VALIC Company > VALIC Co I

Core Bond Fund

Underlying fund

Series ID: S000069818

LEI: 549300HO1U9S8E3RQL94

SEC CIK: 719423

$2.68B Avg Monthly Net Assets

$2.65B Total Assets

$57.36M Total Liabilities

$2.60B Net Assets

Core Bond Fund is an Underlying fund in VALIC Co I from VALIC Company, based in Texas, United States of America. The fund has one share class and monthly net assets of $2.68B. On July 29th, 2024 it reported 1,387 holdings, the largest being United States Treasury (2.0%), State Street Institutional Liquid Reserves Fund (1.9%) and UMBS, TBA (1.9%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker	Monthly Returns (2 years)
Core Bond Fund	C000222579	VCBDX

Holdings

From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024. Historic holdings data available from Fincoded.

Name	Profile	Category	Country	Value $USD	# Shares	% of Fund
AbbVie Inc	Long	Debt	US	$3M	–	0.10
AbbVie Inc	Long	Debt	US	$1M	–	0.05
AbbVie Inc	Long	Debt	US	$712K	–	0.03
AbbVie Inc	Long	Debt	US	$348K	–	0.01
ABQ Finance Ltd	Long	Debt	KY	$521K	–	0.02
Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L)	Long	Debt	AE	$701K	–	0.03
Abu Dhabi Government International Bonds	Long	Debt	AE	$671K	–	0.03
Abu Dhabi Government International Bonds	Long	Debt	AE	$466K	–	0.02
Acuris Finance US Inc / Acuris Finance SARL (ACURIS FIN US/ACURIS FIN)	Long	Debt	US	$194K	–	0.01
Adobe Inc	Long	Debt	US	$722K	–	0.03
AerCap Global Aviation Trust	Long	Debt	US	$287K	–	0.01
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA)	Long	Debt	IE	$2M	–	0.06
AES Corp/The	Long	Debt	US	$2M	–	0.09
AES Corp/The	Long	Debt	US	$1M	–	0.05
AG Issuer LLC	Long	Debt	US	$149K	–	0.01
AGCO Corp	Long	Debt	US	$198K	–	0.01
AGCO Corp	Long	Debt	US	$166K	–	0.01
Agilent Technologies Inc	Long	Debt	US	$839K	–	0.03
Ahead DB Holdings LLC	Long	Debt	US	$341K	–	0.01
Air Canada	Long	Debt	CA	$655K	–	0.03
Ajax Mortgage Loan Trust 2022-A	Long	ABS-mortgage backed security	US	$5M	–	0.19
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY)	Long	Debt	US	$291K	–	0.01
Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY)	Long	Debt	CA	$213K	–	0.01
Alibaba Group Holding Ltd	Long	Debt	KY	$274K	–	0.01
Allegion US Holding Co Inc	Long	Debt	US	$620K	–	0.02
Allegion US Holding Co Inc	Long	Debt	US	$270K	–	0.01
Alliant Energy Finance LLC	Long	Debt	US	$515K	–	0.02
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI)	Long	Debt	XX	$220K	–	0.01
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI)	Long	Debt	XX	$72K	–	0.00
Ally Financial Inc	Long	Debt	US	$706K	–	0.03
Alpha Star Holding VII Ltd (ALPHA STAR HLD VII)	Long	Debt	AE	$262K	–	0.01
Alsea SAB de CV (ALSEA S.A.)	Long	Debt	MX	$254K	–	0.01
Altice Financing SA	Long	Debt	LU	$323K	–	0.01
Altice Financing SA	Long	Debt	LU	$144K	–	0.01
Altice France SA	Long	Debt	FR	$568K	–	0.02
Altice France SA	Long	Debt	FR	$525K	–	0.02
Altice France SA	Long	Debt	FR	$166K	–	0.01
Altice France SA	Long	Debt	FR	$85K	–	0.00
Amazon.com Inc	Long	Debt	US	$698K	–	0.03
Amazon.com Inc	Long	Debt	US	$516K	–	0.02
Amazon.com Inc	Long	Debt	US	$409K	–	0.02
Amazon.com Inc	Long	Debt	US	$202K	–	0.01
Amcor Flexibles North America Inc	Long	Debt	US	$97K	–	0.00
Ameren Corp	Long	Debt	US	$725K	–	0.03
American Airlines Inc	Long	Debt	US	$288K	–	0.01
American Airlines Inc	Long	Debt	US	$111K	–	0.00
American Electric Power Co Inc	Long	Debt	US	$1M	–	0.04
American Express Credit Account Master Trust	Long	ABS-other	US	$3M	–	0.11
American Express Credit Account Master Trust 2023-2	Long	ABS-other	US	$1M	–	0.06
American Tower Corp	Long	Debt	US	$2M	–	0.06
American Tower Corp	Long	Debt	US	$1M	–	0.05
Americo Life Inc	Long	Debt	US	$416K	–	0.02
Amgen Inc	Long	Debt	US	$1M	–	0.06
Amgen Inc	Long	Debt	US	$991K	–	0.04
Amgen Inc	Long	Debt	US	$958K	–	0.04
Amgen Inc	Long	Debt	US	$832K	–	0.03
Amgen Inc	Long	Debt	US	$548K	–	0.02
Amgen Inc	Long	Debt	US	$426K	–	0.02
Amgen Inc	Long	Debt	US	$219K	–	0.01
Amphenol Corp	Long	Debt	US	$1M	–	0.04
Amphenol Corp	Long	Debt	US	$612K	–	0.02
AMSR 2019-SFR1 Trust (AMSR Trust)	Long	ABS-other	US	$6M	–	0.23
AMSR 2020-SFR1 Trust (AMSR Trust)	Long	ABS-other	US	$1M	–	0.06
Anglo American Capital PLC	Long	Debt	GB	$774K	–	0.03
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV)	Long	Debt	US	$3M	–	0.11
Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI)	Long	Debt	US	$165K	–	0.01
Antero Resources Corp	Long	Debt	US	$174K	–	0.01
Aon North America Inc	Long	Debt	US	$2M	–	0.08
Aon North America Inc	Long	Debt	US	$1M	–	0.05
Apache Corp	Long	Debt	US	$1M	–	0.04
Apache Corp	Long	Debt	US	$659K	–	0.03
Apache Corp	Long	Debt	US	$313K	–	0.01
Apollo Commercial Real Estate Finance Inc (APOLLO CMMRL REAL EST FI)	Long	Debt	US	$374K	–	0.01
Apple Inc	Long	Debt	US	$916K	–	0.04
Apple Inc	Long	Debt	US	$907K	–	0.03
Apple Inc	Long	Debt	US	$463K	–	0.02
Apple Inc	Long	Debt	US	$316K	–	0.01
Archrock Partners LP / Archrock Partners Finance Corp (ARCHROCK PARTNERS LP/FIN)	Long	Debt	US	$111K	–	0.00
Archrock Partners LP / Archrock Partners Finance Corp (ARCHROCK PARTNERS LP/FIN)	Long	Debt	US	$104K	–	0.00
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC	Long	Debt	XX	$145K	–	0.01
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC	Long	Debt	XX	$83K	–	0.00
Arthur J Gallagher & Co	Long	Debt	US	$861K	–	0.03
Arthur J Gallagher & Co	Long	Debt	US	$709K	–	0.03
Arthur J Gallagher & Co	Long	Debt	US	$482K	–	0.02
Astrazeneca Finance LLC	Long	Debt	US	$2M	–	0.08
Astrazeneca Finance LLC	Long	Debt	US	$2M	–	0.07
Astrazeneca Finance LLC	Long	Debt	US	$740K	–	0.03
AT&T Inc	Long	Debt	US	$7M	–	0.25
AT&T Inc	Long	Debt	US	$2M	–	0.07
AT&T Inc	Long	Debt	US	$1M	–	0.05
AT&T Inc	Long	Debt	US	$751K	–	0.03
AT&T Inc	Long	Debt	US	$518K	–	0.02
Athene Global Funding	Long	Debt	US	$3M	–	0.10
Athene Holding Ltd	Long	Debt	US	$134K	–	0.01
ATI Inc	Long	Debt	US	$164K	–	0.01
Atlantica Sustainable Infrastructure PLC (ATLANTICA SUSTAIN INFRA)	Long	Debt	GB	$316K	–	0.01
ATLAS ENERGY CORP	Long	Equity-common	US	$4M	165K	0.15
ATLAS SELLER NOTE	Long	Debt	US	$2M	–	0.07
Atmos Energy Corp	Long	Debt	US	$867K	–	0.03
AutoZone Inc	Long	Debt	US	$331K	–	0.01
Avangrid Inc	Long	Debt	US	$2M	–	0.08
Avis Budget Car Rental LLC / Avis Budget Finance Inc (AVIS BUDGET CAR/FINANCE)	Long	Debt	US	$223K	–	0.01
Avis Budget Rental Car Funding AESOP LLC	Long	ABS-other	US	$5M	–	0.18
Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD)	Long	Debt	KY	$12M	–	0.45
Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD)	Long	Debt	KY	$958K	–	0.04
Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD)	Long	Debt	KY	$541K	–	0.02
BA Credit Card Trust (Bank of America Credit Card Trust)	Long	ABS-other	US	$4M	–	0.15
BA Credit Card Trust (Bank of America Credit Card Trust)	Long	ABS-other	US	$2M	–	0.07
BAE Systems PLC	Long	Debt	GB	$441K	–	0.02
Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance (BALDWIN INSUR GRP/FIN)	Long	Debt	US	$143K	–	0.01
BAMLL Re-REMIC Trust 2024-FRR3 (Banc of America Merrill Lynch Large Loan Inc)	Long	ABS-mortgage backed security	US	$4M	–	0.17
Banco de Credito del Peru S.A.	Long	Debt	PE	$1M	–	0.05
Banco Santander SA	Long	Debt	ES	$4M	–	0.16
Banco Santander SA	Long	Debt	ES	$2M	–	0.08
Banco Santander SA	Long	Debt	ES	$1M	–	0.04
Banco Santander SA	Long	Debt	ES	$631K	–	0.02
Banijay Entertainment SASU	Long	Debt	FR	$288K	–	0.01
Bank of America Corp	Long	Debt	US	$5M	–	0.19
Bank of America Corp	Long	Debt	US	$4M	–	0.16
Bank of America Corp	Long	Debt	US	$3M	–	0.11
Bank of America Corp	Long	Debt	US	$2M	–	0.09
Bank of America Corp	Long	Debt	US	$2M	–	0.08
Bank of America Corp	Long	Debt	US	$2M	–	0.08
Bank of America Corp	Long	Debt	US	$2M	–	0.08
Bank of America Corp	Long	Debt	US	$1M	–	0.05
Bank of America Corp	Long	Debt	US	$777K	–	0.03
Bank of Ireland Group PLC	Long	Debt	IE	$4M	–	0.14
Bank of Nova Scotia/The	Long	Debt	CA	$2M	–	0.09
Bank of Nova Scotia/The	Long	Debt	CA	$2M	–	0.06
BankUnited Inc	Long	Debt	US	$2M	–	0.06
Barclays PLC	Long	Debt	GB	$3M	–	0.12
Baytex Energy Corp	Long	Debt	CA	$188K	–	0.01
Becton Dickinson & Co	Long	Debt	US	$2M	–	0.07
Becton Dickinson & Co	Long	Debt	US	$699K	–	0.03
Beijing State-Owned Assets Management Hong Kong Co Ltd (BJ STATE-OWNED AST HK CO)	Long	Debt	HK	$530K	–	0.02
Belo Corp	Long	Debt	US	$332K	–	0.01
Bimbo Bakeries USA Inc	Long	Debt	US	$2M	–	0.06
Block Inc	Long	Debt	US	$222K	–	0.01
BNG Bank NV	Long	Debt	NL	$411K	–	0.02
BNP Paribas SA	Long	Debt	FR	$2M	–	0.09
BNP Paribas SA	Long	Debt	FR	$2M	–	0.08
BNP Paribas SA	Long	Debt	FR	$1M	–	0.05
Boeing Co/The	Long	Debt	US	$1M	–	0.05
Boeing Co/The	Long	Debt	US	$1M	–	0.04
Boeing Co/The	Long	Debt	US	$694K	–	0.03
Boeing Co/The	Long	Debt	US	$304K	–	0.01
Boeing Co/The	Long	Debt	US	$303K	–	0.01
Boeing Co/The	Long	Debt	US	$302K	–	0.01
Booz Allen Hamilton Inc	Long	Debt	US	$151K	–	0.01
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$1M	–	0.05
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$1M	–	0.04
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$944K	–	0.04
BPCE SA	Long	Debt	FR	$1M	–	0.05
BPCE SA	Long	Debt	FR	$1M	–	0.04
BPCE SA	Long	Debt	FR	$429K	–	0.02
BPCE SA	Long	Debt	FR	$420K	–	0.02
Bread Financial Holdings Inc (BREAD FINANCIAL HLDGS)	Long	Debt	US	$415K	–	0.02
Brean Asset Backed Securities Trust 2024-RM8	Long	ABS-mortgage backed security	US	$2M	–	0.09
BRF SA	Long	Debt	BR	$272K	–	0.01
Brinker International Inc	Long	Debt	US	$197K	–	0.01
Bristol-Myers Squibb Co	Long	Debt	US	$900K	–	0.03
Bristol-Myers Squibb Co	Long	Debt	US	$706K	–	0.03
Bristol-Myers Squibb Co	Long	Debt	US	$479K	–	0.02
Bristol-Myers Squibb Co	Long	Debt	US	$473K	–	0.02
Bristol-Myers Squibb Co	Long	Debt	US	$336K	–	0.01
British Airways 2021-1 Class A Pass Through Trust (BRITISH AIR 21-1 A PPT)	Long	Debt	US	$1M	–	0.05
Brixmor Operating Partnership LP	Long	Debt	US	$817K	–	0.03
Broadcom Inc	Long	Debt	US	$2M	–	0.09
Broadcom Inc	Long	Debt	US	$2M	–	0.06
Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy (BUFFALO ENERGY MX HLDGS)	Long	Debt	MX	$424K	–	0.02
Burford Capital Global Finance LLC (BURFORD CAPITAL GLBL FIN)	Long	Debt	US	$353K	–	0.01
Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE)	Long	Debt	US	$1M	–	0.05
Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE)	Long	Debt	US	$1M	–	0.05
BX Commercial Mortgage Trust 2019-IMC (BX Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.06
C&S Group Enterprises LLC	Long	Debt	US	$499K	–	0.02
C&W Senior Finance Ltd	Long	Debt	KY	$332K	–	0.01
Cable One Inc	Long	Debt	US	$270K	–	0.01
Caesars Entertainment Inc (CAESARS ENTERTAIN INC)	Long	Debt	US	$108K	–	0.00
Caesars Entertainment Inc (CAESARS ENTERTAIN INC)	Long	Debt	US	$44K	–	0.00
Calpine Corp	Long	Debt	US	$231K	–	0.01
Calpine Corp	Long	Debt	US	$195K	–	0.01
CAMB Commercial Mortgage Trust 2019-LIFE	Long	ABS-mortgage backed security	US	$750K	–	0.03
Canadian Pacific Railway Co	Long	Debt	CA	$940K	–	0.04
Canadian Pacific Railway Co	Long	Debt	CA	$209K	–	0.01
Capstone Borrower Inc	Long	Debt	US	$314K	–	0.01
Cardinal Health Inc	Long	Debt	US	$2M	–	0.09
Cardinal Health Inc	Long	Debt	US	$809K	–	0.03
Cardinal Health Inc	Long	Debt	US	$394K	–	0.02
