Voya mutual funds > Voya Funds Trust
VOYA INTERMEDIATE BOND FUND
$7.92B
Avg Monthly Net Assets
$9.00B
Total Assets
$611.96M
Total Liabilities
$8.39B
Net Assets
VOYA INTERMEDIATE BOND FUND is a Mutual Fund in Voya Funds Trust
from Voya mutual funds,
based in Arizona,
United States of America.
The fund has six share classes
and monthly net assets of $7.92B.
On August 27th, 2024 it reported 2,251 holdings, the largest
being US TREASURY N/B (3.6%), NATIONAL BANK FINANCIAL INC. (1.2%) and CANTOR FITZGERALD SECURITIES (1.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000023012 | IIBAX | |
| Class C | C000023014 | IICCX | |
| Class I | C000023015 | IICIX | |
| Class R | C000023011 | IIBOX | |
| Class R6 | C000122010 | IIBZX | |
| Class W | C000057276 | IIBWX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AB BSL CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $6M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $6M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $5M | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $875K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $4M | – | 0.05 |
| ACE Securities Corp Mortgage Loan Trust Series 2007-D1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| ACRES Commercial Realty 2021-FL1 Ltd (Acres PLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Adobe Inc | Long | Debt | US | $3M | – | 0.03 |
| ADT Security Corp/The (ADT SEC CORP) | Long | Debt | US | $4M | – | 0.05 |
| AEP Texas Inc | Long | Debt | US | $5M | – | 0.06 |
| AEP Texas Inc | Long | Debt | US | $4M | – | 0.04 |
| AEP Transmission Co LLC | Long | Debt | US | $2M | – | 0.03 |
| AES Corp/The | Long | Debt | US | $3M | – | 0.04 |
| AES Corp/The | Long | Debt | US | $3M | – | 0.04 |
| AES Corp/The | Long | Debt | US | $3M | – | 0.03 |
| AES Corp/The | Long | Debt | US | $2M | – | 0.03 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $2M | – | 0.03 |
| Aetna Inc | Long | Debt | US | $2M | – | 0.03 |
| AGCO Corp | Long | Debt | US | $3M | – | 0.03 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.04 |
| Air Products and Chemicals Inc (AIR PRODUCTS & CHEMICALS) | Long | Debt | US | $2M | – | 0.03 |
| Alabama Power Co | Long | Debt | US | $2M | – | 0.02 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $4M | – | 0.05 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $2M | – | 0.03 |
| Alleghany Corp | Long | Debt | US | $2M | – | 0.02 |
| Alleghany Corp | Long | Debt | US | $846K | – | 0.01 |
| Alternative Loan Trust 2004-J7 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2005-53T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Alternative Loan Trust 2005-65CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| Alternative Loan Trust 2005-6CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| Alternative Loan Trust 2005-J2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $688K | – | 0.01 |
| Alternative Loan Trust 2006-13T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| Alternative Loan Trust 2007-2CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $793K | – | 0.01 |
| Alternative Loan Trust 2007-3T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| Alternative Loan Trust 2007-8CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $3M | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $2M | – | 0.03 |
| Amcor Group Finance PLC | Long | Debt | GB | $2M | – | 0.02 |
| Ameren Corp | Long | Debt | US | $4M | – | 0.05 |
| American Airlines 2015-2 Class AA Pass Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $306K | – | 0.00 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $2M | – | 0.02 |
| American Airlines 2016-2 Class A Pass Through Trust (AMERN AIRLINE 16-2 A PTT) | Long | Debt | US | $344K | – | 0.00 |
| American Airlines 2016-2 Class AA Pass Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $2M | – | 0.03 |
| American Airlines 2017-2 Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $5M | – | 0.05 |
| American Airlines 2019-1 Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $930K | – | 0.01 |
| American Express Co | Long | Debt | US | $6M | – | 0.08 |
| American Express Co | Long | Debt | US | $4M | – | 0.05 |
| American Express Co | Long | Debt | US | $3M | – | 0.04 |
| American Express Co | Long | Debt | US | $1M | – | 0.02 |
| American Home Mortgage Assets Trust 2007-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $0 | – | – |
| American Homes 4 Rent LP | Long | Debt | US | $6M | – | 0.07 |
| American Homes 4 Rent LP | Long | Debt | US | $997K | – | 0.01 |
| American Homes 4 Rent LP | Long | Debt | US | $894K | – | 0.01 |
| American Honda Finance Corp | Long | Debt | US | $4M | – | 0.05 |
| American Honda Finance Corp | Long | Debt | US | $4M | – | 0.04 |
| American Honda Finance Corp | Long | Debt | US | $2M | – | 0.03 |
| American Honda Finance Corp | Long | Debt | US | $494K | – | 0.01 |
| American International Group Inc | Long | Debt | US | $6M | – | 0.08 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $4M | – | 0.05 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $3M | – | 0.04 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $115K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $3M | – | 0.04 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.02 |
| American Transmission Systems Inc | Long | Debt | US | $2M | – | 0.02 |
| American Transmission Systems Inc | Long | Debt | US | $2M | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $4M | – | 0.05 |
| American Water Capital Corp | Long | Debt | US | $2M | – | 0.02 |
| Ameriprise Financial Inc | Long | Debt | US | $3M | – | 0.03 |
| Amgen Inc | Long | Debt | US | $2M | – | 0.02 |
| AMMC CLO 25 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.26 |
| Anglo American Capital PLC | Long | Debt | GB | $5M | – | 0.06 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $666K | – | 0.01 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $4M | – | 0.05 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $4M | – | 0.05 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $4M | – | 0.05 |
| Antofagasta PLC | Long | Debt | GB | $4M | – | 0.05 |
| Aon North America Inc | Long | Debt | US | $10M | – | 0.12 |
| Aon North America Inc | Long | Debt | US | $3M | – | 0.04 |
| Aon North America Inc | Long | Debt | US | $1M | – | 0.01 |
| Apidos Clo Xxv (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.18 |
| Apidos CLO XXXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.19 |
| Apidos CLO XXXV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.12 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| Aqua Finance Trust 2019-A | Long | ABS-other | US | $474K | – | 0.01 |
| Aqua Finance Trust 2020-A | Long | ABS-other | US | $849K | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| AREIT 2023-CRE8 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | BM | $12M | – | 0.14 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| ARES Commercial Mortgage Trust 2024-IND | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| ARES LII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.12 |
| Arroyo Mortgage Trust 2019-3 | Long | ABS-mortgage backed security | US | $535K | – | 0.01 |
| Arthur J Gallagher & Co | Long | Debt | US | $3M | – | 0.03 |
| Arthur J Gallagher & Co | Long | Debt | US | $415K | – | 0.00 |
| Arthur J Gallagher & Co | Long | Debt | US | $282K | – | 0.00 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Asbury Automotive Group Inc | Long | Debt | US | $4M | – | 0.05 |
| Astrazeneca Finance LLC | Long | Debt | US | $6M | – | 0.07 |
| AT&T Inc | Long | Debt | US | $23M | – | 0.27 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $694K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $521K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $10M | – | 0.12 |
| AutoZone Inc | Long | Debt | US | $2M | – | 0.02 |
| AUTOZONE INC 0 07/01/2024 | Long | Debt | US | $1M | – | 0.01 |
| Avangrid Inc | Long | Debt | US | $10M | – | 0.11 |
| Avangrid Inc | Long | Debt | US | $2M | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $5M | – | 0.05 |
| Avnet Inc | Long | Debt | US | $3M | – | 0.03 |
| Avnet Inc | Long | Debt | US | $2M | – | 0.03 |
| BAE Systems PLC | Long | Debt | GB | $5M | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $1M | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $1M | – | 0.01 |
| Banc of America Funding 2007-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| Banc of America Mortgage 2007-2 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $4M | – | 0.05 |
| Banco Nacional de Panama | Long | Debt | PA | $3M | – | 0.03 |
| Banco Nacional de Panama | Long | Debt | PA | $2M | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $4M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $4M | – | 0.05 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $793K | – | 0.01 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $966K | – | 0.01 |
| BANK 2017-BNK9 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK 2018-BNK14 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK 2018-BNK14 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $784K | – | 0.01 |
| Bank 2019-BNK19 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $807K | – | 0.01 |
| BANK 2020-BNK30 | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $10M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $842K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $5M | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $5M | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $3M | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $764K | – | 0.01 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $543K | – | 0.01 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $7M | – | 0.08 |
| Barings CLO Ltd 2017-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| Barings CLO Ltd 2018-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.25 |
| Barings Clo Ltd 2019-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $4M | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $252K | – | 0.00 |
| Bath & Body Works Inc | Long | Debt | US | $4M | – | 0.05 |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2 (Bayview Opportunity Master Fun) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $12M | – | 0.14 |
| Bayview Opportunity Master Fund VII Trust 2024-SN1 (BOF URSA FUNDING) | Long | ABS-other | US | $15M | – | 0.18 |
| BBCCRE Trust 2015-GTP | Long | ABS-mortgage backed security | US | $499K | – | 0.01 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $778K | – | 0.01 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| BBCMS Trust 2021-C10 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BDS 2021-FL10 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Bear Stearns ALT-A Trust 2005-4 | Long | ABS-mortgage backed security | US | $588K | – | 0.01 |
| Bear Stearns ALT-A Trust 2005-7 | Long | ABS-mortgage backed security | US | $649K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $4M | – | 0.05 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $1M | – | 0.01 |
| Benchmark 2018-B5 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| Benchmark 2021-B30 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Benefit Street Partners CLO VIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.01 |
