Debt | US | $879K | – | 0.05 |
| Alcon Finance Corp | Long | Debt | US | $725K | – | 0.04 |
| Alcon Finance Corp | Long | Debt | US | $684K | – | 0.04 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $253K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $201K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $69K | – | 0.00 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $450K | – | 0.03 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $422K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $542K | – | 0.03 |
| Ameren Illinois Co | Long | Debt | US | $280K | – | 0.02 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $170K | – | 0.01 |
| American Airlines 2016-3 Class AA Pass Through Trust (AMER AIRLINE 16-3 AA PTT) | Long | Debt | US | $93K | – | 0.01 |
| American Credit Acceptance Receivables Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.08 |
| American Electric Power Co Inc | Long | Debt | US | $2M | – | 0.09 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $1M | – | 0.07 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $275K | – | 0.02 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $149K | – | 0.01 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $810K | – | 0.05 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $368K | – | 0.02 |
| American Homes 4 Rent 2015-SFR2 Trust | Long | ABS-other | US | $500K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $546K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $458K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $456K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $258K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $169K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $450K | – | 0.03 |
| American Water Capital Corp | Long | Debt | US | $427K | – | 0.02 |
| AmeriCredit Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.09 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| AMSR 2022-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.09 |
| Analog Devices Inc | Long | Debt | US | $345K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.12 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.10 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.08 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.07 |
| Anglo American Capital PLC | Long | Debt | GB | $199K | – | 0.01 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $921K | – | 0.05 |
| Anheuser-Busch InBev Finance Inc | Long | Debt | US | $60K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $505K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $663K | – | 0.04 |
| Aon North America Inc | Long | Debt | US | $504K | – | 0.03 |
| APA Infrastructure Ltd | Long | Debt | AU | $281K | – | 0.02 |
| Apple Inc | Long | Debt | US | $586K | – | 0.03 |
| Apple Inc | Long | Debt | US | $416K | – | 0.02 |
| Apple Inc | Long | Debt | US | $306K | – | 0.02 |
| Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.03 |
| Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $411K | – | 0.02 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $936K | – | 0.05 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $512K | – | 0.03 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $605K | – | 0.03 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $522K | – | 0.03 |
| ARI Fleet Lease Trust 2023-B | Long | ABS-other | US | $494K | – | 0.03 |
| Arrow Electronics Inc | Long | Debt | US | $2M | – | 0.12 |
| Arrow Electronics Inc | Long | Debt | US | $2M | – | 0.09 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.11 |
| Ashtead Capital Inc | Long | Debt | US | $521K | – | 0.03 |
| AstraZeneca PLC | Long | Debt | GB | $160K | – | 0.01 |
| AstraZeneca PLC | Long | Debt | GB | $95K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $966K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $637K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $350K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $239K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $99K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $446K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $127K | – | 0.01 |
| Atmos Energy Corp | Long | Debt | US | $229K | – | 0.01 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $198K | – | 0.01 |
| AutoZone Inc | Long | Debt | US | $280K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $523K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $3M | – | 0.17 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.09 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $603K | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $421K | – | 0.02 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $239K | – | 0.01 |
| BAE Systems PLC | Long | Debt | GB | $398K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $153K | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $338K | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $159K | – | 0.01 |
| Banco Nacional de Panama | Long | Debt | PA | $474K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.06 |
| Banco Santander SA | Long | Debt | ES | $641K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $391K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $186K | – | 0.01 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $970K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $931K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $696K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $544K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $266K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $245K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $137K | – | 0.01 |
| Bank of Ireland Group PLC | Long | Debt | IE | $754K | – | 0.04 |
| Bank of Ireland Group PLC | Long | Debt | IE | $401K | – | 0.02 |
| Bank of Ireland Group PLC | Long | Debt | IE | $278K | – | 0.02 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $499K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $441K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $656K | – | 0.04 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $849K | – | 0.05 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.11 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.09 |
| Bastion Funding I LLC (Bastion Funding LLC) | Long | ABS-other | US | $835K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.17 |
| BAT Capital Corp | Long | Debt | US | $435K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $328K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $324K | – | 0.02 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $3M | – | 0.16 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $256K | – | 0.01 |
| Baxalta Inc | Long | Debt | US | $13K | – | 0.00 |
| BDS 2021-FL7 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $675K | – | 0.04 |
| Bear Stearns ARM Trust 2003-5 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $190K | – | 0.01 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $328K | – | 0.02 |
| BG BETA I LTD | Long | ABS-other | KY | $1M | – | 0.06 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $346K | – | 0.02 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $200K | – | 0.01 |
| Black Diamond Clo 2019-2 Ltd (Black Diamond CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $94K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $920K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $614K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $273K | – | 0.02 |
| BOC Aviation Ltd | Long | Debt | SG | $199K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.19 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.16 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $399K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $267K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $245K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $169K | – | 0.01 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $281K | – | 0.02 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $3M | – | 0.19 |
| Boston Properties LP | Long | Debt | US | $3M | – | 0.17 |
| Boston Properties LP | Long | Debt | US | $2M | – | 0.10 |
| Boston Scientific Corp | Long | Debt | US | $94K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $329K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $288K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.12 |
| BPCE SA | Long | Debt | FR | $729K | – | 0.04 |
| BPCE SA | Long | Debt | FR | $538K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $339K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $327K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $287K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $263K | – | 0.01 |
| Brazos Securitization LLC (BRAZOS SECURITIZATN LLC) | Long | Debt | US | $2M | – | 0.10 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $907K | – | 0.05 |
| BRIDGEVIEW IL (Village of Bridgeview IL) | Long | Debt | US | $4M | – | 0.20 |
| BRIDGEVIEW IL (Village of Bridgeview IL) | Long | Debt | US | $183K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $215K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $107K | – | 0.01 |
| British Airways 2018-1 Class A Pass Through Trust (BRITISH AIR 18-1 A PTT) | Long | Debt | US | $253K | – | 0.01 |