Cargo Aircraft Management Inc	Long	Debt	US	$357K	–	0.01
CarMax Auto Owner Trust 2023-1	Long	ABS-other	US	$992K	–	0.04
Carnival Corp	Long	Debt	PA	$583K	–	0.02
Carnival Corp	Long	Debt	PA	$234K	–	0.01
Carrier Global Corp	Long	Debt	US	$1M	–	0.05
Carrier Global Corp	Long	Debt	US	$462K	–	0.02
Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE)	Long	Debt	US	$697K	–	0.03
Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE)	Long	Debt	US	$515K	–	0.02
Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE)	Long	Debt	US	$391K	–	0.02
Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE)	Long	Debt	US	$367K	–	0.01
Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE)	Long	Debt	US	$222K	–	0.01
CBQ Finance Ltd	Long	Debt	BM	$528K	–	0.02
CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP)	Long	Debt	US	$521K	–	0.02
CEC Entertainment LLC	Long	Debt	US	$354K	–	0.01
Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU)	Long	Debt	CL	$397K	–	0.02
Cencora Inc	Long	Debt	US	$2M	–	0.08
Cencora Inc	Long	Debt	US	$953K	–	0.04
Cencosud SA	Long	Debt	CL	$515K	–	0.02
Central Parent Inc / CDK Global Inc (CNTRL PARENT/CDK GLB INC)	Long	Debt	US	$271K	–	0.01
CF Industries Inc	Long	Debt	US	$637K	–	0.02
CFMT 2024-HB13 LLC (Cascade Funding Mortgage Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.09
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$1M	–	0.05
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$1M	–	0.04
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$813K	–	0.03
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$420K	–	0.02
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$191K	–	0.01
Chase Issuance Trust	Long	ABS-other	US	$1M	–	0.06
Chase Mortgage Finance Corp (Chase Mortgage Finance Corporation)	Long	ABS-mortgage backed security	US	$819K	–	0.03
Chevron Corp	Long	Debt	US	$2M	–	0.08
Chevron USA Inc	Long	Debt	US	$757K	–	0.03
Chile Government International Bonds	Long	Debt	CL	$494K	–	0.02
Chile Government International Bonds	Long	Debt	CL	$299K	–	0.01
Cigna Group/The	Long	Debt	US	$768K	–	0.03
Cigna Group/The	Long	Debt	US	$766K	–	0.03
Cigna Group/The	Long	Debt	US	$679K	–	0.03
Cigna Group/The	Long	Debt	US	$198K	–	0.01
Cisco Systems Inc	Long	Debt	US	$788K	–	0.03
Cisco Systems Inc	Long	Debt	US	$166K	–	0.01
Citibank NA	Long	Debt	US	$659K	–	0.03
Citigroup Commercial Mortgage Trust 2018-C5	Long	ABS-mortgage backed security	US	$950K	–	0.04
Citigroup Inc	Long	Debt	US	$4M	–	0.17
Citigroup Inc	Long	Debt	US	$2M	–	0.10
Citigroup Inc	Long	Debt	US	$2M	–	0.08
Citigroup Inc	Long	Debt	US	$2M	–	0.08
Citigroup Inc	Long	Debt	US	$754K	–	0.03
Citigroup Inc	Long	Debt	US	$567K	–	0.02
Citigroup Inc	Long	Debt	US	$410K	–	0.02
Citigroup Inc	Long	Debt	US	$332K	–	0.01
Citigroup Inc	Long	Debt	US	$319K	–	0.01
Citizens Auto Receivables Trust 2024-1	Long	ABS-other	US	$995K	–	0.04
Citizens Financial Group Inc	Long	Debt	US	$4M	–	0.15
Civitas Resources Inc	Long	Debt	US	$253K	–	0.01
Civitas Resources Inc	Long	Debt	US	$77K	–	0.00
Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC)	Long	Debt	US	$163K	–	0.01
Cleveland-Cliffs Inc	Long	Debt	US	$178K	–	0.01
Cleveland-Cliffs Inc	Long	Debt	US	$41K	–	0.00
Cloud Software Group Inc (CLOUD SOFTWARE GRP INC)	Long	Debt	US	$256K	–	0.01
Cloud Software Group Inc (CLOUD SOFTWARE GRP INC)	Long	Debt	US	$151K	–	0.01
Clydesdale Acquisition Holdings Inc	Long	Debt	US	$259K	–	0.01
Clydesdale Acquisition Holdings Inc	Long	Debt	US	$179K	–	0.01
CMB International Leasing Management Ltd	Long	Debt	HK	$345K	–	0.01
CMB International Leasing Management Ltd	Long	Debt	HK	$190K	–	0.01
CMS Energy Corp	Long	Debt	US	$1M	–	0.05
CMS Energy Corp	Long	Debt	US	$965K	–	0.04
CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC)	Long	Debt	US	$591K	–	0.02
CNO Global Funding	Long	Debt	US	$2M	–	0.06
Cobra AcquisitionCo LLC	Long	Debt	US	$391K	–	0.02
Coca-Cola Co/The	Long	Debt	US	$572K	–	0.02
Cogent Communications Group Inc	Long	Debt	US	$156K	–	0.01
Colombia Government International Bonds	Long	Debt	CO	$502K	–	0.02
Comcast Corp	Long	Debt	US	$1M	–	0.05
Comcast Corp	Long	Debt	US	$1M	–	0.05
Comcast Corp	Long	Debt	US	$1M	–	0.04
Comcast Corp	Long	Debt	US	$999K	–	0.04
Comcast Corp	Long	Debt	US	$777K	–	0.03
Cometa Energia SA de CV	Long	Debt	MX	$374K	–	0.01
COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$9K	–	0.00
COMM 2016-787S Mortgage Trust (COMM Mortgage Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.06
Commercial Metals Co	Long	Debt	US	$264K	–	0.01
Comstock Resources Inc	Long	Debt	US	$286K	–	0.01
Comstock Resources Inc	Long	Debt	US	$83K	–	0.00
Conagra Brands Inc	Long	Debt	US	$692K	–	0.03
Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE)	Long	Debt	XX	$188K	–	0.01
Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC)	Long	Debt	US	$890K	–	0.03
Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC)	Long	Debt	US	$643K	–	0.02
Consolidated Energy Finance SA	Long	Debt	LU	$261K	–	0.01
Constellation Brands Inc	Long	Debt	US	$720K	–	0.03
Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC)	Long	Debt	US	$2M	–	0.09
Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC)	Long	Debt	US	$973K	–	0.04
Constellation Insurance Inc (CONSTELLATION INSURC INC)	Long	Debt	US	$939K	–	0.04
Cooperatieve Rabobank UA	Long	Debt	NL	$5M	–	0.18
Corning Inc	Long	Debt	US	$765K	–	0.03
Corp Inmobiliaria Vesta SAB de CV (CORPORACION INMOBILIARIA)	Long	Debt	MX	$248K	–	0.01
Corp. Nacional del Cobre de Chile	Long	Debt	CL	$534K	–	0.02
Costco Wholesale Corp	Long	Debt	US	$346K	–	0.01
Cox Communications Inc	Long	Debt	US	$1M	–	0.05
Credit Acceptance Corp	Long	Debt	US	$276K	–	0.01
Credit Agricole SA	Long	Debt	FR	$2M	–	0.10
Credit Agricole SA	Long	Debt	FR	$2M	–	0.08
Credit Agricole SA	Long	Debt	FR	$1M	–	0.06
Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK)	Long	Debt	CH	$554K	–	0.02
Crescent Energy Finance LLC	Long	Debt	US	$146K	–	0.01
Crescent Energy Finance LLC	Long	Debt	US	$124K	–	0.00
CRH SMW Finance DAC	Long	Debt	IE	$2M	–	0.06
Crown Americas LLC	Long	Debt	US	$235K	–	0.01
Crown Castle Inc	Long	Debt	US	$1M	–	0.05
Crown Castle Inc	Long	Debt	US	$1M	–	0.04
Crown Castle Inc	Long	Debt	US	$551K	–	0.02
CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$483K	–	0.02
CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$1M	–	0.05
CSC Holdings LLC	Long	Debt	US	$200K	–	0.01
CSC Holdings LLC	Long	Debt	US	$103K	–	0.00
CSC Holdings LLC	Long	Debt	US	$64K	–	0.00
CSMC 2022-JR1 (Credit Suisse Mortgage Trust)	Long	ABS-mortgage backed security	US	$3M	–	0.10
CSN Inova Ventures (CSN ISLANDS XI CORP)	Long	Debt	KY	$258K	–	0.01
CSX Corp	Long	Debt	US	$1M	–	0.04
Cummins Inc	Long	Debt	US	$166K	–	0.01
Cushman & Wakefield US Borrower LLC	Long	Debt	US	$268K	–	0.01
CVS Health Corp	Long	Debt	US	$3M	–	0.12
CVS Health Corp	Long	Debt	US	$1M	–	0.05
CVS Health Corp	Long	Debt	US	$785K	–	0.03
CVS Health Corp	Long	Debt	US	$678K	–	0.03
Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA)	Long	Debt	US	$941K	–	0.04
Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA)	Long	Debt	US	$364K	–	0.01
Danske Bank A/S	Long	Debt	DK	$2M	–	0.08
Danske Bank A/S	Long	Debt	DK	$986K	–	0.04
DBS Group Holdings Ltd	Long	Debt	SG	$523K	–	0.02
DBSG 2024-ALTA Mortgage Trust	Long	ABS-mortgage backed security	US	$3M	–	0.11
Delek Logistics Partners LP / Delek Logistics Finance Corp (DELEK LOG PART/FINANCE)	Long	Debt	US	$225K	–	0.01
Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP)	Long	Debt	US	$1M	–	0.05
Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP)	Long	Debt	US	$587K	–	0.02
Deluxe Corp	Long	Debt	US	$413K	–	0.02
Deutsche Bank AG/New York NY (DEUTSCHE BANK NY)	Long	Debt	DE	$3M	–	0.11
Deutsche Bank AG/New York NY (DEUTSCHE BANK NY)	Long	Debt	DE	$1M	–	0.06
Deutsche Bank AG/New York NY (DEUTSCHE BANK NY)	Long	Debt	DE	$294K	–	0.01
Deutsche Bank AG/New York NY (DEUTSCHE BANK NY)	Long	Debt	DE	$283K	–	0.01
Development Bank of Japan Inc (DEVELOPMENT BK OF JAPAN)	Long	Debt	JP	$2M	–	0.06
Diamond II Ltd	Long	Debt	MU	$250K	–	0.01
Diamondback Energy Inc	Long	Debt	US	$804K	–	0.03
Diamondback Energy Inc	Long	Debt	US	$653K	–	0.03
Diamondback Energy Inc	Long	Debt	US	$484K	–	0.02
Discover Card Execution Note Trust	Long	ABS-other	US	$846K	–	0.03
Discovery Communications LLC	Long	Debt	US	$2M	–	0.07
Discovery Communications LLC	Long	Debt	US	$639K	–	0.02
Dominion Energy Inc	Long	Debt	US	$2M	–	0.07
Dominion Energy Inc	Long	Debt	US	$821K	–	0.03
Dow Chemical Co/The	Long	Debt	US	$425K	–	0.02
DP World Ltd/United Arab Emirates (DP WORLD LTD UAE)	Long	Debt	AE	$511K	–	0.02
DTE Electric Co	Long	Debt	US	$1M	–	0.05
DTE Energy Co	Long	Debt	US	$2M	–	0.07
Duke Energy Carolinas LLC	Long	Debt	US	$477K	–	0.02
Duke Energy Carolinas LLC	Long	Debt	US	$459K	–	0.02
Duke Energy Florida LLC	Long	Debt	US	$756K	–	0.03
Duke Energy Ohio Inc	Long	Debt	US	$518K	–	0.02
Duke Energy Progress LLC	Long	Debt	US	$796K	–	0.03
Eastman Chemical Co	Long	Debt	US	$512K	–	0.02
Ecolab Inc	Long	Debt	US	$1M	–	0.05
Ecolab Inc	Long	Debt	US	$1M	–	0.04
Ecopetrol SA	Long	Debt	CO	$655K	–	0.03
Edgewell Personal Care Co	Long	Debt	US	$191K	–	0.01
EIG Pearl Holdings Sarl	Long	Debt	LU	$509K	–	0.02
El Puerto de Liverpool SAB de CV	Long	Debt	MX	$274K	–	0.01
Elevance Health Inc	Long	Debt	US	$1M	–	0.05
Elevance Health Inc	Long	Debt	US	$747K	–	0.03
Eli Lilly & Co	Long	Debt	US	$1M	–	0.04
Eli Lilly & Co	Long	Debt	US	$572K	–	0.02
Emera US Finance LP	Long	Debt	US	$1M	–	0.06
Enact Holdings Inc	Long	Debt	US	$187K	–	0.01
Enel Finance International NV (ENEL FINANCE INTL NV)	Long	Debt	NL	$1M	–	0.05
Enel Finance International NV (ENEL FINANCE INTL NV)	Long	Debt	NL	$1M	–	0.04
Enel Finance International NV (ENEL FINANCE INTL NV)	Long	Debt	NL	$870K	–	0.03
Energy Transfer LP	Long	Debt	US	$1M	–	0.05
Energy Transfer LP	Long	Debt	US	$1M	–	0.04
Energy Transfer LP	Long	Debt	US	$1M	–	0.04
Energy Transfer LP	Long	Debt	US	$697K	–	0.03
Energy Transfer LP	Long	Debt	US	$605K	–	0.02
Energy Transfer LP	Long	Debt	US	$500K	–	0.02
EnerSys	Long	Debt	US	$217K	–	0.01
EnerSys	Long	Debt	US	$31K	–	0.00
Engie Energia Chile SA	Long	Debt	CL	$520K	–	0.02
Engie SA	Long	Debt	FR	$936K	–	0.04
Engie SA	Long	Debt	FR	$844K	–	0.03
Eni SpA	Long	Debt	IT	$884K	–	0.03
EnLink Midstream Partners LP	Long	Debt	US	$324K	–	0.01
Enova International Inc	Long	Debt	US	$273K	–	0.01
Enova International Inc	Long	Debt	US	$62K	–	0.00
Enstar Group Ltd	Long	Debt	BM	$490K	–	0.02
Entegris Inc	Long	Debt	US	$283K	–	0.01
Entergy Mississippi LLC	Long	Debt	US	$541K	–	0.02
Entergy Mississippi LLC	Long	Debt	US	$358K	–	0.01
Entergy Texas Inc	Long	Debt	US	$3M	–	0.10
Entergy Texas Inc	Long	Debt	US	$288K	–	0.01
Enterprise Products Operating LLC	Long	Debt	US	$135K	–	0.01
Enviri Corp	Long	Debt	US	$409K	–	0.02
EQM Midstream Partners LP	Long	Debt	US	$128K	–	0.00
EQM Midstream Partners LP	Long	Debt	US	$38K	–	0.00
EQM Midstream Partners LP	Long	Debt	US	$25K	–	0.00
EQT Corp	Long	Debt	US	$3M	–	0.10
EquipmentShare.com Inc	Long	Debt	US	$223K	–	0.01
Equitable Financial Life Global Funding	Long	Debt	US	$2M	–	0.08
