Voya mutual funds > Voya Mutual Funds
Voya Global Bond Fund
$280.38M
Avg Monthly Net Assets
$271.36M
Total Assets
$19.49M
Total Liabilities
$251.87M
Net Assets
Voya Global Bond Fund is a Mutual Fund in Voya Mutual Funds
from Voya mutual funds,
based in Arizona,
United States of America.
The fund has six share classes
and monthly net assets of $280.38M.
On September 23rd, 2024 it reported 1,183 holdings, the largest
being CHINA GOVERNMENT BOND (2.0%), CHINA GOVERNMENT BOND (2.0%) and CHINA GOVERNMENT BOND (1.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000034078 | INGBX | |
| Class C | C000034080 | IGBCX | |
| Class I | C000034081 | IGBIX | |
| Class R | C000105408 | IGBRX | |
| Class R6 | C000122013 | IGBZX | |
| Class W | C000079030 | IGBWX |
Holdings
From latest NPORT-P, filed September 23rd, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10YR MINI JGB (SINGAPORE EXCHANGE LIMITED) | Derivative-interest rate | SG | $-3K | – | -0.00 | |
| AbbVie Inc | Long | Debt | US | $649K | – | 0.26 |
| AbbVie Inc | Long | Debt | US | $125K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $51K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $40K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $39K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $31K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $30K | – | 0.01 |
| Adjustable Rate Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $189K | – | 0.08 |
| Adobe Inc | Long | Debt | US | $48K | – | 0.02 |
| ADT Security Corp/The (ADT SEC CORP) | Long | Debt | US | $173K | – | 0.07 |
| AEP Texas Inc | Long | Debt | US | $327K | – | 0.13 |
| AEP Texas Inc | Long | Debt | US | $107K | – | 0.04 |
| AEP Transmission Co LLC | Long | Debt | US | $38K | – | 0.02 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $231K | – | 0.09 |
| AES Corp/The | Long | Debt | US | $117K | – | 0.05 |
| AES Corp/The | Long | Debt | US | $77K | – | 0.03 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $214K | – | 0.09 |
| AGCO Corp | Long | Debt | US | $61K | – | 0.02 |
| Air Lease Corp | Long | Debt | US | $75K | – | 0.03 |
| Air Products and Chemicals Inc (AIR PRODUCTS & CHEMICALS) | Long | Debt | US | $35K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $34K | – | 0.01 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $173K | – | 0.07 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $55K | – | 0.02 |
| Alleghany Corp | Long | Debt | US | $56K | – | 0.02 |
| Alleghany Corp | Long | Debt | US | $16K | – | 0.01 |
| Alternative Loan Trust 2005-53T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Alternative Loan Trust 2006-13T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $80K | – | 0.03 |
| Amcor Group Finance PLC | Long | Debt | GB | $35K | – | 0.01 |
| Ameren Corp | Long | Debt | US | $98K | – | 0.04 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $56K | – | 0.02 |
| American Airlines 2016-2 Class A Pass Through Trust (AMERN AIRLINE 16-2 A PTT) | Long | Debt | US | $15K | – | 0.01 |
| American Airlines 2021-1 Class A Pass Through Trust (AMER AIRLINE 21-1A EETC) | Long | Debt | US | $323K | – | 0.13 |
| American Electric Power Co Inc | Long | Debt | US | $33K | – | 0.01 |
| American Electric Power Co Inc | Long | Debt | US | $28K | – | 0.01 |
| American Express Co | Long | Debt | US | $88K | – | 0.03 |
| American Express Co | Long | Debt | US | $81K | – | 0.03 |
| American Express Co | Long | Debt | US | $70K | – | 0.03 |
| American Express Co | Long | Debt | US | $36K | – | 0.01 |
| American Homes 4 Rent LP | Long | Debt | US | $106K | – | 0.04 |
| American Homes 4 Rent LP | Long | Debt | US | $30K | – | 0.01 |
| American Honda Finance Corp | Long | Debt | US | $86K | – | 0.03 |
| American Honda Finance Corp | Long | Debt | US | $86K | – | 0.03 |
| American Honda Finance Corp | Long | Debt | US | $57K | – | 0.02 |
| American Honda Finance Corp | Long | Debt | US | $10K | – | 0.00 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $115K | – | 0.05 |
| American International Group Inc | Long | Debt | US | $95K | – | 0.04 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $88K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $501K | – | 0.20 |
| American Tower Corp | Long | Debt | US | $61K | – | 0.02 |
| American Transmission Systems Inc | Long | Debt | US | $73K | – | 0.03 |
| American Water Capital Corp | Long | Debt | US | $67K | – | 0.03 |
| American Water Capital Corp | Long | Debt | US | $35K | – | 0.01 |
| Ameriprise Financial Inc | Long | Debt | US | $66K | – | 0.03 |
| Amgen Inc | Long | Debt | US | $46K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $33K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $20K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $598K | – | 0.24 |
| Anglo American Capital PLC | Long | Debt | GB | $182K | – | 0.07 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $200K | – | 0.08 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $153K | – | 0.06 |
| Antofagasta PLC | Long | Debt | GB | $261K | – | 0.10 |
| Aon North America Inc | Long | Debt | US | $245K | – | 0.10 |
| Aon North America Inc | Long | Debt | US | $70K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $17K | – | 0.01 |
| Apidos CLO XXIV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.16 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $981K | – | 0.39 |
| Arthur J Gallagher & Co | Long | Debt | US | $9K | – | 0.00 |
| Arthur J Gallagher & Co | Long | Debt | US | $8K | – | 0.00 |
| Arthur J Gallagher & Co | Long | Debt | US | $4K | – | 0.00 |
| Asbury Automotive Group Inc | Long | Debt | US | $174K | – | 0.07 |
| Astrazeneca Finance LLC | Long | Debt | US | $125K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $17K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $209K | – | 0.08 |
| AUST 10Y BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $13K | – | 0.01 | |
| AUST 3YR BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $5K | – | 0.00 | |
| AutoZone Inc | Long | Debt | US | $38K | – | 0.02 |
| Avnet Inc | Long | Debt | US | $54K | – | 0.02 |
| Avnet Inc | Long | Debt | US | $46K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $208K | – | 0.08 |
| Bain Capital Credit CLO 2019-2 (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.10 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $207K | – | 0.08 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $429K | – | 0.17 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $131K | – | 0.05 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $207K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $300K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $234K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $177K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $168K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $164K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $141K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $141K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $129K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $124K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $110K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $99K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $82K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $80K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $68K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $65K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $63K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $108K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $132K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $106K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $91K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $55K | – | 0.02 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $25K | – | 0.01 |
| Bank of Nova Scotia/The | Long | Debt | CA | $51K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $25K | – | 0.01 |
| Barings Clo Ltd 2019-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.30 |
| Barings CLO Ltd 2024-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $857K | – | 0.34 |
| BAT Capital Corp | Long | Debt | US | $68K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $51K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $45K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $31K | – | 0.01 |
| Bath & Body Works Inc | Long | Debt | US | $180K | – | 0.07 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $622K | – | 0.25 |
| Becton Dickinson & Co | Long | Debt | US | $86K | – | 0.03 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $175K | – | 0.07 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $633K | – | 0.25 |
| Benchmark 2021-B23 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $352K | – | 0.14 |
| Berry Global Inc | Long | Debt | US | $445K | – | 0.18 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $72K | – | 0.03 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $45K | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $24K | – | 0.01 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $50K | – | 0.02 |
| Blackstone Private Credit Fund | Long | Debt | US | $75K | – | 0.03 |
| Blackstone Secured Lending Fund | Long | Debt | US | $81K | – | 0.03 |
| Blue Owl Credit Income Corp | Long | Debt | US | $35K | – | 0.01 |
| BlueMountain CLO 2013-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.20 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.10 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $651K | – | 0.26 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.20 |