| British Airways 2018-1 Class AA Pass Through Trust (BRITISH AIR 18-1 AA PTT) | Long | Debt | US | $189K | – | 0.01 |
| British Airways 2019-1 Class AA Pass Through Trust (BRITISH AIR 19-1 AA PTT) | Long | Debt | US | $294K | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $3M | – | 0.17 |
| Brixmor Operating Partnership LP | Long | Debt | US | $345K | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $198K | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $181K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.12 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.08 |
| Broadcom Inc | Long | Debt | US | $941K | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $579K | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $546K | – | 0.03 |
| Brookfield Finance Inc | Long | Debt | CA | $198K | – | 0.01 |
| Brookfield Finance Inc | Long | Debt | CA | $143K | – | 0.01 |
| Brookfield Finance Inc | Long | Debt | CA | $31K | – | 0.00 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $194K | – | 0.01 |
| Brown & Brown Inc | Long | Debt | US | $765K | – | 0.04 |
| Brown & Brown Inc | Long | Debt | US | $549K | – | 0.03 |
| BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $493K | – | 0.03 |
| BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $437K | – | 0.02 |
| Bunge Ltd Finance Corp | Long | Debt | US | $706K | – | 0.04 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $329K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $147K | – | 0.01 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $895K | – | 0.05 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $368K | – | 0.02 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $589K | – | 0.03 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $98K | – | 0.01 |
| BXG Receivables Note Trust 2022-A | Long | ABS-other | US | $1M | – | 0.07 |
| BXMT 2020-FL2 LTD (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $742K | – | 0.04 |
| BXMT 2021-FL4 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.25 |
| BXMT 2021-FL4 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $425K | – | 0.02 |
| Calpine Corp | Long | Debt | US | $2M | – | 0.10 |
| Cameron LNG LLC | Long | Debt | US | $403K | – | 0.02 |
| Campbell Soup Co | Long | Debt | US | $97K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $338K | – | 0.02 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Capital One Financial Corp | Long | Debt | US | $2M | – | 0.12 |
| Capital One Financial Corp | Long | Debt | US | $2M | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.07 |
| Capital One Financial Corp | Long | Debt | US | $395K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $99K | – | 0.01 |
| Cars Net Lease Mortgage Notes Series 2020-1 (Capital Automotive LP) | Long | ABS-other | US | $337K | – | 0.02 |
| CARS-DB4 LP (Capital Automotive Reit) | Long | ABS-other | US | $1M | – | 0.06 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $1M | – | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.17 |
| Celanese US Holdings LLC | Long | Debt | US | $97K | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $432K | – | 0.02 |
| CFIN 2022-RTL1 Issuer LLC | Long | ABS-other | US | $705K | – | 0.04 |
| CGI Inc | Long | Debt | CA | $635K | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $3M | – | 0.17 |
| Charles Schwab Corp/The | Long | Debt | US | $3M | – | 0.15 |
| Charles Schwab Corp/The | Long | Debt | US | $2M | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.20 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $472K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $385K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $331K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $188K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $180K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $169K | – | 0.01 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $846K | – | 0.05 |
| Cheniere Energy Inc | Long | Debt | US | $264K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $1M | – | 0.06 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $526K | – | 0.03 |
| Children's Hospital Corp/The | Long | Debt | US | $174K | – | 0.01 |
| Children's Hospital/DC | Long | Debt | US | $227K | – | 0.01 |
| Chile Government International Bonds | Long | Debt | CL | $219K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $802K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $781K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $776K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $712K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $297K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $192K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $189K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $52K | – | 0.00 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $789K | – | 0.04 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $271K | – | 0.02 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $104K | – | 0.01 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.05 |
| CMS Energy Corp | Long | Debt | US | $110K | – | 0.01 |
| CNH Industrial NV | Long | Debt | NL | $692K | – | 0.04 |
| Columbia Cent CLO 28 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.20 |
| Columbia Cent CLO 28 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Comcast Corp | Long | Debt | US | $864K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $591K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $352K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $249K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $238K | – | 0.01 |
| COMM 2015-CCRE24 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $756K | – | 0.04 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $613K | – | 0.03 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| COMM 2015-LC19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| COMM 2018-HOME Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| CommonSpirit Health | Long | Debt | US | $263K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $244K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $215K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $93K | – | 0.01 |
| Conagra Brands Inc | Long | Debt | US | $102K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $956K | – | 0.05 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $512K | – | 0.03 |
| Consumers 2023 Securitization Funding LLC (CONSUMERS 23 SECURE FUND) | Long | Debt | US | $1M | – | 0.08 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $60K | – | 0.00 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Credit Card ABS Master Trust) | Long | ABS-other | US | $2M | – | 0.10 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Credit Card ABS Master Trust) | Long | ABS-other | US | $48K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $472K | – | 0.03 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $528K | – | 0.03 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $152K | – | 0.01 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $2M | – | 0.10 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $344K | – | 0.02 |
| Corning Inc | Long | Debt | US | $452K | – | 0.03 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $354K | – | 0.02 |
| Cottage Health Obligated Group (COTTAGE HEALTH SYSTEM) | Long | Debt | US | $237K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $157K | – | 0.01 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $278K | – | 0.02 |
| Credit Acceptance Auto Loan Trust 2022-3 | Long | ABS-other | US | $2M | – | 0.09 |
| Credit Acceptance Auto Loan Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.06 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.08 |
| Credit Agricole SA | Long | Debt | FR | $725K | – | 0.04 |
| Credit Agricole SA | Long | Debt | FR | $198K | – | 0.01 |
| CRH America Inc | Long | Debt | US | $186K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $70K | – | 0.00 |
| CSX Corp | Long | Debt | US | $316K | – | 0.02 |
| CSX Corp | Long | Debt | US | $61K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $74K | – | 0.00 |
| CVS Pass-Through Trust | Long | Debt | US | $163K | – | 0.01 |
| CVS Pass-Through Trust Series 2009 (CVS PASS THRU TR 2009) | Long | Debt | US | $226K | – | 0.01 |
| CVS Pass-Through Trust Series 2013 (CVS PASS-THROUGH TR 2013) | Long | Debt | US | $179K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $593K | – | 0.03 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $1M | – | 0.07 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $914K | – | 0.05 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.22 |
| Delmarva Power & Light Co (DELMARVA PWR & LIGHT CO) | Long | Debt | US | $157K | – | 0.01 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $122K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.17 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.15 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $563K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $449K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $413K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $230K | – | 0.01 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $373K | – | 0.02 |
| DH Europe Finance II Sarl | Long | Debt | LU | $165K | – | 0.01 |
