Voya mutual funds > Voya Intermediate Bond Portfolio
VOYA INTERMEDIATE BOND PORTFOLIO
$2.34B
Avg Monthly Net Assets
$2.42B
Total Assets
$165.33M
Total Liabilities
$2.25B
Net Assets
VOYA INTERMEDIATE BOND PORTFOLIO is an Underlying fund in Voya Intermediate Bond Portfolio
from Voya mutual funds,
based in Arizona,
United States of America.
The fund has four share classes
and monthly net assets of $2.34B.
On August 20th, 2024 it reported 2,156 holdings, the largest
being Voya VACS Series SC Fund (4.4%), Voya VACS Series EMHCD Fund (4.4%) and Voya VACS Series HYB Fund (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class ADV | C000023849 | IIBPX | |
| Class I | C000028784 | IPIIX | |
| Class S | C000028785 | IPISX | |
| Class S2 | C000074893 | IIBTX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AbbVie Inc | Long | Debt | US | $2M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $815K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $625K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $601K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $599K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $388K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $228K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $228K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $492K | – | 0.02 |
| ACE Securities Corp Mortgage Loan Trust Series 2007-D1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $768K | – | 0.03 |
| Adobe Inc | Long | Debt | US | $755K | – | 0.03 |
| AEP Texas Inc | Long | Debt | US | $1M | – | 0.06 |
| AEP Texas Inc | Long | Debt | US | $1M | – | 0.05 |
| AEP Transmission Co LLC | Long | Debt | US | $579K | – | 0.03 |
| AES Corp/The | Long | Debt | US | $941K | – | 0.04 |
| AES Corp/The | Long | Debt | US | $937K | – | 0.04 |
| AES Corp/The | Long | Debt | US | $893K | – | 0.04 |
| AES Corp/The | Long | Debt | US | $758K | – | 0.03 |
| AGCO Corp | Long | Debt | US | $757K | – | 0.03 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Air Lease Corp | Long | Debt | US | $914K | – | 0.04 |
| Air Products and Chemicals Inc (AIR PRODUCTS & CHEMICALS) | Long | Debt | US | $570K | – | 0.03 |
| Alabama Power Co | Long | Debt | US | $452K | – | 0.02 |
| Alabama Power Co | Long | Debt | US | $71K | – | 0.00 |
| Alabama Power Co | Long | Debt | US | $45K | – | 0.00 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $662K | – | 0.03 |
| Alleghany Corp | Long | Debt | US | $469K | – | 0.02 |
| Alleghany Corp | Long | Debt | US | $233K | – | 0.01 |
| Alliant Energy Finance LLC | Long | Debt | US | $72K | – | 0.00 |
| Alternative Loan Trust 2005-53T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Alternative Loan Trust 2005-65CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $647K | – | 0.03 |
| Alternative Loan Trust 2005-6CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $859K | – | 0.04 |
| Alternative Loan Trust 2005-J3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Alternative Loan Trust 2006-13T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $565K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $837K | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $375K | – | 0.02 |
| Amcor Group Finance PLC | Long | Debt | GB | $456K | – | 0.02 |
| Ameren Corp | Long | Debt | US | $1M | – | 0.05 |
| American Airlines 2015-2 Class AA Pass Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $77K | – | 0.00 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $28K | – | 0.00 |
| American Airlines 2016-2 Class AA Pass Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $1M | – | 0.06 |
| American Airlines 2016-3 Class AA Pass Through Trust (AMER AIRLINE 16-3 AA PTT) | Long | Debt | US | $57K | – | 0.00 |
| American Airlines 2017-2 Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $1M | – | 0.05 |
| American Airlines 2019-1 Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $277K | – | 0.01 |
| American Express Co | Long | Debt | US | $2M | – | 0.08 |
| American Express Co | Long | Debt | US | $1M | – | 0.05 |
| American Express Co | Long | Debt | US | $876K | – | 0.04 |
| American Express Co | Long | Debt | US | $445K | – | 0.02 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $0 | – | – |
| American Homes 4 Rent LP | Long | Debt | US | $2M | – | 0.07 |
| American Homes 4 Rent LP | Long | Debt | US | $224K | – | 0.01 |
| American Homes 4 Rent LP | Long | Debt | US | $216K | – | 0.01 |
| American Honda Finance Corp | Long | Debt | US | $1M | – | 0.05 |
| American Honda Finance Corp | Long | Debt | US | $812K | – | 0.04 |
| American Honda Finance Corp | Long | Debt | US | $595K | – | 0.03 |
| American Honda Finance Corp | Long | Debt | US | $129K | – | 0.01 |
| American International Group Inc | Long | Debt | US | $2M | – | 0.08 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $1M | – | 0.06 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $984K | – | 0.04 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $32K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $970K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $518K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $484K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $197K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $159K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $85K | – | 0.00 |
| American Transmission Systems Inc | Long | Debt | US | $534K | – | 0.02 |
| American Transmission Systems Inc | Long | Debt | US | $343K | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $1M | – | 0.05 |
| American Water Capital Corp | Long | Debt | US | $542K | – | 0.02 |
| Ameriprise Financial Inc | Long | Debt | US | $696K | – | 0.03 |
| Amgen Inc | Long | Debt | US | $503K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $212K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $192K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $146K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $138K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $42K | – | 0.00 |
| AMMC CLO 25 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.25 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.07 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.06 |
| Anglo American Capital PLC | Long | Debt | GB | $568K | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $409K | – | 0.02 |
| Aon North America Inc | Long | Debt | US | $3M | – | 0.12 |
| Aon North America Inc | Long | Debt | US | $864K | – | 0.04 |
| Aon North America Inc | Long | Debt | US | $296K | – | 0.01 |
| Apidos Clo Xxv (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Apidos CLO XXXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Apple Inc | Long | Debt | US | $96K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| AREIT 2023-CRE8 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.09 |
| ARES LII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Arthur J Gallagher & Co | Long | Debt | US | $768K | – | 0.03 |
| Arthur J Gallagher & Co | Long | Debt | US | $114K | – | 0.01 |
| Arthur J Gallagher & Co | Long | Debt | US | $76K | – | 0.00 |
| Astrazeneca Finance LLC | Long | Debt | US | $2M | – | 0.07 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $748K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $141K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.11 |
| AutoZone Inc | Long | Debt | US | $403K | – | 0.02 |
| Avangrid Inc | Long | Debt | US | $729K | – | 0.03 |
| Avangrid Inc | Long | Debt | US | $298K | – | 0.01 |
| Avangrid Inc | Long | Debt | US | $154K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $810K | – | 0.04 |
| Avnet Inc | Long | Debt | US | $665K | – | 0.03 |
| Avnet Inc | Long | Debt | US | $470K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $1M | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $384K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $338K | – | 0.01 |
| Banc of America Funding 2007-8 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $974K | – | 0.04 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Bank 2019-BNK19 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1000K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $982K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $844K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $655K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $574K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $547K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $430K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $428K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $425K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $360K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $234K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $207K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $1M | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $870K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $381K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $196K | – | 0.01 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $1M | – | 0.06 |
| Barings CLO Ltd 2017-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.20 |
| BARTON CAPITAL CP 7/1/08 | Long | Debt | US | $18M | – | 0.80 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $389K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $369K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $153K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $31K | – | 0.00 |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2 (Bayview Opportunity Master Fun) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Bayview Opportunity Master Fund VII Trust 2024-SN1 (BOF URSA FUNDING) | Long | ABS-other | US | $2M | – | 0.08 |
| BBCCRE Trust 2015-GTP | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Beacon Container Finance II LLC | Long | ABS-other | US | $620K | – | 0.03 |
