LINCOLNTRS > LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
LVIP Western Asset Core Bond Fund
$1.49B
Avg Monthly Net Assets
$505.81M
Total Assets
$596K
Total Liabilities
$505.22M
Net Assets
LVIP Western Asset Core Bond Fund is an Underlying fund in LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
from LINCOLNTRS,
based in Indiana,
United States of America.
The fund has two share classes
and monthly net assets of $1.49B.
On August 8th, 2024 it reported 1,508 holdings, the largest
being United States Treasury (3.9%), United States Treasury (2.6%) and United States Treasury (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Service Class | C000170902 | ||
| Standard Class | C000170901 |
Holdings
From latest NPORT-P, filed August 8th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-66K | – | -0.01 | |
| 3 MONTH SOFR FUT DEC25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $48K | – | 0.01 | |
| 3 MONTH SOFR OPT DEC24C 97.12 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 3 MONTH SOFR OPT DEC24P 95 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 3 MONTH SOFR OPT DEC24P 95.5 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $63K | – | 0.01 | |
| 522 Funding CLO 2020-6 Ltd (522 Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $480K | – | 0.10 |
| AB BSL CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.05 |
| Abbott Laboratories | Long | Debt | US | $155K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.22 |
| AbbVie Inc | Long | Debt | US | $712K | – | 0.14 |
| AbbVie Inc | Long | Debt | US | $317K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $299K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $188K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $179K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $153K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $148K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $130K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $28K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $19K | – | 0.00 |
| Adobe Inc | Long | Debt | US | $228K | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $700K | – | 0.14 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $361K | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $345K | – | 0.07 |
| Aetna Inc | Long | Debt | US | $80K | – | 0.02 |
| AGL CLO 13 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $180K | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $127K | – | 0.03 |
| Alphabet Inc | Long | Debt | US | $294K | – | 0.06 |
| Alphabet Inc | Long | Debt | US | $98K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $702K | – | 0.14 |
| Altria Group Inc | Long | Debt | US | $332K | – | 0.07 |
| Altria Group Inc | Long | Debt | US | $157K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $157K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $137K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $130K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $49K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $27K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $1M | – | 0.21 |
| Amazon.com Inc | Long | Debt | US | $542K | – | 0.11 |
| Amazon.com Inc | Long | Debt | US | $313K | – | 0.06 |
| Amazon.com Inc | Long | Debt | US | $283K | – | 0.06 |
| Amazon.com Inc | Long | Debt | US | $194K | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $145K | – | 0.03 |
| Amazon.com Inc | Long | Debt | US | $133K | – | 0.03 |
| Amazon.com Inc | Long | Debt | US | $106K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $67K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $42K | – | 0.01 |
| American Express Co | Long | Debt | US | $980K | – | 0.19 |
| American Express Co | Long | Debt | US | $241K | – | 0.05 |
| American Transmission Systems Inc | Long | Debt | US | $67K | – | 0.01 |
| Angel Oak Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $165K | – | 0.03 |
| Angel Oak Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $388K | – | 0.08 |
| Anglo American Capital PLC | Long | Debt | GB | $259K | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $211K | – | 0.04 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $747K | – | 0.15 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $632K | – | 0.13 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $514K | – | 0.10 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $229K | – | 0.05 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $119K | – | 0.02 |
| Aon North America Inc | Long | Debt | US | $538K | – | 0.11 |
| Apache Corp | Long | Debt | US | $529K | – | 0.10 |
| Apache Corp | Long | Debt | US | $320K | – | 0.06 |
| Apex Credit CLO 2020 LTD (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | BM | $680K | – | 0.13 |
| Applied Materials Inc | Long | Debt | US | $76K | – | 0.02 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $524K | – | 0.10 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.09 |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $715K | – | 0.14 |
| ARES XLIV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $680K | – | 0.13 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.25 |
| AT&T Inc | Long | Debt | US | $309K | – | 0.06 |
| AT&T Inc | Long | Debt | US | $270K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $268K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $48K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $42K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $34K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $19K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $328K | – | 0.07 |
| Balboa Bay Loan Funding 2021-2 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $380K | – | 0.08 |
| Banco Santander SA | Long | Debt | ES | $974K | – | 0.19 |
| BANK 2018-BNK14 | Long | ABS-mortgage backed security | US | $435K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $926K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $906K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $847K | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $790K | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $555K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $537K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $489K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $459K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $338K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $265K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $208K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $192K | – | 0.04 |
| Bank of Montreal | Long | Debt | CA | $388K | – | 0.08 |
| Bank of Montreal | Long | Debt | CA | $66K | – | 0.01 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $116K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $502K | – | 0.10 |
| Bank of Nova Scotia/The | Long | Debt | CA | $202K | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $162K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $440K | – | 0.09 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $326K | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $208K | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $176K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $133K | – | 0.03 |