ESC LEHMAN BRTH HLDH PROD	Long	Debt	US	$55.8	–	0.00
Essex Portfolio LP	Long	Debt	US	$786K	–	0.03
Estee Lauder Cos Inc/The (ESTEE LAUDER CO INC)	Long	Debt	US	$1M	–	0.05
European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV)	Long	Debt	XX	$1M	–	0.05
Expedia Group Inc	Long	Debt	US	$582K	–	0.02
F&G Annuities & Life Inc	Long	Debt	US	$290K	–	0.01
F&G Global Funding	Long	Debt	US	$2M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$33M	–	1.28
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$31M	–	1.20
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$30M	–	1.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$21M	–	0.82
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$21M	–	0.81
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20M	–	0.78
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$19M	–	0.72
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$19M	–	0.72
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18M	–	0.69
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18M	–	0.68
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$16M	–	0.62
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$16M	–	0.61
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$15M	–	0.58
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$14M	–	0.55
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$14M	–	0.54
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$13M	–	0.49
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$12M	–	0.48
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$11M	–	0.43
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10M	–	0.40
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10M	–	0.40
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10M	–	0.39
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10M	–	0.37
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10M	–	0.37
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10M	–	0.37
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9M	–	0.36
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9M	–	0.35
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9M	–	0.34
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9M	–	0.34
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9M	–	0.33
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7M	–	0.29
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7M	–	0.28
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7M	–	0.26
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7M	–	0.25
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.24
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.24
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.23
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.22
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.22
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.22
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.22
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.21
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.20
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.19
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.18
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.18
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.16
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.11
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.11
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.11
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$953K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$943K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$893K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$877K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$867K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$861K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$837K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$828K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$824K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$791K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$790K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$769K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$762K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$674K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$644K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$624K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$607K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$586K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$574K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$516K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$504K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$461K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$423K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$421K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$413K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$368K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$368K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$345K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$333K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$290K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$267K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$260K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$246K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$234K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$227K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$195K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$185K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$179K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$162K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$161K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$157K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$157K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$152K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$150K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$147K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$146K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$144K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$126K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$118K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$115K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$103K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$101K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$97K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$95K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$93K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$85K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$85K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$83K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$81K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$77K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$71K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$68K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$64K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$64K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$56K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$49K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$45K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$44K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$44K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$35K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$35K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$33K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$29K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$27K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$24K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$15K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$14K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$13K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$12K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$8K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$8K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$712.13	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10	–	0.00
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$3M	–	0.11
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$3M	–	0.11
Fannie Mae REMICS	Long	ABS-mortgage backed security	US	$2M	–	0.08
Federal Home Loan Banks	Long	Debt	US	$7M	–	0.26
Federal Home Loan Banks	Long	Debt	US	$949K	–	0.04
Federal Home Loan Banks	Long	Debt	US	$269K	–	0.01
Federal Home Loan Mortgage Corp (Freddie Mac)	Long	Debt	US	$551K	–	0.02
Federal Home Loan Mortgage Corp (Freddie Mac)	Long	Debt	US	$281K	–	0.01
Federal Home Loan Mortgage Corp (Freddie Mac)	Long	Equity-preferred	US	$16K	3K	0.00
FedEx Corp 2020-1 Class AA Pass Through Trust (FEDEX 2020-1 CLASS AA)	Long	Debt	US	$3M	–	0.12
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc	Long	Debt	US	$268K	–	0.01
First Abu Dhabi Bank PJSC	Long	Debt	AE	$515K	–	0.02
First Horizon Bank	Long	Debt	US	$1M	–	0.05
FirstCash Inc	Long	Debt	US	$237K	–	0.01
FirstCash Inc	Long	Debt	US	$99K	–	0.00
FirstEnergy Corp	Long	Debt	US	$475K	–	0.02
FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI)	Long	Debt	US	$2M	–	0.09
FirstEnergy Transmission LLC	Long	Debt	US	$2M	–	0.06
Fiserv Inc	Long	Debt	US	$2M	–	0.07
Fiserv Inc	Long	Debt	US	$1M	–	0.05
Florida Power & Light Co	Long	Debt	US	$657K	–	0.03
FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006)	Long	Debt	AU	$314K	–	0.01
Ford Credit Floorplan Master Owner Trust A	Long	ABS-other	US	$3M	–	0.11
Ford Foundation/The	Long	Debt	US	$838K	–	0.03
Ford Motor Co (FORD MOTOR COMPANY)	Long	Debt	US	$551K	–	0.02
Ford Motor Credit Co LLC	Long	Debt	US	$924K	–	0.04
Ford Motor Credit Co LLC	Long	Debt	US	$892K	–	0.03
Ford Motor Credit Co LLC	Long	Debt	US	$585K	–	0.02
Ford Motor Credit Co LLC	Long	Debt	US	$233K	–	0.01
Ford Motor Credit Co LLC	Long	Debt	US	$212K	–	0.01
Ford Otomotiv Sanayi AS	Long	Debt	TR	$300K	–	0.01
Fortress Intermediate 3 Inc	Long	Debt	US	$168K	–	0.01
Foundry JV Holdco LLC	Long	Debt	US	$2M	–	0.06
Foundry JV Holdco LLC	Long	Debt	US	$486K	–	0.02
Foundry JV Holdco LLC	Long	Debt	US	$343K	–	0.01
Foundry JV Holdco LLC	Long	Debt	US	$303K	–	0.01
Fox Corp	Long	Debt	US	$499K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$6M	–	0.24
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$4M	–	0.17
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2M	–	0.07
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1M	–	0.05