| Bear Stearns ALT-A Trust 2005-10 | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| Bear Stearns ALT-A Trust 2005-4 | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-6 | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Bear Stearns ALT-A Trust 2006-6 | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| Bear Stearns ARM Trust 2005-12 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Bear Stearns Asset Backed Securities Trust 2006-SD4 | Long | ABS-other | US | $344K | – | 0.02 |
| Bear Stearns Structured Products Inc Trust 2007-R6 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $1M | – | 0.05 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $665K | – | 0.03 |
| Benefit Street Partners CLO XIX Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| Benefit Street Partners CLO XVIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Berry Global Inc | Long | Debt | US | $1M | – | 0.06 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $902K | – | 0.04 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $883K | – | 0.04 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $464K | – | 0.02 |
| BIG Commercial Mortgage Trust 2022-BIG | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Black Hills Corp | Long | Debt | US | $488K | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $443K | – | 0.02 |
| BlackRock Funding Inc | Long | Debt | US | $425K | – | 0.02 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $1M | – | 0.05 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $463K | – | 0.02 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $193K | – | 0.01 |
| Blackstone Private Credit Fund | Long | Debt | US | $941K | – | 0.04 |
| Blackstone Secured Lending Fund | Long | Debt | US | $1M | – | 0.05 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Blue Owl Credit Income Corp | Long | Debt | US | $877K | – | 0.04 |
| Blue Owl Credit Income Corp | Long | Debt | US | $430K | – | 0.02 |
| BlueMountain CLO 2016-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| BMD2 Re-Remic Trust 2019-FRR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BMD2 Re-Remic Trust 2019-FRR1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $768K | – | 0.03 |
| BNP PARIBAS SA (PARIS BRANCH) | Long | Debt | US | $740K | – | 0.03 |
| BOCA Commercial Mortgage Trust 2022-BOCA | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $709K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $321K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $122K | – | 0.01 |
| Bojangles Issuer LLC (Bojangles Issuer, LLC) | Long | ABS-other | US | $2M | – | 0.10 |
| Booz Allen Hamilton Inc | Long | Debt | US | $1M | – | 0.06 |
| Booz Allen Hamilton Inc | Long | Debt | US | $1M | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $274K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $210K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $177K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $156K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $651K | – | 0.03 |
| BP Capital Markets PLC | Long | Debt | GB | $202K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $957K | – | 0.04 |
| BPCE SA | Long | Debt | FR | $956K | – | 0.04 |
| BPCE SA | Long | Debt | FR | $937K | – | 0.04 |
| BPCE SA | Long | Debt | FR | $569K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $653K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $588K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $537K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $432K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $159K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $37K | – | 0.00 |
| Broad River Bsl Funding Clo Ltd 2020-1 | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Broad River Bsl Funding Clo Ltd 2020-1 | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.10 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.09 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.06 |
| Brookfield Finance Inc | Long | Debt | CA | $1M | – | 0.05 |
| Brookfield Finance Inc | Long | Debt | CA | $545K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $512K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $350K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $346K | – | 0.02 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $999K | – | 0.04 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BX Trust 2023-DELC | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CaixaBank SA | Long | Debt | ES | $568K | – | 0.03 |
| California State University (CALIFORNIA ST UNIV REVENUE) | Long | Debt | US | $523K | – | 0.02 |
| California Street CLO IX LP (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Camden Property Trust | Long | Debt | US | $972K | – | 0.04 |
| Camden Property Trust | Long | Debt | US | $934K | – | 0.04 |
| Cameron LNG LLC | Long | Debt | US | $214K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $917K | – | 0.04 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $1M | – | 0.05 |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH) | Long | Debt | US | $740K | – | 0.03 |
| Canadian Pacific Railway Co | Long | Debt | CA | $445K | – | 0.02 |
| CANTOR FITZGERALD SECURITIES | Long | Repurchase agreement | US | $7M | – | 0.32 |
| Capital One Financial Corp | Long | Debt | US | $625K | – | 0.03 |
| Cardinal Health Inc | Long | Debt | US | $241K | – | 0.01 |
| Cargill Inc | Long | Debt | US | $676K | – | 0.03 |
| Cargill Inc | Long | Debt | US | $611K | – | 0.03 |
| Cargill Inc | Long | Debt | US | $397K | – | 0.02 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Carlyle Global Market Strategies CLO 2015-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.30 |
| Carlyle Global Market Strategies CLO 2016-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.24 |
| Carrier Global Corp | Long | Debt | US | $306K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $186K | – | 0.01 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| CD 2018-CD7 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CDS CDX.NA.HY.33.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-541K | – | -0.02 | |
| CDS CDX.NA.HY.40.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-3M | – | -0.13 | |
| Cedar Funding IV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Cedar Funding VIII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Cencora Inc | Long | Debt | US | $877K | – | 0.04 |
| Centene Corp | Long | Debt | US | $7M | – | 0.29 |
| Centene Corp | Long | Debt | US | $636K | – | 0.03 |
| Centene Corp | Long | Debt | US | $383K | – | 0.02 |
| Centene Corp | Long | Debt | US | $194K | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $552K | – | 0.02 |
| CF SECURED LLC (CF Secured, LLC) | Long | Repurchase agreement | US | $2M | – | 0.08 |
| Charles Schwab Corp/The | Long | Debt | US | $1M | – | 0.05 |
| Charles Schwab Corp/The | Long | Debt | US | $354K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $926K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $626K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $614K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $296K | – | 0.01 |
| Chase Funding Trust Series 2002-4 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $28K | – | 0.00 |
| Chase Funding Trust Series 2003-5 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $104K | – | 0.00 |
| Chase Mortgage Finance Trust Series 2005-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $31K | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $208K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $860K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $322K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2004-22 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $930K | – | 0.04 |
| CHL Mortgage Pass-Through Trust 2004-HYB9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $562K | – | 0.02 |
| CIFC Funding 2018-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.07 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $813K | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $811K | – | 0.04 |
| CIM Trust 2020-J1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CIMIC Finance USA Pty Ltd | Long | Debt | AU | $383K | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $1M | – | 0.05 |
| Cisco Systems Inc | Long | Debt | US | $928K | – | 0.04 |
| Cisco Systems Inc | Long | Debt | US | $489K | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $435K | – | 0.02 |
| Citicorp Mortgage Securities Trust Series 2007-1 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $733K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2018-C5 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $842K | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Citigroup Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2005-8 | Long | ABS-mortgage backed security | US | $680K | – | 0.03 |
| Citigroup Mortgage Loan Trust 2007-10 | Long | ABS-mortgage backed security | US | $552K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2015-A | Long | ABS-mortgage backed security | US | $450K | – | 0.02 |
| CitiMortgage Alternative Loan Trust Series 2007-A2 | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Citizens Financial Group Inc | Long | Debt | US | $1M | – | 0.06 |
| Citizens Financial Group Inc | Long | Debt | US | $1M | – | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $821K | – | 0.04 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $820K | – | 0.04 |
| CMS Energy Corp | Long | Debt | US | $1M | – | 0.05 |
| CMS Energy Corp | Long | Debt | US | $423K | – | 0.02 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $1M | – | 0.06 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $1M | – | 0.06 |
| CNO Financial Group Inc | Long | Debt | US | $1M | – | 0.07 |
| CNO Global Funding | Long | Debt | US | $1M | – | 0.06 |
| Coca-Cola Co/The | Long | Debt | US | $661K | – | 0.03 |
| Coca-Cola Co/The | Long | Debt | US | $653K | – | 0.03 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $940K | – | 0.04 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $1M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.07 |