| Dick's Sporting Goods Inc | Long | Debt | US | $2M | – | 0.10 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $4M | – | 0.24 |
| Diversified Abs Phase VI LLC | Long | ABS-other | US | $798K | – | 0.04 |
| Diversified ABS Phase VIII LLC (Diversified ABS VIII LLC) | Long | ABS-other | US | $2M | – | 0.10 |
| DLLST 2024-1 LLC (DLLST LLC) | Long | ABS-other | US | $476K | – | 0.03 |
| DNB Bank ASA | Long | Debt | NO | $619K | – | 0.03 |
| DOC DR LLC | Long | Debt | US | $225K | – | 0.01 |
| DP Lion Holdco LLC | Long | ABS-other | US | $715K | – | 0.04 |
| Dryden 55 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.31 |
| DSLA Mortgage Loan Trust 2004-AR3 | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| DT Auto Owner Trust 2021-2 | Long | ABS-other | US | $39K | – | 0.00 |
| DT Auto Owner Trust 2022-2 | Long | ABS-other | US | $723K | – | 0.04 |
| DT Auto Owner Trust 2023-1 | Long | ABS-other | US | $395K | – | 0.02 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.08 |
| DTE Electric Co | Long | Debt | US | $88K | – | 0.00 |
| DTE Electric Securitization Funding II LLC (DTE ELECT SECUR FND II) | Long | Debt | US | $418K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $210K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $531K | – | 0.03 |
| Duke Energy Indiana LLC | Long | Debt | US | $108K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $206K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $149K | – | 0.01 |
| DuPont de Nemours Inc | Long | Debt | US | $106K | – | 0.01 |
| Duquesne Light Holdings Inc | Long | Debt | US | $382K | – | 0.02 |
| Duquesne Light Holdings Inc | Long | Debt | US | $298K | – | 0.02 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $310K | – | 0.02 |
| Eaton Corp | Long | Debt | US | $316K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $191K | – | 0.01 |
| Electricite de France SA | Long | Debt | FR | $1M | – | 0.06 |
| Electricite de France SA | Long | Debt | FR | $390K | – | 0.02 |
| Element Fleet Management Corp | Long | Debt | CA | $362K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $161K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $103K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $322K | – | 0.02 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $598K | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| Emera US Finance LP | Long | Debt | US | $270K | – | 0.02 |
| Empire District Bondco LLC | Long | Debt | US | $931K | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $1M | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $1M | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $819K | – | 0.05 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $3M | – | 0.17 |
| Energy Transfer LP | Long | Debt | US | $689K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $684K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $498K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $263K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $3M | – | 0.18 |
| Eni SpA | Long | Debt | IT | $1M | – | 0.08 |
| Eni SpA | Long | Debt | IT | $294K | – | 0.02 |
| Eni USA Inc | Long | Debt | US | $215K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $355K | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $151K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $129K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $217K | – | 0.01 |
| Enterprise Fleet Financing 2023-3 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $1M | – | 0.07 |
| EQT Corp | Long | Debt | US | $1M | – | 0.08 |
| EQT Corp | Long | Debt | US | $725K | – | 0.04 |
| EQT Corp | Long | Debt | US | $692K | – | 0.04 |
| Equinix Inc | Long | Debt | US | $2M | – | 0.12 |
| Equinix Inc | Long | Debt | US | $452K | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $837K | – | 0.05 |
| ERAC USA Finance LLC | Long | Debt | US | $178K | – | 0.01 |
| ESCAMBIA CNTY FL HLTH FACS AUTH (Escambia County Health Facilities Authority) | Long | Debt | US | $530K | – | 0.03 |
| Essex Portfolio LP | Long | Debt | US | $310K | – | 0.02 |
| Evergy Inc | Long | Debt | US | $410K | – | 0.02 |
| Evergy Metro Inc | Long | Debt | US | $82K | – | 0.00 |
| Exeter Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.12 |
| Exeter Automobile Receivables Trust 2022-4 | Long | ABS-other | US | $2M | – | 0.09 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.06 |
| Extra Space Storage LP | Long | Debt | US | $427K | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $400K | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $214K | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $357K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $324K | – | 0.02 |
| F&G Annuities & Life Inc | Long | Debt | US | $213K | – | 0.01 |
| F&G Global Funding | Long | Debt | US | $404K | – | 0.02 |
| F&G Global Funding | Long | Debt | US | $355K | – | 0.02 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $3M | – | 0.14 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $2M | – | 0.10 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $489K | – | 0.03 |
| Fannie Mae Discount Notes (FANNIE DISCOUNT NOTE) | Long | Debt | US | $26M | – | 1.43 |
| Fannie Mae Grantor Trust 2017-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $971K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $968K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $958K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $939K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $937K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $928K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $907K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $900K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $857K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $834K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $832K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $813K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $803K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $779K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $778K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $767K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $764K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $759K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $756K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $750K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $748K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $744K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $731K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $723K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $712K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $684K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $677K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $669K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $668K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $642K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $632K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $618K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $540K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $511K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $511K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $498K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $487K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $483K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $481K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $480K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $452K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512.91 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $664K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $612K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $307K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $979K | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $886K | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $765K | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $581K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $575K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $466K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $329K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $316K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $280K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $10M | – | 0.56 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $410K | – | 0.02 |
| Fells Point Funding Trust | Long | Debt | US | $1M | – | 0.06 |
| FHF Issuer Trust 2024-1 (First Help Financial LLC) | Long | ABS-other | US | $2M | – | 0.11 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $71K | – | 0.00 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $1M | – | 0.08 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $862K | – | 0.05 |
| Fiserv Inc | Long | Debt | US | $2M | – | 0.09 |
| Fiserv Inc | Long | Debt | US | $1M | – | 0.07 |
| Fiserv Inc | Long | Debt | US | $147K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $2M | – | 0.14 |
| Flagship Credit Auto Trust 2019-4 | Long | ABS-other | US | $778K | – | 0.04 |