| Becton Dickinson & Co | Long | Debt | US | $100K | – | 0.02 |
| Becton Dickinson & Co | Long | Debt | US | $16K | – | 0.00 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $239K | – | 0.05 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $205K | – | 0.04 |
| Birch Grove CLO 4 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $410K | – | 0.08 |
| Birch Grove CLO 7 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.35 |
| Birch Grove CLO 8 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $241K | – | 0.05 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $190K | – | 0.04 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $441K | – | 0.09 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $993K | – | 0.20 |
| BMW US Capital LLC | Long | Debt | US | $148K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $843K | – | 0.17 |
| BNP Paribas SA | Long | Debt | FR | $604K | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $413K | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $296K | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $251K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $197K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $534K | – | 0.11 |
| Boeing Co/The | Long | Debt | US | $244K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $177K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $74K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $57K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $46K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $20K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $286K | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $130K | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $49K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $43K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $32K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $200K | – | 0.04 |
| BRAVO Residential Funding Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $757K | – | 0.15 |
| BRAVO Residential Funding Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $522K | – | 0.10 |
| Bristol-Myers Squibb Co | Long | Debt | US | $449K | – | 0.09 |
| Bristol-Myers Squibb Co | Long | Debt | US | $173K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $161K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $89K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $75K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $59K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $304K | – | 0.06 |
| Broadcom Inc | Long | Debt | US | $187K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $68K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $6K | – | 0.00 |
| BX 2024-PALM (BX Trust) | Long | ABS-mortgage backed security | US | $249K | – | 0.05 |
| BX Commercial Mortgage Trust 2021-SOAR (BX Trust) | Long | ABS-mortgage backed security | US | $346K | – | 0.07 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $469K | – | 0.09 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $372K | – | 0.07 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $240K | – | 0.05 |
| BX Trust 2021-BXMF | Long | ABS-mortgage backed security | US | $580K | – | 0.11 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $523K | – | 0.10 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $746K | – | 0.15 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $420K | – | 0.08 |
| Cameron LNG LLC | Long | Debt | US | $626K | – | 0.12 |
| Carrier Global Corp | Long | Debt | US | $15K | – | 0.00 |
| Catskill Park CLO Ltd (Catskill Park CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.07 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $621K | – | 0.12 |
| CBAM 2017-1 Ltd (CBAM CLO Management LLC) | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.09 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $563K | – | 0.11 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $874K | – | 0.17 |
| Charles Schwab Corp/The | Long | Debt | US | $546K | – | 0.11 |
| Charles Schwab Corp/The | Long | Debt | US | $115K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $476K | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $397K | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $394K | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $348K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $284K | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $265K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $172K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $169K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $160K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $120K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $116K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $60K | – | 0.01 |
| Chevron Corp | Long | Debt | US | $102K | – | 0.02 |
| Chevron Corp | Long | Debt | US | $55K | – | 0.01 |
| Chevron USA Inc | Long | Debt | US | $455K | – | 0.09 |
| Chevron USA Inc | Long | Debt | US | $155K | – | 0.03 |
| Chile Government International Bonds | Long | Debt | CL | $179K | – | 0.04 |
| Chubb INA Holdings LLC | Long | Debt | US | $135K | – | 0.03 |
| CIFC Funding 2015-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $440K | – | 0.09 |
| Cigna Group/The | Long | Debt | US | $583K | – | 0.12 |
| Cigna Group/The | Long | Debt | US | $221K | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $193K | – | 0.04 |
| Cintas Corp No 2 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $154K | – | 0.03 |
| Cintas Corp No 2 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $94K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $207K | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.46 |
| Citigroup Inc | Long | Debt | US | $953K | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $867K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $595K | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $427K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $348K | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $197K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $157K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $129K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $89K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $13K | – | 0.00 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $66K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $581K | – | 0.12 |
| Colombia Government International Bonds | Long | Debt | CO | $456K | – | 0.09 |
| Colombia Government International Bonds | Long | Debt | CO | $395K | – | 0.08 |
| Colombia Government International Bonds | Long | Debt | CO | $220K | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $148K | – | 0.03 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $1M | – | 0.25 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $327K | – | 0.06 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $255K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $707K | – | 0.14 |
| Comcast Corp | Long | Debt | US | $547K | – | 0.11 |
| Comcast Corp | Long | Debt | US | $457K | – | 0.09 |
