Page 1 of 35...Aimco CLO 11 Ltd. 2020-11A A2 USD United States 100.08 8,850,000 $8,856,894 Airbus Finance BV USD Netherlands 104.86 8,620,000 $9,038,709 Ajax Mortgage Loan Trust 2018-A

Voya Intermediate Bond Fund

Portfolio Holdings as of May 28, 2021 (Unaudited)

Ticker Security Name Crncy Country Price Quantity Market Value

1011778 BC ULC / New Red Finance, Inc. USD Canada 97.01 10,165,000 $9,861,016

AbbVie, Inc. USD United States 107.39 3,188,000 $3,423,593











ABN AMRO Bank NV USD Netherlands 112.70 6,000,000 $6,762,240

ABN AMRO Bank NV USD Netherlands 105.65 1,000,000 $1,056,475

Academy Ltd. USD United States 106.43 4,800,000 $5,108,400

ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2 USD United States 95.75 3,258,905 $3,120,485

ACRE Commercial Mortgage 2021-FL4 C Ltd. USD United States 99.73 6,240,000 $6,223,449

ACRES Commercial Realty 2021-FL1 A Ltd. USD United States 100.03 19,500,000 $19,506,082

ACRES Commercial Realty 2021-FL1 AS Ltd. USD United States 100.03 14,931,000 $14,935,694

AECOM USD United States 110.75 2,140,000 $2,370,050

AEP Texas, Inc. USD United States 100.04 1,059,000 $1,059,384

AES Corp./The USD United States 108.22 3,943,000 $4,267,272

AES Corp./The USD United States 98.92 2,870,000 $2,838,925

Aetna, Inc. USD United States 143.65 3,398,000 $4,881,356



Agate Bay Mortgage Trust 2014-2 B4 USD United States 101.03 641,318 $647,937

AIG CLO 2021-1A C USD United States 100.04 6,750,000 $6,752,450

Aimco CLO 11 Ltd. 2020-11A A2 USD United States 100.06 8,850,000 $8,855,106

Airbus Finance BV USD Netherlands 103.99 8,620,000 $8,963,944

Alabama Power Co. USD United States 106.76 2,480,000 $2,647,531

Alaska Airlines 2020-1 Class A Pass Through Trust USD United States 110.88 4,255,409 $4,718,480

Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC USD United States 96.04 8,045,000 $7,726,780

Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC USD United States 106.48 1,890,000 $2,012,396

Alen 2021-ACEN C Mortgage Trust USD United States 100.26 5,000,000 $5,012,882

Alexandria Real Estate Equities, Inc. USD United States 95.28 5,468,000 $5,209,965

Alexandria Real Estate Equities, Inc. USD United States 93.01 2,485,000 $2,311,175

Alibaba Group Holding Ltd. USD China 96.98 1,350,000 $1,309,282



Allegany Park CLO Ltd. 2019-1A A USD United States 100.10 10,000,000 $10,009,780

Alliant Energy Finance LLC USD United States 106.10 10,755,000 $11,411,266

Allison Transmission, Inc. USD United States 96.13 4,770,000 $4,585,163

Alpek SAB de CV USD Mexico 100.03 1,700,000 $1,700,442

Alternative Loan Trust 2004-J7 MI USD United States 98.18 2,510,224 $2,464,498

Alternative Loan Trust 2005-10CB 1A1 USD United States 81.96 2,293,965 $1,880,209

Alternative Loan Trust 2005-51 3A2A USD United States 94.02 1,933,150 $1,817,551

Alternative Loan Trust 2005-65CB 2A4 USD United States 91.88 559,179 $513,751

Alternative Loan Trust 2005-6CB 1A3 USD United States 97.36 703,864 $685,254

Alternative Loan Trust 2005-J2 1A12 USD United States 83.82 1,377,779 $1,154,884

Alternative Loan Trust 2006-13T1 A9 USD United States 67.39 683,494 $460,584

Alternative Loan Trust 2006-18CB A10 USD United States 47.95 144,156 $69,128


Alternative Loan Trust 2006-HY11 A1 USD United States 97.30 732,190 $712,423


Alternative Loan Trust 2007-2CB 2A1 USD United States 49.58 2,368,056 $1,173,998

Alternative Loan Trust 2007-3T1 1A11 USD United States 66.64 960,693 $640,229


Altria Group, Inc. USD United States 113.60 3,473,000 $3,945,183

Altria Group, Inc. USD United States 114.63 533,000 $610,978





Amazon.com, Inc. USD United States 100.36 4,618,000 $4,634,671



Page 1 of 36






Amazon.com, Inc. USD United States 110.40 530,000 $585,121

American Airlines 2015-2 Class AA Pass Through Trust USD United States 102.44 512,086 $524,604

American Airlines 2016-2 Class AA Pass Through Trust USD United States 101.44 4,162,449 $4,222,568

American Airlines 2017-2 Class AA Pass Through Trust USD United States 101.03 589,694 $595,760

American Electric Power Co., Inc. USD United States 96.38 3,136,000 $3,022,570

American Home Mortgage Assets Trust 2007-4 A4 USD United States 95.09 1,921,445 $1,827,184

American Homes 4 Rent 2015-SFR1 XS USD United States 0.00 1,059,238 $0

American International Group, Inc. USD United States 120.71 2,202,000 $2,658,034





American Transmission Systems, Inc. USD United States 124.11 7,500,000 $9,308,180

American Transmission Systems, Inc. USD United States 102.77 5,385,000 $5,533,946

Americredit Automobile Receivables Trust 2018-2 D USD United States 105.36 5,950,000 $6,268,671

Americredit Automobile Receivables Trust 2019-1 D USD United States 105.80 8,440,000 $8,929,216

AmeriCredit Automobile Receivables Trust 2019-3 C USD United States 103.39 5,750,000 $5,945,077

AmeriCredit Automobile Receivables Trust 2019-3 D USD United States 104.32 5,050,000 $5,267,908

AmeriCredit Automobile Receivables Trust 2020-1 D USD United States 102.48 8,300,000 $8,506,227

AmeriCredit Automobile Receivables Trust 2020-3 A3 USD United States 100.45 3,650,000 $3,666,244

AmerisourceBergen Corp. USD United States 107.51 9,003,000 $9,679,503

Amgen, Inc. USD United States 103.97 968,000 $1,006,424

Amgen, Inc. USD United States 125.25 4,134,000 $5,177,710

AMMC CLO 15 Ltd. 2014-15A ARR USD United States 100.03 9,975,646 $9,978,140

AMMC CLO 16 Ltd. 2015-16A CR2 USD United States 99.06 1,850,000 $1,832,521

AMN Healthcare, Inc. USD United States 100.33 2,960,000 $2,969,753

AMN Healthcare, Inc. USD United States 103.78 2,410,000 $2,501,182

Analog Devices, Inc. USD United States 110.95 562,000 $623,555

ANGI Group LLC USD United States 98.40 10,190,000 $10,026,552

Anglo American Capital PLC USD United Kingdom 100.09 1,725,000 $1,726,488




Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. USD United States 119.33 10,519,000 $12,552,100

Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. USD United States 120.09 10,000,000 $12,009,159

Anheuser-Busch InBev Finance, Inc. USD United States 107.23 2,495,000 $2,675,357

Anheuser-Busch InBev Worldwide, Inc. USD United States 126.80 4,324,000 $5,482,934

Anthem, Inc. USD United States 108.45 1,598,000 $1,733,007




ANZ New Zealand Int'l Ltd./London USD New Zealand 107.91 3,420,000 $3,690,493

Apache Corp. USD United States 103.33 9,895,000 $10,224,553

Apidos CLO XII 2013-12A AR USD United States 99.87 3,900,000 $3,894,872

Apidos CLO XII 2013-12A CR USD United States 100.02 500,000 $500,077

Apidos CLO XXXII 2019-32A A1 USD United States 100.10 20,000,000 $20,020,880

Apidos CLO XXXIII 2020-33A A USD United States 100.09 11,400,000 $11,410,397

Apidos CLO XXXV 2021-35A C USD United States 99.83 10,000,000 $9,983,230

Appalachian Power Co. USD United States 102.04 2,812,000 $2,869,235

Appalachian Power Co. USD United States 104.57 2,011,000 $2,102,946

Apple, Inc. USD United States 92.52 2,605,000 $2,410,117






Apple, Inc. USD United States 123.37 963,000 $1,188,078

Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I USD United States 103.34 4,427,750 $4,575,477

Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II USD United States 106.40 2,039,750 $2,170,345