| Benefit Street Partners CLO XIV Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| Benefit Street Partners CLO XIX Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.24 |
| Benefit Street Partners CLO XXIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| Berry Global Inc | Long | Debt | US | $4M | – | 0.05 |
| BFLD 2024-WRHS Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $3M | – | 0.04 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $3M | – | 0.04 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $2M | – | 0.02 |
| BIG Commercial Mortgage Trust 2022-BIG | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $2M | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $2M | – | 0.02 |
| BlackRock Funding Inc | Long | Debt | US | $2M | – | 0.02 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $4M | – | 0.05 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $1M | – | 0.02 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $608K | – | 0.01 |
| Blackstone Private Credit Fund | Long | Debt | US | $3M | – | 0.04 |
| Blackstone Secured Lending Fund | Long | Debt | US | $4M | – | 0.05 |
| BLP Commercial Mortgage Trust 2023-IND | Long | ABS-mortgage backed security | US | $993K | – | 0.01 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Blue Owl Credit Income Corp | Long | Debt | US | $4M | – | 0.04 |
| Blue Owl Credit Income Corp | Long | Debt | US | $2M | – | 0.02 |
| BlueMountain CLO 2014-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| BlueMountain CLO 2016-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.24 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| BMD2 Re-Remic Trust 2019-FRR1 | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| BMD2 Re-Remic Trust 2019-FRR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.03 |
| BNP PARIBAS SA (PARIS BRANCH) | Long | Debt | US | $10M | – | 0.12 |
| BOCA Commercial Mortgage Trust 2022-BOCA | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.01 |
| Bojangles Issuer LLC (Bojangles Issuer, LLC) | Long | ABS-other | US | $6M | – | 0.07 |
| Booz Allen Hamilton Inc | Long | Debt | US | $5M | – | 0.06 |
| Booz Allen Hamilton Inc | Long | Debt | US | $5M | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $858K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $796K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $3M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.02 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $5M | – | 0.06 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $3M | – | 0.04 |
| Brink's Co/The | Long | Debt | US | $1M | – | 0.02 |
| Brink's Co/The | Long | Debt | US | $1M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $1M | – | 0.01 |
| Broad River Bsl Funding Clo Ltd 2020-1 | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| Broad River Bsl Funding Clo Ltd 2020-1 | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $8M | – | 0.09 |
| Broadcom Inc | Long | Debt | US | $6M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.06 |
| Brookfield Finance Inc | Long | Debt | CA | $4M | – | 0.05 |
| Brookfield Finance Inc | Long | Debt | CA | $2M | – | 0.02 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.06 |
| Builders FirstSource Inc | Long | Debt | US | $3M | – | 0.04 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.01 |
| BX 2024-BRVE (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| BX 2024-PALM (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BX Commercial Mortgage Trust 2021-IRON (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-SOAR (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $740K | – | 0.01 |
| BX Commercial Mortgage Trust 2023-VLT3 (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX Trust 2021-SDMF | Long | ABS-mortgage backed security | US | $932K | – | 0.01 |
| BX Trust 2022-FOX2 | Long | ABS-mortgage backed security | US | $780K | – | 0.01 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| CaixaBank SA | Long | Debt | ES | $2M | – | 0.03 |
| California Street CLO IX LP (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| Calpine Corp | Long | Debt | US | $4M | – | 0.04 |
| Camden Property Trust | Long | Debt | US | $4M | – | 0.04 |
| Camden Property Trust | Long | Debt | US | $4M | – | 0.04 |
| Campbell Soup Co | Long | Debt | US | $3M | – | 0.04 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $4M | – | 0.05 |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH) | Long | Debt | US | $10M | – | 0.12 |
| Canadian Pacific Railway Co | Long | Debt | CA | $2M | – | 0.02 |
| CANTOR FITZGERALD SECURITIES | Long | Repurchase agreement | US | $98M | – | 1.17 |
| Capital One Financial Corp | Long | Debt | US | $3M | – | 0.04 |
| Cardinal Health Inc | Long | Debt | US | $910K | – | 0.01 |
| Cargill Inc | Long | Debt | US | $3M | – | 0.04 |
| Cargill Inc | Long | Debt | US | $2M | – | 0.02 |
| Cargill Inc | Long | Debt | US | $2M | – | 0.02 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Carlyle Global Market Strategies CLO 2015-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.30 |
| Carrier Global Corp | Long | Debt | US | $1M | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $696K | – | 0.01 |
| Cascades Inc/Cascades USA Inc (CASCADES INC/USA INC) | Long | Debt | $4M | – | 0.05 | |
| CCUBS Commercial Mortgage Trust 2017-C1 (UBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $515K | – | 0.01 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $733K | – | 0.01 |
| Cedar Funding IV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.12 |
| Cedar Funding VIII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.13 |
| Cemex SAB de CV | Long | Debt | MX | $4M | – | 0.05 |
| Cencora Inc | Long | Debt | US | $3M | – | 0.04 |
| Cencosud SA | Long | Debt | CL | $2M | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $719K | – | 0.01 |
| Centene Corp | Long | Debt | US | $21M | – | 0.26 |
| Centene Corp | Long | Debt | US | $3M | – | 0.04 |
| Centene Corp | Long | Debt | US | $2M | – | 0.03 |
| Centene Corp | Long | Debt | US | $1M | – | 0.02 |
| CenterPoint Energy Inc | Long | Debt | US | $2M | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Charles Schwab Corp/The | Long | Debt | US | $4M | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $1M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.01 |
| Chase Funding Trust Series 2003-5 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $36K | – | 0.00 |
| Chase Home Lending Mortgage Trust 2019-1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Chase Home Lending Mortgage Trust 2019-1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Cheniere Energy Inc | Long | Debt | US | $722K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $443K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2004-22 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $740K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| CHNGE Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $599K | – | 0.01 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $2M | – | 0.02 |
| CIFC Funding 2018-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| CIFC Funding 2019-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $6M | – | 0.07 |
| Cigna Group/The | Long | Debt | US | $5M | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $3M | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $3M | – | 0.04 |
| CIM Trust 2019-INV1 | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CIM Trust 2019-INV3 | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| CIM Trust 2019-J2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CIM Trust 2019-J2 | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| CIM Trust 2019-R5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CIM Trust 2020-J1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CIMIC Finance USA Pty Ltd | Long | Debt | AU | $1M | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $4M | – | 0.05 |
| Cisco Systems Inc | Long | Debt | US | $4M | – | 0.04 |
| Cisco Systems Inc | Long | Debt | US | $2M | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $2M | – | 0.02 |
| Citicorp Mortgage Securities Trust Series 2006-3 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $580K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2015-GC35 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $961K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $830K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2018-C5 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $968K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $786K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2006-AR9 | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-10 | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2015-A | Long | ABS-mortgage backed security | US | $578K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2021-J2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2021-J2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citizens Financial Group Inc | Long | Debt | US | $4M | – | 0.04 |
| Citizens Financial Group Inc | Long | Debt | US | $3M | – | 0.04 |
| Citizens Financial Group Inc | Long | Debt | US | $3M | – | 0.04 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $2M | – | 0.02 |
| Cleveland-Cliffs Inc | Long | Debt | US | $4M | – | 0.05 |
| Cleveland-Cliffs Inc | Long | Debt | US | $4M | – | 0.04 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $6M | – | 0.07 |
| CLNY Trust 2019-IKPR (COLONY MORTGAGE CAPITAL LTD) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| CMS Energy Corp | Long | Debt | US | $7M | – | 0.08 |
| CMS Energy Corp | Long | Debt | US | $1M | – | 0.02 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $5M | – | 0.06 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $5M | – | 0.06 |
| CNO Financial Group Inc | Long | Debt | US | $6M | – | 0.07 |
| CNO Global Funding | Long | Debt | US | $5M | – | 0.06 |
| Coca-Cola Co/The | Long | Debt | US | $2M | – | 0.03 |
| Coca-Cola Co/The | Long | Debt | US | $2M | – | 0.03 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $3M | – | 0.04 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $6M | – | 0.07 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $5M | – | 0.06 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $792K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $330K | – | 0.00 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $4M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.06 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.02 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| COMM 2013-CCRE10 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM 2014-UBS4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COMM 2015-CCRE27 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| COMM 2016-CR28 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $892K | – | 0.01 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Commonbond Student Loan Trust 2016-B | Long | ABS-other | US | $244K | – | 0.00 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $475K | – | 0.01 |
| Commonbond Student Loan Trust 2018-A-GS | Long | ABS-other | US | $57K | – | 0.00 |
| Commonbond Student Loan Trust 2020-A-GS | Long | ABS-other | US | $2M | – | 0.03 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $1M | – | 0.01 |