| Comcast Corp | Long | Debt | US | $273K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $257K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $200K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $179K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $165K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $85K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $81K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $33K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $31K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $27K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $24K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $23K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $23K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $14K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $176K | – | 0.03 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $368K | – | 0.07 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $73K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $47K | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $156K | – | 0.03 |
| Constellation Brands Inc | Long | Debt | US | $25K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $461K | – | 0.09 |
| Continental Resources Inc/OK | Long | Debt | US | $57K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $10K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $846K | – | 0.17 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $239K | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $221K | – | 0.04 |
| Costco Wholesale Corp | Long | Debt | US | $263K | – | 0.05 |
| Costco Wholesale Corp | Long | Debt | US | $96K | – | 0.02 |
| Costco Wholesale Corp | Long | Debt | US | $25K | – | 0.00 |
| Coterra Energy Inc | Long | Debt | US | $813K | – | 0.16 |
| Coterra Energy Inc | Long | Debt | US | $289K | – | 0.06 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $241K | – | 0.05 |
| CRSO TR 2023 BRND | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $250K | – | 0.05 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $186K | – | 0.04 |
| CSMC 2021-NQM3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $445K | – | 0.09 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $761K | – | 0.15 |
| CSMC 2021-RPL2Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $751K | – | 0.15 |
| CSMC Series 2019-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $750K | – | 0.15 |
| CVS Health Corp | Long | Debt | US | $491K | – | 0.10 |
| CVS Health Corp | Long | Debt | US | $471K | – | 0.09 |
| CVS Health Corp | Long | Debt | US | $379K | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $238K | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $212K | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $167K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $145K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $67K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $57K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $40K | – | 0.01 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-I (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $122K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $317K | – | 0.06 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $215K | – | 0.04 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $547K | – | 0.11 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $136K | – | 0.03 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $78K | – | 0.02 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $487K | – | 0.10 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $183K | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $746K | – | 0.15 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $276K | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $188K | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $180K | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $42K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $406K | – | 0.08 |
| Diamondback Energy Inc | Long | Debt | US | $316K | – | 0.06 |
| Diamondback Energy Inc | Long | Debt | US | $105K | – | 0.02 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $922K | – | 0.18 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $274K | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $75K | – | 0.01 |
| Eaton Corp | Long | Debt | US | $212K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $695K | – | 0.14 |
| EFS Volunteer No 2 LLC | Long | ABS-other | US | $254K | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $176K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $134K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $99K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $96K | – | 0.02 |
| ELFI Graduate Loan Program 2023-A LLC (ELFI Graduate Loan Program LLC) | Long | ABS-other | US | $751K | – | 0.15 |
| Eli Lilly & Co | Long | Debt | US | $412K | – | 0.08 |
| Eli Lilly & Co | Long | Debt | US | $315K | – | 0.06 |
| Eli Lilly & Co | Long | Debt | US | $38K | – | 0.01 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $188K | – | 0.04 |
| Elmwood CLO 26 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $201K | – | 0.04 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $675K | – | 0.13 |
| Emerson Electric Co | Long | Debt | US | $220K | – | 0.04 |
| Empower CLO 2024-1 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.23 |
| Energy Transfer LP | Long | Debt | US | $249K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $208K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $188K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $170K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $127K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $109K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $79K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $18K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $466K | – | 0.09 |
| Enterprise Products Operating LLC | Long | Debt | US | $420K | – | 0.08 |
| Enterprise Products Operating LLC | Long | Debt | US | $294K | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $251K | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $236K | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $167K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $121K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $66K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $65K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $47K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $46K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $43K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $36K | – | 0.01 |
| EOG Resources Inc | Long | Debt | US | $457K | – | 0.09 |
| EOG Resources Inc | Long | Debt | US | $367K | – | 0.07 |
| EOG Resources Inc | Long | Debt | US | $283K | – | 0.06 |