Aqua Finance Trust 2019-A A USD United States 102.71 2,797,042 $2,872,786

Aqua Finance Trust 2020-AA A USD United States 101.22 5,133,325 $5,195,834

Arbys Funding LLC 2020-1A A2 USD United States 104.29 7,245,250 $7,556,426

ARES XLVI CLO Ltd. 2017-46A A2 USD United States 99.44 10,000,000 $9,944,450

Argentina Peso ARS Argentina 94.56 0 $0

Argentine Republic Government International Bond USD Argentina 37.08 8,471,964 $3,141,320

Page 2 of 36




Argentine Republic Government International Bond USD Argentina 33.20 1,819,735 $604,170

Argentine Republic Government International Bond USD Argentina 39.00 504,551 $196,760

Arizona Public Service Co. USD United States 116.17 2,595,000 $3,014,660

Arroyo Mortgage Trust 2019-3 A3 USD United States 101.85 1,778,458 $1,811,388

Arthur J Gallagher & Co. USD United States 101.64 4,440,000 $4,512,634

Asbury Automotive Group, Inc. USD United States 104.68 9,508,000 $9,952,499

Assurant, Inc. USD United States 106.65 2,525,000 $2,692,880

Astrazeneca Finance LLC USD United States 100.23 2,656,000 $2,662,004



AstraZeneca PLC USD United Kingdom 93.91 2,822,000 $2,650,043

AstraZeneca PLC USD United Kingdom 110.01 7,854,000 $8,640,134

AT&T, Inc. USD United States 114.80 2,219,000 $2,547,476

AT&T, Inc. USD United States 113.93 930,000 $1,059,549











Athene Global Funding USD United States 104.48 5,689,000 $5,943,641

Athene Global Funding USD United States 106.81 3,452,000 $3,687,136

ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par USD Chile 100.70 975,000 $981,825

Avangrid, Inc. USD United States 107.79 9,776,000 $10,537,666

Aviation Capital Group LLC USD United States 112.79 4,559,000 $5,142,067



Avnet, Inc. USD United States 98.22 1,590,000 $1,561,745

Avolon Holdings Funding Ltd. USD Ireland 98.91 1,759,000 $1,739,763



Babson CLO Ltd. 2017-1A A2 USD United States 100.01 3,890,000 $3,890,265

Babson CLO Ltd. 2018-3A A2 USD United States 100.00 6,361,000 $6,360,975

Baltimore Gas and Electric Co. USD United States 101.98 2,510,000 $2,559,632

BAMLL Re-REMIC Trust 2015-FRR11 CK25 USD United States 95.58 5,310,000 $5,075,071

Banc of America Funding 2007-2 1A16 Trust USD United States 77.96 753,416 $587,335

Banc of America Mortgage 2007-2 A8 Trust USD United States 11.31 903,629 $102,196

Banco Bradesco SA/Cayman Islands USD Brazil 102.93 4,600,000 $4,734,596

Banco de Bogota SA USD Colombia 109.88 4,250,000 $4,669,730

Banco de Credito del Peru USD Peru 98.30 3,325,000 $3,268,475

Banco Nacional de Comercio Exterior SNC/Cayman Islands USD Mexico 110.86 764,000 $847,005

Banco Nacional de Panama USD Panama 97.50 3,750,000 $3,656,194

Banco Santander SA USD Spain 106.04 5,200,000 $5,514,157




Bancolombia SA USD Colombia 102.48 4,175,000 $4,278,373

Bangkok Bank PCL/Hong Kong USD Thailand 105.34 7,100,000 $7,479,353

BANK 2017-BNK4 XA USD United States 5.95 34,858,427 $2,072,689

BANK 2017-BNK8 XB USD United States 1.11 167,655,000 $1,857,165


BANK 2018-BNK14 XD USD United States 10.51 19,110,000 $2,008,637


BANK 2019-BNK18 D USD United States 93.48 5,210,000 $4,870,130

Bank 2019-BNK19 XA USD United States 6.66 100,149,835 $6,668,857

BANK 2020-BNK30 XA USD United States 9.78 6,271,144 $613,273

Bank of America Corp. USD United States 100.65 9,365,000 $9,425,488







Page 3 of 36
















Bank of Montreal USD Canada 110.58 5,594,000 $6,186,112

Bank of New York Institutional Cash Reserves Deposit USD United States 1.00 3,707,759 $3,707,759

Bank of Nova Scotia USD Canada 113.97 3,962,000 $4,515,463

Bank of Nova Scotia/The USD Canada 107.88 4,740,000 $5,113,275



Banque Federative du Credit Mutuel SA USD France 105.16 13,595,000 $14,295,846

Banque Federative du Credit Mutuel SA USD France 100.22 4,952,000 $4,962,823

Barclays Bank PLC USD United Kingdom 100.27 2,980,000 $2,988,035

Barclays PLC USD United Kingdom 102.95 2,475,000 $2,547,910




Bardot CLO Ltd. 2019-2A A2 USD United States 100.18 9,600,000 $9,617,520

BARDV C 1.72 09/24/2021 USD United States 0.56 (136,458,000) ($759,299)

BARDV P 2.72 09/24/2021 USD United States 0.29 (136,458,000) ($394,165)

Barings Clo Ltd. 2019-4A C USD United States 100.30 3,750,000 $3,761,333

BAT Capital Corp. USD United States 106.21 1,005,000 $1,067,450





Bausch Health Cos, Inc. USD United States 92.28 9,725,000 $8,973,841

Bayer US Finance LLC USD United States 100.94 8,862,000 $8,945,011

BBCCRE Trust 2015-GTP XA USD United States 2.49 92,840,000 $2,314,789

BBCMS 2020-BID D Mortgage Trust USD United States 101.56 3,670,000 $3,727,134

BCRR 2016-FRR3 E Trust USD United States 93.86 3,228,254 $3,029,970

Bear Stearns ALT-A Trust 2005-4 23A1 USD United States 102.11 1,053,518 $1,075,749

Bear Stearns ALT-A Trust 2005-7 21A1 USD United States 93.44 1,371,840 $1,281,888

Bear Stearns Mortgage Funding Trust 2006-AR5 2A1 USD United States 93.23 2,906,396 $2,709,699

Becton Dickinson and Co. USD United States 102.45 5,532,000 $5,667,400

Becton Dickinson and Co. USD United States 107.64 2,720,000 $2,927,827

Beechwood Park CLO Ltd. 2019-1A A1 USD United States 100.24 4,250,000 $4,260,200

Bellemeade Re 2020-4 M2A Ltd. USD United States 100.43 6,579,176 $6,607,293

BENCHMARK 2018-B3 D Mortgage Trust USD United States 93.68 2,620,000 $2,454,438

Benchmark 2019-B12 XA Mortgage Trust USD United States 6.33 54,267,912 $3,434,399

Benchmark 2019-B9 D Mortgage Trust USD United States 93.41 7,470,000 $6,977,823



Benchmark 2020-B18 AGNE Mortgage Trust USD United States 103.09 8,640,000 $8,906,900

Benchmark 2020-B18 AGNF Mortgage Trust USD United States 102.15 1,000,000 $1,021,503



Benchmark 2020-B21 xa Mortgage Trust USD United States 10.96 47,646,364 $5,224,405

Benchmark 2021-B25 E Mortgage Trust USD United States 80.12 10,000,000 $8,011,581

Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR USD United States 99.50 6,500,000 $6,467,182

Benefit Street Partners CLO Ltd. 2021-23A A1 USD United States 100.04 13,900,000 $13,905,226

Benefit Street Partners CLO Ltd. 2021-23A C USD United States 100.04 4,600,000 $4,601,647

Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR USD United States 99.77 15,250,000 $15,214,483

Benefit Street Partners CLO X Ltd. 2016-10A BRR USD United States 99.43 11,560,000 $11,494,293

Benefit Street Partners Clo XII Ltd. 2017-12A A1 USD United States 100.10 2,500,000 $2,502,588

Benefit Street Partners CLO XIV Ltd. 2018-14A A2 USD United States 99.32 5,000,000 $4,966,010

Benefit Street Partners CLO XIX Ltd. 2019-19A A USD United States 100.13 17,350,000 $17,372,451

Berkshire Hathaway Energy Co. USD United States 94.95 3,953,000 $3,753,370

Berkshire Hathaway Finance Corp. USD United States 95.60 1,687,000 $1,612,811

Page 4 of 36






Berry Global, Inc. USD United States 106.20 5,800,000 $6,159,629

Berry Global, Inc. USD United States 100.55 3,482,000 $3,501,308

Biogen, Inc. USD United States 98.71 4,160,000 $4,106,246

Black Hills Corp. USD United States 100.70 3,615,000 $3,640,467




TFDXX BlackRock Liquidity Funds, FedFund, Institutional Class USD United States 1.00 354,878,000 $354,878,000