| Concentrix Corp | Long | Debt | US | $6M | – | 0.07 |
| Concentrix Corp | Long | Debt | US | $5M | – | 0.06 |
| Connecticut Avenue Securities Trust 2019-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Connecticut Avenue Securities Trust 2019-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $737K | – | 0.01 |
| Connecticut Avenue Securities Trust 2020-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Connecticut Avenue Securities Trust 2020-SBT1 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $851K | – | 0.01 |
| Connecticut Avenue Securities Trust 2020-SBT1 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $14M | – | 0.17 |
| Connecticut Avenue Securities Trust 2023-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Connecticut Avenue Securities Trust 2024-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $1M | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $632K | – | 0.01 |
| Constellation Software Inc/Canada | Long | Debt | CA | $3M | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $10M | – | 0.12 |
| Corebridge Financial Inc | Long | Debt | US | $6M | – | 0.07 |
| Corebridge Financial Inc | Long | Debt | US | $4M | – | 0.05 |
| Corebridge Financial Inc | Long | Debt | US | $4M | – | 0.04 |
| Corebridge Financial Inc | Long | Debt | US | $3M | – | 0.03 |
| Corebridge Financial Inc | Long | Debt | US | $2M | – | 0.03 |
| Corp Financiera de Desarrollo SA | Long | Debt | PE | $2M | – | 0.03 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $5M | – | 0.06 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $3M | – | 0.04 |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | Long | Debt | US | $60K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $4M | – | 0.05 |
| Crestline Denali CLO XVII Ltd (Crestline Denali CLO XVII, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.26 |
| CRH SMW Finance DAC | Long | Debt | IE | $4M | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $4M | – | 0.05 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $978K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $278K | – | 0.00 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CSAIL 2020-C19 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CSAIL 2020-C19 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CSL Finance PLC | Long | Debt | GB | $3M | – | 0.04 |
| CSMC Series 2008-2R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $488K | – | 0.01 |
| CSMC Trust 2015-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $583K | – | 0.01 |
| CSN Resources SA | Long | Debt | LU | $7M | – | 0.09 |
| CubeSmart LP | Long | Debt | US | $3M | – | 0.04 |
| CURRENCY CONTRACT - EUR (UBS SECURITIES LLC) | Derivative-foreign exchange | US | $-302.44 | – | -0.00 | |
| CURRENCY CONTRACT - EUR (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $389K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $3M | – | 0.04 |
| DaVita Inc | Long | Debt | US | $4M | – | 0.05 |
| DaVita Inc | Long | Debt | US | $4M | – | 0.05 |
| DB Master Finance LLC | Long | ABS-other | US | $4M | – | 0.05 |
| DB Master Finance LLC | Long | ABS-other | US | $2M | – | 0.03 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $806K | – | 0.01 |
| Delta Air Lines 2015-1 Class AA Pass Through Trust (DELTA AIR LINES 2015-1AA) | Long | Debt | US | $1M | – | 0.01 |
| Delta Air Lines 2020-1 Class A Pass Through Trust (DELTA AIR LINES 2020-A) | Long | Debt | US | $3M | – | 0.04 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $667K | – | 0.01 | |
| Depository Trust & Clearing Corp/The | Long | Debt | US | $2M | – | 0.03 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $7M | – | 0.09 |
| Diamondback Energy Inc | Long | Debt | US | $2M | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $2M | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $2M | – | 0.02 |
| Discover Bank | Long | Debt | US | $3M | – | 0.03 |
| Discover Bank | Long | Debt | US | $2M | – | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $2M | – | 0.03 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $2M | – | 0.03 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $5M | – | 0.06 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $5M | – | 0.06 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Dryden 38 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Dryden 49 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| Dryden 75 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.13 |
| DT Midstream Inc | Long | Debt | US | $4M | – | 0.05 |
| DTE Energy Co | Long | Debt | US | $8M | – | 0.09 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $1M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $990K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $615K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $230K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $23K | – | 0.00 |
| DUKE ENERGY CO 07/01/2024 | Long | Debt | US | $12M | – | 0.14 |
| Duke Energy Corp | Long | Debt | US | $730K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $3M | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $1M | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $717K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $1M | – | 0.02 |
| Duke Energy Ohio Inc | Long | Debt | US | $1M | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $762K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $44K | – | 0.00 |
| Duquesne Light Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| DZ BANK AG (NEW YORK BRANCH) | Long | Debt | US | $9M | – | 0.11 |
| Eaton Vance Clo 2015-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.10 |
| Ecopetrol SA | Long | Debt | CO | $11M | – | 0.14 |
| Ecopetrol SA | Long | Debt | CO | $4M | – | 0.05 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $3M | – | 0.03 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $2M | – | 0.02 |
| Element Fleet Management Corp | Long | Debt | CA | $6M | – | 0.07 |
| Element Fleet Management Corp | Long | Debt | CA | $3M | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.02 |
| ELFI Graduate Loan Program 2021-A LLC | Long | ABS-other | US | $1M | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.02 |
| Eli Lilly & Co | Long | Debt | US | $928K | – | 0.01 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $4M | – | 0.05 |
| Enact Holdings Inc | Long | Debt | US | $10M | – | 0.12 |
| Enbridge Inc | Long | Debt | CA | $5M | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.02 |
| Energizer Holdings Inc | Long | Debt | US | $4M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $465K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $359K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $344K | – | 0.00 |
| Eni SpA | Long | Debt | IT | $3M | – | 0.03 |
| Eni SpA | Long | Debt | IT | $3M | – | 0.03 |
| EnLink Midstream LLC | Long | Debt | US | $4M | – | 0.05 |
| Entergy Arkansas LLC | Long | Debt | US | $1M | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $1M | – | 0.01 |
| Entergy Corp | Long | Debt | US | $2M | – | 0.02 |
| Entergy Corp | Long | Debt | US | $1M | – | 0.02 |
| Entergy Corp | Long | Debt | US | $1M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $2M | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $885K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $3M | – | 0.03 |
| Entergy Texas Inc | Long | Debt | US | $2M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.03 |
| Equifax Inc | Long | Debt | US | $2M | – | 0.03 |
| Equinor ASA | Long | Debt | NO | $2M | – | 0.03 |
| Essent Group Ltd | Long | Debt | BM | $7M | – | 0.08 |
| Essential Utilities Inc | Long | Debt | US | $4M | – | 0.05 |
| Essential Utilities Inc | Long | Debt | US | $2M | – | 0.02 |
| Evergy Kansas Central Inc | Long | Debt | US | $1M | – | 0.01 |
| Evergy Kansas Central Inc | Long | Debt | US | $710K | – | 0.01 |
| Evergy Metro Inc | Long | Debt | US | $2M | – | 0.02 |
| Eversource Energy | Long | Debt | US | $5M | – | 0.06 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.04 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.04 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.03 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.03 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.03 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.02 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.02 |
| Exelon Corp | Long | Debt | US | $5M | – | 0.06 |
| Exelon Corp | Long | Debt | US | $4M | – | 0.05 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Fannie Mae Grantor Trust 1998-T2 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $15M | – | 0.18 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $24M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89M | – | 1.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 0.61 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.47 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $999K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $970K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $969K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $903K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $849K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $809K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $809K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $774K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $747K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $737K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $731K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $730K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $727K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $701K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $696K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $680K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $680K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $673K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $636K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $574K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 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 | $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 | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $993.14 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $672.81 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $473.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $462.58 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $398.07 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108.99 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62.35 | – | 0.00 |