| Boeing Co/The | Long | Debt | US | $45K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $21K | – | 0.01 |
| Booz Allen Hamilton Inc | Long | Debt | US | $139K | – | 0.06 |
| Booz Allen Hamilton Inc | Long | Debt | US | $127K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $26K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $15K | – | 0.01 |
| Brazil Notas do Tesouro Nacional Serie B (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $988K | – | 0.39 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $198K | – | 0.08 |
| Brink's Co/The | Long | Debt | US | $66K | – | 0.03 |
| Brink's Co/The | Long | Debt | US | $66K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $52K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $46K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $33K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $28K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $122K | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $85K | – | 0.03 |
| Brookfield Finance Inc | Long | Debt | CA | $81K | – | 0.03 |
| Brookfield Finance LLC / Brookfield Finance Inc (BROOKFLD FIN LLC/FIN INC) | Long | Debt | US | $32K | – | 0.01 |
| Builders FirstSource Inc | Long | Debt | US | $136K | – | 0.05 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $61K | – | 0.02 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $42K | – | 0.02 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $31K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $55K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $26K | – | 0.01 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $188K | – | 0.07 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $686K | – | 0.27 |
| BX Commercial Mortgage Trust 2021-IRON (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.71 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $986K | – | 0.39 |
| BX Commercial Mortgage Trust 2024-AIRC (BX Trust) | Long | ABS-mortgage backed security | US | $877K | – | 0.35 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $497K | – | 0.20 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $486K | – | 0.19 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $383K | – | 0.15 |
| BX Trust 2021-LGCY | Long | ABS-mortgage backed security | US | $583K | – | 0.23 |
| BX Trust 2021-SDMF | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| BX Trust 2023-DELC | Long | ABS-mortgage backed security | US | $754K | – | 0.30 |
| Calpine Corp | Long | Debt | US | $165K | – | 0.07 |
| CAMB Commercial Mortgage Trust 2021-CX2 | Long | ABS-mortgage backed security | US | $354K | – | 0.14 |
| Camden Property Trust | Long | Debt | US | $92K | – | 0.04 |
| Camden Property Trust | Long | Debt | US | $69K | – | 0.03 |
| Campbell Soup Co | Long | Debt | US | $82K | – | 0.03 |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $170K | – | 0.07 | |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $86K | – | 0.03 |
| Canadian Pacific Railway Co | Long | Debt | CA | $43K | – | 0.02 |
| Canadian When Issued Government Bond (CANADA-GOV'T WI) | Long | Debt | CA | $618K | – | 0.25 |
| CANTOR FITZGERALD SECURITIES | Long | Repurchase agreement | US | $1M | – | 0.40 |
| Capital One Financial Corp | Long | Debt | US | $81K | – | 0.03 |
| Cardinal Health Inc | Long | Debt | US | $14K | – | 0.01 |
| Cargill Inc | Long | Debt | US | $91K | – | 0.04 |
| Cargill Inc | Long | Debt | US | $36K | – | 0.01 |
| Cargill Inc | Long | Debt | US | $36K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $22K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $18K | – | 0.01 |
| Cascades Inc/Cascades USA Inc (CASCADES INC/USA INC) | Long | Debt | $170K | – | 0.07 | |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Cedar Funding VIII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.18 |
| Cemex SAB de CV | Long | Debt | MX | $293K | – | 0.12 |
| Cencora Inc | Long | Debt | US | $54K | – | 0.02 |
| Cencosud SA | Long | Debt | CL | $203K | – | 0.08 |
| Cenovus Energy Inc | Long | Debt | CA | $27K | – | 0.01 |
| Centene Corp | Long | Debt | US | $211K | – | 0.08 |
| Centene Corp | Long | Debt | US | $114K | – | 0.05 |
| CenterPoint Energy Inc | Long | Debt | US | $83K | – | 0.03 |
| CenterPoint Energy Inc | Long | Debt | US | $41K | – | 0.02 |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL (CNTL AMR BOTTLING CORP) | Long | Debt | VG | $240K | – | 0.10 |
| Charles Schwab Corp/The | Long | Debt | US | $27K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $107K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $68K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $67K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $22K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8K | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $57K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $6K | – | 0.00 |
| China Government Bond | Long | Debt | CN | $5M | – | 2.02 |
| China Government Bond | Long | Debt | CN | $5M | – | 1.99 |
| China Government Bond | Long | Debt | CN | $4M | – | 1.65 |
| China Government Bond | Long | Debt | CN | $3M | – | 1.33 |
| China Government Bond | Long | Debt | CN | $2M | – | 0.72 |
| China Government Bond | Long | Debt | CN | $1M | – | 0.45 |
| China Government Bond | Long | Debt | CN | $919K | – | 0.36 |
| China Government Bond | Long | Debt | CN | $637K | – | 0.25 |
| China Government Bond | Long | Debt | CN | $541K | – | 0.21 |
| China Government Bond | Long | Debt | CN | $489K | – | 0.19 |
| China Government Bond | Long | Debt | CN | $264K | – | 0.10 |
| China Government Bond | Long | Debt | CN | $164K | – | 0.07 |
| CHL Mortgage Pass-Through Trust 2007-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $155K | – | 0.06 |
| Chubb INA Holdings LLC | Long | Debt | US | $9K | – | 0.00 |
| CIFC Funding 2013-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.30 |
| CIFC Funding 2015-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $866K | – | 0.34 |
| Cigna Group/The | Long | Debt | US | $373K | – | 0.15 |
| Cigna Group/The | Long | Debt | US | $214K | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $77K | – | 0.03 |
| Cigna Group/The | Long | Debt | US | $51K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $24K | – | 0.01 |
| CIMIC Finance USA Pty Ltd | Long | Debt | AU | $24K | – | 0.01 |
| Cisco Systems Inc | Long | Debt | US | $86K | – | 0.03 |
| Cisco Systems Inc | Long | Debt | US | $74K | – | 0.03 |
| Cisco Systems Inc | Long | Debt | US | $58K | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $34K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-C2 | Long | ABS-mortgage backed security | US | $125K | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| Citigroup Mortgage Loan Trust 2006-WF1 | Long | ABS-other | US | $161K | – | 0.06 |
| CitiMortgage Alternative Loan Trust Series 2006-A3 | Long | ABS-mortgage backed security | US | $225K | – | 0.09 |
| Citizens Financial Group Inc | Long | Debt | US | $83K | – | 0.03 |
| Citizens Financial Group Inc | Long | Debt | US | $67K | – | 0.03 |
| Citizens Financial Group Inc | Long | Debt | US | $60K | – | 0.02 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $246K | – | 0.10 |
| Cleveland-Cliffs Inc | Long | Debt | US | $176K | – | 0.07 |
| Cleveland-Cliffs Inc | Long | Debt | US | $171K | – | 0.07 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.10 |
| CNH CALL VERSUS USD PUT (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $-44K | – | -0.02 | |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $108K | – | 0.04 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $101K | – | 0.04 |
| CNO Financial Group Inc | Long | Debt | US | $127K | – | 0.05 |
| CNO Global Funding | Long | Debt | US | $107K | – | 0.04 |
| Coca-Cola Co/The | Long | Debt | US | $45K | – | 0.02 |
| Coca-Cola Co/The | Long | Debt | US | $45K | – | 0.02 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $77K | – | 0.03 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $565K | – | 0.22 |
| COLT 2021-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $809K | – | 0.32 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $572K | – | 0.23 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $224K | – | 0.09 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $137K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $94K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $79K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $57K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $54K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $49K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $41K | – | 0.02 |
| COMM 2016-CR28 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Commercial Mortgage Pass Through Certificates (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Concentrix Corp | Long | Debt | US | $102K | – | 0.04 |
| Connecticut Avenue Securities Trust 2019-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Connecticut Avenue Securities Trust 2020-SBT1 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $47K | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $29K | – | 0.01 |
| Constellation Software Inc/Canada | Long | Debt | CA | $73K | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $266K | – | 0.11 |
| Corebridge Financial Inc | Long | Debt | US | $246K | – | 0.10 |
| Corebridge Financial Inc | Long | Debt | US | $121K | – | 0.05 |
| Corebridge Financial Inc | Long | Debt | US | $76K | – | 0.03 |