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1000K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$847K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$826K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$741K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$730K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$720K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$683K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$613K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$576K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$529K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$506K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$473K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$458K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$440K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$385K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$375K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$339K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$266K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$220K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$206K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$179K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$178K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$168K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$149K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$136K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$131K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$95K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$71K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$66K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$60K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$50K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$48K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$42K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$33K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$23K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$23K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$11K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$10K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$10K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$9K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$8K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$6K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$973.63	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$352.96	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$141.23	–	0.00
Freddie Mac Mscr Trust Mn8 (Multifamily Structured Credit Risk)	Long	ABS-mortgage backed security	US	$2M	–	0.07
Freddie Mac Non Gold Pool	Long	ABS-mortgage backed security	US	$34K	–	0.00
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$30M	–	1.14
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$16M	–	0.62
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$15M	–	0.57
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$14M	–	0.54
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$14M	–	0.52
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$13M	–	0.51
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$12M	–	0.47
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$12M	–	0.46
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$11M	–	0.41
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$9M	–	0.34
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$9M	–	0.33
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$8M	–	0.31
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$8M	–	0.31
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$7M	–	0.28
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$7M	–	0.27
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$6M	–	0.25
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$6M	–	0.23
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$6M	–	0.22
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$4M	–	0.16
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$4M	–	0.15
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.13
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.04
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$409K	–	0.02
Freddie Mac REMICS	Long	ABS-mortgage backed security	US	$13K	–	0.00
FREMF 2015-K44 Mortgage Trust (FREMF Mortgage Trust)	Long	ABS-mortgage backed security	US	$982K	–	0.04
FREMF 2015-K49 Mortgage Trust (FREMF Mortgage Trust)	Long	ABS-mortgage backed security	US	$3M	–	0.11
FREMF 2017-K70 Mortgage Trust (FREMF Mortgage Trust)	Long	ABS-mortgage backed security	US	$4M	–	0.16
FREMF 2018-K83 Mortgage Trust (FREMF Mortgage Trust)	Long	ABS-mortgage backed security	US	$3M	–	0.11
FREMF 2019-K90 Mortgage Trust (FREMF Mortgage Trust)	Long	ABS-mortgage backed security	US	$1M	–	0.05
Gaci First Investment Co.	Long	Debt	KY	$494K	–	0.02
Galaxy Pipeline Assets Bidco Ltd	Long	Debt	JE	$480K	–	0.02
Garda World Security Corp	Long	Debt	CA	$183K	–	0.01
Garda World Security Corp	Long	Debt	CA	$178K	–	0.01
GATX Corp	Long	Debt	US	$547K	–	0.02
GATX Corp	Long	Debt	US	$441K	–	0.02
GATX Corp	Long	Debt	US	$212K	–	0.01
GCC SAB de CV	Long	Debt	MX	$509K	–	0.02
GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC)	Long	Debt	US	$713K	–	0.03
Gen Digital Inc	Long	Debt	US	$99K	–	0.00
Gen Digital Inc	Long	Debt	US	$61K	–	0.00
General Mills Inc	Long	Debt	US	$550K	–	0.02
General Mills Inc	Long	Debt	US	$382K	–	0.01
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$2M	–	0.06
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$1M	–	0.05
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$921K	–	0.04
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$916K	–	0.04
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$552K	–	0.02
Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN)	Long	Debt	US	$220K	–	0.01
Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN)	Long	Debt	US	$159K	–	0.01
Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN)	Long	Debt	US	$99K	–	0.00
GENM Capital Labuan Ltd	Long	Debt	MY	$268K	–	0.01
Genuine Parts Co	Long	Debt	US	$2M	–	0.06
Georgia Power Co	Long	Debt	US	$1M	–	0.06
Georgia-Pacific LLC	Long	Debt	US	$2M	–	0.07
Gilead Sciences Inc	Long	Debt	US	$888K	–	0.03
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$382K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$227K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$68K	–	0.00
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$20M	–	0.76
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$19M	–	0.73
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$14M	–	0.56
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$9M	–	0.36
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$8M	–	0.32
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$6M	–	0.25
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$5M	–	0.20
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$4M	–	0.16
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$4M	–	0.15
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.12
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.06
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$926K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$816K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$625K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$532K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$347K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$316K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$224K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$188K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$165K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$150K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$123K	–	0.00
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$86K	–	0.00
Glatfelter Corp	Long	Debt	US	$301K	–	0.01
GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust)	Long	ABS-other	US	$3M	–	0.13
GM Financial Consumer Automobile Receivables Trust 2022-4 (GM Financial Securitized Term Auto Receivables Tr)	Long	ABS-other	US	$1M	–	0.05
GNL Quintero SA	Long	Debt	CL	$480K	–	0.02
goeasy Ltd	Long	Debt	CA	$163K	–	0.01
goeasy Ltd	Long	Debt	CA	$127K	–	0.00
Gohl Capital Ltd	Long	Debt	IM	$519K	–	0.02
Goldman Sachs Group Inc/The	Long	Debt	US	$3M	–	0.13
Goldman Sachs Group Inc/The	Long	Debt	US	$2M	–	0.09
Goldman Sachs Group Inc/The	Long	Debt	US	$2M	–	0.08
Goldman Sachs Group Inc/The	Long	Debt	US	$2M	–	0.06
Goldman Sachs Group Inc/The	Long	Debt	US	$1M	–	0.04
Goldman Sachs Group Inc/The	Long	Debt	US	$557K	–	0.02
Goldman Sachs Group Inc/The	Long	Debt	US	$357K	–	0.01
Government National Mortgage Association	Long	ABS-mortgage backed security	US	$1M	–	0.06
Gray Oak Pipeline LLC	Long	Debt	US	$3M	–	0.11
Greenko Wind Projects Mauritius Ltd (GREENKO WIND PROJECTS MU)	Long	Debt	MU	$259K	–	0.01
Greensaif Pipelines Bidco Sarl	Long	Debt	LU	$744K	–	0.03
Greystar Real Estate Partners LLC	Long	Debt	US	$181K	–	0.01
GrubHub Holdings Inc	Long	Debt	US	$290K	–	0.01
Guatemala Government Bond (REPUBLIC OF GUATEMALA)	Long	Debt	GT	$499K	–	0.02
GXO Logistics Inc	Long	Debt	US	$814K	–	0.03
Haleon UK Capital PLC	Long	Debt	GB	$2M	–	0.08
Haleon US Capital LLC	Long	Debt	US	$2M	–	0.10
Halliburton Co	Long	Debt	US	$964K	–	0.04
Harley-Davidson Motorcycle Trust 2024-A	Long	ABS-other	US	$2M	–	0.08
Harvest Midstream I LP	Long	Debt	US	$320K	–	0.01
Harvest Midstream I LP	Long	Debt	US	$253K	–	0.01
HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT)	Long	Debt	US	$457K	–	0.02
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd	Long	Debt	KY	$403K	–	0.02
HCA Inc	Long	Debt	US	$2M	–	0.06
HCA Inc	Long	Debt	US	$1M	–	0.05
HCA Inc	Long	Debt	US	$1M	–	0.04
HCA Inc	Long	Debt	US	$1M	–	0.04
HCA Inc	Long	Debt	US	$902K	–	0.03
HCA Inc	Long	Debt	US	$713K	–	0.03
Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP)	Long	Debt	US	$1M	–	0.05
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl (HELIOS SOFT/ION CORP SOL)	Long	Debt	US	$244K	–	0.01
Hertz Corp/The	Long	Debt	US	$264K	–	0.01
Hess Corp	Long	Debt	US	$1M	–	0.05
Hewlett Packard Enterprise Co (HP ENTERPRISE CO)	Long	Debt	US	$2M	–	0.07
Hewlett Packard Enterprise Co (HP ENTERPRISE CO)	Long	Debt	US	$2M	–	0.07
HF Sinclair Corp	Long	Debt	US	$2M	–	0.06
HI CRUSH INC.	Long	Equity-common	US	$459K	123	0.02
Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP)	Long	Debt	US	$455K	–	0.02
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC)	Long	Debt	US	$296K	–	0.01
HLF Financing Sarl LLC / Herbalife International Inc (HLF FIN SARL LLC/HERBALI)	Long	Debt	US	$447K	–	0.02
Home Depot Inc/The	Long	Debt	US	$1M	–	0.04
Home Partners of America 2019-1 Trust (Home Partners of America Trust)	Long	ABS-other	US	$1M	–	0.05
Home Partners of America 2019-2 Trust (Home Partners of America Trust)	Long	ABS-other	US	$841K	–	0.03
Home Partners of America 2021-2 Trust (Home Partners of America Trust)	Long	ABS-other	US	$194K	–	0.01
Honda Auto Receivables 2022-2 Owner Trust (Honda Auto Receivables Owner Trust)	Long	ABS-other	US	$682K	–	0.03
Honda Auto Receivables 2023-2 Owner Trust (Honda Auto Receivables Owner Trust)	Long	ABS-other	US	$1M	–	0.04
Honeywell International Inc	Long	Debt	US	$1M	–	0.05
Honeywell International Inc	Long	Debt	US	$1M	–	0.05
Honeywell International Inc	Long	Debt	US	$1M	–	0.04