BlueMountain CLO Ltd. 2021-28A C USD United States 99.52 5,350,000 $5,324,069

BMD2 Re-Remic Trust 2019-FRR1 3AB USD United States 75.40 11,041,000 $8,324,872

BMD2 Re-Remic Trust 2019-FRR1 5B13 USD United States 88.00 8,000,000 $7,040,050

BMD2 Re-Remic Trust 2019-FRR1 6B10 USD United States 90.88 5,414,000 $4,920,296

BMW US Capital LLC USD United States 105.49 4,340,000 $4,578,153

BNP Paribas SA USD France 108.08 4,499,000 $4,862,538






Boeing Co/The USD United States 97.98 1,269,000 $1,243,415





Bojangles Issuer LLC 2020-3A A2 USD United States 105.58 6,500,000 $6,862,415

Boston Properties L.P. USD United States 105.04 3,062,000 $3,216,459

BP Capital Markets America, Inc. USD United States 96.02 2,621,000 $2,516,657




BP Capital Markets PLC USD United Kingdom 108.07 3,610,000 $3,901,399

BPCE SA USD France 103.02 8,130,000 $8,375,127




Braskem Netherlands Finance BV USD Brazil 104.18 750,000 $781,313

Brazilian Government International Bond USD Brazil 101.19 7,775,000 $7,867,134

Brazilian Government International Bond USD Brazil 117.31 700,000 $821,195

Brazilian Government International Bond USD Brazil 109.07 5,900,000 $6,434,924

Bristol-Myers Squibb Co. USD United States 112.23 2,196,000 $2,464,490




British Airways 2020-1 Class A Pass Through Trust USD United States 107.03 1,485,854 $1,590,331

Broad River BSL Funding CLO 2020-1A A USD United States 100.08 7,570,000 $7,576,412

Broad River Bsl Funding Clo Ltd. 2020-1A AR USD United States 100.00 7,570,000 $7,570,000

Broad River Bsl Funding Clo Ltd. 2020-1A CR USD United States 100.00 4,400,000 $4,400,000

Builders FirstSource, Inc. USD United States 104.27 9,445,000 $9,847,829

Bunge Ltd. Finance Corp. USD United States 99.96 9,852,000 $9,847,617

Burlington Northern Santa Fe LLC USD United States 112.87 4,885,000 $5,513,714



Burlington Resources LLC USD United States 136.57 1,140,000 $1,556,910

BX Commercial Mortgage Trust 2020-BXLP F USD United States 100.17 12,210,429 $12,231,287

BX Commercial Mortgage Trust 2020-VKNG E USD United States 100.42 6,280,000 $6,306,596

BX Commercial Mortgage Trust 2021-IRON E USD United States 100.70 4,000,000 $4,027,931

BX Trust 2019-OC11 A USD United States 107.11 6,000,000 $6,426,568

BX Trust 2019-OC11 E USD United States 104.54 6,300,000 $6,585,834

Camden Property Trust USD United States 103.96 1,394,000 $1,449,246

Canadian Imperial Bank of Commerce USD Canada 104.96 11,000,000 $11,546,068



Canadian Natural Resources Ltd. USD Canada 138.36 1,220,000 $1,687,948

Capital One Financial Corp. USD United States 112.10 3,146,000 $3,526,613

Capital One Financial Corp. USD United States 111.32 2,119,000 $2,358,826

Page 5 of 36




Carbone CLO Ltd. 2017-1A A1 USD United States 100.00 10,000,000 $9,999,970

Cardinal Health, Inc. USD United States 106.57 7,916,000 $8,436,152

Cargill, Inc. USD United States 114.16 5,377,000 $6,138,604

Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd. USD United States 99.80 689,945 $688,532

Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2 USD United States 100.08 27,000,000 $27,020,439

Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2 USD United States 99.32 3,250,000 $3,227,897

CARLYLE US CLO 2017-3A BR Ltd. USD United States 99.68 11,000,000 $10,964,382

CarMax Auto Owner Trust 2017-4 D USD United States 101.31 750,000 $759,819

Carmax Auto Owner Trust 2018-4 D USD United States 105.26 1,500,000 $1,578,904

Carrier Global Corp. USD United States 102.77 5,082,000 $5,222,877

Cascades, Inc./Cascades USA, Inc. USD Canada 103.88 4,460,000 $4,632,825

CBRE Services, Inc. USD United States 99.40 4,932,000 $4,902,261

CCL Industries, Inc. USD Canada 103.60 5,287,000 $5,477,330

CCUBS Commercial Mortgage Trust 2017-C1 C USD United States 109.40 3,340,000 $3,654,033

CCUBS Commercial Mortgage Trust 2017-C1 XA USD United States 4.50 92,968,581 $4,185,278

CD 2016-CD1 Mortgage Trust XA USD United States 5.86 22,569,840 $1,322,189

CD 2016-CD1 Mortgage Trust XB USD United States 3.43 45,113,000 $1,548,053

CD 2017-CD4 Mortgage Trust XA USD United States 5.45 33,255,591 $1,813,018

CDS 5% HY36 20/06/26 USD United States (9.71) 509,760,000 ($49,516,582)

CDW LLC / CDW Finance Corp. USD United States 101.68 5,105,000 $5,190,509

Cedar Funding IV CLO Ltd. 2014-4A CRR USD United States 100.00 10,000,000 $10,000,000

Cedar Funding IV CLO Ltd.2014-4A ARR USD United States 100.00 21,700,000 $21,700,000

Cedar Funding VIII Clo Ltd. 2017-8A A1 USD United States 100.01 3,530,000 $3,530,240

Celulosa Arauco y Constitucion SA USD Chile 107.90 4,505,000 $4,860,895

Cemex SAB de CV USD Mexico 109.28 4,350,000 $4,753,463

Centene Corp. USD United States 108.09 4,750,000 $5,134,109

Centene Corp. USD United States 101.13 4,450,000 $4,500,419

CenterPoint Energy Houston Electric LLC USD United States 109.04 566,000 $617,177

Centrais Eletricas Brasileiras SA USD Brazil 103.44 4,000,000 $4,137,500

Central Garden & Pet Co. USD United States 102.13 9,915,000 $10,126,437

Charles Schwab Corp./The USD United States 94.99 4,675,000 $4,440,959



Charter Communications Operating LLC / Charter Communications Operating Capital USD United States 109.95 3,860,000 $4,244,203





Chase Funding Trust Series 2003-5 2A2 USD United States 96.85 37,149 $35,979

Chase Mortgage Finance Corp. 2019-1 B2 USD United States 102.51 1,861,856 $1,908,651

Chase Mortgage Finance Corp. 2019-1 B3 USD United States 103.52 2,176,284 $2,252,784

Cheniere Corpus Christi Holdings LLC USD United States 107.51 4,095,000 $4,402,409

Chevron USA, Inc. USD United States 129.92 2,013,000 $2,615,331

Chevron USA, Inc. USD United States 109.88 265,000 $291,189

Chevron USA, Inc. USD United States 119.33 4,468,000 $5,331,783

CHL Mortgage Pass-Through Trust 2004-22 A3 USD United States 101.25 1,327,245 $1,343,795

CHL Mortgage Pass-Through Trust 2007-7 A7 USD United States 73.57 547,225 $402,607

CIFC Funding 2017-2A C USD United States 100.04 2,150,000 $2,150,927

CIFC Funding 2017-2A CR Ltd. USD United States 100.01 2,150,000 $2,150,224

CIFC Funding 2017-4 A1 USD United States 100.01 7,400,000 $7,400,703

CIFC Funding 2017-5A A1 USD United States 100.08 3,000,000 $3,002,256

CIFC Funding 2018-1A A Ltd. USD United States 100.04 8,750,000 $8,753,771

CIFC Funding 2019-6A A1 Ltd. USD United States 100.12 11,380,000 $11,393,258



CIFC Funding 2021-IA A1 Ltd. USD United States 99.87 7,300,000 $7,290,744

Cigna Corp. USD United States 121.37 1,882,000 $2,284,138






CIM Trust 2019-INV1 A1 USD United States 101.58 435,746 $442,619

CIM Trust 2019-INV3 A3 USD United States 102.48 584,733 $599,217

CIM Trust 2019-J1 1A2 USD United States 100.95 1,803,058 $1,820,145

CIM Trust 2019-J2 B2 USD United States 104.18 2,895,883 $3,017,055

CIM Trust 2019-J2 B3 USD United States 103.09 965,294 $995,117

Page 6 of 36




CIM Trust 2019-R5 M2 USD United States 104.63 2,600,000 $2,720,342

CIM Trust 2020-J1 B3 USD United States 97.13 3,230,532 $3,137,957

CIM Trust 2020-J2 A19 USD United States 101.73 3,198,006 $3,253,409

Cimarex Energy Co. USD United States 110.01 7,427,000 $8,170,672

Citicorp Mortgage Securities Trust Series 2006-3 1A4 USD United States 100.69 1,045,664 $1,052,917