| Corebridge Financial Inc | Long | Debt | US | $66K | – | 0.03 |
| Corebridge Financial Inc | Long | Debt | US | $45K | – | 0.02 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $255K | – | 0.10 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $210K | – | 0.08 |
| Crescent Energy Finance LLC | Long | Debt | US | $174K | – | 0.07 |
| Crown Castle Inc | Long | Debt | US | $90K | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $60K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $54K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $42K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $25K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $22K | – | 0.01 |
| CSAIL 2018-C14 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $455K | – | 0.18 |
| CSL Finance PLC | Long | Debt | GB | $79K | – | 0.03 |
| CSL Finance PLC | Long | Debt | GB | $47K | – | 0.02 |
| CSL Finance PLC | Long | Debt | GB | $13K | – | 0.01 |
| CSMC Trust 2015-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $131K | – | 0.05 |
| CSMC Trust 2015-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| CSX Corp | Long | Debt | US | $33K | – | 0.01 |
| CT Trust | Long | Debt | GT | $292K | – | 0.12 |
| Cummins Inc | Long | Debt | US | $89K | – | 0.04 |
| Cummins Inc | Long | Debt | US | $17K | – | 0.01 |
| CURRENCY CONTRACT - AUD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-57.67 | – | -0.00 | |
| CURRENCY CONTRACT - AUD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-76K | – | -0.03 | |
| CURRENCY CONTRACT - BRL (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CURRENCY CONTRACT - BRL (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - CAD (MIZUHO CAPITAL MARKETS LLC) | Derivative-foreign exchange | US | $-58K | – | -0.02 | |
| CURRENCY CONTRACT - CHF (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $13K | – | 0.01 | |
| CURRENCY CONTRACT - CLP (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $465.69 | – | 0.00 | |
| CURRENCY CONTRACT - CNY (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $58.2 | – | 0.00 | |
| CURRENCY CONTRACT - DKK (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - EUR (UBS SECURITIES LLC) | Derivative-foreign exchange | US | $70.16 | – | 0.00 | |
| CURRENCY CONTRACT - EUR (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $-955.47 | – | -0.00 | |
| CURRENCY CONTRACT - EUR (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-117K | – | -0.05 | |
| CURRENCY CONTRACT - GBP (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $947.07 | – | 0.00 | |
| CURRENCY CONTRACT - HKD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-108.91 | – | -0.00 | |
| CURRENCY CONTRACT - HUF (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CURRENCY CONTRACT - IDR (Citibank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CURRENCY CONTRACT - ILS (HSBC BANK USA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - JPY (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $846K | – | 0.34 | |
| CURRENCY CONTRACT - JPY (Citibank, National Association) | Derivative-foreign exchange | US | $52K | – | 0.02 | |
| CURRENCY CONTRACT - JPY (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $26K | – | 0.01 | |
| CURRENCY CONTRACT - JPY (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CURRENCY CONTRACT - JPY (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $983.73 | – | 0.00 | |
| CURRENCY CONTRACT - JPY (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $752.58 | – | 0.00 | |
| CURRENCY CONTRACT - JPY (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $156.56 | – | 0.00 | |
| CURRENCY CONTRACT - KRW (BNP PARIBAS) | Derivative-foreign exchange | US | $27K | – | 0.01 | |
| CURRENCY CONTRACT - NOK (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - NZD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-18K | – | -0.01 | |
| CURRENCY CONTRACT - PLN (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CURRENCY CONTRACT - RON (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $-13K | – | -0.01 | |
| CURRENCY CONTRACT - SEK (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $-38K | – | -0.02 | |
| CURRENCY CONTRACT - SGD (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| CURRENCY CONTRACT - TRY (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $45K | – | 0.02 | |
| CURRENCY CONTRACT - USD (HSBC BANK USA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $34K | – | 0.01 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CURRENCY CONTRACT - USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $535.29 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $330.82 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $105.77 | – | 0.00 | |
| CURRENCY CONTRACT - USD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-152.17 | – | -0.00 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $-396.66 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-722.4 | – | -0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| CURRENCY CONTRACT - USD (BROWN BROTHERS HARRIMAN & CO.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-18K | – | -0.01 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-18K | – | -0.01 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-19K | – | -0.01 | |
| CURRENCY CONTRACT - USD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-23K | – | -0.01 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-24K | – | -0.01 | |
| CURRENCY CONTRACT - USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | US | $-24K | – | -0.01 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-40K | – | -0.02 | |
| CURRENCY CONTRACT - USD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-79K | – | -0.03 | |
| CURRENCY CONTRACT - ZAR (MIZUHO CAPITAL MARKETS LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CVS Health Corp | Long | Debt | US | $42K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $27K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $22K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $21K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $13K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $8K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $6K | – | 0.00 |
| Czech Republic Government Bond | Long | Debt | CZ | $379K | – | 0.15 |
| DAIWA CAPITAL MARKETS AMERICA INC (DAIWA CAPITAL MARKETS AMERICA INC.) | Long | Repurchase agreement | US | $57K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $213K | – | 0.08 |
| DaVita Inc | Long | Debt | US | $202K | – | 0.08 |
| DaVita Inc | Long | Debt | US | $182K | – | 0.07 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $89K | – | 0.04 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $67K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $179K | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $45K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $43K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $23K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $17K | – | 0.01 |
| Discovery Communications LLC | Long | Debt | US | $87K | – | 0.03 |
| Dollar General Corp | Long | Debt | US | $26K | – | 0.01 |
| Dryden 49 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| DT Midstream Inc | Long | Debt | US | $171K | – | 0.07 |
| DTE Electric Co | Long | Debt | US | $236K | – | 0.09 |
| DTE Electric Co | Long | Debt | US | $48K | – | 0.02 |
| DTE Energy Co | Long | Debt | US | $169K | – | 0.07 |
| DTE Energy Co | Long | Debt | US | $30K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $13K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $5K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $769K | – | 0.31 |
| Duke Energy Florida LLC | Long | Debt | US | $79K | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $27K | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $21K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $17K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $10K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $244K | – | 0.10 |
| Ecopetrol SA | Long | Debt | CO | $180K | – | 0.07 |
| Element Fleet Management Corp | Long | Debt | CA | $127K | – | 0.05 |
| Element Fleet Management Corp | Long | Debt | CA | $104K | – | 0.04 |
| Elevance Health Inc | Long | Debt | US | $37K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $36K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $34K | – | 0.01 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $760K | – | 0.30 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $200K | – | 0.08 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $168K | – | 0.07 |
| Enact Holdings Inc | Long | Debt | US | $189K | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $28K | – | 0.01 |
| Energizer Holdings Inc | Long | Debt | US | $180K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $201K | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $93K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $50K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $29K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $204K | – | 0.08 |
| Eni SpA | Long | Debt | IT | $203K | – | 0.08 |
| EnLink Midstream LLC | Long | Debt | US | $172K | – | 0.07 |
| Entergy Arkansas LLC | Long | Debt | US | $15K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $5K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $141K | – | 0.06 |
| Entergy Corp | Long | Debt | US | $30K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $15K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $50K | – | 0.02 |