| Flagship Credit Auto Trust 2022-4 | Long | ABS-other | US | $2M | – | 0.10 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $610K | – | 0.03 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $214K | – | 0.01 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $2M | – | 0.13 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.12 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.11 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.11 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.09 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $2M | – | 0.12 |
| Ford Foundation/The | Long | Debt | US | $106K | – | 0.01 |
| Fortis Inc/Canada | Long | Debt | CA | $179K | – | 0.01 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $932K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $803K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $698K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $892.72 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $812.32 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $751K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $686K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $657K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $525K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $964K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $848K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $833K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $811K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $809K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $774K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $754K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $742K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $700K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $662K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $601K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $558K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $542K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $456K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $454K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $861K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $991K | – | 0.06 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $583K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $751K | – | 0.04 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $768K | – | 0.04 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FREMF 2014-K40 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $635K | – | 0.04 |
| FREMF 2015-K44 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FREMF 2016-K59 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $667K | – | 0.04 |
| FREMF 2018-KW05 Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FW ENERGY ASSET ISSUER LLC | Long | ABS-other | US | $1M | – | 0.07 |
| FW ENERGY ASSET ISSUER LLC | Long | ABS-other | US | $500K | – | 0.03 |
| GAIF Bond Issuer Pty Ltd (GAIF BOND ISSUER P/L) | Long | Debt | AU | $254K | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $372K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $589K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $296K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $144K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $429K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $982K | – | 0.05 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $953K | – | 0.05 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $840K | – | 0.05 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.52 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $954K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $858K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $815K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $775K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $722K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $719K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $687K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $678K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $655K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $653K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $638K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $544K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $525K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $480K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.10 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.06 |
| Glencore Funding LLC | Long | Debt | US | $393K | – | 0.02 |
| Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $2M | – | 0.12 |
| Global Payments Inc | Long | Debt | US | $3M | – | 0.14 |
| Global Payments Inc | Long | Debt | US | $899K | – | 0.05 |
| Global Payments Inc | Long | Debt | US | $437K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $171K | – | 0.01 |
| GLS Auto Receivables Issuer Trust 2021-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.15 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $765K | – | 0.04 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| GLS Auto Select Receivables Trust 2023-2 | Long | ABS-other | US | $740K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $566K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $561K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $554K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $483K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $474K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $307K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $261K | – | 0.01 |
| GOODGREEN 2017 R1 (Goodgreen Trust) | Long | ABS-other | US | $192K | – | 0.01 |
| Goodgreen 2017-1 Trust (Goodgreen Trust) | Long | ABS-other | US | $73K | – | 0.00 |
| Goodgreen 2017-2 Trust (Goodgreen Trust) | Long | ABS-other | KY | $349K | – | 0.02 |
| Goodgreen 2019-2 (Goodgreen Trust) | Long | ABS-other | KY | $448K | – | 0.03 |
| Goodgreen 2023-1 (Goodgreen Trust) | Long | ABS-other | US | $1M | – | 0.06 |
| Goodman US Finance Three LLC (GOODMAN US FIN THREE) | Long | Debt | US | $204K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $992K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $905K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $865K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $669K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $589K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $534K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $520K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $510K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $499K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $454K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $324K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $511K | – | 0.03 |
| Gray Oak Pipeline LLC | Long | Debt | US | $1M | – | 0.07 |
| GRENE ENERGY SENIO 11.0 17JAN6 | Long | ABS-other | US | $46K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-7F | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GTP Acquisition Partners I LLC | Long | Debt | US | $168K | – | 0.01 |
| Guardian Life Insurance Co of America/The | Long | Debt | US | $55K | – | 0.00 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $539K | – | 0.03 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $271K | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $2M | – | 0.09 |
| Halliburton Co | Long | Debt | US | $83K | – | 0.00 |
| Hanover Insurance Group Inc/The | Long | Debt | US | $214K | – | 0.01 |
| Harbourview CLO VII-R (Harbourview CLO VII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $226K | – | 0.01 |
| Hartford HealthCare Corp | Long | Debt | US | $509K | – | 0.03 |
| Hasbro Inc | Long | Debt | US | $588K | – | 0.03 |
| HCA Inc | Long | Debt | US | $372K | – | 0.02 |
| HCA Inc | Long | Debt | US | $319K | – | 0.02 |
| HCA Inc | Long | Debt | US | $94K | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $711K | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $243K | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $608K | – | 0.03 |
| Healthpeak OP LLC | Long | Debt | US | $335K | – | 0.02 |
| Hero Funding 2017-3 (HERO Funding Trust) | Long | ABS-other | KY | $229K | – | 0.01 |
| HERO Funding Trust 2016-3 | Long | ABS-other | US | $64K | – | 0.00 |
| HERO Funding Trust 2017-1A | Long | ABS-other | US | $194K | – | 0.01 |
| HF Sinclair Corp | Long | Debt | US | $267K | – | 0.01 |
| High Street Funding Trust I (HIGH STREET FNDG TRUST I) | Long | Debt | US | $308K | – | 0.02 |
| Honeywell International Inc | Long | Debt | US | $436K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.15 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $695K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $605K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $548K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $496K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $373K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $252K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $198K | – | 0.01 |
| HUB International Ltd | Long | Debt | US | $2M | – | 0.12 |
| Humana Inc | Long | Debt | US | $2M | – | 0.12 |
| Hyundai Capital America | Long | Debt | US | $374K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $356K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $241K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $191K | – | 0.01 |
| Icon Investments Six DAC | Long | Debt | IE | $2M | – | 0.09 |