Citigroup Commercial Mortgage Trust 2016-C2 E USD United States 77.74 7,745,000 $6,021,285

Citigroup Commercial Mortgage Trust 2016-P4 XA USD United States 7.25 40,134,543 $2,907,880

Citigroup Commercial Mortgage Trust 2017-C4 XA USD United States 4.95 79,164,362 $3,921,209

Citigroup Commercial Mortgage Trust 2017-P8 XA USD United States 4.74 39,810,037 $1,886,960

Citigroup Commercial Mortgage Trust 2018-C5 XA USD United States 3.92 78,301,095 $3,071,509

Citigroup Commercial Mortgage Trust 2019-GC43 A4 USD United States 107.65 7,480,000 $8,052,191

Citigroup Commercial Mortgage Trust 2020-420K E USD United States 95.07 5,000,000 $4,753,669

Citigroup Mortgage Loan Trust 2006-AR9 2A USD United States 92.75 1,076,190 $998,173

Citigroup Mortgage Loan Trust 2007-10 22AA USD United States 99.01 434,821 $430,527

Citigroup Mortgage Loan Trust 2015-A B2 USD United States 105.76 1,328,563 $1,405,038

Citigroup Mortgage Loan Trust 2021-J1 A4A USD United States 100.55 2,000,000 $2,011,046

Citigroup, Inc. USD United States 100.31 4,426,000 $4,439,656




Citizens Financial Group, Inc. USD United States 104.33 1,147,000 $1,196,708

Citrix Systems, Inc. USD United States 98.83 2,487,000 $2,457,934

CK Hutchison International 21 Ltd. USD Hong Kong 100.48 8,250,000 $8,289,693

Cleveland Electric Illuminating Co/The USD United States 105.09 2,166,000 $2,276,275

CLI Funding VI LLC 2020-1A A USD United States 101.29 3,093,167 $3,132,955

CLI Funding VIII LLC 2021-1A A USD United States 99.17 9,752,143 $9,671,340

CMS Energy Corp. USD United States 100.89 3,430,000 $3,460,561

CMS Energy Corp. USD United States 110.50 5,860,000 $6,475,300

Coca-Cola Co/The USD United States 94.83 4,125,000 $3,911,896



Colombia Government International Bond USD Colombia 96.71 1,000,000 $967,050

Colombia Government International Bond USD Colombia 106.19 5,225,000 $5,548,584

COLOMBIAN PESO COP Colombia 3708.00 0 $0

COLT 2019-4 A3 Mortgage Loan Trust USD United States 100.61 883,956 $889,317

Columbia Property Trust Operating Partnership L.P. USD United States 105.35 1,201,000 $1,265,203

Columbia Property Trust Operating Partnership L.P. USD United States 107.01 638,000 $682,715

Comcast Corp. USD United States 112.35 3,288,000 $3,694,058






COMM 2012-CR2 XA USD United States 1.10 27,430,331 $301,810

COMM 2012-CR4 XA USD United States 1.78 30,449,670 $542,823

COMM 2012-CR4 XB USD United States 0.86 27,260,000 $233,286

COMM 2012-LC4 XA USD United States 0.90 46,683,131 $419,032

COMM 2013-CR10 E Mortgage Trust USD United States 98.82 4,640,000 $4,585,125

COMM 2013-CR10 F Mortgage Trust USD United States 90.55 9,645,000 $8,733,703

COMM 2015-PC1 XA USD United States 1.35 108,210,823 $1,465,391

COMM 2016-COR1 C USD United States 108.70 920,000 $1,000,060

COMM 2016-CR28 XA USD United States 2.56 63,556,959 $1,624,681

COMM 2017-COR2 XA USD United States 6.09 35,787,940 $2,178,884

COMM 2019-GC44 180B Mortgage Trust USD United States 97.60 2,000,000 $1,951,971

COMM 2020-CBM F Mortgage Trust USD United States 94.48 8,261,000 $7,805,035

Commonbond Student Loan Trust 2016-B USD United States 102.23 462,349 $472,647

Commonbond Student Loan Trust 2017-BGS B USD United States 102.87 1,334,053 $1,372,365

Commonbond Student Loan Trust 2018-A-GS C USD United States 101.86 129,315 $131,720

Commonbond Student Loan Trust 2018-AGS A1 USD United States 104.12 1,969,619 $2,050,842

Commonbond Student Loan Trust 2018-CGS A2 USD United States 99.40 3,996,536 $3,972,557

Commonbond Student Loan Trust 2020-AGS A USD United States 101.61 6,370,857 $6,473,562

Commonwealth Bank of Australia USD Australia 105.54 1,520,000 $1,604,246

Commonwealth Bank of Australia USD Australia 98.26 2,977,000 $2,925,307

Commonwealth Edison Co. USD United States 111.50 2,519,000 $2,808,659

CommScope Technologies LLC USD United States 100.92 10,085,000 $10,177,984

CONCORD MINUTE 06/01/2021 USD United States 100.00 50,000,000 $49,999,667

Connecticut Avenue Securities Trust 2020-R02 2M2 USD United States 100.52 7,135,345 $7,172,248

Page 7 of 36




ConocoPhillips USD United States 112.51 2,719,000 $3,059,095

ConocoPhillips USD United States 100.54 5,603,000 $5,633,406

CONSOLIDATED 0% 06/01/21 USD United States 100.00 2,500,000 $2,499,975

CONSOLIDATED E 06/03/2021 USD United States 100.00 5,274,000 $5,273,920

Consolidated Edison Co. of New York, Inc. USD United States 120.33 2,591,000 $3,117,720

Consolidated Edison Co. of New York, Inc. USD United States 109.03 1,864,000 $2,032,245

Consolidated Edison Co. of New York, Inc. USD United States 125.81 831,000 $1,045,520

Continental Airlines 2012-1 Class A Pass Through Trust USD United States 105.66 3,244,045 $3,427,655

Continental Airlines 2012-2 Class A Pass Through Trust USD United States 105.96 287,691 $304,848

Cooperatieve Rabobank UA USD Netherlands 109.89 1,500,000 $1,648,370





Corning, Inc. USD United States 129.01 1,690,000 $2,180,220

Corp Financiera de Desarrollo SA USD Peru 97.13 2,700,000 $2,622,578

Countrywide Alternative Loan Trust 2005-53T2 2A6 USD United States 55.39 493,014 $273,073

Countrywide Asset-Backed Certificates 2005-AB2 M1 USD United States 99.12 7,425,000 $7,359,578

Countrywide Asset-Backed Certificates 2005-IM1 M1 USD United States 98.84 4,334,156 $4,283,675

Credit Agricole SA/London USD France 102.43 15,084,000 $15,450,946

Credit Suisse AG USD Switzerland 110.77 4,068,000 $4,506,111

Credit Suisse AG/New York NY USD Switzerland 101.16 3,611,000 $3,652,990

Credit Suisse Group AG USD Switzerland 102.65 3,222,000 $3,307,315

Credit Suisse Group AG USD Switzerland 103.52 6,870,000 $7,112,082

Credit Suisse Group Funding Guernsey Ltd. USD Switzerland 104.32 8,409,000 $8,772,259

Credit Suisse Mortgage Capital Certificates 2020-NET C USD United States 104.37 4,100,000 $4,279,344

Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C USD United States 92.33 8,405,714 $7,761,355

Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp. USD United States 103.26 10,185,000 $10,516,725

Croatia Government International Bond USD Croatia 109.29 2,500,000 $2,732,188

Crown Castle International Corp. USD United States 98.01 1,732,000 $1,697,517

CROWN POINT 0% 07/21 USD United States 99.99 20,000,000 $19,998,432

CROWN PT 0% 06/28/2021 USD United States 99.99 5,000,000 $4,999,651

CROWN PT 0% 07/07/2021 USD United States 99.99 40,000,000 $39,996,133

Csail 2015-C2 C Commercial Mortgage Trust USD United States 93.94 5,421,000 $5,092,500

CSAIL 2017-CX10 D Commercial Mortgage Trust USD United States 92.67 4,340,000 $4,021,756

CSAIL 2018-CX11 A5 Commercial Mortgage Trust USD United States 112.99 19,066,000 $21,542,347

CSC Holdings LLC USD United States 104.51 9,250,000 $9,667,036

CSMC Series 2008-2R 1A1 USD United States 96.45 1,295,862 $1,249,869

CSMC Trust 2015-2 B3 USD United States 104.01 1,146,981 $1,192,949

CSWF 2018-TOP E USD United States 99.99 5,848,000 $5,847,252

CSWF 2018-TOP F USD United States 99.79 5,528,000 $5,516,290

CSX Corp. USD United States 124.61 2,715,000 $3,383,037

CSX Corp. USD United States 121.84 890,000 $1,084,383

Cummins, Inc. USD United States 90.67 2,925,000 $2,652,117

CURRENCY CONTRACT - CLP CLP Chile 1.00 1,567,550 $2,163

CURRENCY CONTRACT - CLP USD Chile 0.00 (2,193) ($2,193)