| Entergy Texas Inc | Long | Debt | US | $13K | – | 0.01 |
| Equifax Inc | Long | Debt | US | $91K | – | 0.04 |
| Equinor ASA | Long | Debt | NO | $52K | – | 0.02 |
| Essent Group Ltd | Long | Debt | BM | $118K | – | 0.05 |
| Essential Utilities Inc | Long | Debt | US | $237K | – | 0.09 |
| Essential Utilities Inc | Long | Debt | US | $31K | – | 0.01 |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $216K | – | 0.09 | |
| EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $81K | – | 0.03 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $94K | – | 0.04 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $183K | – | 0.07 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $73K | – | 0.03 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $73K | – | 0.03 | |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | $860K | – | 0.34 | |
| Evergy Kansas Central Inc | Long | Debt | US | $37K | – | 0.01 |
| Evergy Kansas Central Inc | Long | Debt | US | $26K | – | 0.01 |
| Evergy Kansas Central Inc | Long | Debt | US | $24K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $101K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $86K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $84K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $79K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $61K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $39K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $30K | – | 0.01 |
| Exelon Corp | Long | Debt | US | $98K | – | 0.04 |
| Exelon Corp | Long | Debt | US | $84K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $90K | – | 0.04 |
| Extra Space Storage LP | Long | Debt | US | $80K | – | 0.03 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $31K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.18 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.17 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.93 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.68 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 1.57 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $785K | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.74 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $899K | – | 0.36 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $615K | – | 0.24 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $577K | – | 0.23 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $450K | – | 0.18 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $227K | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $136K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $118K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $116K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $79K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $75K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $242K | – | 0.10 |
| FedEx Corp | Long | Debt | US | $27K | – | 0.01 |
| FirstEnergy Corp | Long | Debt | US | $68K | – | 0.03 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $369K | – | 0.15 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $49K | – | 0.02 |
| Fiserv Inc | Long | Debt | US | $75K | – | 0.03 |
| FISERV INC | Long | Debt | US | $1M | – | 0.59 |
| FISERV INC 0 CP 01/08/2024 | Long | Debt | US | $2M | – | 0.97 |
| Flagstar Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $770K | – | 0.31 |
| Florida Power & Light Co | Long | Debt | US | $55K | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $49K | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $5K | – | 0.00 |
| FMC Corp | Long | Debt | US | $35K | – | 0.01 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $143K | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $202K | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $196K | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $193K | – | 0.08 |
| Fortis Inc/Canada | Long | Debt | CA | $184K | – | 0.07 |
| Fortune Brands Innovations Inc | Long | Debt | US | $92K | – | 0.04 |
| Fortune Brands Innovations Inc | Long | Debt | US | $40K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $372K | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $413K | – | 0.16 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $355K | – | 0.14 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $353K | – | 0.14 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $305K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $724K | – | 0.29 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $865K | – | 0.34 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $852K | – | 0.34 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $824K | – | 0.33 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $667K | – | 0.26 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $577K | – | 0.23 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $493K | – | 0.20 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $191K | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $130K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $129K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22.31 | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $707K | – | 0.28 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $617K | – | 0.24 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $526K | – | 0.21 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| Freddie Mac STACR REMIC Trust 2023-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.53 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.45 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $657K | – | 0.26 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $474K | – | 0.19 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $169K | – | 0.07 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $218K | – | 0.09 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $117K | – | 0.05 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $246K | – | 0.10 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $224K | – | 0.09 |
| Galaxy XV CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Galaxy XXI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.24 |
| Galton Funding Mortgage Trust 2018-2 (GMRF Mortgage Acquisition Co.,) | Long | ABS-mortgage backed security | US | $173K | – | 0.07 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $462K | – | 0.18 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $212K | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $211K | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $205K | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $202K | – | 0.08 |
| GAM RE-REMIC Trust 2022-FRR3 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $168K | – | 0.07 |
| GATX Corp | Long | Debt | US | $94K | – | 0.04 |
| GATX Corp | Long | Debt | US | $36K | – | 0.01 |
| GCI LLC | Long | Debt | US | $172K | – | 0.07 |
| General Mills Inc | Long | Debt | US | $224K | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $302K | – | 0.12 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $208K | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $86K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $38K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $33K | – | 0.01 |
| Georgia Power Co | Long | Debt | US | $40K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $722K | – | 0.29 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.68 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $292K | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $15K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $118K | – | 0.05 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $70K | – | 0.03 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $35K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $121K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $87K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $42K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $41K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.70 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $935K | – | 0.37 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $539K | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $153K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GreenPoint Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $126K | – | 0.05 |
| GS Mortgage Securities Corp Trust 2017-SLP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.68 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $161K | – | 0.06 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $708K | – | 0.28 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ3 | Long | ABS-mortgage backed security | US | $615K | – | 0.24 |
| GS Mortgage-Backed Securities Trust 2021-PJ10 | Long | ABS-mortgage backed security | US | $952K | – | 0.38 |
| GS Mortgage-Backed Securities Trust 2022-PJ1 | Long | ABS-mortgage backed security | US | $278K | – | 0.11 |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | Long | ABS-mortgage backed security | US | $1M | – | 0.45 |
| GSMS Trust 2024-Fair (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $303K | – | 0.12 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $201K | – | 0.08 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $200K | – | 0.08 |
| H&E Equipment Services Inc | Long | Debt | US | $169K | – | 0.07 |
| HCA Inc | Long | Debt | US | $258K | – | 0.10 |
| HCA Inc | Long | Debt | US | $215K | – | 0.09 |
| HCA Inc | Long | Debt | US | $145K | – | 0.06 |
| HCA Inc | Long | Debt | US | $71K | – | 0.03 |
| HCA Inc | Long | Debt | US | $37K | – | 0.01 |
