John Hancock Group of Funds > John Hancock Funds II
Core Bond Fund
$1.67B
Avg Monthly Net Assets
$1.91B
Total Assets
$114.58M
Total Liabilities
$1.79B
Net Assets
Core Bond Fund is a Mutual Fund in John Hancock Funds II
from John Hancock Group of Funds,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $1.67B.
On July 29th, 2024 it reported 1,034 holdings, the largest
being State Street Bank and Trust Company (2.5%), FANNIE MAE OR FREDDIE MAC MBS 30YR TBA (2.0%) and FANNIE MAE OR FREDDIE MAC MBS 30YR TBA (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000008886 | JICDX | |
| Class NAV | C000008885 | JHCDX |
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 SR UNSECURED 03/27 4.8 (AbbVie Inc.) | Long | Debt | US | $2M | – | 0.09 |
| ABBVIE INC SR UNSECURED 03/29 4.8 (AbbVie Inc.) | Long | Debt | US | $2M | – | 0.09 |
| ABBVIE INC SR UNSECURED 03/31 4.95 (AbbVie Inc.) | Long | Debt | US | $975K | – | 0.05 |
| ABBVIE INC SR UNSECURED 03/34 5.05 (AbbVie Inc.) | Long | Debt | US | $2M | – | 0.09 |
| ABBVIE INC SR UNSECURED 03/35 4.55 (AbbVie Inc.) | Long | Debt | US | $2M | – | 0.08 |
| ABBVIE INC SR UNSECURED 03/54 5.4 (AbbVie Inc.) | Long | Debt | US | $1M | – | 0.07 |
| ABBVIE INC SR UNSECURED 05/35 4.5 (AbbVie Inc.) | Long | Debt | US | $1M | – | 0.07 |
| ABBVIE INC SR UNSECURED 11/29 3.2 (AbbVie Inc.) | Long | Debt | US | $2M | – | 0.12 |
| ABBVIE INC SR UNSECURED 11/39 4.05 (AbbVie Inc.) | Long | Debt | US | $592K | – | 0.03 |
| ABBVIE INC SR UNSECURED 11/49 4.25 (AbbVie Inc.) | Long | Debt | US | $598K | – | 0.03 |
| ADANI INTERNATIONAL CONTAINER SR SECURED 144A 02/31 3 (Adani International Container Terminal Private Limited) | Long | Debt | IN | $358K | – | 0.02 |
| ADOBE INC SR UNSECURED 04/29 4.8 (Adobe Inc.) | Long | Debt | US | $2M | – | 0.09 |
| ADOBE INC SR UNSECURED 04/34 4.95 (Adobe Inc.) | Long | Debt | US | $2M | – | 0.11 |
| AGREE LP COMPANY GUAR 06/28 2 (Agree Limited Partnership) | Long | Debt | US | $1M | – | 0.06 |
| AGREE LP COMPANY GUAR 06/33 2.6 (Agree Limited Partnership) | Long | Debt | US | $215K | – | 0.01 |
| AGREE LP COMPANY GUAR 10/32 4.8 (Agree Limited Partnership) | Long | Debt | US | $570K | – | 0.03 |
| AKER BP ASA SR UNSECURED 144A 06/28 5.6 | Long | Debt | NO | $2M | – | 0.10 |
| AKER BP ASA SR UNSECURED 144A 06/33 6 | Long | Debt | NO | $2M | – | 0.12 |
| ALCON FINANCE CORP COMPANY GUAR 144A 05/30 2.6 (Alcon Finance Corporation) | Long | Debt | US | $304K | – | 0.02 |
| ALCON FINANCE CORP COMPANY GUAR 144A 12/32 5.375 (Alcon Finance Corporation) | Long | Debt | US | $2M | – | 0.10 |
| ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4 | Long | ABS-other | US | $661K | – | 0.04 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 2 A (American Express Credit Account Master Trust) | Long | ABS-other | US | $7M | – | 0.41 |
| AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625 (American Homes 4 Rent L.P.) | Long | Debt | US | $966K | – | 0.05 |
| AMERICAN HOMES 4 RENT LP SR UNSECURED 04/52 4.3 (American Homes 4 Rent L.P.) | Long | Debt | US | $384K | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 3.125 (American Tower Corporation) | Long | Debt | US | $518K | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 01/51 2.95 (American Tower Corporation) | Long | Debt | US | $201K | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 03/28 5.5 (American Tower Corporation) | Long | Debt | US | $1M | – | 0.07 |
| AMERICAN TOWER CORP SR UNSECURED 11/33 5.9 (American Tower Corporation) | Long | Debt | US | $993K | – | 0.06 |
| AMERICAN TRANSMISSION SYSTEMS SR UNSECURED 144A 01/32 2.65 (American Transmission Systems Incorporated) | Long | Debt | US | $333K | – | 0.02 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 2 A3 | Long | ABS-other | US | $1M | – | 0.07 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 1 A3 | Long | ABS-other | US | $687K | – | 0.04 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A3 | Long | ABS-other | US | $1M | – | 0.08 |