| EQT Corp | Long | Debt | US | $233K | – | 0.05 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $298K | – | 0.06 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $259K | – | 0.05 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $205K | – | 0.04 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $149K | – | 0.03 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $130K | – | 0.03 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $25K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $303K | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $295K | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $250K | – | 0.05 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $237K | – | 0.05 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.88 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $996K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $933K | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $845K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $837K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $791K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $765K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $744K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $666K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $644K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $623K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $566K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $561K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $532K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $524K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $486K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $470K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $454K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $332K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $283K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $283K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $238K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $235K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $451K | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $353K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $232K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $232K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $226K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16.21 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $279K | – | 0.06 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FirstEnergy Corp | Long | Debt | US | $489K | – | 0.10 |
| FirstEnergy Corp | Long | Debt | US | $75K | – | 0.01 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $270K | – | 0.05 |
| Fox Corp | Long | Debt | US | $677K | – | 0.13 |
| Fox Corp | Long | Debt | US | $230K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.13 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $891K | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $841K | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $793K | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $723K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $678K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $665K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $664K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $632K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $632K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $615K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $568K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $402K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $336K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $280K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $353K | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $245K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $128K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $232K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $784K | – | 0.16 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $511K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $862K | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $231K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2024-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $476K | – | 0.09 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $79K | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | US | $66K | – | 0.01 |
| GCAT 2019-NQM2 Trust | Long | ABS-mortgage backed security | US | $622K | – | 0.12 |
| General Dynamics Corp | Long | Debt | US | $135K | – | 0.03 |
| General Dynamics Corp | Long | Debt | US | $9K | – | 0.00 |
| General Motors Co | Long | Debt | US | $70K | – | 0.01 |
| General Motors Co | Long | Debt | US | $43K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $143K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $773K | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $744K | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $729K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $710K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $664K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $579K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $525K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $523K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $521K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $478K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $442K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $437K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $406K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $404K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $354K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $349K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $338K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $337K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $336K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $334K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $318K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $313K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $303K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $262K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $244K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $238K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $238K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $215K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $211K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $192K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $190K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $183K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $179K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $177K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $177K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $166K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $153K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $153K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $138K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $138K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $611.58 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $300.73 | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $125K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $29K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $806K | – | 0.16 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $689K | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $539K | – | 0.11 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $491K | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $425K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $291K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $233K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $194K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $178K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $148K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $126K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $86K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $59K | – | 0.01 |