| Comcast Corp | Long | Debt | US | $848K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $591K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $511K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $267K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $240K | – | 0.01 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $581K | – | 0.03 |
| COMM 2015-CCRE27 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COMM 2016-CR28 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $258K | – | 0.01 |
| Commonbond Student Loan Trust 2018-A-GS | Long | ABS-other | US | $224K | – | 0.01 |
| Commonbond Student Loan Trust 2018-BGS | Long | ABS-other | US | $313K | – | 0.01 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $592K | – | 0.03 |
| Commonwealth Edison Co | Long | Debt | US | $133K | – | 0.01 |
| Concentrix Corp | Long | Debt | US | $2M | – | 0.08 |
| Concentrix Corp | Long | Debt | US | $1M | – | 0.06 |
| CONCORD 07/02/24 | Long | Debt | US | $40M | – | 1.77 |
| Connecticut Avenue Securities Trust 2019-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Connecticut Avenue Securities Trust 2020-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Connecticut Avenue Securities Trust 2020-SBT1 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $712K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $379K | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $326K | – | 0.01 |
| Constellation Software Inc/Canada | Long | Debt | CA | $910K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $3M | – | 0.12 |
| Corebridge Financial Inc | Long | Debt | US | $2M | – | 0.07 |
| Corebridge Financial Inc | Long | Debt | US | $1M | – | 0.05 |
| Corebridge Financial Inc | Long | Debt | US | $972K | – | 0.04 |
| Corebridge Financial Inc | Long | Debt | US | $758K | – | 0.03 |
| Corebridge Financial Inc | Long | Debt | US | $700K | – | 0.03 |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | Long | Debt | US | $740K | – | 0.03 |
| Crestline Denali CLO XVII Ltd (Crestline Denali CLO XVII, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.25 |
| CRH SMW Finance DAC | Long | Debt | IE | $965K | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $1M | – | 0.05 |
| Crown Castle Inc | Long | Debt | US | $646K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $624K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $561K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $471K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $392K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $264K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $153K | – | 0.01 |
| CSAIL 2018-C14 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| CSL Finance PLC | Long | Debt | GB | $897K | – | 0.04 |
| CubeSmart LP | Long | Debt | US | $629K | – | 0.03 |
| CURRENCY CONTRACT - EUR (UBS SECURITIES LLC) | Derivative-foreign exchange | US | $-79.48 | – | -0.00 | |
| CURRENCY CONTRACT - EUR (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $677K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $428K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $321K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $274K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $118K | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $39K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $895K | – | 0.04 |
| DB Master Finance LLC | Long | ABS-other | US | $859K | – | 0.04 |
| DB Master Finance LLC | Long | ABS-other | US | $461K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $376K | – | 0.02 |
| Delta Air Lines 2020-1 Class A Pass Through Trust (DELTA AIR LINES 2020-A) | Long | Debt | US | $473K | – | 0.02 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $161K | – | 0.01 | |
| Depository Trust & Clearing Corp/The | Long | Debt | US | $766K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.09 |
| Diamondback Energy Inc | Long | Debt | US | $672K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $629K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $568K | – | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $638K | – | 0.03 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $263K | – | 0.01 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| Dryden 38 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $919K | – | 0.04 |
| DSLA Mortgage Loan Trust 2004-AR3 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| DTE Energy Co | Long | Debt | US | $2M | – | 0.09 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Duke Energy Carolinas LLC | Long | Debt | US | $602K | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $395K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $328K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $325K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $121K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $43K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $26K | – | 0.00 |
| DUKE ENERGY CO 07/01/2024 | Long | Debt | US | $23M | – | 1.01 |
| Duke Energy Corp | Long | Debt | US | $358K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $45K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $633K | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $363K | – | 0.02 |
| Duke Energy Ohio Inc | Long | Debt | US | $74K | – | 0.00 |
| Duke Energy Ohio Inc | Long | Debt | US | $61K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $436K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $154K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $70K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $66K | – | 0.00 |
| Duquesne Light Holdings Inc | Long | Debt | US | $384K | – | 0.02 |
| DZ BANK AG (NEW YORK BRANCH) | Long | Debt | US | $690K | – | 0.03 |
| Element Fleet Management Corp | Long | Debt | CA | $2M | – | 0.07 |
| Element Fleet Management Corp | Long | Debt | CA | $750K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $352K | – | 0.02 |
| Eli Lilly & Co | Long | Debt | US | $539K | – | 0.02 |
| Eli Lilly & Co | Long | Debt | US | $259K | – | 0.01 |
| Enact Holdings Inc | Long | Debt | US | $3M | – | 0.12 |
| Enbridge Inc | Long | Debt | CA | $871K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $431K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $714K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $667K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $633K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $431K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $326K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $320K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $207K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $117K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $662K | – | 0.03 |
| Eni SpA | Long | Debt | IT | $523K | – | 0.02 |
| Entergy Arkansas LLC | Long | Debt | US | $270K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $222K | – | 0.01 |
| Entergy Corp | Long | Debt | US | $503K | – | 0.02 |
| Entergy Corp | Long | Debt | US | $353K | – | 0.02 |
| Entergy Corp | Long | Debt | US | $343K | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $235K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $748K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.05 |
| Equifax Inc | Long | Debt | US | $647K | – | 0.03 |
| Equinor ASA | Long | Debt | NO | $754K | – | 0.03 |
| Essent Group Ltd | Long | Debt | BM | $2M | – | 0.08 |
| Essential Utilities Inc | Long | Debt | US | $1M | – | 0.05 |
| Essential Utilities Inc | Long | Debt | US | $432K | – | 0.02 |
| Evergy Kansas Central Inc | Long | Debt | US | $457K | – | 0.02 |
| Evergy Kansas Central Inc | Long | Debt | US | $320K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $1M | – | 0.05 |
| Eversource Energy | Long | Debt | US | $1M | – | 0.05 |
| Eversource Energy | Long | Debt | US | $834K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $752K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $604K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $534K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $313K | – | 0.01 |
| Exelon Corp | Long | Debt | US | $1M | – | 0.05 |
| Exelon Corp | Long | Debt | US | $1M | – | 0.05 |
| Exelon Corp | Long | Debt | US | $273K | – | 0.01 |
| Exeter Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Extra Space Storage LP | Long | Debt | US | $568K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $534K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $28M | – | 1.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 1.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.62 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.47 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $990K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $900K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $726K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $686K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $685K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $640K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $559K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $547K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 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 | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $2K | – | 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 | $2K | – | 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 | $2K | – | 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 | $2K | – | 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 | $2K | – | 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 | $2K | – | 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 | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $945.97 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $923.47 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $872.21 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $797.25 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $786.17 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $782.93 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763.55 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762.82 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $744.28 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $684.63 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $660.7 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $623.84 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $604.06 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $602.16 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $585.17 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $553.