| AMGEN INC SR UNSECURED 03/53 5.65 (Amgen Inc.) | Long | Debt | US | $2M | – | 0.09 |
| ANALOG DEVICES INC SR UNSECURED 04/34 5.05 (Analog Devices Inc.) | Long | Debt | US | $1M | – | 0.07 |
| ANALOG DEVICES INC SR UNSECURED 04/54 5.3 (Analog Devices Inc.) | Long | Debt | US | $1M | – | 0.06 |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 5 A1 144A | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A | Long | ABS-mortgage backed security | US | $620K | – | 0.03 |
| ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 03/52 4.75 | Long | Debt | GB | $725K | – | 0.04 |
| ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/34 5.75 | Long | Debt | GB | $1M | – | 0.06 |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 | Long | Debt | US | $4M | – | 0.22 |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/59 5.8 (Anheuser Busch InBev Worldwide Inc.) | Long | Debt | US | $503K | – | 0.03 |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/38 4.375 (Anheuser Busch InBev Worldwide Inc.) | Long | Debt | US | $760K | – | 0.04 |
| AON NORTH AMERICA INC COMPANY GUAR 03/29 5.15 (Aon North America Inc.) | Long | Debt | US | $3M | – | 0.16 |
| AON NORTH AMERICA INC COMPANY GUAR 03/34 5.45 (Aon North America Inc.) | Long | Debt | US | $2M | – | 0.09 |
| AON NORTH AMERICA INC COMPANY GUAR 03/54 5.75 (Aon North America Inc.) | Long | Debt | US | $644K | – | 0.04 |
| APOLLO GLOBAL MANAGEMENT INC COMPANY GUAR 05/54 5.8 (Apollo Global Management Inc.) | Long | Debt | US | $984K | – | 0.05 |
| APPLE INC SR UNSECURED 02/41 2.375 (Apple Inc.) | Long | Debt | US | $324K | – | 0.02 |
| APPLE INC SR UNSECURED 02/51 2.65 (Apple Inc.) | Long | Debt | US | $250K | – | 0.01 |
| APPLE INC SR UNSECURED 05/50 2.65 (Apple Inc.) | Long | Debt | US | $325K | – | 0.02 |
| APPLE INC SR UNSECURED 08/52 3.95 (Apple Inc.) | Long | Debt | US | $999K | – | 0.06 |
| ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5 | Long | Debt | US | $1M | – | 0.07 |
| ATandT INC SR UNSECURED 02/34 5.4 (ATandT Inc.) | Long | Debt | US | $1M | – | 0.08 |
| ATandT INC SR UNSECURED 06/41 3.5 (ATandT Inc.) | Long | Debt | US | $474K | – | 0.03 |
| ATandT INC SR UNSECURED 09/53 3.5 (ATandT Inc.) | Long | Debt | US | $651K | – | 0.04 |
| ATandT INC SR UNSECURED 09/55 3.55 (ATandT Inc.) | Long | Debt | US | $646K | – | 0.04 |
| ATandT INC SR UNSECURED 09/59 3.65 (ATandT Inc.) | Long | Debt | US | $406K | – | 0.02 |
| ATandT INC SR UNSECURED 12/57 3.8 (ATandT Inc.) | Long | Debt | US | $1M | – | 0.07 |
| BA CREDIT CARD TRUST BACCT 2023 A2 A2 | Long | ABS-other | US | $5M | – | 0.29 |
| BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/31 2.25 (Baltimore Gas and Electric Company) | Long | Debt | US | $717K | – | 0.04 |
| BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/53 5.4 (Baltimore Gas and Electric Company) | Long | Debt | US | $927K | – | 0.05 |
| BANCO BILBAO VIZCAYA ARGENTARI SR UNSECURED 03/35 VAR (Banco Bilbao Vizcaya Argentaria Sociedad Anonima) | Long | Debt | ES | $1M | – | 0.08 |
| BANCO BILBAO VIZCAYA ARGENTARI SUBORDINATED 11/34 VAR (Banco Bilbao Vizcaya Argentaria Sociedad Anonima) | Long | Debt | ES | $2M | – | 0.09 |
| BANCO SANTANDER SA 03/30 VAR | Long | Debt | ES | $2M | – | 0.12 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $1M | – | 0.06 |
| BANCO SANTANDER SA 11/28 6.607 | Long | Debt | ES | $1M | – | 0.06 |
| BANCO SANTANDER SA 11/33 6.938 | Long | Debt | ES | $3M | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (Bank of America Corporation) | Long | Debt | US | $2M | – | 0.11 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (Bank of America Corporation) | Long | Debt | US | $4M | – | 0.23 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (Bank of America Corporation) | Long | Debt | US | $4M | – | 0.20 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (Bank of America Corporation) | Long | Debt | US | $1M | – | 0.06 |