| Independence Plaza Trust 2018-INDP | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| IndyMac INDX Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| ING Groep NV | Long | Debt | NL | $213K | – | 0.01 |
| Intel Corp | Long | Debt | US | $454K | – | 0.03 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $1M | – | 0.06 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $2M | – | 0.12 |
| Iron Mountain Inc | Long | Debt | US | $3M | – | 0.17 |
| ITC Holdings Corp | Long | Debt | US | $587K | – | 0.03 |
| ITC Holdings Corp | Long | Debt | US | $190K | – | 0.01 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $237K | – | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.14 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $556K | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $435K | – | 0.02 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $2M | – | 0.14 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $242K | – | 0.01 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $106K | – | 0.01 |
| JONAH 7.8 10NOV37 144A | Long | ABS-other | US | $945K | – | 0.05 |
| Jonah Energy Abs I LLC (Jonah Energy LLC) | Long | ABS-other | US | $725K | – | 0.04 |
| JP Morgan Mortgage Trust 2003-A1 | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.21 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.09 |
| Kellanova | Long | Debt | US | $473K | – | 0.03 |
| KeyCorp | Long | Debt | US | $103K | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $2M | – | 0.08 |
| Kinder Morgan Inc | Long | Debt | US | $462K | – | 0.03 |
| KKR Static CLO I LTD (KKR Static CLO Ltd, KKR Static CLO I) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| KLA Corp | Long | Debt | US | $254K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $365K | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $255K | – | 0.01 |
| Kroger Co/The | Long | Debt | US | $372K | – | 0.02 |
| Kubota Credit Owner Trust 2023-2 | Long | ABS-other | US | $491K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $453K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $418K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $194K | – | 0.01 |
| LCCM 2021-FL2 Trust (Ladder Capital Commercial Mortgage Securities LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Lear Corp | Long | Debt | US | $185K | – | 0.01 |
| Leidos Inc | Long | Debt | US | $199K | – | 0.01 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.07 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $666K | – | 0.04 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| Liberty Mutual Group Inc | Long | Debt | US | $347K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $527K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $480K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $439K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $433K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $198K | – | 0.01 |
| LoanCore 2021-CRE5 Issuer Ltd (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| LoanCore 2021-CRE5 Issuer Ltd (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| LPL Holdings Inc | Long | Debt | US | $2M | – | 0.11 |
| LPL Holdings Inc | Long | Debt | US | $2M | – | 0.11 |
| LPL Holdings Inc | Long | Debt | US | $727K | – | 0.04 |
| LSEGA Financing PLC | Long | Debt | GB | $842K | – | 0.05 |
| LYB International Finance BV (LYB INTL FINANCE BV) | Long | Debt | NL | $268K | – | 0.01 |
| Macquarie Bank Ltd | Long | Debt | AU | $290K | – | 0.02 |
| Macquarie Bank Ltd/London (MACQUARIE BANK LONDON) | Long | Debt | AU | $4M | – | 0.24 |
| Macquarie Group Ltd | Long | Debt | AU | $7M | – | 0.38 |
| Macquarie Group Ltd | Long | Debt | AU | $569K | – | 0.03 |
| Macquarie Group Ltd | Long | Debt | AU | $359K | – | 0.02 |
| Macquarie Group Ltd | Long | Debt | AU | $300K | – | 0.02 |
| Madison Park Funding XXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| MAN US CLO 2023-1 LTD (Man Glg Us Clo 2018-2 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.11 |
| Marathon Petroleum Corp | Long | Debt | US | $2M | – | 0.11 |
| Marathon Petroleum Corp | Long | Debt | US | $972K | – | 0.05 |
| Marin General Hospital | Long | Debt | US | $1M | – | 0.08 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.08 |
| Martin Marietta Materials Inc | Long | Debt | US | $201K | – | 0.01 |
| Masco Corp | Long | Debt | US | $271K | – | 0.02 |
| Masco Corp | Long | Debt | US | $144K | – | 0.01 |
| Massachusetts Electric Co | Long | Debt | US | $190K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $2M | – | 0.13 |
| McDonald's Corp | Long | Debt | US | $152K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $113K | – | 0.01 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $2M | – | 0.09 |
| Memorial Health Services | Long | Debt | US | $473K | – | 0.03 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $2M | – | 0.10 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $2M | – | 0.09 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Meta Platforms Inc | Long | Debt | US | $547K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $884K | – | 0.05 |
| Mexico Government International Bonds | Long | Debt | MX | $524K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $454K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $311K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $296K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $250K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $201K | – | 0.01 |
| MF1 2020-FL4 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $730K | – | 0.04 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| MF1 2024-FL15 (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Microsoft Corp | Long | Debt | US | $62K | – | 0.00 |
| Mid-America Apartments LP | Long | Debt | US | $247K | – | 0.01 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $137K | – | 0.01 |
| MidOcean Credit CLO II | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $4M | – | 0.23 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $366K | – | 0.02 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $308K | – | 0.02 |
| Mizuho Financial Group Inc | Long | Debt | JP | $664K | – | 0.04 |
| Mizuho Financial Group Inc | Long | Debt | JP | $450K | – | 0.03 |
| Mizuho Financial Group Inc | Long | Debt | JP | $365K | – | 0.02 |
| Mizuho Financial Group Inc | Long | Debt | JP | $305K | – | 0.02 |
| MNR ABS ISSUER I LLC | Long | ABS-other | US | $765K | – | 0.04 |
| Molson Coors Beverage Co | Long | Debt | US | $137K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $773K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $702K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $542K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $513K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $449K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $287K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $277K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $269K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $269K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $243K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $242K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $211K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $74K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $71K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| MPLX LP | Long | Debt | US | $3M | – | 0.16 |
| MPLX LP | Long | Debt | US | $625K | – | 0.03 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $833K | – | 0.05 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| MultiCare Health System | Long | Debt | US | $145K | – | 0.01 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $333K | – | 0.02 |
| MyMichigan Health | Long | Debt | US | $113K | – | 0.01 |
| Nasdaq Inc | Long | Debt | US | $190K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $511K | – | 0.03 |
| NatWest Group PLC | Long | Debt | GB | $439K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $397K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $355K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $244K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $202K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $199K | – | 0.01 |
| NatWest Markets PLC | Long | Debt | GB | $830K | – | 0.05 |
| NBN Co Ltd | Long | Debt | AU | $919K | – | 0.05 |
| Neuberger Berman CLO XV (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Neuberger Berman CLO XXI Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Nevada Power Co | Long | Debt | US | $96K | – | 0.01 |
| New England Power Co | Long | Debt | US | $107K | – | 0.01 |
| New Residential Mortgage Loan Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $153K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $248K | – | 0.01 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $108K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $916K | – | 0.05 |
| NGPL PipeCo LLC | Long | Debt | US | $358K | – | 0.02 |
| Niagara Mohawk Power Corp | Long | Debt | US | $385K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.07 |
| NiSource Inc | Long | Debt | US | $294K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $225K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $287K | – | 0.02 |