| HCA Inc | Long | Debt | US | $23K | – | 0.01 |
| HCA Inc | Long | Debt | US | $23K | – | 0.01 |
| HCA Inc | Long | Debt | US | $20K | – | 0.01 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $106K | – | 0.04 |
| Healthpeak OP LLC | Long | Debt | US | $138K | – | 0.05 |
| Healthpeak OP LLC | Long | Debt | US | $68K | – | 0.03 |
| HEICO Corp | Long | Debt | US | $113K | – | 0.04 |
| Hess Corp | Long | Debt | US | $127K | – | 0.05 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $195K | – | 0.08 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $189K | – | 0.08 |
| Home Depot Inc/The | Long | Debt | US | $72K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $25K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $80K | – | 0.03 |
| Honeywell International Inc | Long | Debt | US | $67K | – | 0.03 |
| Honeywell International Inc | Long | Debt | US | $61K | – | 0.02 |
| HP Inc | Long | Debt | US | $36K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $214K | – | 0.08 |
| Humana Inc | Long | Debt | US | $75K | – | 0.03 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $274K | – | 0.11 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $66K | – | 0.03 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $27K | – | 0.01 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $95K | – | 0.04 |
| Hyatt Hotels Corp | Long | Debt | US | $35K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $237K | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $92K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $82K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $24K | – | 0.01 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $147K | – | 0.06 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $98K | – | 0.04 |
| Icon Investments Six DAC | Long | Debt | IE | $228K | – | 0.09 |
| Imola Merger Corp | Long | Debt | US | $165K | – | 0.07 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $222K | – | 0.09 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $954K | – | 0.38 |
| ING Groep NV | Long | Debt | NL | $343K | – | 0.14 |
| Ingersoll Rand Inc | Long | Debt | US | $38K | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $31K | – | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $21K | – | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $14K | – | 0.01 |
| Insight Enterprises Inc (INSIGHT ENTERPRS) | Long | Debt | US | $67K | – | 0.03 |
| Intel Corp | Long | Debt | US | $77K | – | 0.03 |
| Intel Corp | Long | Debt | US | $33K | – | 0.01 |
| Intel Corp | Long | Debt | US | $24K | – | 0.01 |
| Intel Corp | Long | Debt | US | $12K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $52K | – | 0.02 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $15K | – | 0.01 |
| Intuit Inc | Long | Debt | US | $63K | – | 0.02 |
| Intuit Inc | Long | Debt | US | $58K | – | 0.02 |
| Inversiones CMPC SA | Long | Debt | CL | $258K | – | 0.10 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $80K | – | 0.03 |
| IPALCO Enterprises Inc | Long | Debt | US | $186K | – | 0.07 |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-38K | – | -0.01 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-154K | – | -0.06 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $104K | – | 0.04 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $22K | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-123K | – | -0.05 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.46 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $166.81 | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-33K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-159K | – | -0.06 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-249K | – | -0.10 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-274K | – | -0.11 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-318K | – | -0.13 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-40K | – | -0.02 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-111K | – | -0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.53 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $373K | – | 0.15 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $283K | – | 0.11 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $272K | – | 0.11 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $222K | – | 0.09 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $149K | – | 0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $117K | – | 0.05 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $93K | – | 0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $86K | – | 0.03 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $74K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $46K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-15K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-35K | – | -0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-54K | – | -0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-60K | – | -0.02 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-78K | – | -0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-91K | – | -0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-109K | – | -0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-113K | – | -0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-165K | – | -0.07 | |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $775K | – | 0.31 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $662K | – | 0.26 |
| J.P. Morgan Mortgage Trust 2022-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $365K | – | 0.14 |
| J.P. Morgan Mortgage Trust 2022-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $594K | – | 0.24 |
| J.P. Morgan Mortgage Trust 2023-2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.80 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $-11K | – | -0.00 | |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $65K | – | 0.03 |
| John Deere Capital Corp | Long | Debt | US | $186K | – | 0.07 |
| John Deere Capital Corp | Long | Debt | US | $127K | – | 0.05 |
| John Deere Capital Corp | Long | Debt | US | $71K | – | 0.03 |
| Johnson & Johnson | Long | Debt | US | $71K | – | 0.03 |
| Johnson & Johnson | Long | Debt | US | $31K | – | 0.01 |
| Jones Lang LaSalle Inc | Long | Debt | US | $177K | – | 0.07 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $271K | – | 0.11 |
| JP Morgan Mortgage Trust 2019-INV3 | Long | ABS-mortgage backed security | US | $75K | – | 0.03 |
| JP Morgan Mortgage Trust 2019-INV3 | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| JP Morgan Mortgage Trust 2019-LTV3 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-5 | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| JP Morgan Trust 2015-3 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $144K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $773K | – | 0.31 |
| JPMorgan Chase & Co | Long | Debt | US | $589K | – | 0.23 |
| JPMorgan Chase & Co | Long | Debt | US | $322K | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $249K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $199K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $187K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $182K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $140K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $125K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $102K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $101K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $94K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $75K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $60K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $48K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $47K | – | 0.02 |
| JSW Steel Ltd | Long | Debt | IN | $183K | – | 0.07 |
| Kentucky Utilities Co | Long | Debt | US | $19K | – | 0.01 |
| Kenvue Inc | Long | Debt | US | $68K | – | 0.03 |
| Kenvue Inc | Long | Debt | US | $43K | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $33K | – | 0.01 |
| Keurig Dr Pepper Inc | Long | Debt | US | $38K | – | 0.01 |
| KeyCorp | Long | Debt | US | $97K | – | 0.04 |
| KeyCorp | Long | Debt | US | $33K | – | 0.01 |
| Kingdom of Belgium Government International Bond (BELGIUM KINGDOM) | Long | Debt | BE | $2M | – | 0.79 |
| KLA Corp | Long | Debt | US | $29K | – | 0.01 |
| KLA Corp | Long | Debt | US | $26K | – | 0.01 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Kyndryl Holdings Inc | Long | Debt | US | $90K | – | 0.04 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $54K | – | 0.02 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $209K | – | 0.08 |
| LCM XXIV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.16 |
| Liberty Utilities Co | Long | Debt | US | $106K | – | 0.04 |
| Liberty Utilities Co | Long | Debt | US | $101K | – | 0.04 |
| Lloyds Banking Group PLC | Long | Debt | GB | $208K | – | 0.08 |
| Lloyds Banking Group PLC | Long | Debt | GB | $206K | – | 0.08 |
| Lloyds Banking Group PLC | Long | Debt | GB | $165K | – | 0.07 |
| Lockheed Martin Corp | Long | Debt | US | $38K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $31K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $27K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $16K | – | 0.01 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $118K | – | 0.05 | |
| Louisville Gas and Electric Co (LOUISVILLE GAS & ELEC) | Long | Debt | US | $19K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $21K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $16K | – | 0.01 |