| BANK OF AMERICA CORP SR UNSECURED 12/28 VAR (Bank of America Corporation) | Long | Debt | US | $4M | – | 0.24 |
| BANK5 TRUST 2024-5YR6 BANK5 2024 5YR6 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $2M | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $2M | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 09/34 VAR | Long | Debt | GB | $2M | – | 0.09 |
| BAT CAPITAL CORP COMPANY GUAR 08/37 4.39 (B.A.T Capital Corporation) | Long | Debt | US | $643K | – | 0.04 |
| BAT CAPITAL CORP COMPANY GUAR 08/47 4.54 (B.A.T Capital Corporation) | Long | Debt | US | $1M | – | 0.08 |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 A5 | Long | ABS-mortgage backed security | US | $639K | – | 0.04 |
| BENCHMARK 2024-V7 MORTGAGE TRU BMARK 2024 V7 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 07/32 5 | Long | Debt | BM | $663K | – | 0.04 |
| BMO 2024-5C4 MORTGAGE TRUST BMO 2024 5C4 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BMW VEHICLE LEASE TRUST 2023-1 BMWLT 2023 1 A4 | Long | ABS-other | US | $955K | – | 0.05 |
| BNP PARIBAS SA 144A 01/30 VAR | Long | Debt | FR | $2M | – | 0.11 |
| BNP PARIBAS SA 144A 12/34 VAR | Long | Debt | FR | $2M | – | 0.11 |
| BOARD OF REGENTS OF THE UNIVER UNIHGR 08/49 FIXED 2.439 (Board of Regents of the University of Texas System) | Long | Debt | US | $367K | – | 0.02 |
| BOEING CO/THE SR UNSECURED 02/50 3.75 (The Boeing Company) | Long | Debt | US | $268K | – | 0.01 |
| BOEING CO/THE SR UNSECURED 05/50 5.805 (The Boeing Company) | Long | Debt | US | $2M | – | 0.09 |
| BOEING CO/THE SR UNSECURED 144A 05/27 6.259 (The Boeing Company) | Long | Debt | US | $688K | – | 0.04 |
| BOEING CO/THE SR UNSECURED 144A 05/29 6.298 (The Boeing Company) | Long | Debt | US | $1M | – | 0.06 |
| BOEING CO/THE SR UNSECURED 144A 05/31 6.388 (The Boeing Company) | Long | Debt | US | $691K | – | 0.04 |
| BOEING CO/THE SR UNSECURED 144A 05/34 6.528 (The Boeing Company) | Long | Debt | US | $1M | – | 0.06 |
| BOEING CO/THE SR UNSECURED 144A 05/54 6.858 (The Boeing Company) | Long | Debt | US | $1M | – | 0.06 |
| BOEING CO/THE SR UNSECURED 144A 05/64 7.008 (The Boeing Company) | Long | Debt | US | $691K | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 04/29 4.699 (BP Capital Markets America Inc.) | Long | Debt | US | $2M | – | 0.09 |
| BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 04/34 4.989 (BP Capital Markets America Inc.) | Long | Debt | US | $758K | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 10/29 4.97 (BP Capital Markets America Inc.) | Long | Debt | US | $3M | – | 0.15 |
| BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 11/27 5.017 (BP Capital Markets America Inc.) | Long | Debt | US | $3M | – | 0.15 |
| BPCE SA 144A 05/29 5.281 | Long | Debt | FR | $2M | – | 0.09 |
| BPCE SA 144A 05/35 VAR | Long | Debt | FR | $1M | – | 0.08 |
| BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/54 5.55 (Bristol-Myers Squibb Company) | Long | Debt | US | $653K | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/64 5.65 (Bristol-Myers Squibb Company) | Long | Debt | US | $962K | – | 0.05 |
| BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 08/31 2.5 (Brixmor Operating Partnership LP) | Long | Debt | US | $872K | – | 0.05 |
| BROADCOM INC COMPANY GUAR 11/25 3.15 (Broadcom Inc.) | Long | Debt | US | $734K | – | 0.04 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 (Broadcom Inc.) | Long | Debt | US | $847K | – | 0.05 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 (Broadcom Inc.) | Long | Debt | US | $861K | – | 0.05 |
| BUNGE LTD FINANCE CORP COMPANY GUAR 08/25 1.63 (Bunge Limited Finance Corp.) | Long | Debt | US | $636K | – | 0.04 |
| BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| BURLINGTON NORTHERN SANTA FE L SR UNSECURED 01/53 4.45 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $219K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE L SR UNSECURED 04/54 5.2 (Burlington Northern Santa Fe LLC) | Long | Debt | US | $653K | – | 0.04 |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 XL2 A 144A | Long | ABS-mortgage backed security | US | $842K | – | 0.05 |
| CAPITAL ONE FINANCIAL CORP SR UNSECURED 10/31 VAR (Capital One Financial Corporation) | Long | Debt | US | $1M | – | 0.08 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 1 A3 (Capital One Prime Auto Receivables Trust 2023-1) | Long | ABS-other | US | $2M | – | 0.13 |
| CATERPILLAR FINANCIAL SERVICES SR UNSECURED 01/27 4.5 (Caterpillar Financial Services Corporation) | Long | Debt | US | $2M | – | 0.09 |
| CATERPILLAR FINANCIAL SERVICES SR UNSECURED 02/29 4.85 (Caterpillar Financial Services Corporation) | Long | Debt | US | $2M | – | 0.11 |
| CATERPILLAR FINANCIAL SERVICES SR UNSECURED 05/27 5 (Caterpillar Financial Services Corporation) | Long | Debt | US | $3M | – | 0.15 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 07/32 6.379 | Long | Debt | US | $546K | – | 0.03 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 6.55 | Long | Debt | US | $404K | – | 0.02 |
| CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 03/52 3.6 (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $460K | – | 0.03 |
| CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 03/34 5.15 (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $775K | – | 0.04 |
| CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 10/28 5.2 (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $970K | – | 0.05 |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 ASB | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/42 3.5 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $1M | – | 0.06 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $645K | – | 0.04 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/63 5.5 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $266K | – | 0.01 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/29 6.1 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $3M | – | 0.17 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/34 6.55 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $2M | – | 0.10 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $224K | – | 0.01 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $297K | – | 0.02 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 11/26 6.15 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $1M | – | 0.08 |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A | Long | ABS-other | US | $793K | – | 0.04 |
| CISCO SYSTEMS INC SR UNSECURED 02/27 4.8 (Cisco Systems Inc.) | Long | Debt | US | $2M | – | 0.11 |
| CISCO SYSTEMS INC SR UNSECURED 02/29 4.85 (Cisco Systems Inc.) | Long | Debt | US | $2M | – | 0.11 |
| CISCO SYSTEMS INC SR UNSECURED 02/31 4.95 (Cisco Systems Inc.) | Long | Debt | US | $1M | – | 0.07 |
| CISCO SYSTEMS INC SR UNSECURED 02/34 5.05 (Cisco Systems Inc.) | Long | Debt | US | $2M | – | 0.13 |
| CISCO SYSTEMS INC SR UNSECURED 02/54 5.3 (Cisco Systems Inc.) | Long | Debt | US | $964K | – | 0.05 |
| CITIGROUP INC SUBORDINATED 02/35 VAR (Citigroup Inc.) | Long | Debt | US | $713K | – | 0.04 |
| CITIGROUP INC SUBORDINATED 05/34 VAR (Citigroup Inc.) | Long | Debt | US | $2M | – | 0.09 |
| CITIZENS FINANCIAL GROUP INC SR UNSECURED 01/30 VAR (Citizens Financial Group Inc.) | Long | Debt | US | $2M | – | 0.09 |
| CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/35 VAR (Citizens Financial Group Inc.) | Long | Debt | US | $812K | – | 0.05 |
| COCA-COLA CO/THE SR UNSECURED 05/34 5 (The Coca-Cola Company) | Long | Debt | US | $992K | – | 0.06 |
| COCA-COLA CO/THE SR UNSECURED 05/54 5.3 (The Coca-Cola Company) | Long | Debt | US | $849K | – | 0.05 |
| COCA-COLA CO/THE SR UNSECURED 05/64 5.4 (The Coca-Cola Company) | Long | Debt | US | $326K | – | 0.02 |
| COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A | Long | ABS-other | US | $462K | – | 0.03 |
| COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A | Long | ABS-other | US | $505K | – | 0.03 |
| COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A | Long | ABS-other | US | $359K | – | 0.02 |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A | Long | ABS-mortgage backed security | US | $825K | – | 0.05 |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A | Long | ABS-mortgage backed security | US | $877K | – | 0.05 |
| COMCAST CORP COMPANY GUAR 06/34 5.3 (Comcast Corporation) | Long | Debt | US | $3M | – | 0.15 |
| COMCAST CORP COMPANY GUAR 06/54 5.65 (Comcast Corporation) | Long | Debt | US | $1M | – | 0.07 |
| COMCAST CORP COMPANY GUAR 11/27 5.35 (Comcast Corporation) | Long | Debt | US | $1M | – | 0.07 |
| COMCAST CORP COMPANY GUAR 11/52 4.049 (Comcast Corporation) | Long | Debt | US | $485K | – | 0.03 |
| COMCAST CORP COMPANY GUAR 11/63 2.987 (Comcast Corporation) | Long | Debt | US | $424K | – | 0.02 |
| COMM 2014-UBS4 MORTGAGE TRUST COMM 2014 UBS4 A4 | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3 | Long | ABS-mortgage backed security | US | $611K | – | 0.03 |
| COMMONSPIRIT HEALTH SR SECURED 10/29 3.347 | Long | Debt | US | $555K | – | 0.03 |
| CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/34 5.5 (Consolidated Edison Company of New York Inc.) | Long | Debt | US | $2M | – | 0.09 |
| CONSOLIDATED EDISON CO OF NEW SR UNSECURED 05/34 5.375 (Consolidated Edison Company of New York Inc.) | Long | Debt | US | $993K | – | 0.06 |
| CONSOLIDATED EDISON CO OF NEW SR UNSECURED 05/54 5.7 (Consolidated Edison Company of New York Inc.) | Long | Debt | US | $658K | – | 0.04 |
| CONSOLIDATED EDISON CO OF NEW SR UNSECURED 11/53 5.9 (Consolidated Edison Company of New York Inc.) | Long | Debt | US | $664K | – | 0.04 |
| CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2 (Consolidated Edison Company of New York Inc.) | Long | Debt | US | $128K | – | 0.01 |
| CONSTELLATION BRANDS INC COMPANY GUAR 11/48 5.25 (Constellation Brands Inc.) | Long | Debt | US | $1M | – | 0.07 |
| COUNTY OF CLARK DEPARTMENT OF CLAAPT 07/45 FIXED 6.82 (County of Clark Department of Aviation) | Long | Debt | US | $1M | – | 0.07 |
| CROWLEY CONRO LLC US GOVT GUAR 08/43 4.181 | Long | Debt | US | $634K | – | 0.04 |
| CROWN CASTLE INC SR UNSECURED 03/34 5.8 (Crown Castle Inc.) | Long | Debt | US | $2M | – | 0.11 |
| CROWN CASTLE INC SR UNSECURED 04/31 2.1 (Crown Castle Inc.) | Long | Debt | US | $882K | – | 0.05 |
| CROWN CASTLE INC SR UNSECURED 04/41 2.9 (Crown Castle Inc.) | Long | Debt | US | $408K | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 03/48 5.05 (CVS Health Corporation) | Long | Debt | US | $2M | – | 0.10 |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 | Long | Debt | US | $2M | – | 0.12 |
| DEUTSCHE BANK AG/NEW YORK NY 05/29 5.414 (Deutsche Bank Aktiengesellschaft) | Long | Debt | US | $2M | – | 0.13 |
| DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR (Deutsche Bank Aktiengesellschaft) | Long | Debt | US | $2M | – | 0.09 |
| DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 02/34 VAR (Deutsche Bank Aktiengesellschaft) | Long | Debt | US | $750K | – | 0.04 |
| DH EUROPE FINANCE II SARL COMPANY GUAR 11/24 2.2 | Long | Debt | LU | $2M | – | 0.09 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15 (Diamondback Energy Inc.) | Long | Debt | US | $1M | – | 0.07 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2 (Diamondback Energy Inc.) | Long | Debt | US | $654K | – | 0.04 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4 (Diamondback Energy Inc.) | Long | Debt | US | $1M | – | 0.07 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 (Diamondback Energy Inc.) | Long | Debt | US | $633K | – | 0.04 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9 (Diamondback Energy Inc.) | Long | Debt | US | $317K | – | 0.02 |