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $532.94 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $495.57 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $492.3 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $462.53 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $433.79 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $425.39 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423.44 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $418.56 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $389.75 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375.1 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $374.53 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373.91 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373.08 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349.39 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $344.84 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $331.76 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326.52 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324.49 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $310.02 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $309.1 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291.38 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $281.7 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241.36 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211.62 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207.53 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $204.79 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193.97 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $192.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $180.84 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107.09 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71.5 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52.88 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.42 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $959K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $922K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $906K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $894K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $843K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $825K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $759K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $612K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $558K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $543K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $462K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $433K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $350K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39K | – | 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 | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $2M | – | 0.08 |
| FedEx Corp | Long | Debt | US | $578K | – | 0.03 |
| FedEx Corp | Long | Debt | US | $302K | – | 0.01 |
| FedEx Corp | Long | Debt | US | $168K | – | 0.01 |
| FedEx Corp | Long | Debt | US | $124K | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA1 | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| First Horizon Asset Securities Inc (First Horizon Mortgage Pass-Th) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| First Horizon Bank | Long | Debt | US | $3M | – | 0.15 |
| First Horizon Mortgage Pass-Through Trust 2005-AR3 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FirstEnergy Corp | Long | Debt | US | $965K | – | 0.04 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $613K | – | 0.03 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $450K | – | 0.02 |
| Fiserv Inc | Long | Debt | US | $935K | – | 0.04 |
| Fiserv Inc | Long | Debt | US | $258K | – | 0.01 |
| Flagstar Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Flagstar Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Flagstar Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Florida Power & Light Co | Long | Debt | US | $564K | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $101K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $63K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $5K | – | 0.00 |
| FMC Corp | Long | Debt | US | $411K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $962K | – | 0.04 |
| Fortune Brands Innovations Inc | Long | Debt | US | $657K | – | 0.03 |
| Fortune Brands Innovations Inc | Long | Debt | US | $535K | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $495K | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $443K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $767K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $704K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $688K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $652K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $642K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $615K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $600K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $549K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $407K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 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 | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 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 | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $834.02 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $768.16 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $360.99 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $302.65 | – | 0.00 |
| Freddie Mac Multifamily ML Certificates (FRETE 2021-ML08 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.79 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.65 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.54 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.43 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $987K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $916K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $867K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $805K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $733K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $638K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $597K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $582K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $568K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $180.26 | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $522K | – | 0.02 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $681K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $550K | – | 0.02 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $700K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $684K | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $615K | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FS Rialto 2021-FL3 (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Galaxy XXVI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| GAM Re-REMIC Trust 2021-FRR1 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GATX Corp | Long | Debt | US | $675K | – | 0.03 |
| GATX Corp | Long | Debt | US | $426K | – | 0.02 |
| General Motors Co | Long | Debt | US | $885K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.14 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $962K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $589K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $449K | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $484K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27M | – | 1.22 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.55 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.51 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $553K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $782.21 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $357.35 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.47 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $817K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $754K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $552K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $178K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $1M | – | 0.06 |
| Global Payments Inc | Long | Debt | US | $1M | – | 0.05 |
| Global Payments Inc | Long | Debt | US | $447K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $293K | – | 0.01 |
| GLS Auto Receivables Issuer Trust 2021-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $308K | – | 0.01 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.12 |
| Goldentree Loan Management US Clo 2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $968K | – | 0.04 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $819K | – | 0.04 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $416K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $896K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $543K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $529K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $329K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $962K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $937K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $900K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $739K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $689K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $663K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 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 | $43K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 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 | $9K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GS Mortgage Securities Trust 2014-GC22 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2023-PJ4 | Long | ABS-mortgage backed security | US | $874K | – | 0.04 |