| Golub Capital Partners Clo 25M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $166K | – | 0.03 |
| Golub Capital Partners Clo 57M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.19 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.05 |
| GoodLeap Sustainable Home Solutions Trust 2022-1 (GoodLeap Sustainable Home Improvement Loan Trust) | Long | ABS-other | US | $320K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $977K | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $437K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $429K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $299K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $259K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $256K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $246K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $230K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $223K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $77K | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $239K | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $224K | – | 0.04 |
| Halliburton Co | Long | Debt | US | $63K | – | 0.01 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.05 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.05 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $600K | – | 0.12 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $526K | – | 0.10 |
| HGI CRE CLO 2021-FL1 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $169K | – | 0.03 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $484K | – | 0.10 |
| Home Depot Inc/The | Long | Debt | US | $470K | – | 0.09 |
| Home Depot Inc/The | Long | Debt | US | $149K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $134K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $125K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $94K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $24K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $397K | – | 0.08 |
| HPS Loan Management 2021-16 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $607K | – | 0.12 |
| Humana Inc | Long | Debt | US | $394K | – | 0.08 |
| Humana Inc | Long | Debt | US | $280K | – | 0.06 |
| Humana Inc | Long | Debt | US | $236K | – | 0.05 |
| Humana Inc | Long | Debt | US | $40K | – | 0.01 |
| Humana Inc | Long | Debt | US | $8K | – | 0.00 |
| Impac CMB Trust Series 2007-A | Long | ABS-mortgage backed security | US | $285K | – | 0.06 |
| Intel Corp | Long | Debt | US | $172K | – | 0.03 |
| Intel Corp | Long | Debt | US | $171K | – | 0.03 |
| Intel Corp | Long | Debt | US | $120K | – | 0.02 |
| Intel Corp | Long | Debt | US | $105K | – | 0.02 |
| Intel Corp | Long | Debt | US | $38K | – | 0.01 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $76K | – | 0.02 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $733K | – | 0.15 |
| Johnson & Johnson | Long | Debt | US | $294K | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $299K | – | 0.06 |
| JP Morgan Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $859K | – | 0.17 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $413K | – | 0.08 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $381K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.22 |
| JPMorgan Chase & Co | Long | Debt | US | $838K | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $616K | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $447K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $369K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $279K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $163K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $124K | – | 0.02 |
| Kazakhstan Government International Bond (Republic of Kazakhstan) | Long | Debt | KZ | $748K | – | 0.15 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $567K | – | 0.11 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $244K | – | 0.05 |
| Kenvue Inc | Long | Debt | US | $287K | – | 0.06 |
| Kimberly-Clark Corp | Long | Debt | US | $55K | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $259K | – | 0.05 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $129K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $214K | – | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $148K | – | 0.03 |
| Kings Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $881K | – | 0.17 |
| KLA Corp | Long | Debt | US | $156K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $133K | – | 0.03 |
| LAD Auto Receivables Trust 2023-2 | Long | ABS-other | US | $797K | – | 0.16 |
| Las Vegas Sands Corp | Long | Debt | US | $141K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $334K | – | 0.07 |
| Lockheed Martin Corp | Long | Debt | US | $403K | – | 0.08 |
| Lockheed Martin Corp | Long | Debt | US | $188K | – | 0.04 |
| Lockheed Martin Corp | Long | Debt | US | $85K | – | 0.02 |
| Long: BWS074427 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS074427 IRS USD P F 2.60000 2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $261K | – | 0.05 | |
| Long: BWS075341 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075341 IRS USD P F 2.60000 2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $529K | – | 0.10 | |
| Long: BWS075580 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075580 IRS USD P F 3.05000 2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $587K | – | 0.12 | |
| Long: BWS076240 IRS USD R V 00MSOFR 0WS076240_FLO CCPOIS / Short: BWS076240 IRS USD P F 3.15000 0WS076240_FIX CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $719K | – | 0.14 | |
| Long: BWS113720 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS113720 IRS USD P F 3.87000 2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $197K | – | 0.04 | |
| Long: BWS122689 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS122689 IRS USD P F 4.20000 2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-250K | – | -0.05 | |
| Long: SWS074401 IRS USD R F 2.77000 2 CCPOIS / Short: SWS074401 IRS USD P V 00MSOFR 1 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-98K | – | -0.02 | |
| Long: SWS075366 IRS USD R F 3.50000 2 CCPOIS / Short: SWS075366 IRS USD P V 00MSOFR 1 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-74K | – | -0.01 | |
| Long: SWS115907 CDS USD R F 1.00000 2 CCPCDX / Short: SWS115907 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $1M | – | 0.20 | |
| Lowe's Cos Inc | Long | Debt | US | $233K | – | 0.05 |
| Lowe's Cos Inc | Long | Debt | US | $218K | – | 0.04 |
| Magnetite XVII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $544K | – | 0.11 |
| Magnetite XXVI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $470K | – | 0.09 |
| Mars Inc | Long | Debt | US | $229K | – | 0.05 |
| Mars Inc | Long | Debt | US | $202K | – | 0.04 |
| Mars Inc | Long | Debt | US | $78K | – | 0.02 |