| DISCOVER CARD EXECUTION NOTE T DCENT 2023 A1 A (Discover Card Execution Note Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| DISCOVER CARD EXECUTION NOTE T DCENT 2023 A2 A (Discover Card Execution Note Trust) | Long | ABS-other | US | $6M | – | 0.32 |
| DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 09/55 4 | Long | Debt | US | $451K | – | 0.03 |
| DOW CHEMICAL CO/THE SR UNSECURED 02/34 5.15 (The Dow Chemical Company) | Long | Debt | US | $1M | – | 0.07 |
| DOW CHEMICAL CO/THE SR UNSECURED 02/54 5.6 (The Dow Chemical Company) | Long | Debt | US | $947K | – | 0.05 |
| DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95 (DTE Electric Company) | Long | Debt | US | $653K | – | 0.04 |
| DTE ELECTRIC CO GENL REF MOR 03/52 3.65 (DTE Electric Company) | Long | Debt | US | $338K | – | 0.02 |
| DTE ENERGY CO SR UNSECURED 06/34 5.85 (DTE Energy Company) | Long | Debt | US | $939K | – | 0.05 |
| DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/33 4.95 | Long | Debt | US | $644K | – | 0.04 |
| DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/53 5.35 | Long | Debt | US | $1M | – | 0.07 |
| DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/54 5.4 | Long | Debt | US | $623K | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/32 2.85 | Long | Debt | US | $913K | – | 0.05 |
| DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/52 3.55 | Long | Debt | US | $549K | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 04/31 2.55 | Long | Debt | US | $334K | – | 0.02 |
| DUKE ENERGY CORP SR UNSECURED 06/51 3.5 (Duke Energy Corporation) | Long | Debt | US | $121K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4 | Long | Debt | US | $713K | – | 0.04 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5 | Long | Debt | US | $502K | – | 0.03 |
| ELEVANCE HEALTH INC SR UNSECURED 06/29 5.15 (Elevance Health Inc.) | Long | Debt | US | $1M | – | 0.08 |
| ELEVANCE HEALTH INC SR UNSECURED 06/34 5.375 (Elevance Health Inc.) | Long | Debt | US | $994K | – | 0.06 |
| ELI LILLY and CO SR UNSECURED 02/34 4.7 (Eli Lilly and Company) | Long | Debt | US | $1M | – | 0.07 |
| ELI LILLY and CO SR UNSECURED 02/54 5 (Eli Lilly and Company) | Long | Debt | US | $931K | – | 0.05 |
| ELI LILLY and CO SR UNSECURED 02/64 5.1 (Eli Lilly and Company) | Long | Debt | US | $619K | – | 0.03 |
| ENBRIDGE INC COMPANY GUAR 04/34 5.625 (Enbridge Inc.) | Long | Debt | CA | $975K | – | 0.05 |
| ENBRIDGE INC COMPANY GUAR 04/54 5.95 (Enbridge Inc.) | Long | Debt | CA | $325K | – | 0.02 |
| ENBRIDGE INC COMPANY GUAR 11/28 6 (Enbridge Inc.) | Long | Debt | CA | $997K | – | 0.06 |
| ENBRIDGE INC COMPANY GUAR 11/30 6.2 (Enbridge Inc.) | Long | Debt | CA | $1M | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 04/47 5.3 | Long | Debt | US | $1M | – | 0.07 |
| ENERGY TRANSFER LP SR UNSECURED 05/54 5.95 | Long | Debt | US | $2M | – | 0.09 |
| ENERGY TRANSFER LP SR UNSECURED 10/47 5.4 | Long | Debt | US | $441K | – | 0.02 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/33 5.15 | Long | Debt | US | $1M | – | 0.07 |
| ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65 | Long | Debt | US | $451K | – | 0.03 |
| ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55 (Essex Portfolio L.P.) | Long | Debt | US | $474K | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $1M | – | 0.07 |
| EVERSOURCE ENERGY SR UNSECURED 07/34 5.95 | Long | Debt | US | $795K | – | 0.04 |
| EXPORT FINANCE and INSURANCE COR GOVT GUARANT 144A 10/27 4.625 (Export Finance and Insurance Corporation) | Long | Debt | AU | $2M | – | 0.13 |
| FANNIE MAE INTEREST STRIP FNS 414 A35 | Long | ABS-mortgage backed security | US | $709K | – | 0.04 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $36M | – | 2.00 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $35M | – | 1.96 |