| GSAMP Trust 2007-FM1 | Long | ABS-other | US | $45K | – | 0.00 |
| GSR Mortgage Loan Trust 2003-2F | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $2M | – | 0.08 |
| HCA Inc | Long | Debt | US | $1M | – | 0.07 |
| HCA Inc | Long | Debt | US | $875K | – | 0.04 |
| HCA Inc | Long | Debt | US | $762K | – | 0.03 |
| HCA Inc | Long | Debt | US | $722K | – | 0.03 |
| HCA Inc | Long | Debt | US | $390K | – | 0.02 |
| HCA Inc | Long | Debt | US | $355K | – | 0.02 |
| HCA Inc | Long | Debt | US | $309K | – | 0.01 |
| HCA Inc | Long | Debt | US | $277K | – | 0.01 |
| HCA Inc | Long | Debt | US | $239K | – | 0.01 |
| HCA Inc | Long | Debt | US | $232K | – | 0.01 |
| HCA Inc | Long | Debt | US | $165K | – | 0.01 |
| HCA Inc | Long | Debt | US | $113K | – | 0.01 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $1M | – | 0.06 |
| Healthpeak OP LLC | Long | Debt | US | $1M | – | 0.05 |
| HEICO Corp | Long | Debt | US | $1M | – | 0.06 |
| HERO Funding Trust 2015-2 | Long | ABS-other | US | $698K | – | 0.03 |
| Hess Corp | Long | Debt | US | $1M | – | 0.06 |
| HGI CRE CLO 2021-FL3 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $494K | – | 0.02 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Home Depot Inc/The | Long | Debt | US | $886K | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $327K | – | 0.01 |
| HomeBanc Mortgage Trust 2004-1 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $1M | – | 0.05 |
| HP Inc | Long | Debt | US | $521K | – | 0.02 |
| HSBC BANK PLC (LONDON BRANCH) | Long | Debt | US | $720K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $940K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $693K | – | 0.03 |
| Humana Inc | Long | Debt | US | $886K | – | 0.04 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $1M | – | 0.06 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $407K | – | 0.02 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $682K | – | 0.03 |
| Huntington National Bank/The | Long | Debt | US | $1M | – | 0.05 |
| Hyatt Hotels Corp | Long | Debt | US | $437K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $982K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $967K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $879K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $262K | – | 0.01 |
| Iberdrola International BV (IBERDROLA INTL BV) | Long | Debt | NL | $114K | – | 0.01 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $1M | – | 0.05 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $490K | – | 0.02 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $364K | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | IE | $1M | – | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $1M | – | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $677K | – | 0.03 |
| Indiana Michigan Power Co | Long | Debt | US | $170K | – | 0.01 |
| Indiana Michigan Power Co | Long | Debt | US | $94K | – | 0.00 |
| Indiana Michigan Power Co | Long | Debt | US | $79K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $992K | – | 0.04 |
| ING Groep NV | Long | Debt | NL | $391K | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $474K | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $370K | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $321K | – | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $205K | – | 0.01 |
| Intel Corp | Long | Debt | US | $370K | – | 0.02 |
| Intel Corp | Long | Debt | US | $331K | – | 0.01 |
| Intel Corp | Long | Debt | US | $141K | – | 0.01 |
| Intel Corp | Long | Debt | US | $103K | – | 0.00 |
| Intel Corp | Long | Debt | US | $34K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $1M | – | 0.05 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $961K | – | 0.04 |
| International Business Machines Corp (IBM CORP) | Long | Debt | US | $1M | – | 0.05 |
| Intuit Inc | Long | Debt | US | $1M | – | 0.06 |
| Intuit Inc | Long | Debt | US | $917K | – | 0.04 |
| Intuit Inc | Long | Debt | US | $694K | – | 0.03 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $2M | – | 0.08 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $814K | – | 0.04 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $248K | – | 0.01 |
| IPALCO Enterprises Inc | Long | Debt | US | $204K | – | 0.01 |
| IRS MXN (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $12K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-180K | – | -0.01 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-222K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $182K | – | 0.01 | |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.07 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $3M | – | 0.11 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $196K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $2M | – | 0.10 |
| John Deere Capital Corp | Long | Debt | US | $2M | – | 0.07 |
| John Deere Capital Corp | Long | Debt | US | $863K | – | 0.04 |
| Johnson & Johnson | Long | Debt | US | $486K | – | 0.02 |
| Johnson & Johnson | Long | Debt | US | $438K | – | 0.02 |
| Johnson & Johnson | Long | Debt | US | $144K | – | 0.01 |
| Johnson & Johnson | Long | Debt | US | $45K | – | 0.00 |
| JOHNSON CTLS I 07/01/2024 | Long | Debt | US | $20M | – | 0.89 |
| Jones Lang LaSalle Inc | Long | Debt | US | $2M | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| JP Morgan Mortgage Trust 2005-A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| JP Morgan Mortgage Trust 2017-6 | Long | ABS-mortgage backed security | US | $800K | – | 0.04 |
| JP Morgan Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| JP Morgan Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| JP Morgan Mortgage Trust 2020-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| JP Morgan Mortgage Trust 2020-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JPMBB Commercial Mortgage Securities Trust 2015-C28 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $851K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $737K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $731K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $726K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $711K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $678K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $460K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $280K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $264K | – | 0.01 |
| JPY CALL VERSUS USD PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $800.01 | – | 0.00 | |
| JUPITER CP 2.60 70108 (JUPITER SECURITIZATION) | Long | Debt | US | $13M | – | 0.60 |
| Kentucky Utilities Co | Long | Debt | US | $315K | – | 0.01 |
| Kenvue Inc | Long | Debt | US | $1M | – | 0.05 |
| Kenvue Inc | Long | Debt | US | $602K | – | 0.03 |
| Kenvue Inc | Long | Debt | US | $521K | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $175K | – | 0.01 |
| Keurig Dr Pepper Inc | Long | Debt | US | $483K | – | 0.02 |
| KeyCorp | Long | Debt | US | $2M | – | 0.08 |
| KeyCorp | Long | Debt | US | $531K | – | 0.02 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $365K | – | 0.02 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $273K | – | 0.01 |
| Kite Realty Group LP | Long | Debt | US | $395K | – | 0.02 |
| KLA Corp | Long | Debt | US | $477K | – | 0.02 |
| KLA Corp | Long | Debt | US | $422K | – | 0.02 |
| Kyndryl Holdings Inc | Long | Debt | US | $645K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $632K | – | 0.03 |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | Long | Debt | US | $630K | – | 0.03 |
| LCM 26 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.44 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $581K | – | 0.03 |
| Liberty Utilities Co | Long | Debt | US | $1M | – | 0.06 |
| Liberty Utilities Co | Long | Debt | US | $728K | – | 0.03 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $661K | – | 0.03 |
| Life 2022-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.09 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.06 |
| Lockheed Martin Corp | Long | Debt | US | $607K | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $532K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $482K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $384K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $191K | – | 0.01 |
| Long Beach Mortgage Loan Trust 2004-4 | Long | ABS-other | US | $55K | – | 0.00 |
| Los Angeles County Public Works Financing Authority (LOS ANGELES CNTY CA PUBLIC WKS) | Long | Debt | US | $355K | – | 0.02 |
| Los Angeles County Public Works Financing Authority (LOS ANGELES CNTY CA PUBLIC WKS) | Long | Debt | US | $218K | – | 0.01 |
| Louisville Gas and Electric Co (LOUISVILLE GAS & ELEC) | Long | Debt | US | $315K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $246K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $208K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $171K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $54K | – | 0.00 |
| LPL Holdings Inc | Long | Debt | US | $708K | – | 0.03 |
| Lseg US Fin Corp | Long | Debt | US | $1M | – | 0.05 |
| Lseg US Fin Corp | Long | Debt | US | $934K | – | 0.04 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Magnetite XII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Magnetite XXXI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.37 |