CURRENCY CONTRACT - CNY CNY China 1.00 1,332,393 $209,126

CURRENCY CONTRACT - CNY USD China 0.16 (205,119) ($205,119)

CURRENCY CONTRACT - COP USD Colombia 0.00 (8,827) ($8,827)

CURRENCY CONTRACT - COP COP Colombia 1.00 32,809,987 $8,822

CURRENCY CONTRACT - IDR IDR Indonesia 1.00 8,987,240,083 $627,858

CURRENCY CONTRACT - IDR USD Indonesia 0.00 (619,425) ($619,425)

CURRENCY CONTRACT - ILS USD Israel 0.31 (513) ($513)

CURRENCY CONTRACT - ILS ILS Israel 1.00 1,663 $512

CURRENCY CONTRACT - MXN MXN Mexico 1.01 201,960 $10,081

CURRENCY CONTRACT - MXN USD Mexico 0.05 (10,074) ($10,074)

CURRENCY CONTRACT - PEN PEN Peru 1.00 32,417,867 $8,524,289

CURRENCY CONTRACT - PEN USD Peru 0.26 (8,420,225) ($8,420,225)

CURRENCY CONTRACT - PHP PHP Philippines 1.00 5,077 $106

CURRENCY CONTRACT - PHP USD Philippines 0.02 (105) ($105)

CURRENCY CONTRACT - PLN PLN Poland 1.00 1,479 $402

CURRENCY CONTRACT - PLN USD Poland 0.27 (392) ($392)

CURRENCY CONTRACT - RON USD Romania 0.25 (1,334,055) ($1,334,055)

CURRENCY CONTRACT - RON RON Romania 1.00 5,424,744 $1,343,921

CURRENCY CONTRACT - RUB USD Russia 0.01 (8,473) ($8,473)

CURRENCY CONTRACT - RUB RUB Russia 1.00 633,021 $8,624

CURRENCY CONTRACT - USD BRL United States 5.24 (1,183,486) ($225,970)

Page 8 of 36




CURRENCY CONTRACT - USD CZK United States 20.88 (6,471) ($310)

CURRENCY CONTRACT - USD HUF United States 285.63 (65,821) ($230)

CURRENCY CONTRACT - USD MYR United States 4.14 (38,391) ($9,284)

CURRENCY CONTRACT - USD PEN United States 3.80 (16,062,602) ($4,223,667)

CURRENCY CONTRACT - USD PEN United States 3.80 (16,062,602) ($4,223,667)

CURRENCY CONTRACT - USD TRY United States 8.64 (1,549) ($179)

CURRENCY CONTRACT - USD USD United States 1.00 184 $184



CURRENCY CONTRACT - USD USD United States 1.00 9,378 $9,378

CURRENCY CONTRACT - USD USD United States 1.00 222,334 $222,334

CURRENCY CONTRACT - USD USD United States 1.00 4,335,853 $4,335,853

CURRENCY CONTRACT - USD USD United States 1.00 4,335,853 $4,335,853

CURRENCY CONTRACT - ZAR USD South Africa 0.07 (83) ($83)

CURRENCY CONTRACT - ZAR ZAR South Africa 1.00 1,187 $86

CUSD/PAUD 0.748 08/18/21 USD United States 0.01 493,329,000 $3,500,845

CUSD/PAUD 0.773 06/17/21 USD United States 0.01 (269,372,000) ($2,507,794)

CVS Health Corp. USD United States 93.46 4,475,000 $4,182,492





Daimler Finance North America LLC USD United States 103.55 4,640,000 $4,804,547

Daimler Finance North America LLC USD United States 102.66 6,383,000 $6,552,472

Dana, Inc. USD United States 106.50 2,890,000 $3,077,850

Dana, Inc. USD United States 108.02 6,625,000 $7,156,133

DANISH KRONE DKK Denmark 6.10 6 $1

Danone SA USD France 107.64 7,379,000 $7,942,927

Danske Bank A/S USD Denmark 102.72 2,005,000 $2,059,475

Danske Bank A/S USD Denmark 100.15 4,910,000 $4,917,504

DaVita, Inc. USD United States 102.12 4,330,000 $4,421,774

DaVita, Inc. USD United States 96.01 6,060,000 $5,818,055

DB Master Finance LLC 2019-1A A23 USD United States 110.18 4,666,875 $5,141,794

DB Master Finance LLC 2019-1A A2II USD United States 106.03 2,407,125 $2,552,330

DBJPM 16-C3 Mortgage Trust USD United States 85.26 4,460,000 $3,802,724

DBUBS 2011-LC2 E Mortgage Trust USD United States 95.27 5,000,000 $4,763,419

DBUBS 2011-LC2A F Mortgage Trust USD United States 76.15 12,519,000 $9,532,730

Deephaven Residential Mortgage Trust 2019-4 M1 USD United States 100.93 1,000,000 $1,009,308

Deephaven Residential Mortgage Trust 2020-1 M1 USD United States 102.86 3,500,000 $3,600,139

Deer Creek Clo Ltd. 2017-1A A USD United States 100.04 4,200,000 $4,201,470

Dell International LLC / EMC Corp. USD United States 119.27 2,143,000 $2,555,960

Delmarva Power & Light Co. USD United States 107.01 633,000 $677,375

Delta Air Lines 2002-1 Class G-1 Pass Through Trust USD United States 101.76 810,680 $824,963

Delta Air Lines 2015-1 Class AA Pass Through Trust USD United States 108.09 1,352,364 $1,461,793

Delta Air Lines 2020-1 Class A Pass Through Trust USD United States 101.83 4,897,275 $4,986,942

Delta Air Lines, Inc. / SkyMiles IP Ltd. USD MULTI 108.02 1,470,000 $1,587,950

Delta Air Lines, Inc. / SkyMiles IP Ltd. USD MULTI 109.24 4,762,884 $5,202,837

DENTSPLY SIRONA, Inc. USD United States 105.75 6,370,000 $6,736,552

DERIVATIVES COLLAT BARC USD United States 100.00 1,260,000 $1,260,000

DERIVATIVES COLLAT HSBC USD United States 100.00 (430,000) ($430,000)

DERIVATIVES COLLAT SCB USD United States 100.00 (340,000) ($340,000)

DERIVATIVES COLLATERAL CT USD United States 100.00 (1,780,000) ($1,780,000)

DERIVATIVES COLLATERAL JP USD United States 100.00 680,000 $680,000

Deutsche ALT-A Securities, Inc. ALT 07-AB1 X USD United States 4.35 69,791,905 $3,036,067

Deutsche Telekom AG USD Germany 101.64 1,875,000 $1,905,686

Development Bank of Kazakhstan JSC USD Kazakhstan 99.09 2,000,000 $1,981,700

Dewolf Park Clo Ltd. 2017-1A A USD United States 100.00 7,000,000 $6,999,972

Diageo Capital PLC USD United Kingdom 98.31 1,942,000 $1,909,247

Diamondback Energy, Inc. USD United States 113.30 1,436,000 $1,626,933






Discover Bank USD United States 106.47 2,404,000 $2,559,575

Discover Bank USD United States 112.81 2,897,000 $3,268,103

Discovery Communications LLC USD United States 104.17 2,876,000 $2,995,951

Page 9 of 36







DISH DBS Corp. USD United States 99.34 3,810,000 $3,784,664

DISH DBS Corp. USD United States 106.57 940,000 $1,001,749

DOLP Trust 2021-NYC A USD United States 105.14 7,000,000 $7,359,797

Dominican Republic International Bond USD Dominican Republic 103.70 2,700,000 $2,799,900




Dominican Republic International Bond USD Dominican Republic 110.40 300,000 $331,200



Dominican Republic International Bond USD Dominican Republic 113.45 900,000 $1,021,050

Dominion Energy, Inc. USD United States 105.63 4,865,000 $5,138,656

Domino's Pizza Master Issuer LLC 2018-1A A211 USD United States 109.21 2,583,750 $2,821,652

Domino's Pizza Master Issuer LLC 2019-1A A2 USD United States 108.04 6,764,375 $7,308,457

Domino's Pizza Master Issuer LLC 2021-1A A2II USD United States 103.78 12,200,000 $12,661,193

Dow Chemical Co/The USD United States 135.24 1,534,000 $2,074,609




Driven Brands Funding LLC 2019-1A A2 USD United States 108.69 5,718,375 $6,215,230