| Fannie Mae REMIC Trust 2002-W9 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20M | – | 0.24 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.21 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $985K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $980K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $947K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $881K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $870K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $825K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $822K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $788K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $765K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $744K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $743K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $717K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $708K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $703K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $589K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $551K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $529K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $495K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $485K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $480K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $418.7 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $178.53 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $66.97 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $0.07 | – | 0.00 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $7M | – | 0.08 |
| FedEx Corp | Long | Debt | US | $2M | – | 0.03 |
| FedEx Corp | Long | Debt | US | $1M | – | 0.01 |
| FedEx Corp | Long | Debt | US | $648K | – | 0.01 |
| FedEx Corp | Long | Debt | US | $481K | – | 0.01 |
| FedEx Corp 2020-1 Class AA Pass Through Trust (FEDEX 2020-1 CLASS AA) | Long | Debt | US | $2M | – | 0.02 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA8 | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| First Horizon Bank | Long | Debt | US | $8M | – | 0.09 |
| First Republic Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $932K | – | 0.01 |
| FirstEnergy Corp | Long | Debt | US | $4M | – | 0.04 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $2M | – | 0.03 |
| Fiserv Inc | Long | Debt | US | $4M | – | 0.04 |
| Fiserv Inc | Long | Debt | US | $961K | – | 0.01 |
| Five Guys Holdings Inc (Five Guys Funding, LLC) | Long | ABS-other | US | $5M | – | 0.07 |
| Flagstar Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Flagstar Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Flagstar Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Flagstar Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $614K | – | 0.01 |
| Flagstar Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $764K | – | 0.01 |
| Flagstar Mortgage Trust 2018-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Flagstar Mortgage Trust 2018-6RR | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Flagstar Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Flagstar Mortgage Trust 2020-1NV | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Flagstar Mortgage Trust 2020-1NV | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Flagstar Mortgage Trust 2021-6INV | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Florida Power & Light Co | Long | Debt | US | $2M | – | 0.02 |
| FMC Corp | Long | Debt | US | $1M | – | 0.02 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $6M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.04 |
| Fortune Brands Innovations Inc | Long | Debt | US | $3M | – | 0.03 |
| Fortune Brands Innovations Inc | Long | Debt | US | $2M | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $1M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.25 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $968K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $900K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $865K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $861K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $725K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $684K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $603K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $590K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $590K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $549K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $124K | – | 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 | $11K | – | 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 | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $738.33 | – | 0.00 |
| Freddie Mac Multifamily ML Certificates (FRETE 2021-ML08 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily ML Certificates (FRETE 2021-ML11 TRUST) | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $658K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $33M | – | 0.39 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.14 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $869K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $859K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $658K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $619K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $589K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $560K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $524K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $505K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $451K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 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 | $102.31 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15.06 | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $29M | – | 0.34 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $615K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $739K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2023-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $933K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $871K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $844K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $825K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $812K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $811K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $810K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $715K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $701K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $621K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $542K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $727K | – | 0.01 |
| Freddie Mac Whole Loan Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Whole Loan Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FRR Re-REMIC Trust 2018-C1 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FS Rialto 2021-FL3 (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $742K | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $575K | – | 0.01 |
| Galaxy XXVI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.23 |
| Galton Funding Mortgage Trust 2018-2 (GMRF Mortgage Acquisition Co.,) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Galton Funding Mortgage Trust 2018-2 (GMRF Mortgage Acquisition Co.,) | Long | ABS-mortgage backed security | US | $475K | – | 0.01 |
| GAM Re-REMIC Trust 2021-FRR1 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.15 |
| GAM Re-REMIC Trust 2021-FRR1 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.18 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GATX Corp | Long | Debt | US | $3M | – | 0.03 |
| GATX Corp | Long | Debt | US | $2M | – | 0.02 |
| GCI LLC | Long | Debt | US | $4M | – | 0.05 |
| General Motors Co | Long | Debt | US | $2M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $9M | – | 0.11 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $4M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $2M | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29M | – | 0.35 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $567K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89M | – | 1.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34M | – | 0.41 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 0.35 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $873K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $654K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $541K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $535K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $502K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $501K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $656K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $9M | – | 0.11 |
| Global Payments Inc | Long | Debt | US | $4M | – | 0.05 |
| Global Payments Inc | Long | Debt | US | $1M | – | 0.01 |
| Goddard Funding LLC | Long | ABS-other | US | $5M | – | 0.06 |
| Goldentree Loan Management US Clo 2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $3M | – | 0.04 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $2M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $979K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $960K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $900K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $814K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $806K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $711K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $692K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $691K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $579K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $438K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $435K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88K | – | 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 | $60K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $55K | – | 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 | $54K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $383.97 | – | 0.00 |
| Gray Television Inc | Long | Debt | US | $4M | – | 0.05 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $3M | – | 0.04 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $1M | – | 0.01 |
| Greystone CRE Notes 2019-FL2 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| GS Mortage-Backed Securities Trust 2020-PJ1 (GS Mortgage-Backed Securities) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortage-Backed Securities Trust 2020-PJ1 (GS Mortgage-Backed Securities) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| GS Mortage-Backed Securities Trust 2020-PJ1 (GS Mortgage-Backed Securities) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2021-ARDN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust 2014-GC22 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage Securities Trust 2016-GS4 | Long | ABS-mortgage backed security | US | $559K | – | 0.01 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| GS Mortgage Securities Trust 2019-GC38 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust 2019-GC39 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $868K | – | 0.01 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | Long | ABS-mortgage backed security | US | $930K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ3 | Long | ABS-mortgage backed security | US | $733K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2021-GR3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2023-PJ4 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GS Mortgage-Backed Securities Trust 2023-PJ6 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2024-PJ1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $954K | – | 0.01 |
| GSR Mortgage Loan Trust 2007-1F | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| H&E Equipment Services Inc | Long | Debt | US | $4M | – | 0.05 |