| Marathon Petroleum Corp | Long | Debt | US | $705K | – | 0.03 |
| MAREX CAPITAL MARKETS INC (MAREX CAPITAL MARKETS INC.) | Long | Repurchase agreement | US | $7M | – | 0.32 |
| Marriott International Inc/MD | Long | Debt | US | $389K | – | 0.02 |
| Mars Inc | Long | Debt | US | $1M | – | 0.06 |
| Mars Inc | Long | Debt | US | $112K | – | 0.00 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $133K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $659K | – | 0.03 |
| MED Commercial Mortgage Trust 2024-MOB (MED Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $837K | – | 0.04 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Meta Platforms Inc | Long | Debt | US | $1M | – | 0.06 |
| Meta Platforms Inc | Long | Debt | US | $1M | – | 0.05 |
| Meta Platforms Inc | Long | Debt | US | $143K | – | 0.01 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| Mid-America Apartments LP | Long | Debt | US | $663K | – | 0.03 |
| MidAmerican Energy Co | Long | Debt | US | $22K | – | 0.00 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $304K | – | 0.01 |
| Mississippi Power Co | Long | Debt | US | $1M | – | 0.04 |
| Mississippi Power Co | Long | Debt | US | $118K | – | 0.01 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $858K | – | 0.04 |
| MIZUHO BANK LTD (NEW YORK BRANCH) | Long | Debt | US | $710K | – | 0.03 |
| Mizuho Financial Group Inc | Long | Debt | JP | $1M | – | 0.05 |
| Mohawk Industries Inc | Long | Debt | US | $551K | – | 0.02 |
| Mondelez International Inc | Long | Debt | US | $755K | – | 0.03 |
| Monongahela Power Co | Long | Debt | US | $898K | – | 0.04 |
| Monongahela Power Co | Long | Debt | US | $832K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $720K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $716K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $662K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $603K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $523K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $495K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $492K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $454K | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2005-NC2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2005-5AR | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Mosaic Solar Loan Trust 2018-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $987K | – | 0.04 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $288K | – | 0.01 |
| Mosaic Solar Loans 2017-2 LLC (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| Motorola Solutions Inc | Long | Debt | US | $631K | – | 0.03 |
| MPLX LP | Long | Debt | US | $1M | – | 0.05 |
| MPLX LP | Long | Debt | US | $447K | – | 0.02 |
| MPLX LP | Long | Debt | US | $367K | – | 0.02 |
| MPLX LP | Long | Debt | US | $78K | – | 0.00 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $5M | 5M | 0.23 |
| Narragansett Electric Co/The | Long | Debt | US | $162K | – | 0.01 |
| National Bank of Canada | Long | Debt | CA | $1M | – | 0.06 |
| National Grid PLC | Long | Debt | GB | $1M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $1M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $1M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $601K | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $535K | – | 0.02 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $518K | – | 0.02 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $326K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $208K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $120K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $113K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $988K | – | 0.04 |
| NatWest Markets PLC | Long | Debt | GB | $2M | – | 0.07 |
| Navient Private Education Refi Loan Trust 2018-A (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.06 |
| NBN Co Ltd | Long | Debt | AU | $1M | – | 0.04 |
| NBN Co Ltd | Long | Debt | AU | $860K | – | 0.04 |
| NBN Co Ltd | Long | Debt | AU | $505K | – | 0.02 |
| NBN Co Ltd | Long | Debt | AU | $433K | – | 0.02 |
| Nestle Capital Corp | Long | Debt | US | $611K | – | 0.03 |
| Nestle Capital Corp | Long | Debt | US | $371K | – | 0.02 |
| Netflix Inc | Long | Debt | US | $1M | – | 0.05 |
| Neuberger Berman CLO XVII Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Nevada Power Co | Long | Debt | US | $238K | – | 0.01 |
| New Residential Mortgage Loan Trust 2017-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| New York Life Insurance Co | Long | Debt | US | $20K | – | 0.00 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $342K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $632K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $173K | – | 0.01 |
| Niagara Mohawk Power Corp | Long | Debt | US | $818K | – | 0.04 |
| Niagara Mohawk Power Corp | Long | Debt | US | $620K | – | 0.03 |
| NMI Holdings Inc | Long | Debt | US | $242K | – | 0.01 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2001-R1A (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $1M | – | 0.05 |
| Norfolk Southern Corp | Long | Debt | US | $394K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $111K | – | 0.00 |
| Northern States Power Co/WI (NORTHERN STATES PWR-WISC) | Long | Debt | US | $313K | – | 0.01 |
| Northern Trust Corp | Long | Debt | US | $1M | – | 0.05 |
| NSTAR Electric Co | Long | Debt | US | $355K | – | 0.02 |
| NSTAR Electric Co | Long | Debt | US | $350K | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $815K | – | 0.04 |
| Nutrien Ltd | Long | Debt | CA | $542K | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $77K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $74K | – | 0.00 |
| Nuveen LLC | Long | Debt | US | $2M | – | 0.11 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $228K | – | 0.01 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $198K | – | 0.01 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $121K | – | 0.01 | |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $3M | – | 0.13 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.06 |
| Occidental Petroleum Corp | Long | Debt | US | $775K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $165K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $136K | – | 0.01 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| OCP CLO 2021-21 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| Octagon Investment Partners 29 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| Octagon Investment Partners 29 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| Octagon Investment Partners XV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| OGE Energy Corp | Long | Debt | US | $338K | – | 0.01 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| OHA Credit Funding 9 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Old Republic International Corp (OLD REPUBLIC INTL CORP) | Long | Debt | US | $3M | – | 0.11 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $653K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $724K | – | 0.03 |
| ONEOK Partners LP | Long | Debt | US | $396K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $852K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $419K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $417K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $398K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $358K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $331K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $174K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $160K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $155K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $102K | – | 0.00 |
| Orange SA | Long | Debt | FR | $155K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $351K | – | 0.02 |
| Ovintiv Inc | Long | Debt | US | $323K | – | 0.01 |
| PACCAR Financial Corp | Long | Debt | US | $888K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $269K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $246K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $138K | – | 0.01 |
| Palmer Square CLO 2018-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Palmer Square CLO 2021-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.31 |
| Palmer Square CLO 2021-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Paramount Global | Long | Debt | US | $247K | – | 0.01 |
| Paramount Global | Long | Debt | US | $147K | – | 0.01 |
| PayPal Holdings Inc | Long | Debt | US | $1M | – | 0.06 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.10 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $1M | – | 0.06 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $1M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $1M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $886K | – | 0.04 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $2M | – | 0.08 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $2M | – | 0.08 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $666K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $289K | – | 0.01 |
| PFP 2023-10 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.22 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $690K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $643K | – | 0.03 |
| Piedmont Operating Partnership LP | Long | Debt | US | $178K | – | 0.01 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $11K | – | 0.00 |
| PMTT4 (L Street Securities) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Popular ABS Mortgage Pass-Through Trust 2005-D | Long | ABS-other | US | $94K | – | 0.00 |
| Prime Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| Prologis LP | Long | Debt | US | $246K | – | 0.01 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $1M | – | 0.06 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $379K | – | 0.02 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $77K | – | 0.00 |