Driven Brands Funding, LLC 2018-1A A2 USD United States 107.02 2,279,500 $2,439,451

Dryden 49 Senior Loan Fund 2017-49A CR USD United States 100.07 6,400,000 $6,404,474

Dryden 75 CLO Ltd. 2019-75A CR2 USD United States 100.04 11,400,000 $11,404,446

Dryden 78 CLO Ltd. 2020-78A A USD United States 100.12 8,850,000 $8,860,293

Dryden XXVIII Senior Loan Fund 2013-28A A1LR USD United States 100.04 5,565,000 $5,566,964

DTE Electric Co. USD United States 116.69 1,210,000 $1,412,003





DTE Energy Co. USD United States 99.90 6,817,000 $6,810,385

Duke Energy Carolinas LLC USD United States 113.77 2,185,000 $2,485,872





DUKE ENERGY CORP USD United States 100.00 23,500,000 $23,499,397

Duke Energy Corp. USD United States 106.40 2,155,000 $2,292,920

Duke Energy Indiana LLC USD United States 102.14 3,500,000 $3,574,775



Duke Energy Ohio, Inc. USD United States 108.58 2,588,000 $2,809,921

Duke Energy Ohio, Inc. USD United States 99.31 1,890,000 $1,876,932

Duke Energy Progress LLC USD United States 109.03 3,723,000 $4,059,019



Duquesne Light Holdings, Inc. USD United States 97.14 2,390,000 $2,321,664

Earnest Student Loan Program, LLC 2016-B B USD United States 100.00 269,372 $269,372

Earnest Student Loan Program, LLC 2016-C B USD United States 100.22 143,771 $144,081

EATON CORP 06/02/2021 USD United States 100.00 17,798,000 $17,797,679

EATON CORP GTD 06/01/2021 USD United States 100.00 68,700,000 $68,699,016

EATON CORP GTD 06/09/2021 USD United States 100.00 43,000,000 $42,998,036

Eaton Vance Clo 2015-1A A2R Ltd. USD United States 99.91 8,000,000 $7,992,536

Ecopetrol SA USD Colombia 118.87 8,250,000 $9,806,775

Egypt Government International Bond USD Egypt 108.50 7,675,000 $8,327,536




Egypt Government International Bond USD Egypt 107.90 250,000 $269,750

Element Fleet Management Corp. USD Canada 108.22 4,189,000 $4,533,440

Element Solutions, Inc. USD United States 100.51 10,175,000 $10,226,689

Elevation CLO 2014-2A A1R Ltd. USD United States 100.01 16,000,000 $16,001,648

Elmwood CLO IX Ltd. 2021-2A A USD United States 100.00 13,000,000 $13,000,000

Empower Finance 2020 L.P. USD United States 99.06 1,671,000 $1,655,265

Page 10 of 36




Empresa Nacional del Petroleo USD Chile 105.08 400,000 $420,331

Empresa Nacional del Petroleo USD Chile 105.08 7,100,000 $7,460,880

ENA Master Trust USD Panama 101.13 1,550,000 $1,567,438

Enbridge, Inc. USD Canada 110.00 5,373,000 $5,910,300

Energy Transfer L.P. USD United States 119.39 3,075,000 $3,671,127



Energy Transfer L.P. USD United States 112.04 645,000 $722,630

Energy Transfer L.P. USD United States 108.38 325,000 $352,240


Energy Transfer L.P. / Regency Energy Finance Corp. USD United States 107.59 1,263,000 $1,358,914

EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA USD Chile 99.52 1,775,000 $1,766,560

ENN Clean Energy International Investment Ltd. USD China 101.33 850,000 $861,266

Entergy Arkansas LLC USD United States 90.88 3,391,000 $3,081,902

Entergy Corp. USD United States 98.80 4,202,000 $4,151,662



Entergy Louisiana LLC USD United States 95.13 1,758,000 $1,672,385



Entergy Mississippi LLC USD United States 104.85 464,000 $486,518

Entergy Mississippi LLC USD United States 105.08 2,421,000 $2,544,067

Entergy Texas, Inc. USD United States 111.89 2,172,000 $2,430,220

Enterprise Products Operating LLC USD United States 97.51 3,800,000 $3,705,303

Enterprise Products Operating LLC USD United States 102.98 1,389,000 $1,430,367

EOG Resources, Inc. USD United States 127.56 1,989,000 $2,537,254

Equate Petrochemical BV USD Kuwait 100.80 5,000,000 $5,039,815

Equinor ASA USD Norway 107.53 2,642,000 $2,840,962

ERP Operating L.P. USD United States 101.78 6,000,000 $6,107,022

ESH Hospitality, Inc. USD United States 105.97 10,050,000 $10,649,734

Essex Portfolio L.P. USD United States 104.66 1,862,000 $1,948,701

EURO EUR Eurozone 0.82 13,313,716 $16,235,447

Evergy Kansas Central, Inc. USD United States 101.77 2,882,000 $2,932,970

Evergy Metro, Inc. USD United States 100.31 2,520,000 $2,527,832

Eversource Energy USD United States 99.21 2,943,000 $2,919,706

Eversource Energy USD United States 101.99 2,871,000 $2,928,177

Exelon Corp. USD United States 112.16 1,060,000 $1,188,928

Exelon Corp. USD United States 121.74 1,585,000 $1,929,634

Exeter Automobile Receivables Trust 2020-3A C USD United States 101.25 3,030,000 $3,067,762

Exxon Mobil Corp. USD United States 115.62 1,850,000 $2,139,041

Falabella SA USD Chile 107.13 1,650,000 $1,767,563

Fannie Mae USD United States 110.31 1,412,868 $1,558,575

Fannie Mae USD United States 106.07 725,529 $769,593








Fannie Mae USD United States 116.99 956 $1,119

Fannie Mae USD United States 102.29 840 $859
















Page 11 of 36


























Fannie Mae USD United States 115.65 995,200 $1,150,931













































Page 12 of 36




































Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2 USD United States 102.33 800,000 $818,663

Fannie Mae 2008-12 SC USD United States 21.18 3,318,840 $703,019

Fannie Mae 2011-99 CZ USD United States 116.75 8,808,390 $10,284,147

Fannie Mae 2012-110 CA USD United States 106.56 722,551 $769,955

Fannie Mae 2012-66 EP USD United States 115.02 5,919,751 $6,808,792

Fannie Mae 2013-116 UB USD United States 107.15 2,227,318 $2,386,522

Fannie Mae 2013-20 DL USD United States 110.84 2,944,143 $3,263,270

Fannie Mae 2016-82 SD USD United States 21.04 21,507,025 $4,525,424

Fannie Mae 2016-88 EA USD United States 104.57 2,516,559 $2,631,449

Fannie Mae 2018-86 US USD United States 23.28 13,024,081 $3,032,234

Fannie Mae Connecticut Avenue Securities 2015-C02 1M2 USD United States 102.40 3,888,857 $3,982,033

Fannie Mae Connecticut Avenue Securities 2015-C02 2M2 USD United States 101.31 59,481 $60,261



Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2 USD United States 102.75 1,758,930 $1,807,221








Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2 USD United States 102.31 7,775,041 $7,954,988




Fannie Mae Connecticut Avenue Securities 2019-R02 1M2 USD United States 100.83 2,138,517 $2,156,326

Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2 USD United States 100.54 7,561,127 $7,601,670

Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1 USD United States 101.83 1,000,000 $1,018,274

Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2 USD United States 100.56 2,816,354 $2,832,220

Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2 USD United States 103.26 500,000 $516,295