| LPL Holdings Inc | Long | Debt | US | $51K | – | 0.02 |
| Lseg US Fin Corp | Long | Debt | US | $204K | – | 0.08 |
| LSEGA Financing PLC | Long | Debt | GB | $184K | – | 0.07 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $174K | – | 0.07 |
| Madison Park Funding XXXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.20 |
| Malaysia Government Bond | Long | Debt | MY | $4M | – | 1.60 |
| Marriott International Inc/MD | Long | Debt | US | $31K | – | 0.01 |
| Mars Inc | Long | Debt | US | $63K | – | 0.03 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $12K | – | 0.00 |
| Marvell Technology Inc | Long | Debt | US | $54K | – | 0.02 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $181K | – | 0.07 |
| Medco Maple Tree Pte Ltd | Long | Debt | SG | $264K | – | 0.10 |
| Medline Borrower LP | Long | Debt | US | $191K | – | 0.08 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $33K | – | 0.01 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $151K | – | 0.06 |
| Merck & Co Inc | Long | Debt | US | $16K | – | 0.01 |
| Meta Platforms Inc | Long | Debt | US | $97K | – | 0.04 |
| Meta Platforms Inc | Long | Debt | US | $12K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 1.13 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $565K | – | 0.22 |
| Mid-America Apartments LP | Long | Debt | US | $61K | – | 0.02 |
| MidAmerican Energy Co | Long | Debt | US | $38K | – | 0.02 |
| Mill City Mortgage Loan Trust 2017-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $292K | – | 0.12 |
| Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $284K | – | 0.11 |
| Minerva Luxembourg SA | Long | Debt | LU | $290K | – | 0.12 |
| Minerva Luxembourg SA | Long | Debt | LU | $169K | – | 0.07 |
| Mississippi Power Co | Long | Debt | US | $95K | – | 0.04 |
| Mohawk Industries Inc | Long | Debt | US | $45K | – | 0.02 |
| Mondelez International Inc | Long | Debt | US | $58K | – | 0.02 |
| Monongahela Power Co | Long | Debt | US | $52K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $660K | – | 0.26 |
| Morgan Stanley | Long | Debt | US | $358K | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $256K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $183K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $105K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $102K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $87K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $83K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $61K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $60K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $51K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $39K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $39K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $33K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $32K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2 | Long | ABS-mortgage backed security | US | $229K | – | 0.09 |
| Motorola Solutions Inc | Long | Debt | US | $53K | – | 0.02 |
| MPLX LP | Long | Debt | US | $168K | – | 0.07 |
| MPLX LP | Long | Debt | US | $141K | – | 0.06 |
| MPLX LP | Long | Debt | US | $29K | – | 0.01 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $141K | – | 0.06 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $451K | 451K | 0.18 |
| National Bank of Canada | Long | Debt | CA | $261K | – | 0.10 |
| National Grid PLC | Long | Debt | GB | $78K | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $243K | – | 0.10 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $56K | – | 0.02 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $53K | – | 0.02 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $36K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $177K | – | 0.07 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $175K | – | 0.07 |
| NatWest Group PLC | Long | Debt | GB | $200K | – | 0.08 |
| NatWest Markets PLC | Long | Debt | GB | $204K | – | 0.08 |
| NBN Co Ltd | Long | Debt | AU | $232K | – | 0.09 |
| Neuberger Berman Loan Advisers CLO 30 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.44 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.24 |
| Nevada Power Co | Long | Debt | US | $16K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $2K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $51K | – | 0.02 |
| Niagara Mohawk Power Corp | Long | Debt | US | $47K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $53K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $46K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $29K | – | 0.01 |
| Norfolk Southern Corp | Long | Debt | US | $26K | – | 0.01 |
| Northern States Power Co/WI (NORTHERN STATES PWR-WISC) | Long | Debt | US | $21K | – | 0.01 |
| Northern Trust Corp | Long | Debt | US | $94K | – | 0.04 |
| Novelis Corp | Long | Debt | US | $180K | – | 0.07 |
| NSTAR Electric Co | Long | Debt | US | $31K | – | 0.01 |
| Nucor Corp | Long | Debt | US | $52K | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $62K | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $31K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $7K | – | 0.00 |
| Nuveen LLC | Long | Debt | US | $238K | – | 0.09 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $26K | – | 0.01 | |
| O'Reilly Automotive Inc | Long | Debt | US | $91K | – | 0.04 |
| O'Reilly Automotive Inc | Long | Debt | US | $37K | – | 0.01 |
| Oaktree CLO 2019-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $779K | – | 0.31 |
| OBX 2019-INV2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| OBX 2020-INV1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $129K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $94K | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $57K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $37K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $37K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $29K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $11K | – | 0.00 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.40 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $261K | – | 0.10 |
| Octagon Investment Partners 43 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.54 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| OGE Energy Corp | Long | Debt | US | $26K | – | 0.01 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.10 |
| OHA Credit Partners VII Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Old Republic International Corp (OLD REPUBLIC INTL CORP) | Long | Debt | US | $110K | – | 0.04 |
| Olin Corp | Long | Debt | US | $172K | – | 0.07 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $56K | – | 0.02 |
| Open Text Holdings Inc (OPEN TEXT INC) | Long | Debt | US | $201K | – | 0.08 |
| Optics Bidco SpA | Long | Debt | IT | $214K | – | 0.09 |
| Oracle Corp | Long | Debt | US | $432K | – | 0.17 |
| Oracle Corp | Long | Debt | US | $242K | – | 0.10 |
| Oracle Corp | Long | Debt | US | $82K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $67K | – | 0.03 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $235K | – | 0.09 |
| Ovintiv Inc | Long | Debt | US | $31K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $26K | – | 0.01 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $173K | – | 0.07 |
| PACCAR Financial Corp | Long | Debt | US | $55K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $17K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $12K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $11K | – | 0.00 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $249K | – | 0.10 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $212K | – | 0.08 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $200K | – | 0.08 |
| Panther Escrow Issuer LLC | Long | Debt | US | $272K | – | 0.11 |
| Paramount Global | Long | Debt | US | $17K | – | 0.01 |
| Paramount Global | Long | Debt | US | $9K | – | 0.00 |
| PayPal Holdings Inc | Long | Debt | US | $101K | – | 0.04 |
| PayPal Holdings Inc | Long | Debt | US | $3K | – | 0.00 |
| PECO Energy Co | Long | Debt | US | $21K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $229K | – | 0.09 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $125K | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $57K | – | 0.02 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $1M | – | 0.44 |
| Petroleos Mexicanos | Long | Debt | MX | $409K | – | 0.16 |
| Petroleos Mexicanos | Long | Debt | MX | $124K | – | 0.05 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $137K | – | 0.05 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $119K | – | 0.05 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $60K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $38K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $84K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $38K | – | 0.02 |
| Phillips 66 | Long | Debt | US | $73K | – | 0.03 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $261K | – | 0.10 |
| Pluspetrol Camisea SA / Pluspetrol Lote 56 SA (PLUSPETROL CAM/PLUS LOTE) | Long | Debt | PE | $210K | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $192K | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $183K | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $148K | – | 0.06 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $54K | – | 0.02 |
| Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO) | Long | Debt | PT | $2M | – | 0.68 |
| Post Holdings Inc | Long | Debt | US | $175K | – | 0.07 |
| Post Holdings Inc | Long | Debt | US | $172K | – | 0.07 |