| HarborView Mortgage Loan Trust 2007-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $5M | – | 0.06 |
| HCA Inc | Long | Debt | US | $8M | – | 0.10 |
| HCA Inc | Long | Debt | US | $3M | – | 0.04 |
| HCA Inc | Long | Debt | US | $3M | – | 0.04 |
| HCA Inc | Long | Debt | US | $3M | – | 0.03 |
| HCA Inc | Long | Debt | US | $2M | – | 0.03 |
| HCA Inc | Long | Debt | US | $2M | – | 0.02 |
| HCA Inc | Long | Debt | US | $1M | – | 0.02 |
| HCA Inc | Long | Debt | US | $1M | – | 0.02 |
| HCA Inc | Long | Debt | US | $1M | – | 0.01 |
| HCA Inc | Long | Debt | US | $1M | – | 0.01 |
| HCA Inc | Long | Debt | US | $917K | – | 0.01 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $5M | – | 0.06 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $2M | – | 0.03 |
| Healthpeak OP LLC | Long | Debt | US | $3M | – | 0.04 |
| HEICO Corp | Long | Debt | US | $5M | – | 0.06 |
| HERO Funding Trust 2015-2 | Long | ABS-other | US | $430K | – | 0.01 |
| HERO Funding Trust 2016-2 | Long | ABS-other | US | $413K | – | 0.00 |
| HERO Funding Trust 2016-4A | Long | ABS-other | US | $1M | – | 0.01 |
| Hess Corp | Long | Debt | US | $5M | – | 0.06 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $4M | – | 0.05 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $4M | – | 0.05 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Home Depot Inc/The | Long | Debt | US | $3M | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $1M | – | 0.01 |
| HomeBanc Mortgage Trust 2004-1 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $4M | – | 0.05 |
| HP Inc | Long | Debt | US | $2M | – | 0.03 |
| HSBC BANK PLC (LONDON BRANCH) | Long | Debt | US | $10M | – | 0.12 |
| HSBC Holdings PLC | Long | Debt | GB | $9M | – | 0.10 |
| HSBC Holdings PLC | Long | Debt | GB | $6M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $5M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.03 |
| HSBC USA INC 0% CP 04/10/2024 | Long | Debt | US | $5M | – | 0.06 |
| HSBC USA INC0 09/20/2024 | Long | Debt | US | $1M | – | 0.01 |
| HSI Asset Loan Obligation Trust 2007-WF1 | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Humana Inc | Long | Debt | US | $3M | – | 0.04 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $5M | – | 0.06 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $1M | – | 0.02 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $3M | – | 0.03 |
| Huntington National Bank/The | Long | Debt | US | $4M | – | 0.05 |
| Hyatt Hotels Corp | Long | Debt | US | $2M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $8M | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $953K | – | 0.01 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $5M | – | 0.06 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $2M | – | 0.02 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $2M | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | IE | $5M | – | 0.06 |
| ILPT Commercial Mortgage Trust 2022-LPF2 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Imola Merger Corp | Long | Debt | US | $4M | – | 0.04 |
| Impac CMB Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $5M | – | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.03 |
| Imperial Fund Mortgage Trust 2021-NQM4 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $997K | – | 0.01 |
| ING Groep NV | Long | Debt | NL | $1M | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $2M | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $1M | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $1M | – | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $703K | – | 0.01 |
| Insight Enterprises Inc (INSIGHT ENTERPRS) | Long | Debt | US | $1M | – | 0.02 |
| Intel Corp | Long | Debt | US | $1M | – | 0.02 |
| Intel Corp | Long | Debt | US | $1M | – | 0.02 |
| INTEL CORP DIS 07/01/2024 (INTEL CORP.) | Long | Debt | US | $3M | – | 0.04 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $4M | – | 0.05 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $4M | – | 0.04 |
| International Business Machines Corp (IBM CORP) | Long | Debt | US | $1M | – | 0.02 |
| Intuit Inc | Long | Debt | US | $5M | – | 0.05 |
| Intuit Inc | Long | Debt | US | $3M | – | 0.04 |
| Intuit Inc | Long | Debt | US | $2M | – | 0.02 |
| Inversiones CMPC SA | Long | Debt | CL | $2M | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $6M | – | 0.08 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $2M | – | 0.03 |
| IPALCO Enterprises Inc | Long | Debt | US | $2M | – | 0.03 |
| IRS MXN (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $44K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-608K | – | -0.01 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-752K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $695K | – | 0.01 | |
| J.P. Morgan Mortgage Trust 2019-2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-14 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| J.P. Morgan Mortgage Trust 2023-8 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $6M | – | 0.07 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $3M | – | 0.04 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $782K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $8M | – | 0.09 |
| John Deere Capital Corp | Long | Debt | US | $6M | – | 0.07 |
| John Deere Capital Corp | Long | Debt | US | $3M | – | 0.04 |
| Johnson & Johnson | Long | Debt | US | $2M | – | 0.03 |
| Johnson & Johnson | Long | Debt | US | $2M | – | 0.02 |
| Jones Lang LaSalle Inc | Long | Debt | US | $6M | – | 0.07 |
| JP Morgan Alternative Loan Trust 2005-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | Long | ABS-mortgage backed security | US | $771K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH | Long | ABS-mortgage backed security | US | $567K | – | 0.01 |
| JP Morgan Mortgage Trust 2005-A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP Morgan Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $782K | – | 0.01 |
| JP Morgan Mortgage Trust 2017-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP Morgan Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP Morgan Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust 2018-9 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JP Morgan Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| JP Morgan Mortgage Trust 2019-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust 2020-8 | Long | ABS-mortgage backed security | US | $760K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| JP Morgan Mortgage Trust 2023-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP Morgan Mortgage Trust 2024-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust 2015-C28 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.01 |
| JPY CALL VERSUS USD PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $3K | – | 0.00 | |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| KELLANOVA DISC 07/08/2024 | Long | Debt | US | $14M | – | 0.17 |
| Kentucky Utilities Co | Long | Debt | US | $1M | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $4M | – | 0.05 |
| Kenvue Inc | Long | Debt | US | $2M | – | 0.03 |
| Kenvue Inc | Long | Debt | US | $2M | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $870K | – | 0.01 |
| Keurig Dr Pepper Inc | Long | Debt | US | $2M | – | 0.02 |
| KeyCorp | Long | Debt | US | $7M | – | 0.08 |
| KeyCorp | Long | Debt | US | $2M | – | 0.02 |
| KIND Trust 2021-KIND (KNDR Trust 2021-KIND) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $974K | – | 0.01 |
| Kite Realty Group LP | Long | Debt | US | $1M | – | 0.01 |
| KLA Corp | Long | Debt | US | $2M | – | 0.02 |
| KLA Corp | Long | Debt | US | $2M | – | 0.02 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Kyndryl Holdings Inc | Long | Debt | US | $2M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.03 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $5M | – | 0.05 |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | Long | Debt | US | $9M | – | 0.10 |
| LAQ 2023-LAQ Mortgage Trust (La Quinta Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Laurel Road Prime Student Loan Trust 2017-B (DRB PRIME STUDENT LOAN TRUST) | Long | ABS-other | US | $249K | – | 0.00 |
| Laurel Road Prime Student Loan Trust 2020-A | Long | ABS-other | US | $4M | – | 0.04 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| LCM 26 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.10 |
| LCM XVIII LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| LCM XXIV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.14 |
| Lehman Mortgage Trust 2006-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $757K | – | 0.01 |
| Liberty Utilities Co | Long | Debt | US | $5M | – | 0.06 |
| Liberty Utilities Co | Long | Debt | US | $3M | – | 0.03 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $567K | – | 0.01 |
| Life 2022-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $7M | – | 0.09 |
| Lloyds Banking Group PLC | Long | Debt | GB | $5M | – | 0.06 |
| Loanpal Solar Loan 2021-2 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $6M | – | 0.07 |
| Lockheed Martin Corp | Long | Debt | US | $2M | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $2M | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $2M | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $1M | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $996K | – | 0.01 |
| Louisville Gas and Electric Co (LOUISVILLE GAS & ELEC) | Long | Debt | US | $1M | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $1M | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $978K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $849K | – | 0.01 |
| LPL Holdings Inc | Long | Debt | US | $3M | – | 0.03 |
| Lseg US Fin Corp | Long | Debt | US | $4M | – | 0.05 |
| Lseg US Fin Corp | Long | Debt | US | $4M | – | 0.04 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $4M | – | 0.05 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Madison Park Funding XXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Magnetite XII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.16 |
| Magnetite XXXI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.38 |
| Marathon Petroleum Corp | Long | Debt | US | $4M | – | 0.05 |
| Marble Point CLO XIX Ltd | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.18 |
| MAREX CAPITAL MARKETS INC (MAREX CAPITAL MARKETS INC.) | Long | Repurchase agreement | US | $59M | – | 0.70 |
| Marriott International Inc/MD | Long | Debt | US | $1M | – | 0.02 |
| Mars Inc | Long | Debt | US | $2M | – | 0.02 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $470K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $2M | – | 0.03 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $4M | – | 0.05 |
| MCR 2024-HTL Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| MED Commercial Mortgage Trust 2024-MOB (MED Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Medline Borrower LP | Long | Debt | US | $4M | – | 0.05 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $4M | – | 0.04 |
| Meta Platforms Inc | Long | Debt | US | $5M | – | 0.06 |
| Meta Platforms Inc | Long | Debt | US | $5M | – | 0.05 |
| Meta Platforms Inc | Long | Debt | US | $492K | – | 0.01 |
| MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.12 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.05 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.07 |