| Mastercard Inc | Long | Debt | US | $521K | – | 0.10 |
| McDonald's Corp | Long | Debt | US | $297K | – | 0.06 |
| McDonald's Corp | Long | Debt | US | $239K | – | 0.05 |
| McDonald's Corp | Long | Debt | US | $189K | – | 0.04 |
| McDonald's Corp | Long | Debt | US | $130K | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $128K | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $88K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $48K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $38K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $22K | – | 0.00 |
| Medtronic Inc | Long | Debt | US | $31K | – | 0.01 |
| MEGlobal BV | Long | Debt | NL | $692K | – | 0.14 |
| MEGlobal BV | Long | Debt | NL | $493K | – | 0.10 |
| Merck & Co Inc | Long | Debt | US | $496K | – | 0.10 |
| Merck & Co Inc | Long | Debt | US | $31K | – | 0.01 |
| MetLife Inc | Long | Debt | US | $385K | – | 0.08 |
| Mexico Government International Bonds | Long | Debt | MX | $1M | – | 0.24 |
| Mexico Government International Bonds | Long | Debt | MX | $1M | – | 0.24 |
| Mexico Government International Bonds | Long | Debt | MX | $729K | – | 0.14 |
| MFA 2020-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $143K | – | 0.03 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $291K | – | 0.06 |
| MHC Trust 2021-MHC2 (MHC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| Micron Technology Inc | Long | Debt | US | $194K | – | 0.04 |
| Micron Technology Inc | Long | Debt | US | $190K | – | 0.04 |
| Micron Technology Inc | Long | Debt | US | $20K | – | 0.00 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $192K | – | 0.04 |
| MidAmerican Energy Co | Long | Debt | US | $246K | – | 0.05 |
| Midocean Credit Clo VII | Long | ABS-collateralized bond/debt obligation | KY | $420K | – | 0.08 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $197K | – | 0.04 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $194K | – | 0.04 |
| MMAF Equipment Finance LLC 2024-A | Long | ABS-other | US | $519K | – | 0.10 |
| Mondelez International Inc | Long | Debt | US | $261K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $515K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $473K | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $371K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $19K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $380K | – | 0.08 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $972K | – | 0.19 |
| MPLX LP | Long | Debt | US | $304K | – | 0.06 |
| MPLX LP | Long | Debt | US | $201K | – | 0.04 |
| MPLX LP | Long | Debt | US | $175K | – | 0.03 |
| MPLX LP | Long | Debt | US | $140K | – | 0.03 |
| MPLX LP | Long | Debt | US | $115K | – | 0.02 |
| MPLX LP | Long | Debt | US | $89K | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $565K | – | 0.11 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $316K | – | 0.06 |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.05 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $242K | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $196K | – | 0.04 |
| Navient Student Loan Trust 2016-3 | Long | ABS-other | US | $328K | – | 0.06 |
| New Residential Mortgage Loan Trust 2014-2 | Long | ABS-mortgage backed security | US | $151K | – | 0.03 |
| New Residential Mortgage Loan Trust 2015-2 | Long | ABS-mortgage backed security | US | $515K | – | 0.10 |
| New Residential Mortgage Loan Trust 2015-2 | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| New Residential Mortgage Loan Trust 2016-3 | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| New Residential Mortgage Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $382K | – | 0.08 |
| New Residential Mortgage Loan Trust 2017-6 | Long | ABS-mortgage backed security | US | $825K | – | 0.16 |
| New Residential Mortgage Loan Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $794K | – | 0.16 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $134K | – | 0.03 |
| Newell Brands Inc | Long | Debt | US | $109K | – | 0.02 |
| NIKE Inc | Long | Debt | US | $342K | – | 0.07 |
| NIKE Inc | Long | Debt | US | $95K | – | 0.02 |
| NIKE Inc | Long | Debt | US | $78K | – | 0.02 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $433K | – | 0.09 |
| Northrop Grumman Corp | Long | Debt | US | $1M | – | 0.20 |
| Northrop Grumman Corp | Long | Debt | US | $375K | – | 0.07 |
| Northrop Grumman Corp | Long | Debt | US | $151K | – | 0.03 |
| NP SPE X LP | Long | ABS-other | US | $493K | – | 0.10 |
| NVIDIA Corp | Long | Debt | US | $159K | – | 0.03 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $59K | – | 0.01 |
| Oaktree CLO 2024-25 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.15 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| OBX 2021-NQM3 Trust (ONSLOW BAY FINANCIAL LLC) | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $733K | – | 0.14 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $230K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $626K | – | 0.12 |
| Occidental Petroleum Corp | Long | Debt | US | $522K | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $221K | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $187K | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $135K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $109K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $71K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $50K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $38K | – | 0.01 |
| Ocean Trails CLO XIV Ltd | Long | ABS-collateralized bond/debt obligation | JE | $392K | – | 0.08 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $291K | – | 0.06 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $364K | – | 0.07 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $590K | – | 0.12 |
| OHA Credit Partners XVI (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $440K | – | 0.09 |
| OHA Loan Funding 2013-2 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $475K | – | 0.09 |
| ONEOK Inc | Long | Debt | US | $448K | – | 0.09 |
| ONEOK Inc | Long | Debt | US | $278K | – | 0.06 |
| ONEOK Inc | Long | Debt | US | $164K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $100K | – | 0.02 |
| Onslow Bay Mortgage Loan Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $448K | – | 0.09 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $684K | – | 0.14 |
| Oracle Corp | Long | Debt | US | $591K | – | 0.12 |
| Oracle Corp | Long | Debt | US | $440K | – | 0.09 |
| Oracle Corp | Long | Debt | US | $167K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $63K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $36K | – | 0.01 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $364K | – | 0.07 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $306K | – | 0.06 |
| Otis Worldwide Corp | Long | Debt | US | $97K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $164K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $91K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $45K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $33K | – | 0.01 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $441K | – | 0.09 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $884K | – | 0.18 |