| NNN REIT Inc | Long | Debt | US | $244K | – | 0.01 |
| Nomura Holdings Inc | Long | Debt | JP | $538K | – | 0.03 |
| Nomura Holdings Inc | Long | Debt | JP | $305K | – | 0.02 |
| Nordea Bank Abp | Long | Debt | FI | $351K | – | 0.02 |
| Northern Trust Corp | Long | Debt | US | $101K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $41K | – | 0.00 |
| Northwell Healthcare Inc | Long | Debt | US | $476K | – | 0.03 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $363K | – | 0.02 |
| Northwoods Capital XIV-B Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Novelis Corp | Long | Debt | US | $1M | – | 0.07 |
| NRG Energy Inc | Long | Debt | US | $362K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $339K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $288K | – | 0.02 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $1M | – | 0.07 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $719K | – | 0.04 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $593K | – | 0.03 |
| Nutrien Ltd | Long | Debt | CA | $272K | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $99K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $73K | – | 0.00 |
| nVent Finance Sarl | Long | Debt | LU | $222K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $621K | – | 0.03 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $557K | – | 0.03 |
| NYU Langone Hospitals | Long | Debt | US | $194K | – | 0.01 |
| O'Reilly Automotive Inc | Long | Debt | US | $179K | – | 0.01 |
| Oaktree CLO 2019-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Oaktree CLO 2019-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| OBX 2024-NQM9 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $181K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $177K | – | 0.01 |
| Octane Receivables Trust 2021-1 | Long | ABS-other | US | $688K | – | 0.04 |
| Octane Receivables Trust 2021-1 | Long | ABS-other | US | $581K | – | 0.03 |
| OGE Energy Corp | Long | Debt | US | $143K | – | 0.01 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $210K | – | 0.01 |
| OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE (Oklahoma Development Finance Authority) | Long | Debt | US | $1M | – | 0.08 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $291K | – | 0.02 |
| OneMain Financial Issuance Trust 2022-3 | Long | ABS-other | US | $2M | – | 0.10 |
| ONEOK Partners LP | Long | Debt | US | $263K | – | 0.01 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $238K | – | 0.01 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $154K | – | 0.01 |
| Oportun Issuance Trust 2021-B (Oportun Funding LLC) | Long | ABS-other | US | $923K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $506K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $350K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $170K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $161K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $76K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $47K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $41K | – | 0.00 |
| Orange Lake Country Club, Inc Term Loan A | Long | ABS-other | US | $172K | – | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $2M | – | 0.10 |
| Otis Worldwide Corp | Long | Debt | US | $634K | – | 0.04 |
| P4 SFR HOLDCO LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Pabrik Kertas Tjiwi Kimia BL | Long | Debt | LU | $99K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.16 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $696K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $376K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $344K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $285K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $102K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $56K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $27K | – | 0.00 |
| Pacific Life Insurance Co | Long | Debt | US | $196K | – | 0.01 |
| Packaging Corp of America | Long | Debt | US | $309K | – | 0.02 |
| Penske Automotive Group Inc | Long | Debt | US | $3M | – | 0.16 |
| Pepco Holdings LLC | Long | Debt | US | $133K | – | 0.01 |
| Pepperdine University | Long | Debt | US | $190K | – | 0.01 |
| Peru Government International Bonds | Long | Debt | PE | $53K | – | 0.00 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $785K | – | 0.04 |
| PFP 2024-11 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| PG&E Recovery Funding LLC (PG&E RECOVERY FND LLC) | Long | Debt | US | $433K | – | 0.02 |
| PG&E Recovery Funding LLC (PG&E RECOVERY FND LLC) | Long | Debt | US | $421K | – | 0.02 |
| PG&E Recovery Funding LLC (PG&E RECOVERY FND LLC) | Long | Debt | US | $352K | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $382K | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $292K | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $203K | – | 0.01 |
| PHILADELPHIA PA SCH DIST (School District of Philadelphia/The) | Long | Debt | US | $1M | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.12 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $517K | – | 0.03 |
| Phillips 66 Co | Long | Debt | US | $231K | – | 0.01 |
| Phillips 66 Co | Long | Debt | US | $230K | – | 0.01 |
| Phillips 66 Co | Long | Debt | US | $48K | – | 0.00 |
| Piedmont Healthcare Inc | Long | Debt | US | $304K | – | 0.02 |
| Pindo Deli Pulp & Paper Mills PT | Long | Debt | ID | $0 | – | – |
| Pioneer Natural Resources Co | Long | Debt | US | $447K | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $5M | – | 0.26 |
| PNC Bank NA | Long | Debt | US | $374K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $600K | – | 0.03 |
| PNMAC GMSR ISSUER TRUST 2022-GT1 | Long | ABS-other | US | $2M | – | 0.09 |
| Post Holdings Inc | Long | Debt | US | $777K | – | 0.04 |
| Post Holdings Inc | Long | Debt | US | $634K | – | 0.04 |
| Post Holdings Inc | Long | Debt | US | $246K | – | 0.01 |
| PPL Electric Utilities Corp | Long | Debt | US | $229K | – | 0.01 |
| Precision Castparts Corp | Long | Debt | US | $144K | – | 0.01 |
| Precision Castparts Corp | Long | Debt | US | $90K | – | 0.01 |
| PRET 2021-RN4 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $2M | – | 0.13 |
| Progress Energy Inc | Long | Debt | US | $167K | – | 0.01 |
| Progress Residential 2022-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| Progress Residential 2022-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| Progress Residential 2022-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.09 |
| Progress Residential Trust | Long | ABS-other | US | $2M | – | 0.09 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $80K | – | 0.00 |
| PRPM 2023-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $490K | – | 0.03 |
| Prudential Insurance Co of America/The | Long | Debt | US | $204K | – | 0.01 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $38K | – | 0.00 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $493K | – | 0.03 |
| Public Service Electric and Gas Co | Long | Debt | US | $457K | – | 0.03 |
| Public Service Electric and Gas Co (PUB SVC ELEC & GAS) | Long | Debt | US | $104K | – | 0.01 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $282K | – | 0.02 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $224K | – | 0.01 |
| QUALCOMM Inc | Long | Debt | US | $256K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $637K | – | 0.04 |
| Quanta Services Inc | Long | Debt | US | $467K | – | 0.03 |
| Ready Capital Mortgage Financing 2021-FL7 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $825K | – | 0.05 |
| Ready Capital Mortgage Financing 2021-FL7 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $710K | – | 0.04 |
| Regal Rexnord Corp | Long | Debt | US | $3M | – | 0.15 |
| Regal Rexnord Corp | Long | Debt | US | $2M | – | 0.11 |
| Regal Rexnord Corp | Long | Debt | US | $850K | – | 0.05 |
| Regency Centers LP | Long | Debt | US | $391K | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $307K | – | 0.02 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $761K | – | 0.04 |
| Renew 2017-1 (Renew Financial) | Long | ABS-other | KY | $98K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $363K | – | 0.02 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $795K | – | 0.04 |
| Rockford Tower CLO 2020-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Rogers Communications Inc | Long | Debt | CA | $3M | – | 0.17 |
| Rogers Communications Inc | Long | Debt | CA | $3M | – | 0.16 |
| Royalty Pharma PLC | Long | Debt | GB | $237K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $185K | – | 0.01 |
| RT FIN 2023 LLC | Long | ABS-other | US | $995K | – | 0.06 |
| RTX Corp | Long | Debt | US | $367K | – | 0.02 |
| RTX Corp | Long | Debt | US | $246K | – | 0.01 |
| RTX Corp | Long | Debt | US | $200K | – | 0.01 |
| RTX Corp | Long | Debt | US | $175K | – | 0.01 |
| RTX Corp | Long | Debt | US | $43K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $337K | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $999K | – | 0.06 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $644K | – | 0.04 |
| Sabra Health Care LP | Long | Debt | US | $367K | – | 0.02 |