Fannie Mae Grantor Trust 1998-T2 A6 USD United States 101.56 10,515 $10,679

Fannie Mae Interest Strip Series 104 2 USD United States 0.84 2,580 $22

Fannie Mae Interest Strip Series 418 20 USD United States 10.58 195,060 $20,635

Fannie Mae Interest Strip Series 418 59 USD United States 5.78 890,844 $51,531

Page 13 of 36




Fannie Mae REMIC Trust 1999-33 Z USD United States 112.44 106,561 $119,816

Fannie Mae REMIC Trust 1999-6 SE USD United States 5.55 70,728 $3,925

Fannie Mae REMIC Trust 2003-105 AZ USD United States 115.85 922,555 $1,068,777

Fannie Mae REMIC Trust 2003-45 FJ USD United States 104.99 332,985 $349,593

Fannie Mae REMIC Trust 2003-66 SA USD United States 25.58 1,138,770 $291,269

Fannie Mae REMIC Trust 2003-74 IO USD United States 21.13 211,038 $44,594

Fannie Mae REMIC Trust 2003-84 PZ USD United States 114.69 568,405 $651,895

Fannie Mae REMIC Trust 2004-50 VZ USD United States 114.32 861,523 $984,935

Fannie Mae REMIC Trust 2004-56 FE USD United States 100.72 18,617 $18,752


Fannie Mae REMIC Trust 2004-75 ZG USD United States 112.17 868,864 $974,613

Fannie Mae REMIC Trust 2005-25 Z USD United States 113.70 2,381,290 $2,707,579

Fannie Mae REMIC Trust 2006-104 ES USD United States 194.35 116,357 $226,139

Fannie Mae REMIC Trust 2006-12 SD USD United States 17.80 2,006,469 $357,188

Fannie Mae REMIC Trust 2006-123 UI USD United States 22.88 699,795 $160,118

Fannie Mae REMIC Trust 2006-72 HS USD United States 12.00 145,432 $17,452


Fannie Mae REMIC Trust 2007-91 AS USD United States 22.99 3,718,609 $854,746

Fannie Mae REMIC Trust 2009-19 PW USD United States 112.52 1,460,005 $1,642,806

Fannie Mae REMIC Trust 2009-50 HZ USD United States 115.10 7,176,559 $8,260,576

Fannie Mae REMIC Trust 2009-90 TS USD United States 18.07 1,687,857 $304,959

Fannie Mae REMIC Trust 2010-118 GS USD United States 5.36 1,407,901 $75,414

Fannie Mae REMIC Trust 2010-123 SL USD United States 17.86 3,999,679 $714,238

Fannie Mae REMIC Trust 2010-41 SB USD United States 19.52 4,982,457 $972,617

Fannie Mae REMIC Trust 2010-43 VS USD United States 21.53 1,353,931 $291,462

Fannie Mae REMIC Trust 2010-59 PC USD United States 114.32 8,915,836 $10,192,555

Fannie Mae REMIC Trust 2011-102 SA USD United States 18.04 1,180,858 $213,061

Fannie Mae REMIC Trust 2011-30 ZA USD United States 106.12 2,524,335 $2,678,770

Fannie Mae REMIC Trust 2011-93 GS USD United States 24.22 2,305,964 $558,601

Fannie Mae REMIC Trust 2012-103 IT USD United States 0.01 27,718 $4

Fannie Mae REMIC Trust 2012-122 SB USD United States 21.17 4,949,421 $1,048,017

Fannie Mae REMIC Trust 2012-128 LI USD United States 7.68 2,624,461 $201,549

Fannie Mae REMIC Trust 2012-133 AS USD United States 18.09 5,721,029 $1,034,974

Fannie Mae REMIC Trust 2012-149 GI USD United States 9.23 845,050 $77,998

Fannie Mae REMIC Trust 2012-15 SP USD United States 5.49 2,343,764 $128,658

Fannie Mae REMIC Trust 2012-24 HS USD United States 11.63 1,704,471 $198,267

Fannie Mae REMIC Trust 2012-30 QS USD United States 7.16 2,815,604 $201,583

Fannie Mae REMIC Trust 2012-68 YS USD United States 17.49 995,522 $174,124

Fannie Mae REMIC Trust 2013-26 JS USD United States 14.99 1,808,018 $270,956

Fannie Mae REMIC Trust 2013-60 DS USD United States 17.98 6,572,635 $1,181,682

Fannie Mae REMIC Trust 2013-9 SM USD United States 16.89 6,214,264 $1,049,896

Fannie Mae REMIC Trust 2014-17 DS USD United States 10.11 2,708,292 $273,910

Fannie Mae REMIC Trust 2014-28 BS USD United States 15.36 1,829,811 $281,031

Fannie Mae REMIC Trust 2015-79 SA USD United States 20.47 40,979,052 $8,387,146

Fannie Mae REMIC Trust 2015-9 IO USD United States 22.94 16,465,003 $3,776,350

Fannie Mae REMICS 16-60 SB USD United States 20.72 28,424,043 $5,890,653

Fannie Mae REMICS 1997-18 SG USD United States 10.82 105,076 $11,373

Fannie Mae REMICS 1997-91 FC USD United States 0.03 50,677 $16

Fannie Mae REMICS 1999-57 SC USD United States 4.52 79 $4

Fannie Mae REMICS 2001-72 SC USD United States 3.61 253,941 $9,176

Fannie Mae REMICS 2001-8 SK USD United States 12.44 66,435 $8,262

Fannie Mae REMICS 2003-49 SW USD United States 20.58 515,021 $106,001

Fannie Mae REMICS 2004-54 SN USD United States 21.35 4,473,131 $955,195

Fannie Mae REMICS 2005-75 ES USD United States 19.49 8,645,501 $1,685,185

Fannie Mae REMICS 2005-75 SP USD United States 17.66 1,019,065 $180,013

Fannie Mae REMICS 2006-56 SM USD United States 19.43 2,314,395 $449,759

Fannie Mae REMICS 2007-21 SB USD United States 10.84 437,170 $47,389

Fannie Mae REMICS 2007-52 NS USD United States 18.72 1,311,210 $245,405

Fannie Mae REMICS 2007-85 SM USD United States 20.57 1,293,547 $266,032

Fannie Mae REMICS 2008-16 Z USD United States 114.87 493,737 $567,142

Fannie Mae REMICS 2009-66 SP USD United States 16.03 7,801,337 $1,250,285

Fannie Mae REMICS 2010-1 S USD United States 21.06 4,610,345 $971,064

Fannie Mae REMICS 2010-150 SJ USD United States 22.81 7,132,884 $1,626,984

Fannie Mae REMICS 2010-35 CS USD United States 17.37 1,193,797 $207,363

Fannie Mae REMICS 2011-10 ZC USD United States 114.13 1,378,117 $1,572,880

Fannie Mae REMICS 2011-101 DB USD United States 112.17 6,166,562 $6,917,172

Fannie Mae REMICS 2011-116 ZA USD United States 108.86 698,920 $760,820

Page 14 of 36




Fannie Mae REMICS 2011-127 UY USD United States 106.39 105,420 $112,154

Fannie Mae REMICS 2011-136 PZ USD United States 112.20 5,750,285 $6,452,100

Fannie Mae REMICS 2011-47 GS USD United States 17.68 9,119,966 $1,612,851

Fannie Mae REMICS 2011-8 ZA USD United States 107.60 2,152,076 $2,315,672

Fannie Mae REMICS 2011-87 GB USD United States 118.75 6,530,310 $7,754,853

Fannie Mae REMICS 2012-111 SL USD United States 18.90 2,768,187 $523,140

Fannie Mae REMICS 2012-111 ZK USD United States 108.47 6,146,107 $6,666,806

Fannie Mae REMICS 2012-120 WI USD United States 6.78 6,963,545 $471,963

Fannie Mae REMICS 2012-134 KV USD United States 101.76 2,074,732 $2,111,166

Fannie Mae REMICS 2012-17 QZ USD United States 110.12 8,518,736 $9,380,958

Fannie Mae REMICS 2012-2 HE USD United States 111.09 5,479,596 $6,087,214

Fannie Mae REMICS 2012-30 AB USD United States 111.55 1,327,694 $1,481,096

Fannie Mae REMICS 2012-33 BW USD United States 107.42 1,934,794 $2,078,332

Fannie Mae REMICS 2012-44 KW USD United States 106.40 383,387 $407,917

Fannie Mae REMICS 2012-55 PC USD United States 108.83 2,998,959 $3,263,829

Fannie Mae REMICS 2012-80 MY USD United States 108.51 500,000 $542,546

Fannie Mae REMICS 2012-94 LZ USD United States 108.64 10,014,784 $10,880,349

Fannie Mae REMICS 2013-111 BA USD United States 108.64 2,700,000 $2,933,292

Fannie Mae REMICS 2013-13 BE USD United States 120.37 1,403,000 $1,688,844

Fannie Mae REMICS 2013-16 GD USD United States 102.94 590,577 $607,965

Fannie Mae REMICS 2013-40 LS USD United States 19.85 6,961,730 $1,381,600

Fannie Mae REMICS 2013-70 BI USD United States 10.25 7,655,152 $784,543


Fannie Mae REMICS 2014-20 HI USD United States 0.89 2,228,550 $19,803

Fannie Mae REMICS 2014-61 PY USD United States 109.27 970,000 $1,059,902

Fannie Mae REMICS 2015-20 EZ USD United States 111.25 17,216,397 $19,152,831

Fannie Mae REMICS 2015-56 IC USD United States 19.71 6,912,977 $1,362,674