| Park Blue Clo 2024-V Ltd (Park Blue CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $620K | – | 0.12 |
| PayPal Holdings Inc | Long | Debt | US | $103K | – | 0.02 |
| PayPal Holdings Inc | Long | Debt | US | $67K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $42K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $19K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $431K | – | 0.09 |
| Peru Government International Bonds | Long | Debt | PE | $275K | – | 0.05 |
| Peru Government International Bonds | Long | Debt | PE | $113K | – | 0.02 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $878K | – | 0.17 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $299K | – | 0.06 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $200K | – | 0.04 |
| Petroleos del Peru SA | Long | Debt | PE | $499K | – | 0.10 |
| Petroleos del Peru SA | Long | Debt | PE | $229K | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $83K | – | 0.02 |
| Pfizer Inc | Long | Debt | US | $867K | – | 0.17 |
| Pfizer Inc | Long | Debt | US | $195K | – | 0.04 |
| Pfizer Inc | Long | Debt | US | $154K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $479K | – | 0.09 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $212K | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $129K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $98K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $30K | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $369K | – | 0.07 |
| Pioneer Natural Resources Co | Long | Debt | US | $168K | – | 0.03 |
| Pioneer Natural Resources Co | Long | Debt | US | $47K | – | 0.01 |
| PNC Bank NA | Long | Debt | US | $246K | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $374K | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $130K | – | 0.03 |
| Point Au Roche Park CLO Ltd (Point Au Roche Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.18 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $67K | – | 0.01 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| PRKCM 2024-HOME1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $674K | – | 0.13 |
| Procter & Gamble Co/The | Long | Debt | US | $110K | – | 0.02 |
| Prosus NV | Long | Debt | NL | $574K | – | 0.11 |
| Prosus NV | Long | Debt | NL | $178K | – | 0.04 |
| PRPM 2024-RCF1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.30 |
| RCKT Mortgage Trust 2024-INV1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.05 |
| REESE PARK CLO LTD (Reese Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $791K | – | 0.16 |
| Reliance Industries Ltd | Long | Debt | IN | $440K | – | 0.09 |
| Reliance Industries Ltd | Long | Debt | IN | $305K | – | 0.06 |
| Reynolds American Inc | Long | Debt | US | $46K | – | 0.01 |
| Roche Holdings Inc | Long | Debt | US | $183K | – | 0.04 |
| Royal Bank of Canada | Long | Debt | CA | $550K | – | 0.11 |
| Royal Bank of Canada | Long | Debt | CA | $218K | – | 0.04 |
| Royal Bank of Canada | Long | Debt | CA | $192K | – | 0.04 |
| RTX Corp | Long | Debt | US | $315K | – | 0.06 |
| RTX Corp | Long | Debt | US | $298K | – | 0.06 |
| RTX Corp | Long | Debt | US | $229K | – | 0.05 |
| RTX Corp | Long | Debt | US | $226K | – | 0.04 |
| RTX Corp | Long | Debt | US | $154K | – | 0.03 |
| Salesforce Inc | Long | Debt | US | $183K | – | 0.04 |
| Sands China Ltd | Long | Debt | KY | $553K | – | 0.11 |
| Sands China Ltd | Long | Debt | KY | $268K | – | 0.05 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $72K | – | 0.01 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $760K | – | 0.15 |
| Shell International Finance BV | Long | Debt | NL | $531K | – | 0.11 |
| Shell International Finance BV | Long | Debt | NL | $264K | – | 0.05 |
| Shell International Finance BV | Long | Debt | NL | $89K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $44K | – | 0.01 |
| SLC Student Loan Trust 2008-1 | Long | ABS-other | US | $305K | – | 0.06 |
| SLM Private Credit Student Loan Trust 2005-B (SLM Student Loan Trust) | Long | ABS-other | US | $170K | – | 0.03 |
| SLM Private Credit Student Loan Trust 2006-A (SLM Student Loan Trust) | Long | ABS-other | US | $156K | – | 0.03 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $142K | – | 0.03 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $457K | – | 0.09 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $253K | – | 0.05 |
| SMB Private Education Loan Trust 2022-C | Long | ABS-other | US | $951K | – | 0.19 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $405K | – | 0.08 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $533K | – | 0.11 |
| Solventum Corp | Long | Debt | US | $422K | – | 0.08 |
| Solventum Corp | Long | Debt | US | $325K | – | 0.06 |
| Solventum Corp | Long | Debt | US | $309K | – | 0.06 |
| Solventum Corp | Long | Debt | US | $306K | – | 0.06 |
| Southern Copper Corp | Long | Debt | US | $1M | – | 0.26 |
| State of Israel | Long | Debt | IL | $246K | – | 0.05 |
| State of Israel | Long | Debt | IL | $140K | – | 0.03 |
| State Street Institutional US Government Money Market Fund | Long | Short-term investment vehicle | US | $5M | 5M | 0.97 |
| Suzano Austria GmbH | Long | Debt | AT | $598K | – | 0.12 |
| SWAP CCPC GOLDMAN SACHS COC | Long | Short-term investment vehicle | US | $2M | 2M | 0.39 |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.32 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.28 |
| T-Mobile USA Inc | Long | Debt | US | $206K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $187K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $180K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $179K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $110K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $41K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $38K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $60K | – | 0.01 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $132K | – | 0.03 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $184K | – | 0.04 |
| Texas Instruments Inc | Long | Debt | US | $307K | – | 0.06 |
| Texas Instruments Inc | Long | Debt | US | $110K | – | 0.02 |
| Texas Instruments Inc | Long | Debt | US | $61K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $121K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $57K | – | 0.01 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $349K | – | 0.07 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $192K | – | 0.04 |
| Towd Point Mortgage Trust 2016-3 | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| Towd Point Mortgage Trust 2019-HY2 | Long | ABS-mortgage backed security | US | $308K | – | 0.06 |
| Towd Point Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $711K | – | 0.14 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $1M | – | 0.21 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $162K | – | 0.03 |
| Triumph Rail Holdings LLC (Triumph Rail LLC) | Long | ABS-other | US | $408K | – | 0.08 |
| Truist Financial Corp | Long | Debt | US | $252K | – | 0.05 |
| TSMC Arizona Corp | Long | Debt | US | $1M | – | 0.21 |