| MFA 2020-NQM3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $578K | – | 0.01 |
| Mid-America Apartments LP | Long | Debt | US | $2M | – | 0.03 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $1M | – | 0.01 |
| Mill City Mortgage Loan Trust 2017-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Mill City Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Mill City Solar Loan 2019-1 Ltd (Mill City Solar Loan Ltd.) | Long | ABS-other | KY | $559K | – | 0.01 |
| Mill City Solar Loan 2019-2 Ltd | Long | ABS-other | KY | $3M | – | 0.03 |
| Minerva Luxembourg SA | Long | Debt | LU | $11M | – | 0.13 |
| Mississippi Power Co | Long | Debt | US | $2M | – | 0.02 |
| Mississippi Power Co | Long | Debt | US | $121K | – | 0.00 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $3M | – | 0.04 |
| MIZUHO BANK LTD (NEW YORK BRANCH) | Long | Debt | US | $10M | – | 0.12 |
| Mizuho Financial Group Inc | Long | Debt | JP | $3M | – | 0.04 |
| Mohawk Industries Inc | Long | Debt | US | $2M | – | 0.02 |
| Mondelez International Inc | Long | Debt | US | $3M | – | 0.03 |
| Monongahela Power Co | Long | Debt | US | $3M | – | 0.03 |
| Monongahela Power Co | Long | Debt | US | $2M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $8M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $8M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $480K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Morgan Stanley Capital I 2017-HR2 (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $893K | – | 0.01 |
| Morgan Stanley Capital I Trust 2021-L6 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $668K | – | 0.01 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Mosaic Solar Loan Trust 2018-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $400K | – | 0.00 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Mosaic Solar Loan Trust 2020-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $3M | – | 0.03 |
| Mosaic Solar Loan Trust 2020-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $6M | – | 0.07 |
| Mosaic Solar Loan Trust 2021-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Mosaic Solar Loan Trust 2024-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $8M | – | 0.10 |
| Mosaic Solar Loans 2017-2 LLC (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $6M | – | 0.07 |
| Motorola Solutions Inc | Long | Debt | US | $2M | – | 0.03 |
| MPLX LP | Long | Debt | US | $4M | – | 0.05 |
| MPLX LP | Long | Debt | US | $2M | – | 0.03 |
| MPLX LP | Long | Debt | US | $1M | – | 0.02 |
| MPLX LP | Long | Debt | US | $1M | – | 0.02 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $3M | – | 0.04 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Narragansett Electric Co/The | Long | Debt | US | $3M | – | 0.03 |
| NATIONAL BANK FINANCIAL INC (NATIONAL BANK FINANCIAL INC.) | Long | Repurchase agreement | US | $98M | – | 1.17 |
| National Bank of Canada | Long | Debt | CA | $5M | – | 0.06 |
| National Grid PLC | Long | Debt | GB | $4M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $4M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $3M | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $2M | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $2M | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $2M | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $815K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $4M | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $5M | – | 0.06 |
| NatWest Group PLC | Long | Debt | GB | $3M | – | 0.04 |
| NatWest Markets PLC | Long | Debt | GB | $6M | – | 0.07 |
| Navient Corp | Long | Debt | US | $4M | – | 0.05 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.02 |
| Navient Private Education Refi Loan Trust 2020-G (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-B (Navient Student Loan Trust) | Long | ABS-other | US | $4M | – | 0.05 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| NBN Co Ltd | Long | Debt | AU | $3M | – | 0.04 |
| NBN Co Ltd | Long | Debt | AU | $3M | – | 0.04 |
| NBN Co Ltd | Long | Debt | AU | $2M | – | 0.02 |
| NBN Co Ltd | Long | Debt | AU | $1M | – | 0.02 |
| Nestle Capital Corp | Long | Debt | US | $2M | – | 0.03 |
| Nestle Capital Corp | Long | Debt | US | $1M | – | 0.01 |
| Netflix Inc | Long | Debt | US | $4M | – | 0.05 |
| Neuberger Berman CLO XVII Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.11 |
| Nevada Power Co | Long | Debt | US | $810K | – | 0.01 |
| New Residential Mortgage Loan Trust 2017-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| New Residential Mortgage Loan Trust 2017-6 | Long | ABS-mortgage backed security | US | $574K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $90K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $5M | – | 0.06 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $4M | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $2M | – | 0.03 |
| Niagara Mohawk Power Corp | Long | Debt | US | $3M | – | 0.04 |
| Niagara Mohawk Power Corp | Long | Debt | US | $2M | – | 0.03 |
| NMI Holdings Inc | Long | Debt | US | $921K | – | 0.01 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $4M | – | 0.04 |
| Norfolk Southern Corp | Long | Debt | US | $1M | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $388K | – | 0.00 |
| Northern Natural Gas Co | Long | Debt | US | $791K | – | 0.01 |
| Northern States Power Co/WI (NORTHERN STATES PWR-WISC) | Long | Debt | US | $1M | – | 0.01 |
| Northern Trust Corp | Long | Debt | US | $4M | – | 0.05 |
| Novelis Corp | Long | Debt | US | $4M | – | 0.05 |
| NSTAR Electric Co | Long | Debt | US | $1M | – | 0.02 |
| NSTAR Electric Co | Long | Debt | US | $1M | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $3M | – | 0.04 |
| Nutrien Ltd | Long | Debt | CA | $418K | – | 0.00 |
| Nuveen LLC | Long | Debt | US | $9M | – | 0.11 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | $5M | – | 0.05 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $2M | – | 0.02 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $745K | – | 0.01 | |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $1M | – | 0.01 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $6M | – | 0.07 |
| OBX 2019-EXP1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| OBX 2019-INV2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $6M | – | 0.07 |
| Occidental Petroleum Corp | Long | Debt | US | $3M | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.01 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $7M | – | 0.08 |
| Octagon Investment Partners 29 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.17 |
| Octagon Investment Partners 29 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.16 |
| Octagon Investment Partners 32 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| Octagon Investment Partners XV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| OGE Energy Corp | Long | Debt | US | $1M | – | 0.01 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| OHA Credit Funding 9 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| OHA Credit Partners VII Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.13 |
| Old Republic International Corp (OLD REPUBLIC INTL CORP) | Long | Debt | US | $10M | – | 0.11 |
| Olin Corp | Long | Debt | US | $4M | – | 0.05 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $2M | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.02 |
| ONEOK Partners LP | Long | Debt | US | $1M | – | 0.02 |
| Open Text Holdings Inc | Long | Debt | US | $4M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $6M | – | 0.07 |
| Oracle Corp | Long | Debt | US | $4M | – | 0.04 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.04 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $918K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $218K | – | 0.00 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $4M | – | 0.05 |
| ORL Trust 2023-GLKS | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Ovintiv Inc | Long | Debt | US | $1M | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $1M | – | 0.01 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $4M | – | 0.05 |
| PACCAR Financial Corp | Long | Debt | US | $3M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.01 |
| Pagaya AI Debt Selection Trust 2021-HG1 | Long | ABS-other | US | $557K | – | 0.01 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $558K | – | 0.01 |
| Palmer Square CLO 2021-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Palmer Square CLO 2021-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $4M | – | 0.05 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $4M | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $938K | – | 0.01 |
| Panther Escrow Issuer LLC | Long | Debt | US | $6M | – | 0.07 |
| Paramount Global | Long | Debt | US | $827K | – | 0.01 |
| Paramount Global | Long | Debt | US | $520K | – | 0.01 |
| PARKER-HANNIFI 09/30/2024 (PARKER-HANNIFIN CORP) | Long | Debt | US | $7M | – | 0.08 |
| PayPal Holdings Inc | Long | Debt | US | $5M | – | 0.06 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $9M | – | 0.10 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $5M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $4M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.04 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.04 |
| Petroleos del Peru SA | Long | Debt | PE | $3M | – | 0.04 |
| Petroleos del Peru SA | Long | Debt | PE | $2M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.10 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.04 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $8M | – | 0.09 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $6M | – | 0.07 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $2M | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $1M | – | 0.01 |
| PFP 2023-10 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | BM | $10M | – | 0.12 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.03 |
| Piedmont Operating Partnership LP | Long | Debt | US | $1M | – | 0.02 |
| PMTT4 (L Street Securities) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $7M | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $7M | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $5M | – | 0.05 |
| Popular ABS Mortgage Pass-Through Trust 2005-D | Long | ABS-other | US | $53K | – | 0.00 |
| Post Holdings Inc | Long | Debt | US | $4M | – | 0.05 |
| Post Holdings Inc | Long | Debt | US | $4M | – | 0.04 |
| Post Holdings Inc | Long | Debt | US | $597K | – | 0.01 |
| Prime Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Primo Water Holdings Inc | Long | Debt | US | $4M | – | 0.05 |
| Primrose Funding LLC (Primrose Schools) | Long | ABS-other | US | $5M | – | 0.06 |
| Prologis LP | Long | Debt | US | $898K | – | 0.01 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $5M | – | 0.06 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $1M | – | 0.02 |
| Provident Funding Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $947K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $2M | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $7M | – | 0.09 |
| Public Service Enterprise Group Inc | Long | Debt | US | $5M | – | 0.05 |