Honeywell International Inc	Long	Debt	US	$710K	–	0.03
Hormel Foods Corp	Long	Debt	US	$2M	–	0.06
Host Hotels & Resorts LP	Long	Debt	US	$2M	–	0.08
Howard Midstream Energy Partners LLC	Long	Debt	US	$346K	–	0.01
Howard Midstream Energy Partners LLC	Long	Debt	US	$143K	–	0.01
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC (HOWDEN UK REFINANCE / US)	Long	Debt	GB	$258K	–	0.01
HSBC Holdings PLC	Long	Debt	GB	$4M	–	0.14
HSBC Holdings PLC	Long	Debt	GB	$1M	–	0.04
HSBC Holdings PLC	Long	Debt	GB	$973K	–	0.04
Hudbay Minerals Inc	Long	Debt	CA	$163K	–	0.01
Humana Inc	Long	Debt	US	$2M	–	0.06
Humana Inc	Long	Debt	US	$649K	–	0.03
Humana Inc	Long	Debt	US	$632K	–	0.02
Humana Inc	Long	Debt	US	$462K	–	0.02
Hungary Government International Bond	Long	Debt	HU	$2M	–	0.10
Hungary Government International Bonds	Long	Debt	HU	$509K	–	0.02
Hyundai Capital America	Long	Debt	US	$1M	–	0.05
Hyundai Capital America	Long	Debt	US	$938K	–	0.04
Hyundai Capital America	Long	Debt	US	$913K	–	0.04
Iliad Holding SASU	Long	Debt	FR	$271K	–	0.01
Iliad Holding SASU	Long	Debt	FR	$202K	–	0.01
Imola Merger Corp	Long	Debt	US	$279K	–	0.01
India Green Power Holdings	Long	Debt	MU	$238K	–	0.01
Indofood CBP Sukses Makmur Tbk PT	Long	Debt	ID	$519K	–	0.02
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND)	Long	Debt	ID	$344K	–	0.01
Indonesia Government International Bond (REPUBLIC OF INDONESIA)	Long	Debt	ID	$1M	–	0.04
Indonesia Government International Bond (Republic of Indonesia)	Long	Debt	ID	$503K	–	0.02
Indonesia Government International Bond (REPUBLIC OF INDONESIA)	Long	Debt	ID	$483K	–	0.02
Industrial Bank of Korea	Long	Debt	KR	$1M	–	0.06
ING Groep NV	Long	Debt	NL	$3M	–	0.13
ING Groep NV	Long	Debt	NL	$217K	–	0.01
Ingersoll Rand Inc	Long	Debt	US	$428K	–	0.02
Intel Corp	Long	Debt	US	$439K	–	0.02
Inter-American Development Bank (INTER-AMERICAN DEVEL BK)	Long	Debt	XX	$1M	–	0.05
Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE)	Long	Debt	US	$2M	–	0.06
Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE)	Long	Debt	US	$924K	–	0.04
Interstate Power and Light Co (INTERSTATE POWER & LIGHT)	Long	Debt	US	$1M	–	0.04
Intesa Sanpaolo SpA	Long	Debt	IT	$958K	–	0.04
Intesa Sanpaolo SpA	Long	Debt	IT	$590K	–	0.02
Intuit Inc	Long	Debt	US	$888K	–	0.03
Inversiones CMPC SA	Long	Debt	CL	$522K	–	0.02
ION Trading Technologies Sarl	Long	Debt	LU	$282K	–	0.01
ION Trading Technologies Sarl	Long	Debt	LU	$201K	–	0.01
ITC Holdings Corp	Long	Debt	US	$454K	–	0.02
ITT Holdings LLC	Long	Debt	US	$559K	–	0.02
Ivory Coast Government International Bond	Long	Debt	CI	$390K	–	0.02
Ivory Coast Government International Bond	Long	Debt	CI	$178K	–	0.01
J M Smucker Co/The (JM SMUCKER CO)	Long	Debt	US	$1M	–	0.04
J M Smucker Co/The (JM SMUCKER CO)	Long	Debt	US	$663K	–	0.03
Jabil Inc	Long	Debt	US	$225K	–	0.01
Jacobs Engineering Group Inc	Long	Debt	US	$328K	–	0.01
Jacobs Engineering Group Inc	Long	Debt	US	$249K	–	0.01
Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN)	Long	Debt	US	$221K	–	0.01
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO)	Long	Debt	LU	$1M	–	0.05
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO)	Long	Debt	LU	$1M	–	0.04
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO)	Long	Debt	LU	$694K	–	0.03
John Deere Capital Corp	Long	Debt	US	$741K	–	0.03
John Deere Capital Corp	Long	Debt	US	$588K	–	0.02
John Deere Capital Corp	Long	Debt	US	$329K	–	0.01
John Deere Capital Corp	Long	Debt	US	$309K	–	0.01
John Deere Capital Corp	Long	Debt	US	$268K	–	0.01
Johnson & Johnson	Long	Debt	US	$515K	–	0.02
Jones Deslauriers Insurance Management Inc	Long	Debt	CA	$315K	–	0.01
JPMorgan Chase & Co	Long	Debt	US	$4M	–	0.16
JPMorgan Chase & Co	Long	Debt	US	$3M	–	0.13
JPMorgan Chase & Co	Long	Debt	US	$2M	–	0.08
JPMorgan Chase & Co	Long	Debt	US	$1M	–	0.04
JPMorgan Chase & Co	Long	Debt	US	$553K	–	0.02
JPMorgan Chase & Co	Long	Debt	US	$291K	–	0.01
JPMorgan Chase & Co	Long	Debt	US	$248K	–	0.01
KazMunayGas National Co JSC	Long	Debt	KZ	$185K	–	0.01
Kennedy-Wilson Inc	Long	Debt	US	$378K	–	0.01
Kennedy-Wilson Inc	Long	Debt	US	$39K	–	0.00
Kentucky Power Co	Long	Debt	US	$964K	–	0.04
Kenvue Inc	Long	Debt	US	$538K	–	0.02
KeyBank NA/Cleveland OH (KEY BANK NA)	Long	Debt	US	$1M	–	0.06
KeyBank NA/Cleveland OH (KEY BANK NA)	Long	Debt	US	$1M	–	0.04
KeySpan Gas East Corp	Long	Debt	US	$2M	–	0.06
Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART)	Long	Debt	US	$1M	–	0.04
Kodiak Gas Services LLC	Long	Debt	US	$49K	–	0.00
Kohl's Corp (KOHL'S CORPORATION)	Long	Debt	US	$418K	–	0.02
Kohl's Corp (KOHL'S CORPORATION)	Long	Debt	US	$348K	–	0.01
Kookmin Bank	Long	Debt	KR	$1M	–	0.05
Kraft Heinz Foods Co	Long	Debt	US	$3M	–	0.13
Kraft Heinz Foods Co	Long	Debt	US	$758K	–	0.03
Kroger Co/The	Long	Debt	US	$370K	–	0.01
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$2M	–	0.07
L3Harris Technologies Inc (L3HARRIS TECH INC)	Long	Debt	US	$1M	–	0.04
LABL Inc	Long	Debt	US	$313K	–	0.01
LABL Inc	Long	Debt	US	$14K	–	0.00
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP)	Long	Debt	US	$188K	–	0.01
Land O'Lakes Capital Trust I (LAND O LAKES CAP TRST I)	Long	Debt	US	$122K	–	0.00
Latvia Government International Bond (REPUBLIC OF LATVIA)	Long	Debt	LV	$590K	–	0.02
LBM Acquisition LLC	Long	Debt	US	$400K	–	0.02
Leidos Inc	Long	Debt	US	$2M	–	0.06
Leidos Inc	Long	Debt	US	$945K	–	0.04
Lennox International Inc	Long	Debt	US	$2M	–	0.09
LFS Topco LLC	Long	Debt	US	$193K	–	0.01
Liberty Mutual Group Inc	Long	Debt	US	$785K	–	0.03
Liberty Utilities Finance GP 1	Long	Debt	US	$362K	–	0.01
Lloyds Banking Group PLC	Long	Debt	GB	$2M	–	0.08
Lloyds Banking Group PLC	Long	Debt	GB	$974K	–	0.04
Lloyds Banking Group PLC	Long	Debt	GB	$433K	–	0.02
LLPL Capital Pte Ltd	Long	Debt	SG	$524K	–	0.02
Lockheed Martin Corp	Long	Debt	US	$506K	–	0.02
Lockheed Martin Corp	Long	Debt	US	$4K	–	0.00
Lowe's Cos Inc	Long	Debt	US	$210K	–	0.01
LXP Industrial Trust	Long	Debt	US	$227K	–	0.01
Marathon Oil Corp	Long	Debt	US	$1M	–	0.05
Marathon Oil Corp	Long	Debt	US	$658K	–	0.03
Marriott International Inc/MD	Long	Debt	US	$875K	–	0.03
Marriott International Inc/MD	Long	Debt	US	$671K	–	0.03
Mars Inc	Long	Debt	US	$2M	–	0.08
Martin Marietta Materials Inc	Long	Debt	US	$870K	–	0.03
Marvell Technology Inc	Long	Debt	US	$942K	–	0.04
Mattamy Group Corp	Long	Debt	CA	$289K	–	0.01
Mavis Tire Express Services Topco Corp	Long	Debt	US	$181K	–	0.01
McAfee Corp	Long	Debt	US	$410K	–	0.02
McCormick & Co Inc/MD	Long	Debt	US	$668K	–	0.03
McDonald's Corp	Long	Debt	US	$1M	–	0.05
McDonald's Corp	Long	Debt	US	$1M	–	0.05
McDonald's Corp	Long	Debt	US	$1M	–	0.04
McDonald's Corp	Long	Debt	US	$154K	–	0.01
Medline Borrower LP	Long	Debt	US	$196K	–	0.01
Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO)	Long	Debt	US	$150K	–	0.01
MEGlobal BV	Long	Debt	NL	$518K	–	0.02
Meituan	Long	Debt	KY	$537K	–	0.02
Melco Resorts Finance Ltd	Long	Debt	KY	$335K	–	0.01
Melco Resorts Finance Ltd	Long	Debt	KY	$261K	–	0.01
Mercedes-Benz Auto Receivables Trust 2023-1	Long	ABS-other	US	$2M	–	0.08
Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA)	Long	Debt	US	$2M	–	0.08
Methanex Corp	Long	Debt	CA	$163K	–	0.01
Mexico Government International Bond (UNITED MEXICAN STATES)	Long	Debt	MX	$3M	–	0.10
Mexico Government International Bond (UNITED MEXICAN STATES)	Long	Debt	MX	$1M	–	0.05
Mexico Government International Bonds	Long	Debt	MX	$3M	–	0.10
Mexico Government International Bonds	Long	Debt	MX	$1M	–	0.04
Mexico Government International Bonds	Long	Debt	MX	$208K	–	0.01
Minejesa Capital BV	Long	Debt	NL	$516K	–	0.02
Minera Mexico SA de CV	Long	Debt	MX	$254K	–	0.01
Mineral Resources Ltd	Long	Debt	AU	$298K	–	0.01
Mineral Resources Ltd	Long	Debt	AU	$194K	–	0.01
Mineral Resources Ltd	Long	Debt	AU	$100K	–	0.00
Mineral Resources Ltd	Long	Debt	AU	$26K	–	0.00
Minerals Technologies Inc	Long	Debt	US	$284K	–	0.01
Minsur SA	Long	Debt	PE	$275K	–	0.01
Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP)	Long	Debt	JP	$2M	–	0.08
Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP)	Long	Debt	JP	$1M	–	0.05
Mizuho Financial Group Inc	Long	Debt	JP	$4M	–	0.15
Mizuho Financial Group Inc	Long	Debt	JP	$4M	–	0.15
Mobius Merger Sub Inc	Long	Debt	US	$282K	–	0.01
Morgan Stanley	Long	Debt	US	$4M	–	0.16
Morgan Stanley	Long	Debt	US	$3M	–	0.11
Morgan Stanley	Long	Debt	US	$3M	–	0.11
Morgan Stanley	Long	Debt	US	$2M	–	0.06
Morgan Stanley	Long	Debt	US	$1M	–	0.04
Morgan Stanley	Long	Debt	US	$967K	–	0.04
Morgan Stanley	Long	Debt	US	$667K	–	0.03
Morgan Stanley	Long	Debt	US	$580K	–	0.02
Morgan Stanley	Long	Debt	US	$237K	–	0.01
Morgan Stanley Bank NA	Long	Debt	US	$313K	–	0.01
Movida Europe SA	Long	Debt	LU	$264K	–	0.01
MPH Acquisition Holdings LLC	Long	Debt	US	$147K	–	0.01
MPLX LP	Long	Debt	US	$2M	–	0.06
MSDB Trust 2017-712F	Long	ABS-mortgage backed security	US	$5M	–	0.18
Murphy Oil USA Inc	Long	Debt	US	$236K	–	0.01
Mylan Inc	Long	Debt	US	$168K	–	0.01
Nabors Industries Inc	Long	Debt	US	$200K	–	0.01
Nabors Industries Inc	Long	Debt	US	$81K	–	0.00
Nabors Industries Ltd	Long	Debt	BM	$91K	–	0.00
Narragansett Electric Co/The	Long	Debt	US	$410K	–	0.02
Nasdaq Inc	Long	Debt	US	$594K	–	0.02
Nasdaq Inc	Long	Debt	US	$492K	–	0.02
National Health Investors Inc	Long	Debt	US	$440K	–	0.02
National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP)	Long	Debt	US	$2M	–	0.07
National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP)	Long	Debt	US	$558K	–	0.02
National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP)	Long	Debt	US	$150K	–	0.01
NatWest Group PLC	Long	Debt	GB	$2M	–	0.09
NatWest Group PLC	Long	Debt	GB	$2M	–	0.06
NatWest Group PLC	Long	Debt	GB	$1M	–	0.04
NatWest Group PLC	Long	Debt	GB	$740K	–	0.03
NatWest Group PLC	Long	Debt	GB	$736K	–	0.03
NatWest Markets PLC	Long	Debt	GB	$1M	–	0.05
NAVER Corp	Long	Debt	KR	$521K	–	0.02
Navient Private Education Loan Trust 2020-A (Navient Student Loan Trust)	Long	ABS-other	US	$739K	–	0.03
Nbk Tier 2 Ltd	Long	Debt	AE	$700K	–	0.03
NCL Corp Ltd (NCL CORPORATION LTD)	Long	Debt	BM	$432K	–	0.02
NCL Corp Ltd (NCL CORPORATION LTD)	Long	Debt	BM	$108K	–	0.00
NCR Voyix Corp	Long	Debt	US	$175K	–	0.01
Nemak SAB de CV	Long	Debt	MX	$277K	–	0.01
Nestle Holdings Inc	Long	Debt	US	$2M	–	0.06
New York Life Global Funding (NEW YORK LIFE GLOBAL FDG)	Long	Debt	US	$872K	–	0.03
New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS)	Long	Debt	US	$2M	–	0.06
Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN)	Long	Debt	US	$742K	–	0.03
Nexa Resources SA	Long	Debt	LU	$543K	–	0.02
NextEra Energy Capital Holdings Inc	Long	Debt	US	$817K	–	0.03
NextEra Energy Operating Partners LP	Long	Debt	US	$407K	–	0.02
NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP)	Long	Debt	US	$215K	–	0.01
NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP)	Long	Debt	US	$47K	–	0.00
NGPL PipeCo LLC	Long	Debt	US	$467K	–	0.02
NNN REIT Inc	Long	Debt	US	$424K	–	0.02
Nordea Bank Abp	Long	Debt	FI	$2M	–	0.06
Northern Natural Gas Co	Long	Debt	US	$519K	–	0.02
Northrop Grumman Corp	Long	Debt	US	$367K	–	0.01
Northrop Grumman Corp	Long	Debt	US	$277K	–	0.01
Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL)	Long	Debt	US	$1M	–	0.04
Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL)	Long	Debt	US	$996K	–	0.04
NRG Energy Inc	Long	Debt	US	$455K	–	0.02
NRG Energy Inc	Long	Debt	US	$37K	–	0.00
Nucor Corp	Long	Debt	US	$527K	–	0.02
NuStar Logistics LP	Long	Debt	US	$164K	–	0.01
NuStar Logistics LP	Long	Debt	US	$53K	–	0.00
nVent Finance Sarl	Long	Debt	LU	$527K	–	0.02
O'Reilly Automotive Inc	Long	Debt	US	$465K	–	0.02
O'Reilly Automotive Inc	Long	Debt	US	$383K	–	0.01
Occidental Petroleum Corp	Long	Debt	US	$2M	–	0.06
Occidental Petroleum Corp	Long	Debt	US	$885K	–	0.03
Occidental Petroleum Corp	Long	Debt	US	$620K	–	0.02
Occidental Petroleum Corp	Long	Debt	US	$217K	–	0.01
OGE Energy Corp	Long	Debt	US	$663K	–	0.03
Oklahoma Gas and Electric Co (OKLAHOMA G&E CO)	Long	Debt	US	$319K	–	0.01
Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP)	Long	Debt	US	$208K	–	0.01
Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS)	Long	Debt	US	$702K	–	0.03
Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS)	Long	Debt	US	$367K	–	0.01
Oncor Electric Delivery Co LLC	Long	Debt	US	$1M	–	0.04
One Bryant Park Trust 2019-OBP	Long	ABS-mortgage backed security	US	$10M	–	0.37
OneMain Finance Corp	Long	Debt	US	$166K	–	0.01
OneMain Finance Corp	Long	Debt	US	$105K	–	0.00
ONEOK Partners LP	Long	Debt	US	$4M	–	0.14
Ontario Gaming GTA LP/OTG Co-Issuer Inc (ONT GAMING GTA/OTG CO-IS)	Long	Debt	CA	$203K	–	0.01
Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR)	Long	Debt	CA	$858K	–	0.03
Open Text Corp	Long	Debt	CA	$210K	–	0.01
Open Text Corp	Long	Debt	CA	$17K	–	0.00
Oportun Issuance Trust 2021-C (Oportun Funding LLC)	Long	ABS-other	US	$5M	–	0.18
Oracle Corp	Long	Debt	US	$3M	–	0.11
Oracle Corp	Long	Debt	US	$1M	–	0.04
Oracle Corp	Long	Debt	US	$892K	–	0.03
Oracle Corp	Long	Debt	US	$875K	–	0.03
Oracle Corp	Long	Debt	US	$357K	–	0.01
Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR)	Long	Debt	US	$345K	–	0.01
Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR)	Long	Debt	US	$115K	–	0.00
Owens Corning	Long	Debt	US	$297K	–	0.01
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$2M	–	0.08
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$2M	–	0.07
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$1M	–	0.04
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$163K	–	0.01
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$127K	–	0.00
Packaging Corp of America	Long	Debt	US	$2M	–	0.06
Panama Government International Bond (REPUBLIC OF PANAMA)	Long	Debt	PA	$1M	–	0.04
Panama Government International Bond (REPUBLIC OF PANAMA)	Long	Debt	PA	$1M	–	0.04
Panama Government International Bonds	Long	Debt	PA	$1M	–	0.05
Panama Government International Bonds	Long	Debt	PA	$192K	–	0.01
Panther Escrow Issuer LLC	Long	Debt	US	$162K	–	0.01
Paramount Global	Long	Debt	US	$1M	–	0.04
Paramount Global	Long	Debt	US	$437K	–	0.02
Paramount Global	Long	Debt	US	$165K	–	0.01
Paramount Global	Long	Debt	US	$152K	–	0.01
Park River Holdings Inc	Long	Debt	US	$415K	–	0.02
Pattern Energy Operations LP / Pattern Energy Operations Inc (PATTERN ENERGY OP LP/PAT)	Long	Debt	US	$310K	–	0.01
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$2M	–	0.06
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$1M	–	0.05
Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL)	Long	Debt	US	$743K	–	0.03
PepsiCo Inc	Long	Debt	US	$1M	–	0.04
PepsiCo Inc	Long	Debt	US	$927K	–	0.04
PepsiCo Inc	Long	Debt	US	$161K	–	0.01
Performance Food Group Inc	Long	Debt	US	$194K	–	0.01
Pertamina Persero PT (PT PERTAMINA (PERSERO))	Long	Debt	ID	$1M	–	0.05
Peru Government International Bonds	Long	Debt	PE	$695K	–	0.03
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR)	Long	Debt	ID	$1M	–	0.05
Peruvian Government International Bond (Republic of Peru)	Long	Debt	PE	$773K	–	0.03
Petronas Capital Ltd	Long	Debt	MY	$484K	–	0.02
Pfizer Investment Enterprises Pte Ltd	Long	Debt	SG	$1M	–	0.05
Pfizer Investment Enterprises Pte Ltd	Long	Debt	SG	$1M	–	0.05
Pfizer Investment Enterprises Pte Ltd	Long	Debt	SG	$945K	–	0.04
Pfizer Investment Enterprises Pte Ltd	Long	Debt	SG	$942K	–	0.04
Philippines Government International Bonds	Long	Debt	PH	$178K	–	0.01
Pioneer Natural Resources Co	Long	Debt	US	$934K	–	0.04
Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE)	Long	Debt	US	$1M	–	0.06
Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE)	Long	Debt	US	$684K	–	0.03
POSCO	Long	Debt	KR	$351K	–	0.01
Power Finance Corp Ltd	Long	Debt	IN	$516K	–	0.02
Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC)	Long	Debt	US	$164K	–	0.01
Procter & Gamble Co/The	Long	Debt	US	$694K	–	0.03
PROG Holdings Inc	Long	Debt	US	$275K	–	0.01
Progress Residential 2021-SFR4 (Progress Residential Trust)	Long	ABS-other	US	$671K	–	0.03
Progress Residential 2024-SFR3 Trust (Progress Residential Trust)	Long	ABS-other	US	$2M	–	0.09
Progress Residential 2024-SFR3 Trust (Progress Residential Trust)	Long	ABS-other	US	$2M	–	0.07
Promigas SA ESP / Gases del Pacifico SAC (PROMIGAS/GASES PACIFICO)	Long	Debt	XX	$536K	–	0.02
Prosus NV	Long	Debt	NL	$516K	–	0.02
Prosus NV	Long	Debt	NL	$184K	–	0.01
Province of British Columbia Canada (BRITISH COLUMBIA PROV OF)	Long	Debt	CA	$1M	–	0.04
PRPM 2024-RCF3 LLC (PRP Advisors, LLC)	Long	ABS-mortgage backed security	US	$2M	–	0.07
Prudential Financial Inc	Long	Debt	US	$1M	–	0.04
Prudential Financial Inc	Long	Debt	US	$344K	–	0.01
Prudential Funding Asia PLC	Long	Debt	GB	$562K	–	0.02
PTTEP Treasury Center Co Ltd	Long	Debt	TH	$515K	–	0.02
Public Service Co of Colorado (PUBLIC SERVICE COLORADO)	Long	Debt	US	$2M	–	0.07
Public Service Co of Colorado (PUBLIC SERVICE COLORADO)	Long	Debt	US	$1M	–	0.05
Public Service Co of Colorado (PUBLIC SERVICE COLORADO)	Long	Debt	US	$1M	–	0.04
Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA)	Long	Debt	US	$1M	–	0.05
Public Storage Operating Co (PUBLIC STORAGE OP CO)	Long	Debt	US	$467K	–	0.02
Qatar Government International Bond (STATE OF QATAR)	Long	Debt	QA	$392K	–	0.02
Qatar Government International Bonds	Long	Debt	QA	$955K	–	0.04
Qatar Government International Bonds	Long	Debt	QA	$307K	–	0.01
QatarEnergy	Long	Debt	QA	$330K	–	0.01
QNB Finance Ltd	Long	Debt	KY	$535K	–	0.02
QNB Finance Ltd	Long	Debt	KY	$344K	–	0.01
QUALCOMM Inc	Long	Debt	US	$794K	–	0.03
Quanta Services Inc	Long	Debt	US	$1M	–	0.04
Quanta Services Inc	Long	Debt	US	$685K	–	0.03
Quanta Services Inc	Long	Debt	US	$426K	–	0.02
Rackspace Finance LLC	Long	Debt	US	$151K	–	0.01
Raising Cane's Restaurants LLC	Long	Debt	US	$227K	–	0.01
Raizen Fuels Finance SA	Long	Debt	LU	$711K	–	0.03
Regeneron Pharmaceuticals Inc	Long	Debt	US	$957K	–	0.04
Regeneron Pharmaceuticals Inc	Long	Debt	US	$486K	–	0.02
Regions Bank/Birmingham AL	Long	Debt	US	$575K	–	0.02
Regions Financial Corp	Long	Debt	US	$2M	–	0.06
Republic of Italy Government International Bond (ITALY GOV'T INT BOND)	Long	Debt	IT	$400K	–	0.02
Republic of Poland Government International Bond	Long	Debt	PL	$778K	–	0.03
Republic of Poland Government International Bonds	Long	Debt	PL	$540K	–	0.02
Republic of Poland Government International Bonds	Long	Debt	PL	$483K	–	0.02
Republic Services Inc	Long	Debt	US	$552K	–	0.02
Reworld Holding Corp	Long	Debt	US	$243K	–	0.01
Roche Holdings Inc	Long	Debt	US	$2M	–	0.07
Roche Holdings Inc	Long	Debt	US	$1M	–	0.05
Roche Holdings Inc	Long	Debt	US	$674K	–	0.03
Rogers Communications Inc	Long	Debt	CA	$2M	–	0.08
Romanian Government International Bond	Long	Debt	RO	$817K	–	0.03
Romanian Government International Bond	Long	Debt	RO	$448K	–	0.02
Royal Caribbean Cruises Ltd	Long	Debt	LR	$271K	–	0.01
Royalty Pharma PLC	Long	Debt	GB	$2M	–	0.06
RPM International Inc	Long	Debt	US	$173K	–	0.01
RTX Corp	Long	Debt	US	$2M	–	0.06
RTX Corp	Long	Debt	US	$1M	–	0.04
Rumo Luxembourg Sarl	Long	Debt	LU	$269K	–	0.01
RWE Finance US LLC	Long	Debt	US	$910K	–	0.04
Ryan Specialty LLC (RYAN SPECIALTY GROUP)	Long	Debt	US	$155K	–	0.01
Ryder System Inc	Long	Debt	US	$1M	–	0.05
Ryder System Inc	Long	Debt	US	$1M	–	0.04
S&P Global Inc	Long	Debt	US	$1M	–	0.06
Sabine Pass Liquefaction LLC	Long	Debt	US	$363K	–	0.01
Sable International Finance Ltd (SABLE INTL FINANCE LTD)	Long	Debt	KY	$2K	–	0.00
San Diego Gas & Electric Co (SAN DIEGO G & E)	Long	Debt	US	$610K	–	0.02
Sands China Ltd	Long	Debt	KY	$1M	–	0.05
Sands China Ltd	Long	Debt	KY	$702K	–	0.03
Santander Holdings USA Inc	Long	Debt	US	$2M	–	0.08
Sasol Financing USA LLC	Long	Debt	US	$260K	–	0.01
Saudi Government International Bond (SAUDI INTERNATIONAL BOND)	Long	Debt	SA	$771K	–	0.03
Saudi Government International Bond (SAUDI INTERNATIONAL BOND)	Long	Debt	SA	$128K	–	0.00
SBL Holdings Inc	Long	Debt	US	$577K	–	0.02
SBNA Auto Lease Trust 2024-B	Long	ABS-other	US	$2M	–	0.06
SCF Equipment Leasing 2022-2 LLC (SCF Equipment Trust Llc)	Long	ABS-other	US	$5M	–	0.19
Seagate HDD Cayman	Long	Debt	KY	$176K	–	0.01
SeaWorld Parks & Entertainment Inc	Long	Debt	US	$312K	–	0.01
Select Medical Corp	Long	Debt	US	$252K	–	0.01
Service Properties Trust	Long	Debt	US	$255K	–	0.01
Service Properties Trust	Long	Debt	US	$206K	–	0.01
Service Properties Trust	Long	Debt	US	$84K	–	0.00
Service Properties Trust	Long	Debt	US	$60K	–	0.00
Shanghai Commercial Bank Ltd	Long	Debt	HK	$404K	–	0.02
Shellpoint Co-Originator Trust 2017-2	Long	ABS-mortgage backed security	US	$162K	–	0.01
Shinhan Financial Group Co Ltd	Long	Debt	KR	$789K	–	0.03
Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA)	Long	Debt	IE	$513K	–	0.02
Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT)	Long	Debt	NL	$1M	–	0.06
Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT)	Long	Debt	NL	$547K	–	0.02
Sigma Finance Netherlands BV (SIGMA FINANCE NL)	Long	Debt	NL	$391K	–	0.02
Signature Bank/New York NY (SIGNATURE BANK NEW YORK)	Long	Debt	US	$410K	–	0.02
Silgan Holdings Inc	Long	Debt	US	$248K	–	0.01
Sirius XM Radio Inc	Long	Debt	US	$276K	–	0.01
Sirius XM Radio Inc	Long	Debt	US	$120K	–	0.00
Smithfield Foods Inc	Long	Debt	US	$2M	–	0.07
Smithfield Foods Inc	Long	Debt	US	$1M	–	0.05
Smurfit Kappa Treasury ULC	Long	Debt	IE	$728K	–	0.03
Sociedad Quimica y Minera de Chile SA	Long	Debt	CL	$536K	–	0.02
Societe Generale SA	Long	Debt	FR	$3M	–	0.10
Societe Generale SA	Long	Debt	FR	$970K	–	0.04
Societe Generale SA	Long	Debt	FR	$847K	–	0.03
Solvay Finance America LLC (SOLVAY FINANCE (AMERICA))	Long	Debt	US	$356K	–	0.01
Sonoco Products Co	Long	Debt	US	$2M	–	0.07
Sotheby's	Long	Debt	US	$243K	–	0.01
South32 Treasury Ltd	Long	Debt	AU	$723K	–	0.03
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$2M	–	0.06
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$1M	–	0.06
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$483K	–	0.02
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$473K	–	0.02
Southern California Gas Co (SOUTHERN CALIF GAS CO)	Long	Debt	US	$607K	–	0.02
Southwestern Energy Co	Long	Debt	US	$171K	–	0.01
Specialty Building Products Holdings LLC / SBP Finance Corp	Long	Debt	US	$176K	–	0.01
Standard Chartered PLC	Long	Debt	GB	$3M	–	0.10