| Safehold GL Holdings LLC | Long | Debt | US | $1M | – | 0.06 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $299K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2022-4 | Long | ABS-other | US | $553K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $2M | – | 0.12 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $2M | – | 0.11 |
| Santander Holdings USA Inc | Long | Debt | US | $586K | – | 0.03 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $832K | – | 0.05 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $435K | – | 0.02 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $426K | – | 0.02 |
| Santos Finance Ltd | Long | Debt | AU | $2M | – | 0.10 |
| SART 2018 1 | Long | ABS-other | US | $20K | – | 0.00 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $258K | – | 0.01 |
| SBA Communications Corp | Long | Debt | US | $2M | – | 0.11 |
| SCE Recovery Funding LLC | Long | Debt | US | $378K | – | 0.02 |
| SCE Recovery Funding LLC | Long | Debt | US | $161K | – | 0.01 |
| Scentre Group Trust 1 / Scentre Group Trust 2 (SCENTRE GROUP TRUST 1/2) | Long | Debt | AU | $396K | – | 0.02 |
| Scentre Group Trust 2 | Long | Debt | AU | $190K | – | 0.01 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $2M | – | 0.09 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $221K | – | 0.01 |
| Sequoia Mortgage Trust 2003-1 | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Sequoia Mortgage Trust 2004-9 | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Sigeco Securitization I LLC | Long | Debt | US | $364K | – | 0.02 |
| Sirius XM Radio Inc | Long | Debt | US | $336K | – | 0.02 |
| SITE Centers Corp | Long | Debt | US | $94K | – | 0.01 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $663K | – | 0.04 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Societe Generale SA | Long | Debt | FR | $944K | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $823K | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $704K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $667K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $392K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $314K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $671K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $459K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $289K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $193K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $102K | – | 0.01 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $597K | – | 0.03 |
| Southern Co Gas Capital Corp | Long | Debt | US | $190K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $82K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $55K | – | 0.00 |
| Southern Co/The | Long | Debt | US | $666K | – | 0.04 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $84K | – | 0.00 |
| Southwestern Public Service Co | Long | Debt | US | $87K | – | 0.00 |
| Spirit Airlines Pass Through Trust 2017-1AA (SPIRIT AIR 2017-1 PTT AA) | Long | Debt | US | $128K | – | 0.01 |
| Sprint Capital Corp | Long | Debt | US | $244K | – | 0.01 |
| SS&C Technologies Inc | Long | Debt | US | $3M | – | 0.14 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $512K | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $454K | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $406K | – | 0.02 |
| Standard Industries Inc/NJ | Long | Debt | US | $3M | – | 0.17 |
| Standard Industries Inc/NJ | Long | Debt | US | $1M | – | 0.07 |
| State Street Institutional Liquid Reserves Fund | Long | Equity-common | US | $11M | 11M | 0.62 |
| Steel Dynamics Inc | Long | Debt | US | $153K | – | 0.01 |
| Stellantis Finance US Inc (STELLANTIS FIN US INC) | Long | Debt | US | $333K | – | 0.02 |
| Store Master Funding I-VII XIV XIX XX XXIV XXII (STORE Master Funding LLC) | Long | ABS-other | US | $533K | – | 0.03 |
| Store Master Funding I-VII XIV XIX XX XXIV XXII (STORE Master Funding LLC) | Long | ABS-other | US | $255K | – | 0.01 |
| Stratus Static CLO 2022-3 Ltd (Stratus CLO) | Long | ABS-collateralized bond/debt obligation | JE | $513K | – | 0.03 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| STWD 2021-FL2 Ltd (Starwood Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| STWD 2022-FL3 Ltd (Starwood Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| STWD 2022-FL3 Ltd (Starwood Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | KY | $735K | – | 0.04 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $4M | – | 0.24 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $1M | – | 0.06 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $343K | – | 0.02 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $338K | – | 0.02 |
| Suncor Energy Inc | Long | Debt | CA | $151K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.20 |
| T-Mobile USA Inc | Long | Debt | US | $571K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $320K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $281K | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $610K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $471K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $293K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.14 |
| Targa Resources Corp | Long | Debt | US | $732K | – | 0.04 |
| Targa Resources Corp | Long | Debt | US | $466K | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $165K | – | 0.01 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $1M | – | 0.08 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $356K | – | 0.02 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $229K | – | 0.01 |
| Texas Health Resources | Long | Debt | US | $353K | – | 0.02 |
| Texas Health Resources | Long | Debt | US | $133K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $409K | – | 0.02 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $456K | – | 0.03 |
| Theorem Funding Trust 2022-2 | Long | ABS-other | US | $262K | – | 0.01 |
| Thornburg Mortgage Securities Trust 2004-4 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.12 |
| Time Warner Cable LLC | Long | Debt | US | $601K | – | 0.03 |
| Toledo Hospital/The | Long | Debt | US | $3M | – | 0.18 |
| Toledo Hospital/The | Long | Debt | US | $1M | – | 0.07 |
| Toll Road Investors Partnership II LP (TOLL ROAD INV PART II) | Long | Debt | US | $2M | – | 0.10 |
| Toll Road Investors Partnership II LP (TOLL ROAD INV PART II) | Long | Debt | US | $849K | – | 0.05 |
| Toll Road Investors Partnership II LP (TOLL ROAD INV PART II) | Long | Debt | US | $743K | – | 0.04 |
| Toll Road Investors Partnership II LP (TOLL ROAD INV PART II) | Long | Debt | US | $577K | – | 0.03 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $345K | – | 0.02 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $567K | – | 0.03 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $285K | – | 0.02 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Tower Health | Long | Debt | US | $2M | – | 0.10 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $281K | – | 0.02 |
| TransDigm Inc | Long | Debt | US | $3M | – | 0.15 |
| Tricon American Homes 2019-SFR1 Trust | Long | ABS-other | US | $2M | – | 0.09 |
| Truist Financial Corp | Long | Debt | US | $732K | – | 0.04 |
| Truist Financial Corp | Long | Debt | US | $559K | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $315K | – | 0.02 |
| Truist Financial Corp | Long | Debt | US | $52K | – | 0.00 |
| Tyson Foods Inc | Long | Debt | US | $348K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20M | – | 1.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $13M | – | 0.75 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.61 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.51 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.48 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.43 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.42 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.38 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.20 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $707K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $543K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $467K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $370K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $329K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $326K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $259K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $256K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $180K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $143K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $118K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $95K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $45K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.32 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $52M | – | 2.90 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $50M | – | 2.80 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $35M | – | 1.95 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 1.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $19M | – | 1.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $14M | – | 0.79 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.57 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.55 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.54 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.39 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.38 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.28 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $731K | – | 0.