| Public Service Enterprise Group Inc | Long | Debt | US | $3M | – | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $3M | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $1M | – | 0.02 |
| QUALCOMM Inc | Long | Debt | US | $4M | – | 0.04 |
| Quest Diagnostics Inc | Long | Debt | US | $2M | – | 0.03 |
| Quest Diagnostics Inc | Long | Debt | US | $915K | – | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $857K | – | 0.01 |
| Rad CLO 6 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Radnor RE 2021-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $8M | – | 0.09 |
| Raizen Fuels Finance SA | Long | Debt | LU | $5M | – | 0.06 |
| RCKT Mortgage Trust 2019-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $742K | – | 0.01 |
| RCKT Mortgage Trust 2019-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $3M | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $700K | – | 0.01 |
| Regions Financial Corp | Long | Debt | US | $3M | – | 0.03 |
| Renaissance Home Equity Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $681K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $8M | – | 0.10 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $3M | – | 0.03 |
| Rexford Industrial Realty LP | Long | Debt | US | $7M | – | 0.09 |
| Reynolds American Inc | Long | Debt | US | $2M | – | 0.02 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $17M | – | 0.20 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $15M | – | 0.17 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $12M | – | 0.15 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| RGA Global Funding | Long | Debt | US | $2M | – | 0.03 |
| Roche Holdings Inc | Long | Debt | US | $7M | – | 0.09 |
| Roche Holdings Inc | Long | Debt | US | $2M | – | 0.02 |
| Rockland Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.11 |
| Romanian Government International Bond | Long | Debt | RO | $5M | – | 0.06 |
| ROYAL BANK OF CANADA (TORONTO BRANCH) | Long | Debt | US | $10M | – | 0.12 |
| Royalty Pharma PLC | Long | Debt | GB | $4M | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.02 |
| RTX Corp | Long | Debt | US | $3M | – | 0.04 |
| RTX Corp | Long | Debt | US | $3M | – | 0.04 |
| Ryder System Inc | Long | Debt | US | $6M | – | 0.07 |
| Ryder System Inc | Long | Debt | US | $3M | – | 0.03 |
| Ryder System Inc | Long | Debt | US | $2M | – | 0.03 |
| Ryder System Inc | Long | Debt | US | $515K | – | 0.01 |
| Ryder System Inc | Long | Debt | US | $319K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $5M | – | 0.05 |
| S&P Global Inc | Long | Debt | US | $3M | – | 0.03 |
| S&P Global Inc | Long | Debt | US | $1M | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $4M | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $1M | – | 0.01 |
| Sabra Health Care LP | Long | Debt | US | $1M | – | 0.02 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $8M | – | 0.10 |
| Santander Drive Auto Receivables Trust 2020-2 | Long | ABS-other | US | $289K | – | 0.00 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $3M | – | 0.03 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $4M | – | 0.05 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $2M | – | 0.02 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $3M | – | 0.04 |
| Schlumberger Investment SA | Long | Debt | LU | $2M | – | 0.02 |
| SDR Commercial Mortgage Trust 2024-DSNY | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Seagate HDD Cayman | Long | Debt | KY | $3M | – | 0.04 |
| Sealed Air Corp | Long | Debt | US | $3M | – | 0.04 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $4M | – | 0.05 |
| Seasoned Loans Structured Transaction Trust Series 2019-3 (Freddie Mac - SLST) | Long | ABS-mortgage backed security | US | $29M | – | 0.34 |
| Sensata Technologies Inc | Long | Debt | US | $1M | – | 0.01 |
| Sequoia Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $702K | – | 0.01 |
| Sequoia Mortgage Trust 2015-3 | Long | ABS-mortgage backed security | US | $705K | – | 0.01 |
| Sequoia Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| Sequoia Mortgage Trust 2018-CH1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Sequoia Mortgage Trust 2018-CH1 | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Sequoia Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $474K | – | 0.01 |
| Sequoia Mortgage Trust 2019-CH2 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Sequoia Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Sequoia Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Sequoia Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $830K | – | 0.01 |
| Sequoia Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $734K | – | 0.01 |
| Sequoia Mortgage Trust 2024-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $6M | – | 0.07 |
| Shellpoint Co-Originator Trust 2017-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SHER Trust 2024-DAL | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Sirius XM Radio Inc | Long | Debt | US | $4M | – | 0.05 |
| SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | Long | Debt | US | $10M | – | 0.12 |
| SMB Private Education Loan Trust 2014-A | Long | ABS-other | US | $2M | – | 0.03 |
| SMB Private Education Loan Trust 2017-A | Long | ABS-other | US | $1M | – | 0.02 |
| SMB Private Education Loan Trust 2019-B | Long | ABS-other | US | $12M | – | 0.15 |
| SMB Private Education Loan Trust 2020-PT-A | Long | ABS-other | US | $21M | – | 0.25 |
| SMB Private Education Loan Trust 2023-A | Long | ABS-other | US | $2M | – | 0.03 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $6M | – | 0.08 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $3M | – | 0.03 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $3M | – | 0.03 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $2M | – | 0.02 |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC (Social Professional Loan Progr) | Long | ABS-other | US | $4M | – | 0.04 |
| Sofi Professional Loan Program 2018-A LLC (Social Professional Loan Progr) | Long | ABS-other | US | $3M | – | 0.04 |
| Sofi Professional Loan Program 2018-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $7M | – | 0.09 |
| Sofi Professional Loan Program 2018-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $5M | – | 0.06 |
| Sofi Professional Loan Program 2018-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $2M | – | 0.03 |
| Sofi Professional Loan Program 2018-D Trust (Social Professional Loan Progr) | Long | ABS-other | US | $5M | – | 0.07 |
| Sofi Professional Loan Program 2018-D Trust (Social Professional Loan Progr) | Long | ABS-other | US | $1M | – | 0.01 |
| Sofi Professional Loan Program 2019-B LLC (Social Professional Loan Progr) | Long | ABS-other | US | $3M | – | 0.03 |
| SoFi Professional Loan Program 2020-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $5M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $3M | – | 0.04 |
| Solventum Corp | Long | Debt | US | $3M | – | 0.04 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.01 |
| Sonic Capital LLC | Long | ABS-other | US | $7M | – | 0.08 |
| Sonic Capital LLC | Long | ABS-other | US | $3M | – | 0.04 |
| Sound Point Clo XVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.21 |
| Sound Point CLO XXIX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.12 |
| Sound Point CLO XXVIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.33 |
| South Jersey Industries Inc | Long | Debt | US | $4M | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.03 |
| Southern Co/The | Long | Debt | US | $4M | – | 0.05 |
| Southern Co/The | Long | Debt | US | $3M | – | 0.04 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $4M | – | 0.05 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $2M | – | 0.02 |
| Southwestern Public Service Co | Long | Debt | US | $1M | – | 0.02 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Sprint Capital Corp | Long | Debt | US | $8M | – | 0.10 |
| Sprint Capital Corp | Long | Debt | US | $8M | – | 0.10 |
| Standard Industries Inc/NJ | Long | Debt | US | $4M | – | 0.05 |
| Standard Industries Inc/NJ | Long | Debt | US | $3M | – | 0.04 |
| Starwood Mortgage Residential Trust 2022-2 | Long | ABS-mortgage backed security | US | $774K | – | 0.01 |
| STATE OF WISCONSIN INVESTMENT BOARD | Long | Repurchase agreement | US | $68M | – | 0.82 |
| State Street Corp | Long | Debt | US | $9M | – | 0.11 |
| State Street Corp | Long | Debt | US | $3M | – | 0.04 |
| Steel Dynamics Inc | Long | Debt | US | $3M | – | 0.03 |
| Steel Dynamics Inc | Long | Debt | US | $2M | – | 0.02 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $4M | – | 0.05 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $3M | – | 0.03 |
| SUNNOVA HELIOS II ISSUER LLC 2018-1 (Helios Issuer, LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| Sunnova Helios V Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Sunnova Helios XI Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $13M | – | 0.15 |
| Sunnova Sol II Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $6M | – | 0.07 |
| Sunnova Sol III Issuer LLC | Long | ABS-other | US | $7M | – | 0.08 |
| Sunrun Athena Issuer 2018-1 LLC | Long | ABS-other | US | $4M | – | 0.05 |
| Sunrun Jupiter Issuer 2022-1 LLC | Long | ABS-other | US | $4M | – | 0.05 |
| Sunrun Xanadu Issuer 2019-1 LLC (Sunrun Issuer) | Long | ABS-other | US | $3M | – | 0.04 |
| SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | Long | Debt | US | $9M | – | 0.11 |
| Swiss RE Subordinated Finance PLC (SWISS RE SUB FIN PLC) | Long | Debt | GB | $9M | – | 0.10 |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $774K | – | 0.01 | |
| SWOP IRS EUR (UBS AG) | Derivative-interest rate | CH | $-294K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-297K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-482K | – | -0.01 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $2M | – | 0.02 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $1M | – | 0.02 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $1M | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $547K | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $482K | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-1M | – | -0.02 | |
| Symphony CLO XVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.19 |
| Symphony CLO XX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.22 |
| Symphony CLO XXVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $6M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $638K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $610K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $485K | – | 0.01 |
| Take-Two Interactive Software Inc | Long | Debt | US | $2M | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $3M | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $2M | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $2M | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $1M | – | 0.02 |
| Tampa Electric Co | Long | Debt | US | $740K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $1M | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $1M | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $3M | – | 0.04 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| TCW CLO 2021-1 Ltd (TCW CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.16 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $813K | – | 0.01 |