| Post Holdings Inc | Long | Debt | US | $25K | – | 0.01 |
| Primo Water Holdings Inc | Long | Debt | US | $182K | – | 0.07 |
| Prologis LP | Long | Debt | US | $31K | – | 0.01 |
| Prologis LP | Long | Debt | US | $15K | – | 0.01 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $147K | – | 0.06 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $24K | – | 0.01 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $1M | – | 0.59 |
| Public Service Electric and Gas Co | Long | Debt | US | $45K | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $35K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $3K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Debt | US | $161K | – | 0.06 |
| Public Service Enterprise Group Inc | Long | Debt | US | $126K | – | 0.05 |
| Puget Sound Energy Inc | Long | Debt | US | $16K | – | 0.01 |
| Queensland Treasury Corp | Long | Debt | AU | $411K | – | 0.16 |
| Quest Diagnostics Inc | Long | Debt | US | $46K | – | 0.02 |
| Quest Diagnostics Inc | Long | Debt | US | $26K | – | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $23K | – | 0.01 |
| Rad CLO 10 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.10 |
| Raizen Fuels Finance SA | Long | Debt | LU | $207K | – | 0.08 |
| RATE Mortgage Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $422K | – | 0.17 |
| RBC DOMINION SECURITIES INC (RBC DOMINION SECURITIES INC.) | Long | Repurchase agreement | US | $1M | – | 0.40 |
| RCKT Mortgage Trust 2021-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $652K | – | 0.26 |
| Realty Income Corp | Long | Debt | US | $61K | – | 0.02 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Regions Financial Corp | Long | Debt | US | $61K | – | 0.02 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $417K | – | 0.17 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $257K | – | 0.10 |
| Rexford Industrial Realty LP | Long | Debt | US | $29K | – | 0.01 |
| Reynolds American Inc | Long | Debt | US | $12K | – | 0.00 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $202K | – | 0.08 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $159K | – | 0.06 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $133K | – | 0.05 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| RFM Reremic Trust 2022-FRR1 (RFM RE-REMIC TRUST 2022-FRR1) | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| RGA Global Funding | Long | Debt | US | $22K | – | 0.01 |
| Roche Holdings Inc | Long | Debt | US | $226K | – | 0.09 |
| Romanian Government International Bond | Long | Debt | RO | $198K | – | 0.08 |
| Roper Technologies Inc | Long | Debt | US | $97K | – | 0.04 |
| Ross Stores Inc | Long | Debt | US | $28K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $67K | – | 0.03 |
| Royal Bank of Canada | Long | Debt | CA | $50K | – | 0.02 |
| Royal Bank of Canada | Long | Debt | CA | $27K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $627K | – | 0.25 |
| Royalty Pharma PLC | Long | Debt | GB | $365K | – | 0.14 |
| Royalty Pharma PLC | Long | Debt | GB | $85K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $50K | – | 0.02 |
| RTX Corp | Long | Debt | US | $90K | – | 0.04 |
| Russian Federal Bond - OFZ (RUSSIA GOVT BOND - OFZ) | Long | Debt | RU | $124K | – | 0.05 |
| Ryder System Inc | Long | Debt | US | $129K | – | 0.05 |
| Ryder System Inc | Long | Debt | US | $63K | – | 0.03 |
| Ryder System Inc | Long | Debt | US | $57K | – | 0.02 |
| Ryder System Inc | Long | Debt | US | $21K | – | 0.01 |
| S&P Global Inc | Long | Debt | US | $89K | – | 0.04 |
| S&P Global Inc | Long | Debt | US | $21K | – | 0.01 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $359K | – | 0.14 |
| Saudi Arabian Oil Co | Long | Debt | SA | $195K | – | 0.08 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $196K | – | 0.08 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $65K | – | 0.03 |
| Schlumberger Investment SA | Long | Debt | LU | $48K | – | 0.02 |
| Schlumberger Investment SA | Long | Debt | LU | $16K | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $131K | – | 0.05 |
| Sealed Air Corp | Long | Debt | US | $100K | – | 0.04 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $182K | – | 0.07 |
| Selective Insurance Group Inc | Long | Debt | US | $39K | – | 0.02 |
| Sensata Technologies Inc | Long | Debt | US | $203K | – | 0.08 |
| Sequoia Mortgage Trust 2018-CH1 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Sequoia Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $212K | – | 0.08 |
| Shackleton 2019-XV CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $653K | – | 0.26 |
| Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT) | Long | Debt | NL | $276K | – | 0.11 |
| Sirius XM Radio Inc | Long | Debt | US | $167K | – | 0.07 |
| Sisecam UK PLC | Long | Debt | GB | $281K | – | 0.11 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $206K | – | 0.08 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $988K | – | 0.39 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $101K | – | 0.04 |
| Solventum Corp | Long | Debt | US | $71K | – | 0.03 |
| Solventum Corp | Long | Debt | US | $52K | – | 0.02 |
| Solventum Corp | Long | Debt | US | $18K | – | 0.01 |
| Sound Point CLO IX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Sound Point Clo XV Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $52K | – | 0.02 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $30K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $75K | – | 0.03 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $25K | – | 0.01 |
| Southwestern Public Service Co | Long | Debt | US | $26K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1M | – | 0.52 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1M | – | 0.40 |
| Sprint Capital Corp | Long | Debt | US | $281K | – | 0.11 |
| Sprint Capital Corp | Long | Debt | US | $210K | – | 0.08 |
| Standard Industries Inc/NJ | Long | Debt | US | $187K | – | 0.07 |
| Standard Industries Inc/NJ | Long | Debt | US | $163K | – | 0.06 |
| State Street Corp | Long | Debt | US | $156K | – | 0.06 |
| State Street Corp | Long | Debt | US | $105K | – | 0.04 |
| State Street Corp | Long | Debt | US | $86K | – | 0.03 |
| Structured Asset Securities Corp | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $220K | – | 0.09 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $188K | – | 0.07 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $104K | – | 0.04 |
| Swiss RE Subordinated Finance PLC (SWISS RE SUB FIN PLC) | Long | Debt | GB | $203K | – | 0.08 |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $12K | – | 0.00 | |
| SWOP IRS EUR (UBS AG) | Derivative-interest rate | CH | $3K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $210K | – | 0.08 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $101K | – | 0.04 | |
| Symphony CLO XXVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.12 |
| Synchrony Financial | Long | Debt | US | $60K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $44K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $31K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $6K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $2K | – | 0.00 |
| Take-Two Interactive Software Inc | Long | Debt | US | $56K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $26K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $18K | – | 0.01 |
| TCI-Flatiron Clo 2018-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.14 |
| TCW CLO 2021-1 Ltd (TCW CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.18 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $11K | – | 0.00 |
| Teledyne FLIR LLC | Long | Debt | US | $86K | – | 0.03 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $197K | – | 0.08 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $65K | – | 0.03 |
| Texas Instruments Inc | Long | Debt | US | $59K | – | 0.02 |
| Thailand Government Bond | Long | Debt | TH | $1M | – | 0.48 |
| Thailand Government Bond | Long | Debt | TH | $246K | – | 0.10 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $166K | – | 0.07 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $31K | – | 0.01 |
| THL Credit Wind River 2018-2 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.14 |
| Time Warner Cable LLC | Long | Debt | US | $50K | – | 0.02 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $67K | – | 0.03 |
| TotalEnergies Capital SA | Long | Debt | FR | $42K | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $40K | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $25K | – | 0.01 |
| Toyota Motor Credit Corp | Long | Debt | US | $106K | – | 0.04 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $24K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $364K | – | 0.14 |
| Triton Container International Ltd | Long | Debt | BM | $139K | – | 0.06 |
| TRS VOL GBPUSD STRIKE 6.5 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.6 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-8K | – | -0.00 | |
| TRS VOL GBPUSD STRIKE 6.625 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-9K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.187 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-20K | – | -0.01 | |
| TRS VOL USDCAD STRIKE 5.2 (UBS AG) | Derivative-foreign exchange | CH | $-10K | – | -0.00 | |
| TRS VOL USDCAD STRIKE 5.2 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-20K | – | -0.01 | |
| TRS VOL USDCAD STRIKE 5.555 (BNP PARIBAS) | Derivative-foreign exchange | FR | $-18K | – | -0.01 | |