Standard Chartered PLC	Long	Debt	GB	$1M	–	0.05
Standard Chartered PLC	Long	Debt	GB	$529K	–	0.02
Standard Industries Inc/NJ	Long	Debt	US	$233K	–	0.01
Standard Industries Inc/NJ	Long	Debt	US	$97K	–	0.00
Stanley Black & Decker Inc	Long	Debt	US	$939K	–	0.04
State Street Institutional Liquid Reserves Fund	Long	Equity-common	US	$49M	49M	1.88
State Street Institutional U.S. Government Money Market Fund (State Street Global Advisors)	Long	Short-term investment vehicle	US	$16M	16M	0.62
Station Casinos LLC	Long	Debt	US	$179K	–	0.01
STERIS Irish FinCo UnLtd Co (STERIS PLC)	Long	Debt	IE	$433K	–	0.02
Strathcona Resources Ltd/Alberta	Long	Debt	CA	$432K	–	0.02
Stryker Corp	Long	Debt	US	$1M	–	0.05
Studio City Finance Ltd	Long	Debt	VG	$225K	–	0.01
Sunrise FinCo I BV	Long	Debt	NL	$211K	–	0.01
Suzano Austria GmbH	Long	Debt	AT	$514K	–	0.02
Swedbank AB	Long	Debt	SE	$3M	–	0.13
Synchrony Financial	Long	Debt	US	$3M	–	0.12
Sysco Corp (SYSCO CORPORATION)	Long	Debt	US	$3M	–	0.11
Sysco Corp (SYSCO CORPORATION)	Long	Debt	US	$2M	–	0.06
Sysco Corp (SYSCO CORPORATION)	Long	Debt	US	$1M	–	0.05
Sysco Corp (SYSCO CORPORATION)	Long	Debt	US	$490K	–	0.02
T-Mobile USA Inc	Long	Debt	US	$4M	–	0.15
T-Mobile USA Inc	Long	Debt	US	$1000K	–	0.04
T-Mobile USA Inc	Long	Debt	US	$773K	–	0.03
Talos Production Inc	Long	Debt	US	$222K	–	0.01
Talos Production Inc	Long	Debt	US	$44K	–	0.00
Targa Resources Partners LP / Targa Resources Partners Finance Corp	Long	Debt	US	$1M	–	0.04
Taseko Mines Ltd	Long	Debt	CA	$239K	–	0.01
TD SYNNEX Corp	Long	Debt	US	$867K	–	0.03
Telefonica Emisiones SA (Telefonica Emisiones SAU)	Long	Debt	ES	$1M	–	0.05
Telefonica Emisiones SA (Telefonica Emisiones SAU)	Long	Debt	ES	$445K	–	0.02
Telesat Canada / Telesat LLC (TELESAT CANADA/TELESAT L)	Long	Debt	CA	$167K	–	0.01
Tencent Holdings Ltd	Long	Debt	KY	$520K	–	0.02
Tesla Electric Vehicle Trust 2023-1	Long	ABS-other	US	$175K	–	0.01
Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE)	Long	Debt	NL	$158K	–	0.01
Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE)	Long	Debt	NL	$85K	–	0.00
Texas Capital Bancshares Inc	Long	Debt	US	$338K	–	0.01
Texas Instruments Inc	Long	Debt	US	$1M	–	0.05
Texas Instruments Inc	Long	Debt	US	$1M	–	0.05
Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER)	Long	Debt	TH	$353K	–	0.01
Thermo Fisher Scientific Inc	Long	Debt	US	$1M	–	0.04
Time Warner Cable LLC	Long	Debt	US	$2M	–	0.08
TotalEnergies Capital SA	Long	Debt	FR	$418K	–	0.02
Toyota Auto Receivables 2023-B Owner Trust (Toyota Auto Receivables Owner Trust)	Long	ABS-other	US	$4M	–	0.15
Toyota Auto Receivables 2023-D Owner Trust (Toyota Auto Receivables Owner Trust)	Long	ABS-other	US	$3M	–	0.12
Toyota Auto Receivables 2024-A Owner Trust (Toyota Auto Receivables Owner Trust)	Long	ABS-other	US	$910K	–	0.04
Transportadora de Gas Internacional SA ESP (TRANSPRTDRA DE GAS INTL)	Long	Debt	CO	$227K	–	0.01
Transportadora de Gas Internacional SA ESP (TRANSPRTDRA DE GAS INTL)	Long	Debt	CO	$196K	–	0.01
Travel + Leisure Co	Long	Debt	US	$198K	–	0.01
Travel + Leisure Co	Long	Debt	US	$9K	–	0.00
Tricon Residential 2024-SFR2 Trust	Long	ABS-other	US	$3M	–	0.10
Trimble Inc	Long	Debt	US	$330K	–	0.01
Trimble Inc	Long	Debt	US	$267K	–	0.01
TriNet Group Inc	Long	Debt	US	$192K	–	0.01
Trinidad & Tobago Government International Bond	Long	Debt	TT	$194K	–	0.01
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc (TRINSEO OP / TRINSEO FIN)	Long	Debt	LU	$68K	–	0.00
Triton Container International Ltd	Long	Debt	BM	$834K	–	0.03
Triton Container International Ltd	Long	Debt	BM	$770K	–	0.03
Truist Financial Corp	Long	Debt	US	$2M	–	0.08
Truist Financial Corp	Long	Debt	US	$952K	–	0.04
TTM Technologies Inc	Long	Debt	US	$278K	–	0.01
TTX Co	Long	Debt	US	$1M	–	0.05
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$22M	–	0.86
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$19M	–	0.73
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$19M	–	0.73
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$16M	–	0.60
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$12M	–	0.46
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$12M	–	0.45
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$11M	–	0.41
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$10M	–	0.37
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$8M	–	0.29
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$6M	–	0.24
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.12
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.12
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.08
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.06
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$1M	–	0.05
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$840K	–	0.03
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$830K	–	0.03
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$594K	–	0.02
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$51M	–	1.97
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$45M	–	1.74
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$42M	–	1.60
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$39M	–	1.50
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$37M	–	1.41
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$36M	–	1.39
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$27M	–	1.04
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$22M	–	0.85
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$14M	–	0.54
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.23
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.16
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.15
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.15
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.12
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.11
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.09
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.08
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.08
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$1M	–	0.05
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$995K	–	0.04
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$768K	–	0.03
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$593K	–	0.02
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$453K	–	0.02
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$445K	–	0.02
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$214K	–	0.01
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$157K	–	0.01
UBS Group AG	Long	Debt	CH	$2M	–	0.06
UBS Group AG	Long	Debt	CH	$2M	–	0.06
UBS Group AG	Long	Debt	CH	$1M	–	0.06
UBS Group AG	Long	Debt	CH	$721K	–	0.03
UBS Group AG	Long	Debt	CH	$586K	–	0.02
UBS Group AG	Long	Debt	CH	$263K	–	0.01
UDR Inc	Long	Debt	US	$451K	–	0.02
UniCredit SpA	Long	Debt	IT	$2M	–	0.08
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Long	ABS-mortgage backed security	US	$48M	–	1.86
Uniform Mortgage-Backed Security, TBA (UMBS, TBA)	Short	ABS-mortgage backed security	US	$-48M	–	-1.86
Union Electric Co	Long	Debt	US	$685K	–	0.03
United Airlines Inc	Long	Debt	US	$313K	–	0.01
United Overseas Bank Ltd	Long	Debt	SG	$1M	–	0.05
UnitedHealth Group Inc	Long	Debt	US	$2M	–	0.09
UnitedHealth Group Inc	Long	Debt	US	$2M	–	0.06
UnitedHealth Group Inc	Long	Debt	US	$1M	–	0.05
UnitedHealth Group Inc	Long	Debt	US	$527K	–	0.02
Univision Communications Inc	Long	Debt	US	$213K	–	0.01
Univision Communications Inc	Long	Debt	US	$204K	–	0.01
Upbound Group Inc	Long	Debt	US	$344K	–	0.01
US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$10K	–	0.00
US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade)		Derivative-interest rate	US	$-2K	–	-0.00
US Bancorp	Long	Debt	US	$4M	–	0.14
USAA Capital Corp	Long	Debt	US	$871K	–	0.03
Valaris Ltd	Long	Debt	BM	$273K	–	0.01
Vale Overseas Ltd (VALE OVERSEAS LIMITED)	Long	Debt	KY	$423K	–	0.02
Ventas Realty LP	Long	Debt	US	$816K	–	0.03
Venture Global Calcasieu Pass LLC	Long	Debt	US	$235K	–	0.01
Verdant Receivables 2024-1 LLC (Verdant Receivables LLC)	Long	ABS-other	US	$1M	–	0.06
Verizon Communications Inc	Long	Debt	US	$2M	–	0.09
Verizon Communications Inc	Long	Debt	US	$1M	–	0.06
Verizon Communications Inc	Long	Debt	US	$1M	–	0.05
Verizon Communications Inc	Long	Debt	US	$900K	–	0.03
Verizon Communications Inc	Long	Debt	US	$611K	–	0.02
Verizon Master Trust	Long	ABS-other	US	$2M	–	0.08
Veros Auto Receivables Trust 2024-1	Long	ABS-other	US	$3M	–	0.10
Viasat Inc	Long	Debt	US	$369K	–	0.01
Viatris Inc	Long	Debt	US	$899K	–	0.03
Viatris Inc	Long	Debt	US	$382K	–	0.01
Virgin Media Finance PLC	Long	Debt	GB	$145K	–	0.01
Vistra Operations Co LLC (VISTRA CORP)	Long	Debt	US	$368K	–	0.01
Vistra Operations Co LLC	Long	Debt	US	$101K	–	0.00
Vital Energy Inc	Long	Debt	US	$158K	–	0.01
VM Consolidated Inc	Long	Debt	US	$330K	–	0.01
Vmed O2 UK Financing I PLC	Long	Debt	GB	$172K	–	0.01
Vodafone Group PLC	Long	Debt	GB	$980K	–	0.04
Vodafone Group PLC	Long	Debt	GB	$456K	–	0.02
Vodafone Group PLC	Long	Debt	GB	$420K	–	0.02
Vodafone Group PLC	Long	Debt	GB	$181K	–	0.01
Vontier Corp	Long	Debt	US	$758K	–	0.03
Warnermedia Holdings Inc	Long	Debt	US	$561K	–	0.02
Warnermedia Holdings Inc	Long	Debt	US	$214K	–	0.01
Warrior Met Coal Inc	Long	Debt	US	$144K	–	0.01
Waste Connections Inc	Long	Debt	CA	$699K	–	0.03
Waste Connections Inc	Long	Debt	CA	$340K	–	0.01
Waste Management Inc	Long	Debt	US	$1M	–	0.04
Waste Management Inc	Long	Debt	US	$216K	–	0.01
WE Soda Investments Holding PLC (WE SODA INV HOLDING PLC)	Long	Debt	GB	$246K	–	0.01
Weir Group PLC/The (WEIR GROUP PLC (THE))	Long	Debt	GB	$835K	–	0.03
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$5M	–	0.20
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$1M	–	0.05
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$1M	–	0.05
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$1M	–	0.04
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$1M	–	0.04
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$950K	–	0.04
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$823K	–	0.03
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$551K	–	0.02
Westinghouse Air Brake Technologies Corp	Long	Debt	US	$637K	–	0.02
Westlake Corp	Long	Debt	US	$355K	–	0.01
Weyerhaeuser Co	Long	Debt	US	$655K	–	0.03
Weyerhaeuser Co	Long	Debt	US	$624K	–	0.02
WF Card Issuance Trust (Wells Fargo Card issuance Trust)	Long	ABS-other	US	$2M	–	0.07
Williams Cos Inc/The (WILLIAMS COMPANIES INC)	Long	Debt	US	$1M	–	0.05
Willis North America Inc	Long	Debt	US	$781K	–	0.03
Willis North America Inc	Long	Debt	US	$662K	–	0.03
Windsor Holdings III LLC	Long	Debt	US	$224K	–	0.01
Wipro IT Services LLC	Long	Debt	US	$532K	–	0.02
World Financial Network Credit Card Master Trust	Long	ABS-other	US	$2M	–	0.08
Wynn Macau Ltd	Long	Debt	KY	$194K	–	0.01
Yunda Holding Investment Ltd	Long	Debt	VG	$762K	–	0.03
ZF North America Capital Inc (ZF NA CAPITAL)	Long	Debt	US	$215K	–	0.01
Zions Bancorp NA	Long	Debt	US	$1M	–	0.05
Zoetis Inc	Long	Debt	US	$322K	–	0.01