| Telecom Italia Capital SA | Long | Debt | LU | $3M | – | 0.04 |
| Telecom Italia Capital SA | Long | Debt | LU | $1M | – | 0.02 |
| Teledyne FLIR LLC | Long | Debt | US | $2M | – | 0.03 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $4M | – | 0.05 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $2M | – | 0.02 |
| Texas Debt Capital CLO 2023-I Ltd (Texas Debt Capital CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.17 |
| Texas Instruments Inc | Long | Debt | US | $3M | – | 0.03 |
| Textainer Marine Containers Ltd (Textainer Marine Containers Li) | Long | ABS-other | US | $5M | – | 0.06 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | BM | $4M | – | 0.05 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $5M | – | 0.06 |
| THL Credit Wind River 2015-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.31 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Tru) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $81K | – | 0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $81K | – | 0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-54K | – | -0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-305K | – | -0.00 | |
| TIAA Bank Mortgage Loan Trust 2018-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| TIAA CLO I Ltd (TEACHERS INSURANCE AND ANNUITY) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.33 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $1M | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $3M | – | 0.04 |
| TotalEnergies Capital SA | Long | Debt | FR | $2M | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $1M | – | 0.02 |
| Towd Point Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Towd Point Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Towd Point Mortgage Trust 2016-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Towd Point Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Towd Point Mortgage Trust 2017-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Toyota Motor Credit Corp | Long | Debt | US | $4M | – | 0.05 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $12M | – | 0.15 |
| Trafigura Securitisation Finance PLC 2021-1 | Long | ABS-other | IE | $4M | – | 0.05 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $1M | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $8M | – | 0.10 |
| Triangle Re 2021-3 Ltd (Enact Mortgage Insurance Corpo) | Long | ABS-mortgage backed security | BM | $9M | – | 0.11 |
| Triton Container International Ltd | Long | Debt | BM | $2M | – | 0.03 |
| Triton Container International Ltd | Long | Debt | BM | $1M | – | 0.02 |
| TRS VOL GBPUSD STRIKE 6.5 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-36K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.6 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-42K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.625 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-44K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.675 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-181K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.187 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-78K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (UBS AG) | Derivative-foreign exchange | CH | $-48K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-81K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.25 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-77K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.555 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-168K | – | -0.00 | |
| Truist Financial Corp | Long | Debt | US | $8M | – | 0.10 |
| Truist Financial Corp | Long | Debt | US | $5M | – | 0.06 |
| Truist Financial Corp | Long | Debt | US | $4M | – | 0.04 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.02 |
| TTAN 2021-MHC | Long | ABS-mortgage backed security | US | $783K | – | 0.01 |
| TTX Co | Long | Debt | US | $209K | – | 0.00 |
| TX Trust 2024-HOU (TX Trust 24-HOU) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Tyson Foods Inc | Long | Debt | US | $3M | – | 0.04 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $4M | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $4M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $760K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $3M | – | 0.04 |
| Ukraine Government International Bond | Long | Debt | UA | $582K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $479K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $261K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $145K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $125K | – | 0.00 |
| Unilever Capital Corp | Long | Debt | US | $2M | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $291K | – | 0.00 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $4M | – | 0.04 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $971K | – | 0.01 |
| United Airlines Inc | Long | Debt | US | $2M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $306M | – | 3.64 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $81M | – | 0.97 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $67M | – | 0.80 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $57M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $49M | – | 0.58 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $40M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $37M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $603K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $147K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $107K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $29K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $782K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $549K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $287K | – | 0.00 |
| Univision Communications Inc | Long | Debt | US | $4M | – | 0.05 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.02 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $36K | – | 0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $93K | – | 0.00 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $35K | – | 0.00 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $2M | – | 0.02 |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $186K | – | 0.00 |
| US Bancorp | Long | Debt | US | $3M | – | 0.03 |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $509K | – | 0.01 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $622K | – | 0.01 |
| Venture 37 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.18 |
| Venture Global LNG Inc | Long | Debt | US | $8M | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $521K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $268K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $252K | – | 0.00 |
| Viasat Inc | Long | Debt | US | $4M | – | 0.04 |
| Viatris Inc | Long | Debt | US | $3M | – | 0.04 |
| Viatris Inc | Long | Debt | US | $3M | – | 0.03 |
| Viatris Inc | Long | Debt | US | $2M | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $8M | – | 0.10 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $4M | – | 0.05 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $2M | – | 0.02 |
| Vodafone Group PLC | Long | Debt | GB | $2M | – | 0.03 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $8M | – | 0.10 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $7M | – | 0.09 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $6M | – | 0.08 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $2M | – | 0.02 |
| Wachovia Mortgage Loan Trust LLC Series 2005-B Trust (Wachovia Mortgage Loan Trust,) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Walmart Inc | Long | Debt | US | $5M | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | Long | ABS-mortgage backed security | US | $679K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust | Long | ABS-mortgage backed security | US | $635K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust | Long | ABS-mortgage backed security | US | $917K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $9M | – | 0.10 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.07 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | Long | ABS-mortgage backed security | US | $744K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | Long | ABS-mortgage backed security | US | $831K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| Waste Management Inc | Long | Debt | US | $3M | – | 0.04 |
| Waste Management Inc | Long | Debt | US | $2M | – | 0.02 |
| WEC Energy Group Inc | Long | Debt | US | $4M | – | 0.05 |
| WEC Energy Group Inc | Long | Debt | US | $2M | – | 0.03 |
| WEC Energy Group Inc | Long | Debt | US | $1M | – | 0.02 |
| WEC Energy Group Inc | Long | Debt | US | $921K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $482K | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2017-RC1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2019-4 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $5M | – | 0.06 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.03 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $3M | – | 0.03 |
| Westlake Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.02 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $12M | – | 0.14 |
| Westpac New Zealand Ltd | Long | Debt | NZ | $4M | – | 0.05 |
| Weyerhaeuser Co | Long | Debt | US | $1M | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| WFRBS Commercial Mortgage Trust 2014-C25 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $11M | – | 0.13 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $240K | – | 0.00 |
| Williams Scotsman Inc | Long | Debt | US | $4M | – | 0.05 |
| Willis North America Inc | Long | Debt | US | $5M | – | 0.06 |
| Wind River 2021-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.12 |
| WinWater Mortgage Loan Trust 2015-5 | Long | ABS-mortgage backed security | US | $796K | – | 0.01 |
| WinWater Mortgage Loan Trust 2015-5 | Long | ABS-mortgage backed security | US | $495K | – | 0.01 |
| Wisconsin Electric Power Co | Long | Debt | US | $1M | – | 0.02 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $2M | – | 0.03 |
| Wisconsin Public Service Corp | Long | Debt | US | $1M | – | 0.02 |
| WSTN Trust 2023-MAUI | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| XHR LP | Long | Debt | US | $4M | – | 0.05 |
| Zaxbys Funding LLC (Zaxby's Funding LLC) | Long | ABS-other | US | $14M | – | 0.16 |
| Zebra Technologies Corp | Long | Debt | US | $1M | – | 0.01 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $4M | – | 0.05 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $3M | – | 0.03 |
Address
Voya Funds Trust
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
Arizona
85258
United States of America
Websites
Directors
Christopher P. Sullivan
Colleen D. Baldwin
John V. Boyer
Joseph E. Obermeyer
Martin J. Gavin
Sheryl K. Pressler
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg Inc.
Chicago Mercantile Exchange Inc.
ICE Data Pricing & Reference Data, LLC
LSEG US FIN CORP.
PricingDirect Inc.
S&P Global Market Intelligence
THE LONDON CLEARING HOUSE LIMITED
Custodians
Euroclear Bank SA/NV (Belgium)
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
N/A
Brokers
MORGAN STANLEY & CO. LLC