| TSMC Arizona Corp | Long | Debt | US | $194K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20M | – | 3.91 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 2.22 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 2.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.61 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.41 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $226K | – | 0.04 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 2.60 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $11M | – | 2.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 1.66 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.63 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.58 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $574K | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $291K | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $217K | – | 0.04 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $877K | – | 0.17 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $667K | – | 0.13 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $486K | – | 0.10 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $250K | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $245K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $852K | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $402K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $373K | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $301K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $279K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $266K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $230K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $198K | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $158K | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $154K | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $140K | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $89K | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $66K | – | 0.01 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $92K | – | 0.02 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $63K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $421K | – | 0.08 |
| UnitedHealth Group Inc | Long | Debt | US | $226K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $195K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $192K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $118K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $78K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $67K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $66K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $41K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $34K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $34K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $13K | – | 0.00 |
| Uruguay Government International Bonds | Long | Debt | UY | $94K | – | 0.02 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $563K | – | 0.11 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $81K | – | 0.02 | |
| US Bancorp | Long | Debt | US | $444K | – | 0.09 |
| US Bancorp | Long | Debt | US | $274K | – | 0.05 |
| US Bancorp | Long | Debt | US | $101K | – | 0.02 |
| US Bancorp | Long | Debt | US | $37K | – | 0.01 |
| US Bank NA (U.S. Bank National Association) | Long | ABS-other | US | $356K | – | 0.07 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $17K | – | 0.00 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $1M | – | 0.22 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $515K | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $790K | – | 0.16 |
| Verizon Communications Inc | Long | Debt | US | $680K | – | 0.13 |
| Verizon Communications Inc | Long | Debt | US | $338K | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $204K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $180K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $167K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $164K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $153K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $128K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $107K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $69K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $46K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $30K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $18K | – | 0.00 |
| Visa Inc | Long | Debt | US | $529K | – | 0.10 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $383K | – | 0.08 |
| VNDO Trust 2016-350P (VNO Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $370K | – | 0.07 |
| Voya CLO 2018-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $667K | – | 0.13 |
| Walmart Inc | Long | Debt | US | $71K | – | 0.01 |
| Walmart Inc | Long | Debt | US | $41K | – | 0.01 |
| Walmart Inc | Long | Debt | US | $27K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $124K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $253K | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $210K | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $120K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $95K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $70K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $41K | – | 0.01 |
| Waste Connections Inc | Long | Debt | CA | $235K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.37 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $660K | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $492K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $491K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $394K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $381K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $373K | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $313K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $313K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $295K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $212K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $199K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $334K | – | 0.07 |
| Western Midstream Operating LP | Long | Debt | US | $37K | – | 0.01 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $680K | – | 0.13 |
| Whitebox Clo II Ltd (Whitebox CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.10 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.21 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $371K | – | 0.07 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $236K | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $171K | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $143K | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $43K | – | 0.01 |
Address
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
1301 S. Harrison Street
FORT WAYNE
Indiana
46802
United States of America
Websites
Directors
Barbara L. Lamb
Brian W. Wixted
Charles I. Plosser
Gary D. Lemon
Jayson R. Bronchetti
Ken C. Joseph
Manisha A. Thakor
Nancy B. Wolcott
Pamela L. Salaway
Steve A. Cobb
Thomas A. Leonard
Transfer Agents
The Lincoln National Life Insurance Company
Pricing Services
Bloomberg L.P.
CIBC World Markets Corp.
ICE Data Pricing & Reference Data, LLC
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
The Lincoln National Life Insurance Company
Admins
The Lincoln National Life Insurance Company
Brokers
N/A