| Public Service Electric and Gas Co | Long | Debt | US | $546K | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $46K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Debt | US | $2M | – | 0.09 |
| Public Service Enterprise Group Inc | Long | Debt | US | $997K | – | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $876K | – | 0.04 |
| QUALCOMM Inc | Long | Debt | US | $1M | – | 0.04 |
| Quest Diagnostics Inc | Long | Debt | US | $614K | – | 0.03 |
| Quest Diagnostics Inc | Long | Debt | US | $246K | – | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $232K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $822K | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $368K | – | 0.02 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $330K | – | 0.01 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $208K | – | 0.01 |
| Regions Financial Corp | Long | Debt | US | $755K | – | 0.03 |
| Renaissance Home Equity Loan Trust 2003-2 | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Renaissance Home Equity Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| Rexford Industrial Realty LP | Long | Debt | US | $2M | – | 0.10 |
| Reynolds American Inc | Long | Debt | US | $325K | – | 0.01 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $995K | – | 0.04 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| RFMSI Series 2003-S9 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| RGA Global Funding | Long | Debt | US | $667K | – | 0.03 |
| Roche Holdings Inc | Long | Debt | US | $2M | – | 0.10 |
| Roche Holdings Inc | Long | Debt | US | $618K | – | 0.03 |
| Rockland Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| ROYAL BANK OF CANADA (TORONTO BRANCH) | Long | Debt | US | $740K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $980K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $610K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $604K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $480K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $402K | – | 0.02 |
| RTX Corp | Long | Debt | US | $1M | – | 0.05 |
| RTX Corp | Long | Debt | US | $869K | – | 0.04 |
| RTX Corp | Long | Debt | US | $6K | – | 0.00 |
| Ryder System Inc | Long | Debt | US | $2M | – | 0.07 |
| Ryder System Inc | Long | Debt | US | $766K | – | 0.03 |
| Ryder System Inc | Long | Debt | US | $726K | – | 0.03 |
| Ryder System Inc | Long | Debt | US | $134K | – | 0.01 |
| Ryder System Inc | Long | Debt | US | $89K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $964K | – | 0.04 |
| S&P Global Inc | Long | Debt | US | $327K | – | 0.01 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $845K | – | 0.04 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $794K | – | 0.04 |
| Sabra Health Care LP | Long | Debt | US | $304K | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $591K | – | 0.03 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $834K | – | 0.04 |
| Schlumberger Investment SA | Long | Debt | LU | $381K | – | 0.02 |
| Sealed Air Corp | Long | Debt | US | $917K | – | 0.04 |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4 | Long | ABS-other | US | $13K | – | 0.00 |
| Sequoia Mortgage Trust 2003-4 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Sequoia Mortgage Trust 2005-4 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Sequoia Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| Sequoia Mortgage Trust 2015-3 | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| Sequoia Mortgage Trust 2018-CH1 | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Sequoia Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | Long | Debt | US | $720K | – | 0.03 |
| SMB Private Education Loan Trust 2014-A | Long | ABS-other | US | $1M | – | 0.06 |
| SMB Private Education Loan Trust 2017-A | Long | ABS-other | US | $1M | – | 0.06 |
| SMB Private Education Loan Trust 2019-B | Long | ABS-other | US | $542K | – | 0.02 |
| SMB Private Education Loan Trust 2020-PT-A | Long | ABS-other | US | $506K | – | 0.02 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $2M | – | 0.09 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $2M | – | 0.07 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $768K | – | 0.03 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $639K | – | 0.03 |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC (Social Professional Loan Progr) | Long | ABS-other | US | $2M | – | 0.09 |
| Sofi Professional Loan Program 2018-A LLC (Social Professional Loan Progr) | Long | ABS-other | US | $2M | – | 0.09 |
| Sofi Professional Loan Program 2018-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $5M | – | 0.20 |
| Sofi Professional Loan Program 2018-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $363K | – | 0.02 |
| Sofi Professional Loan Program 2018-D Trust (Social Professional Loan Progr) | Long | ABS-other | US | $914K | – | 0.04 |
| Solventum Corp | Long | Debt | US | $893K | – | 0.04 |
| Solventum Corp | Long | Debt | US | $824K | – | 0.04 |
| Solventum Corp | Long | Debt | US | $275K | – | 0.01 |
| Sonic Capital LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Sound Point CLO XXIX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Sound Point CLO XXVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Sound Point CLO XXVIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.32 |
| South Jersey Industries Inc | Long | Debt | US | $1M | – | 0.06 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $583K | – | 0.03 |
| Southern Co/The | Long | Debt | US | $1M | – | 0.06 |
| Southern Co/The | Long | Debt | US | $732K | – | 0.03 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $1M | – | 0.06 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $303K | – | 0.01 |
| Southwestern Public Service Co | Long | Debt | US | $359K | – | 0.02 |
| Sprint Capital Corp | Long | Debt | US | $2M | – | 0.11 |
| Sprint Capital Corp | Long | Debt | US | $2M | – | 0.08 |
| Starwood Mortgage Residential Trust 2020-1 | Long | ABS-mortgage backed security | US | $594K | – | 0.03 |
| STATE OF WISCONSIN INVESTMENT BOARD | Long | Repurchase agreement | US | $7M | – | 0.31 |
| State Street Corp | Long | Debt | US | $2M | – | 0.11 |
| State Street Corp | Long | Debt | US | $911K | – | 0.04 |
| Steel Dynamics Inc | Long | Debt | US | $961K | – | 0.04 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-7 | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $669K | – | 0.03 |
| Sunrun Athena Issuer 2018-1 LLC | Long | ABS-other | US | $2M | – | 0.07 |
| SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | Long | Debt | US | $670K | – | 0.03 |
| Swiss RE Subordinated Finance PLC (SWISS RE SUB FIN PLC) | Long | Debt | GB | $2M | – | 0.11 |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $202K | – | 0.01 | |
| SWOP IRS EUR (UBS AG) | Derivative-interest rate | CH | $-77K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-78K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-126K | – | -0.01 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $506K | – | 0.02 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $421K | – | 0.02 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $317K | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $143K | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $126K | – | 0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-305K | – | -0.01 | |
| SWOP IRS USD (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-336K | – | -0.01 | |
| Symphony CLO XVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| Symphony CLO XX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.21 |
| Symphony CLO XXV Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.36 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $583K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $490K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $453K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $445K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $383K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $371K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $174K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $147K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $135K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $134K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $54K | – | 0.00 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| Take-Two Interactive Software Inc | Long | Debt | US | $669K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $650K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $581K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $556K | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $323K | – | 0.01 |
| Tampa Electric Co | Long | Debt | US | $209K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $374K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $340K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $771K | – | 0.03 |
| TCW CLO 2020-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.27 |
| TCW CLO 2023-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.32 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $201K | – | 0.01 |
| Teledyne FLIR LLC | Long | Debt | US | $618K | – | 0.03 |
| Texas Instruments Inc | Long | Debt | US | $855K | – | 0.04 |
| Texas Instruments Inc | Long | Debt | US | $235K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $1M | – | 0.06 |
| THL Credit Wind River 2017-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.31 |
| Thornburg Mortgage Securities Trust 2006-5 | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $21K | – | 0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $21K | – | 0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-14K | – | -0.00 | |
| THREE MONTH EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-80K | – | -0.00 | |
| TIAA CLO I Ltd (TEACHERS INSURANCE AND ANNUITY) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.32 |
| Time Warner Cable LLC | Long | Debt | US | $751K | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $360K | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $888K | – | 0.04 |