Fannie Mae REMICS 2015-67 AV USD United States 110.69 2,000,000 $2,213,825

Fannie Mae REMICS 2015-67 QV USD United States 104.83 5,000,000 $5,241,496

Fannie Mae REMICS 2015-76 PI USD United States 17.96 2,898,376 $520,444

Fannie Mae REMICS 2015-86 BS USD United States 17.44 22,723,483 $3,963,121

Fannie Mae REMICS 2015-88 IO USD United States 26.63 37,285,390 $9,928,212

Fannie Mae REMICS 2016-104 BI USD United States 21.80 5,363,617 $1,169,361

Fannie Mae REMICS 2016-52 MI USD United States 15.62 7,676,736 $1,199,255

Fannie Mae REMICS 2016-81 CS USD United States 18.47 24,424,569 $4,511,189

Fannie Mae REMICS 2016-9 D USD United States 106.10 579,834 $615,215

Fannie Mae REMICS 2017-10 SA USD United States 17.50 32,708,109 $5,724,119

Fannie Mae REMICS 2017-54 D USD United States 105.98 7,407,770 $7,851,044

Fannie Mae REMICS 2018-15 SC USD United States 20.46 39,888,136 $8,160,818

Fannie Mae REMICS 2018-38 LA USD United States 104.72 2,227,201 $2,332,227




Fannie Mae REMICS 2018-86 AS USD United States 18.93 11,683,745 $2,212,224

Fannie Mae REMICS 2018-86 SM USD United States 19.80 50,135,606 $9,924,960


Fannie Mae REMICS 2019-21 AI USD United States 24.64 14,719,371 $3,626,323



Fannie Mae REMICS 2019-41 S USD United States 19.37 81,416,222 $15,768,051


Fannie Mae REMICS 2020-35 IO USD United States 17.90 33,876,107 $6,064,728

Fannie Mae REMICS 2020-44 DI USD United States 14.03 27,105,684 $3,802,830

Fannie Mae REMICS 2020-44 EI USD United States 14.23 17,693,323 $2,518,376

Fannie Mae REMICS 2021-10 AI USD United States 9.78 138,301,355 $13,526,882

Fannie Mae REMICS 2021-22 BI USD United States 15.09 49,344,771 $7,445,795

Fannie Mae REMICS 2021-8 TI USD United States 15.54 47,933,065 $7,446,737

Fannie Mae REMICS G93-35 ZQ USD United States 104.92 3,162 $3,317

Fannie Mae REMICS Trust 2010-53 JZ USD United States 106.81 2,801,795 $2,992,464

Fannie Mae Series 2013-44 DI USD United States 10.12 25,955,976 $2,626,439

Fannie Mae Series 2013-72 YS USD United States 18.47 1,418,130 $261,934

Federation des Caisses Desjardins du Quebec USD Canada 103.70 8,087,000 $8,386,261

FedEx Corp. USD United States 114.72 2,096,000 $2,404,530




FedEx Corp. 2020-1 Class AA Pass Through Trust USD United States 98.92 2,926,604 $2,895,127

Page 15 of 36




FHLMC-GNMA 20 S USD United States 7.59 105,756 $8,028

First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11 USD United States 62.62 589,967 $369,452

First Republic Mortgage Trust 2020-1 B1 USD United States 97.99 1,780,170 $1,744,446

First Republic Mortgage Trust 2020-1 B2 USD United States 93.50 1,090,043 $1,019,192

Fiserv, Inc. USD United States 106.07 2,695,000 $2,858,587

Fiserv, Inc. USD United States 108.68 9,701,000 $10,543,479

Five Guys Holdings, Inc. 2017-1A A2 USD United States 104.82 4,228,050 $4,431,853

Flagstar Mortgage Trust 2018-1 B1 USD United States 101.84 1,854,047 $1,888,145




Flagstar Mortgage Trust 2018-3INV A3 USD United States 102.09 1,565,008 $1,597,681

Flagstar Mortgage Trust 2018-3INV B2 USD United States 105.07 3,797,025 $3,989,443

Flagstar Mortgage Trust 2018-4 B3 USD United States 101.55 939,761 $954,291


Flagstar Mortgage Trust 2018-6RR B3 USD United States 104.93 2,967,123 $3,113,496



Flagstar Mortgage Trust 2020-1NV B1A USD United States 105.43 2,009,022 $2,118,017

Flagstar Mortgage Trust 2020-1NV B2A USD United States 105.07 2,431,768 $2,555,146

Flagstar Mortgage Trust 2020-2 A4 USD United States 101.27 1,732,078 $1,754,153

Flex Intermediate Holdco LLC USD United States 100.29 5,286,000 $5,301,086

FMC Corp. USD United States 107.91 1,788,000 $1,929,372

FMG Resources August 2006 Pty Ltd. USD Australia 104.61 6,815,000 $7,128,831

Fondo MIVIVIENDA SA USD Peru 103.49 750,000 $776,179

Fontainebleau Miami Beach Trust 2019-FBLU F USD United States 101.79 4,500,000 $4,580,717

Ford Motor Credit Co. LLC USD United States 102.12 5,600,000 $5,718,832

Ford Motor Credit Co. LLC USD United States 109.77 3,510,000 $3,852,997

Fortis, Inc./Canada USD Canada 107.91 1,725,000 $1,861,365

Freddie Mac USD United States 108.70 3,509,644 $3,815,107

Freddie Mac USD United States 107.27 468,903 $502,991




































Freddie Mac USD United States 109.70 952,519 $1,044,916

Page 16 of 36














Freddie Mac USD United States 106.25 839 $892









Freddie Mac 326 350 USD United States 106.06 16,995,709 $18,026,213

Freddie Mac 3510 AS USD United States 21.81 8,198,886 $1,788,125

Freddie Mac 4191 SA USD United States 17.26 5,550,154 $957,909

Freddie Mac 4316 XZ USD United States 118.30 4,477,264 $5,296,631

Freddie Mac 4800 KG USD United States 101.10 1,076,715 $1,088,572

Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds USD United States 18.66 15,883,950 $2,963,602

Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1 USD United States 16.61 13,371,905 $2,221,717

Freddie Mac Multifamily Structured Pass Through Certificates K020 X3 USD United States 1.70 42,047,111 $716,365



Freddie Mac Multifamily Structured Pass Through Certificates K107 X1 USD United States 12.95 23,398,623 $3,030,562





Freddie Mac Multifamily Structured Pass Through Certificates KHG2 X USD United States 2.24 223,355,545 $5,003,343

Freddie Mac Multifamily Structured Pass Through Certificates KLU3 X1 USD United States 13.94 29,600,000 $4,124,935

Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1 USD United States 2.78 78,292,267 $2,172,845

Freddie Mac Reference Series R007 ZA USD United States 118.42 627,898 $743,532

Freddie Mac Reference Series R008 ZA USD United States 116.91 293,617 $343,278

Freddie Mac REMIC Trust 2110 PG USD United States 113.39 87,693 $99,432

Freddie Mac REMIC Trust 2114 ZM USD United States 112.61 76,041 $85,631

Freddie Mac REMIC Trust 2143 ZB USD United States 115.01 522,172 $600,527

Freddie Mac REMIC Trust 2528 KM USD United States 102.41 48,776 $49,953

Freddie Mac REMIC Trust 2541 NE USD United States 115.46 231,195 $266,949

Freddie Mac REMIC Trust 2594 IY USD United States 20.52 81,569 $16,735

Freddie Mac REMIC Trust 2845 QH USD United States 114.00 576,725 $657,469

Freddie Mac REMIC Trust 2861 Z USD United States 117.73 100,922 $118,816

Freddie Mac REMIC Trust 2883 SD USD United States 0.98 41,718 $407

Freddie Mac REMIC Trust 2930 ZL USD United States 113.95 173,254 $197,416

Freddie Mac REMIC Trust 2931 ZY USD United States 114.08 240,271 $274,111

Freddie Mac REMIC Trust 3045 DI USD United States 20.71 5,312,622 $1,100,098

Freddie Mac REMIC Trust 3117 ZA USD United States 115.21 931,683 $1,073,359

Freddie Mac REMIC Trust 3171 PS USD United States 17.14 993,736 $170,366

Freddie Mac REMIC Trust 3199 S USD United States 22.16 5,330,069 $1,180,934

Freddie Mac REMIC Trust 3351 ZC USD United States 116.63 435,279 $507,648

Freddie Mac REMIC Trust 3394 ZY USD United States 117.21 141,252 $165,567

Freddie Mac REMIC Trust 3524 LA USD United States 111.76 236,921 $264,790

Freddie Mac REMIC Trust 3556 NT USD United States 101.77 24,019 $24,443

Freddie Mac REMIC Trust 3639 ZN USD United Stat

Documents

Page 1 of 35...Aimco CLO 11 Ltd. 2020-11A A2 USD United States 100.08 8,850,000 $8,856,894 Airbus Finance BV USD Netherlands 104.86 8,620,000 $9,038,709 Ajax Mortgage Loan Trust 2018-A