Address

VALIC Co I

2919 ALLEN PARKWAY

HOUSTON

Texas

77019

United States of America

Websites

corebridgefinancial.com/rs

Directors

Cheryl Creuzot

Eric S. Levy

Peter A. Harbeck

Yvonne Montgomery Curl

Eileen A. Kamerick

Darlene T. DeRemer

Dr. John E. Maupin, Jr.

Dr. Timothy J. Ebner

Thomas J. Brown

Dr. Judith L. Craven

Transfer Agents

VALIC Retirement Services Company

Pricing Services

State Street GS Performance Services Limited

CanDeal Group Inc.

Virtu Financial, Inc.

PricingDirect Inc.

LSEG US Fin Corp.

ICE Data Services, Inc.

Bloomberg L.P.

S&P Global Market Intelligence Inc.

Bank of America Merrill Lynch Securities Inc

Custodians

Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

Citibank Europe Public Limited Company

Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)

State Street Trust Company Canada

Bank Handlowy w Warszawie Spolka Akcyjna

Citibank del Peru S.A.

Standard Chartered Bank Malaysia Berhad

Intesa Sanpaolo S.p.A.

State Street Bank and Trust Company

The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch)

Citibank, Anonim Sirketi

UniCredit Bank Austria AG

Joint Stock Company 'Commercial Bank CitiBank'

Standard Chartered Bank (Thai) Public Company Limited

The Hongkong and Shanghai Banking Corporation Limited

The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)

The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

Standard Chartered Bank (Hong Kong) Limited

Euroclear Bank

Citibank, National Association (Singapore, SG, Branch)

Citibank, National Association (Cairo, Cairo, EG, Branch)

UniCredit Bank Hungary Zrt.

Standard Chartered International Commercial Bank Co., Ltd.

UBS Switzerland AG

Skandinaviska Enskilda Banken AB

Cititrust Colombia S A Sociedad Fiduciaria

Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

State Street Bank International GmbH

HSBC Bank (China) Company Limited

Bank Hapoalim B.M.

HSBC Bank Bermuda Limited

BNP Paribas (Athens, Attica, GR, Branch)

Ceskoslovenska obchodni banka, a. s.

Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

Royal Bank of Canada

BNP Paribas

Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)

Clearstream Banking S.A.

Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

Banco de Chile

Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)

State Street Bank and Trust Company (Edinburgh, GB, Branch)

Shareholder Servicing Agents

VALIC Retirement Services Company

Admins

SunAmerica Asset Management, LLC

Brokers

Nomura Securities International, Inc.

Morgan Stanley & Co. LLC

UBS Securities LLC

Macquarie Capital (USA) Inc.

Daiwa Capital Markets America Inc.

Citigroup Global Markets Inc.

Jefferies LLC

J.P. Morgan Securities LLC

BofA Securities, Inc.

Goldman Sachs & Co. LLC