| TotalEnergies Capital SA | Long | Debt | FR | $495K | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $386K | – | 0.02 |
| Toyota Motor Credit Corp | Long | Debt | US | $1M | – | 0.05 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $424K | – | 0.02 |
| Triangle Re 2021-3 Ltd (Enact Mortgage Insurance Corpo) | Long | ABS-mortgage backed security | BM | $6M | – | 0.27 |
| Trinitas Clo VII Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.31 |
| Triton Container Finance VIII LLC (Triton Container Finance LLC) | Long | ABS-other | US | $893K | – | 0.04 |
| Triton Container International Ltd | Long | Debt | BM | $728K | – | 0.03 |
| Triton Container International Ltd | Long | Debt | BM | $452K | – | 0.02 |
| TRS VOL GBPUSD STRIKE 6.5 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-9K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.6 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-11K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.625 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-12K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.675 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-47K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.187 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-20K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (UBS AG) | Derivative-foreign exchange | CH | $-13K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-21K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.25 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-20K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.555 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-44K | – | -0.00 | |
| Truist Financial Corp | Long | Debt | US | $2M | – | 0.10 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.06 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.05 |
| Truist Financial Corp | Long | Debt | US | $408K | – | 0.02 |
| Tyson Foods Inc | Long | Debt | US | $791K | – | 0.04 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1M | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $679K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $829K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $701K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $549K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $284K | – | 0.01 |
| Unilever Capital Corp | Long | Debt | US | $473K | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $42K | – | 0.00 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $2M | – | 0.08 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $501K | – | 0.02 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.56 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $581K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $405K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $158K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $158K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $129K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $52K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $42K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $68.74 | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $666K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $401K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $398K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $376K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $367K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $247K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $124K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $121K | – | 0.01 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-375K | – | -0.02 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $20K | – | 0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-165K | – | -0.01 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $673K | – | 0.03 |
| US Bancorp | Long | Debt | US | $743K | – | 0.03 |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $234K | – | 0.01 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $544K | – | 0.02 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $146K | – | 0.01 |
| Venture 37 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $763K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $646K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $500K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $401K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $385K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $299K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $93K | – | 0.00 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $965K | – | 0.04 |
| Viatris Inc | Long | Debt | US | $814K | – | 0.04 |
| Viatris Inc | Long | Debt | US | $442K | – | 0.02 |
| Viatris Inc | Long | Debt | US | $362K | – | 0.02 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $381K | – | 0.02 |
| Vodafone Group PLC | Long | Debt | GB | $643K | – | 0.03 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $2M | – | 0.10 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $2M | – | 0.09 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $2M | – | 0.08 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $615K | – | 0.03 |
| Voya VACS Series EMCD Fund | Long | Equity-common | US | $52M | 6M | 2.29 |
| Voya VACS Series EMHCD Fund | Long | Equity-common | US | $98M | 9M | 4.36 |
| Voya VACS Series HYB Fund | Long | Equity-common | US | $68M | 7M | 3.02 |
| Voya VACS Series SC Fund | Long | Equity-common | US | $99M | 9M | 4.39 |
| Walmart Inc | Long | Debt | US | $880K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR9 Trust | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | Long | ABS-mortgage backed security | US | $612K | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | Long | ABS-mortgage backed security | US | $966K | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.07 |
| Warnermedia Holdings Inc | Long | Debt | US | $718K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $693K | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Ser 2006-AR10 Trust | Long | ABS-mortgage backed security | US | $532K | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Waste Management Inc | Long | Debt | US | $844K | – | 0.04 |
| Waste Management Inc | Long | Debt | US | $479K | – | 0.02 |
| WEC Energy Group Inc | Long | Debt | US | $1M | – | 0.06 |
| WEC Energy Group Inc | Long | Debt | US | $328K | – | 0.01 |
| WEC Energy Group Inc | Long | Debt | US | $323K | – | 0.01 |
| WEC Energy Group Inc | Long | Debt | US | $236K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $730K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $367K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $340K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $205K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $197K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $129K | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $527K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Wells Fargo Mortgage Backed Securities 2005-AR7 Trust | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $556K | – | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $711K | – | 0.03 |
| Westpac New Zealand Ltd | Long | Debt | NZ | $1M | – | 0.05 |
| Weyerhaeuser Co | Long | Debt | US | $402K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.16 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $391K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $96K | – | 0.00 |
| Willis North America Inc | Long | Debt | US | $1M | – | 0.06 |
| WinWater Mortgage Loan Trust 2015-5 | Long | ABS-mortgage backed security | US | $463K | – | 0.02 |
| Wisconsin Electric Power Co | Long | Debt | US | $718K | – | 0.03 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $559K | – | 0.02 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $765K | – | 0.03 |
Address
Voya Intermediate Bond Portfolio
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
Arizona
85258
United States of America
Websites
Directors
Christopher P. Sullivan
John V. Boyer
Sheryl K. Pressler
Colleen D. Baldwin
Joseph E. Obermeyer
Martin J. Gavin
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
THE LONDON CLEARING HOUSE LIMITED
Bloomberg Inc.
ICE Data Pricing & Reference Data, LLC
S&P Global Market Intelligence
PricingDirect Inc.
LSEG US FIN CORP.
Chicago Mercantile Exchange Inc.
Custodians
Citibank Europe PLC (Czech Republic)
Euroclear Bank SA/NV (Belgium)
Deutsche Securities Korea Co.
The Bank of New York Mellon, SA/NV (Italy)
Deutsche Bank A.S. (Turkey)
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB, Oslo Branch
MUFG Bank, Ltd.
Landsbankinn hf.
Banco Bilbao Vizcaya Argentaria SA
The Standard Bank of South Africa Limited
Aberdeen Euro Vallalati Kotveny Alapok Alapja
The Hongkong and Shanghai Banking Corporation (Thailand)
HSBC NOMINEES (NEW ZEALAND) LIMITED
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Banco Itau Uruguay S.A.
Citibanamex Afore, S.A. de C.V.
STANBIC IBTC BANK PLC
The Bank of New York Mellon
PJSC ROSBANK
Deutsche Investor Services Private Limited
The Bank of New York Mellon, SA/NV (Netherlands)
The Bank of New York Mellon (United Kingdom)
Citibank N.A., Argentina
Citibank del Peru S.A.
CIBC Mellon Trust Company (Canada)
The Bank of New York Mellon SA/NV (Germany)
BANCO CITIBANK S A
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Standard Chartered Bank Malaysia Berhad
The Hongkong and Shanghai Banking Corporation (Hong Kong)
Credit Suisse (Switzerland) Ltd.
Citibank Europe plc, Romania Branch
Bank Polska Kasa Opieki S.A.
Skandinaviska Enskilda Banken AB, Helsinki Branch
Citibank Europe PLC (Portugal)
HSBC Bank Australia Limited
PT Deutsche Sekuritas Indonesia
The Bank of New York Mellon (Ireland)
Bank Hapoalim B.M.
Cititrust Colombia S A Sociedad Fiduciaria
Banco Santander Chile
Standard Chartered Bank
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
N/A
Brokers
MORGAN STANLEY & CO. LLC