| Truist Financial Corp | Long | Debt | US | $225K | – | 0.09 |
| Truist Financial Corp | Long | Debt | US | $62K | – | 0.02 |
| Truist Financial Corp | Long | Debt | US | $60K | – | 0.02 |
| TRY CALL VERSUS USD PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $31K | – | 0.01 | |
| Tyson Foods Inc | Long | Debt | US | $64K | – | 0.03 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $207K | – | 0.08 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $233K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $199K | – | 0.08 |
| Ukraine Government International Bond | Long | Debt | UA | $200K | – | 0.08 |
| Ukraine Government International Bond | Long | Debt | UA | $163K | – | 0.06 |
| Ukraine Government International Bond | Long | Debt | UA | $78K | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $18K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $9K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $99K | – | 0.04 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $1M | – | 0.53 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.66 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $609K | – | 0.24 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $324K | – | 0.13 |
| United States Treasury Note/Bond - When Issued (WI TREAS. NT/BD) | Long | Debt | US | $2M | – | 0.71 |
| UnitedHealth Group Inc | Long | Debt | US | $106K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $78K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $46K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $42K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $41K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $34K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $31K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $30K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.01 |
| Univision Communications Inc | Long | Debt | US | $171K | – | 0.07 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-91K | – | -0.04 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-119K | – | -0.05 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $206K | – | 0.08 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-14K | – | -0.01 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $29K | – | 0.01 |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $8K | – | 0.00 |
| US Bancorp | Long | Debt | US | $90K | – | 0.04 |
| US Bancorp | Long | Debt | US | $21K | – | 0.01 |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $15K | – | 0.01 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $40K | – | 0.02 | |
| USD CALL VERSUS CNH PUT (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $30K | – | 0.01 | |
| USD CALL VERSUS JPY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $51K | – | 0.02 | |
| USD CALL VERSUS JPY PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $51K | – | 0.02 | |
| USD CALL VERSUS JPY PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $38K | – | 0.01 | |
| USD CALL VERSUS JPY PUT (BNP PARIBAS) | Derivative-foreign exchange | FR | $-77K | – | -0.03 | |
| USD CALL VERSUS JPY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-77K | – | -0.03 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $256K | – | 0.10 |
| Utah Acquisition Sub Inc | Long | Debt | US | $19K | – | 0.01 |
| Venture 37 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $460K | – | 0.18 |
| Venture Global LNG Inc | Long | Debt | US | $368K | – | 0.15 |
| Venture XXVII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $597K | – | 0.24 |
| Verizon Communications Inc | Long | Debt | US | $87K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $51K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $37K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $7K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $5K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $5K | – | 0.00 |
| Verus Securitization Trust 2021-1 | Long | ABS-mortgage backed security | US | $773K | – | 0.31 |
| Viasat Inc | Long | Debt | US | $202K | – | 0.08 |
| Viatris Inc | Long | Debt | US | $132K | – | 0.05 |
| Viatris Inc | Long | Debt | US | $20K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $411K | – | 0.16 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $211K | – | 0.08 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $200K | – | 0.08 |
| VMware LLC | Long | Debt | US | $169K | – | 0.07 |
| Vodafone Group PLC | Long | Debt | GB | $53K | – | 0.02 |
| Vodafone Group PLC | Long | Debt | GB | $8K | – | 0.00 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $218K | – | 0.09 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $215K | – | 0.09 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $207K | – | 0.08 |
| Walmart Inc | Long | Debt | US | $96K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust | Long | ABS-mortgage backed security | US | $108K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust | Long | ABS-mortgage backed security | US | $225K | – | 0.09 |
| Warnermedia Holdings Inc | Long | Debt | US | $139K | – | 0.06 |
| Warnermedia Holdings Inc | Long | Debt | US | $14K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $13K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $7K | – | 0.00 |
| WEC Energy Group Inc | Long | Debt | US | $28K | – | 0.01 |
| WEC Energy Group Inc | Long | Debt | US | $20K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $85K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $78K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $58K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $52K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $32K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $31K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $28K | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $345K | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $855K | – | 0.34 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-mortgage backed security | US | $270K | – | 0.11 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 | Long | ABS-mortgage backed security | US | $1M | – | 0.41 |
| Wells Fargo Mortgage Backed Securities 2021-1 Trust | Long | ABS-mortgage backed security | US | $284K | – | 0.11 |
| Western Midstream Operating LP | Long | Debt | US | $178K | – | 0.07 |
| Western Midstream Operating LP | Long | Debt | US | $56K | – | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $98K | – | 0.04 |
| Westlake Corp | Long | Debt | US | $12K | – | 0.00 |
| Weyerhaeuser Co | Long | Debt | US | $50K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $27K | – | 0.01 |
| Williams Scotsman Inc | Long | Debt | US | $178K | – | 0.07 |
| Willis North America Inc | Long | Debt | US | $98K | – | 0.04 |
| WinWater Mortgage Loan Trust 2015-5 | Long | ABS-mortgage backed security | US | $240K | – | 0.10 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $35K | – | 0.01 |
| XHR LP | Long | Debt | US | $175K | – | 0.07 |
| Zebra Technologies Corp | Long | Debt | US | $51K | – | 0.02 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $156K | – | 0.06 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $73K | – | 0.03 |
Address
Voya Mutual Funds
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
Patricia W. Chadwick
Colleen D. Baldwin
Joseph E. Obermeyer
Martin J. Gavin
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Refinitiv US Holdings Inc.
Chicago Mercantile Exchange Inc.
THE LONDON CLEARING HOUSE LIMITED
S&P Global Market Intelligence
Bloomberg Inc.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Custodians
Banco Santander Chile
Citibanamex Afore, S.A. de C.V.
Aberdeen Euro Vallalati Kotveny Alapok Alapja
The Bank of New York Mellon SA/NV (Germany)
HSBC Bank Middle East Limited, Qatar Branch
HSBC Bank Australia Limited
Citibank Europe PLC (Greece)
The Bank of New York Mellon (United Kingdom)
The Hongkong and Shanghai Banking Corporation (Thailand)
HSBC QIANHAI SECURITIES LIMITED
Citibank Europe PLC (Czech Republic)
Standard Chartered Bank Malaysia Berhad
The Bank of New York Mellon
HSBC HK Bond Connect - Hong Kong
Clearstream Banking S.A. (Luxembourg)
Standard Chartered Bank (Singapore) Limited
Citibank Maghreb S.A.
Citibank del Peru S.A.
BANCO CITIBANK S A
The Standard Bank of South Africa Limited
Cititrust Colombia S A Sociedad Fiduciaria
HSBC Bank Middle East Ltd. (UAE)
HSBC Bank (China) Company Limited
Citibank Europe plc, Romania Branch
Citibank N.A., Argentina
Bank Polska Kasa Opieki S.A.
Deutsche Bank AG (Pakistan)
Euroclear France
HSBC Bank Egypt S.A.E.
Federal Reserve Bank of New York
Deutsche Investor Services Private Limited
HSBC Bank Middle East Limited, Kuwait
Deutsche Securities Korea Co.
Banco Bilbao Vizcaya Argentaria SA
MUFG Bank, Ltd.
The Depository Trust Company
The Hongkong and Shanghai Banking Corporation (Hong Kong)
Skandinaviska Enskilda Banken AB, Copenhagen Branch
PT Deutsche Sekuritas Indonesia
HSBC Saudi Arabia
Credit Suisse (Switzerland) Ltd.
The Hongkong and Shanghai Banking Corporation, Vietnam
HBTW
CIBC Mellon Trust Company
Standard Chartered Bank
Euroclear Bank
Deutsche Bank A.S. (Turkey)
The Bank of New York Mellon, SA/NV (Netherlands)
Skandinaviska Enskilda Banken AB
Bank Hapoalim B.M.
Landsbankinn hf.
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
N/A
Brokers
J.P. Morgan Securities LLC
BOFA SECURITIES, INC.
NOMURA SECURITIES INTERNATIONAL, INC.
CREDIT AGRICOLE SECURITIES (USA), INC.
UBS Securities LLC
MACQUARIE CAPITAL (USA), INC.
MORGAN STANLEY & CO. LLC
GOLDMAN SACHS & CO. LLC
INSTINET, LLC
CitiGroup Global Markets Inc.