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $580K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $510K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $409K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $379K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $235K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $7M | – | 0.40 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $6M | – | 0.35 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $4M | – | 0.24 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.08 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $987K | – | 0.06 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $696K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $630K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $575K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $434K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $410K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $356K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $348K | – | 0.02 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $271K | – | 0.02 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $734K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $465K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $279K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $243K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $240K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $205K | – | 0.01 |
| UDR Inc | Long | Debt | US | $341K | – | 0.02 |
| UDR Inc | Long | Debt | US | $248K | – | 0.01 |
| UDR Inc | Long | Debt | US | $49K | – | 0.00 |
| UniCredit SpA | Long | Debt | IT | $406K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $311K | – | 0.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Union Pacific Corp | Long | Debt | US | $79K | – | 0.00 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $186K | – | 0.01 |
| United Airlines 2016-1 Class B Pass Through Trust (UNITED AIR 2016-1 B PTT) | Long | Debt | US | $99K | – | 0.01 |
| United Airlines 2016-2 Class A Pass Through Trust (UNITED AIR 2016-2 A PTT) | Long | Debt | US | $369K | – | 0.02 |
| United Airlines 2018-1 Class A Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | Debt | US | $526K | – | 0.03 |
| United Airlines 2018-1 Class AA Pass Through Trust (UNITED AIR 2018-1 AA PTT) | Long | Debt | US | $259K | – | 0.01 |
| United Airlines 2018-1 Class B Pass Through Trust (UNITED AIR 2018-1 B PTT) | Long | Debt | US | $165K | – | 0.01 |
| United Airlines 2019-1 Class A Pass Through Trust (UNITED AIR 2019-1 A PTT) | Long | Debt | US | $327K | – | 0.02 |
| United Airlines 2019-1 Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $376K | – | 0.02 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $421K | – | 0.02 |
| United Airlines 2024-1 Class AA Pass Through Trust (UNITED AIR 2024-1 AA PTT) | Long | Debt | US | $344K | – | 0.02 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $602K | – | 0.03 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $507K | – | 0.03 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $432K | – | 0.02 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $332K | – | 0.02 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $272K | – | 0.02 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $167K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $347K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $265K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $243K | – | 0.01 |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $507K | – | 0.03 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $175K | – | 0.01 |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $140K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $176K | – | 0.01 | |
| US Auto Funding Trust 2022-1 (USASF Receivables LLC) | Long | ABS-other | US | $733K | – | 0.04 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $530K | – | 0.03 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2M | – | 0.09 | |
| Valero Energy Corp | Long | Debt | US | $232K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $3M | – | 0.15 |
| Verisk Analytics Inc | Long | Debt | US | $415K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $350K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $49K | – | 0.00 |
| Verus Securitization Trust 2024-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $157K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $325K | – | 0.02 |
| VM DEBT 2019 1 TR | Long | ABS-other | US | $2M | – | 0.11 |
| VM Master Issuer LLC (VM Master Issuer, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| VMware LLC | Long | Debt | US | $801K | – | 0.04 |
| Vodafone Group PLC | Long | Debt | GB | $832K | – | 0.05 |
| Vodafone Group PLC | Long | Debt | GB | $401K | – | 0.02 |
| Vodafone Group PLC | Long | Debt | GB | $326K | – | 0.02 |
| VOLT C LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $462K | – | 0.03 |
| VOLT CI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $574K | – | 0.03 |
| VOLT XCII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $249K | – | 0.01 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $994K | – | 0.06 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $729K | – | 0.04 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $442K | – | 0.02 |
| VOLT XCV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $483K | – | 0.03 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $562K | – | 0.03 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $707K | – | 0.04 |
| Voya 2012-4 Ltd (VOYA CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Voya 2012-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $635K | – | 0.04 |
| Voya 2012-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $447K | – | 0.02 |
| VSE 2018-A VOI Mortgage LLC (VSE VOI Mortgage LLC) | Long | ABS-other | US | $77K | – | 0.00 |
| Vulcan Materials Co | Long | Debt | US | $1M | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.11 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.09 |
| WEC Energy Group Inc | Long | Debt | US | $54K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.31 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $812K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $591K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $496K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $415K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-C30 | Long | ABS-mortgage backed security | US | $715K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2016-LC25 | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Wells Fargo Commercial Mortgage Trust 2017-C42 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Welltower OP LLC | Long | Debt | US | $276K | – | 0.02 |
| Welltower OP LLC | Long | Debt | US | $238K | – | 0.01 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $4M | – | 0.20 |
| Westlake Automobile Receivables Trust 2022-3 | Long | ABS-other | US | $2M | – | 0.10 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.07 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $1M | – | 0.06 |
| Westpac Banking Corp | Long | Debt | AU | $2M | – | 0.10 |
| WMG Acquisition Corp | Long | Debt | US | $707K | – | 0.04 |
| WP Carey Inc | Long | Debt | US | $777K | – | 0.04 |
| WP Carey Inc | Long | Debt | US | $334K | – | 0.02 |
| WRKCo Inc | Long | Debt | US | $43K | – | 0.00 |
| Xcel Energy Inc | Long | Debt | US | $212K | – | 0.01 |
| Yale-New Haven Health Services Corp (YALE-NEW HAVEN HLTH SRVC) | Long | Debt | US | $240K | – | 0.01 |
| Zoetis Inc | Long | Debt | US | $320K | – | 0.02 |
Address
SUNAMERICA SERIES TRUST
21650 Oxnard Street, 10th Floor
Woodland Hills
California
91367
United States of America
Websites
Directors
John T. Genoy
Charles H. Self III
Christianne F. Kerns
Bruce G. Willison
Martha B. Willis
Tracey C. Doi
Jane Jelenko
Transfer Agents
VALIC Retirement Services Company
Pricing Services
Virtu Financial, Inc.
Bloomberg L.P.
CanDeal Group Inc.
ICE Data Services, Inc.
State Street GS Performance Services Limited
S&P Global Market Intelligence Inc.
LSEG US Fin Corp.
PricingDirect Inc.
Bank of America Merrill Lynch Securities Inc
Custodians
BNP Paribas
State Street Trust Company Canada
Intesa Sanpaolo S.p.A.
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
State Street Bank and Trust Company
Clearstream Banking S.A.
State Street Bank International GmbH
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Citibank Europe Public Limited Company
Skandinaviska Enskilda Banken AB
Euroclear Bank
Citibank, National Association (Singapore, SG, Branch)
Royal Bank of Canada
BNP Paribas (Athens, Attica, GR, Branch)
Bank Hapoalim B.M.
UniCredit Bank Austria AG
Skandinaviska Enskilda Banken A/S
The Hongkong and Shanghai Banking Corporation Limited
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
UBS Switzerland AG
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Shareholder Servicing Agents
VALIC Retirement Services Company
Admins
N/A
Brokers
BofA Securities, Inc.
Goldman Sachs & Co. LLC
Citigroup Global Markets Inc.
Nomura Securities International, Inc.
UBS Securities LLC
Barclays Capital Inc.