| FANNIE MAE POOL FN 01/27 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 01/41 FIXED 2 | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| FANNIE MAE POOL FN 01/42 FIXED 2 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL FN 01/43 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 01/44 FIXED 3.5 | Long | ABS-mortgage backed security | US | $455K | – | 0.03 |
| FANNIE MAE POOL FN 01/46 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FANNIE MAE POOL FN 01/46 FLOATING VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL FN 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $877K | – | 0.05 |
| FANNIE MAE POOL FN 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $862K | – | 0.05 |
| FANNIE MAE POOL FN 01/47 FIXED 4 | Long | ABS-mortgage backed security | US | $638K | – | 0.04 |
| FANNIE MAE POOL FN 01/47 FIXED VAR | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| FANNIE MAE POOL FN 01/48 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL FN 01/49 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL FN 01/54 FIXED 7 | Long | ABS-mortgage backed security | US | $7M | – | 0.41 |
| FANNIE MAE POOL FN 01/54 FIXED 7.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| FANNIE MAE POOL FN 02/41 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FANNIE MAE POOL FN 02/42 FIXED 2 | Long | ABS-mortgage backed security | US | $8M | – | 0.45 |
| FANNIE MAE POOL FN 02/42 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE POOL FN 02/42 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 02/43 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| FANNIE MAE POOL FN 02/44 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 02/45 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 02/45 FIXED VAR | Long | ABS-mortgage backed security | US | $618K | – | 0.03 |
| FANNIE MAE POOL FN 02/46 FIXED 4.5 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL FN 02/47 FIXED 3 | Long | ABS-mortgage backed security | US | $724K | – | 0.04 |
| FANNIE MAE POOL FN 02/47 FIXED 4 | Long | ABS-mortgage backed security | US | $518K | – | 0.03 |
| FANNIE MAE POOL FN 02/47 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FANNIE MAE POOL FN 02/47 FIXED VAR | Long | ABS-mortgage backed security | US | $917K | – | 0.05 |
| FANNIE MAE POOL FN 02/47 FIXED VAR | Long | ABS-mortgage backed security | US | $799K | – | 0.04 |
| FANNIE MAE POOL FN 02/48 FIXED VAR | Long | ABS-mortgage backed security | US | $712K | – | 0.04 |
| FANNIE MAE POOL FN 02/49 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $8M | – | 0.45 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $874K | – | 0.05 |
| FANNIE MAE POOL FN 02/55 FIXED 3 | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| FANNIE MAE POOL FN 03/35 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FANNIE MAE POOL FN 03/43 FIXED VAR | Long | ABS-mortgage backed security | US | $629K | – | 0.04 |
| FANNIE MAE POOL FN 03/47 FIXED 2 | Long | ABS-mortgage backed security | US | $621K | – | 0.03 |
| FANNIE MAE POOL FN 03/47 FIXED 3 | Long | ABS-mortgage backed security | US | $631K | – | 0.04 |
| FANNIE MAE POOL FN 03/47 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FANNIE MAE POOL FN 03/50 FLOATING VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL FN 03/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $637K | – | 0.04 |
| FANNIE MAE POOL FN 03/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| FANNIE MAE POOL FN 04/41 FIXED 2 | Long | ABS-mortgage backed security | US | $661K | – | 0.04 |
| FANNIE MAE POOL FN 04/41 FIXED VAR | Long | ABS-mortgage backed security | US | $513K | – | 0.03 |
| FANNIE MAE POOL FN 04/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE POOL FN 04/42 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 04/46 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FANNIE MAE POOL FN 04/47 FIXED 4 | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FANNIE MAE POOL FN 04/47 FIXED 4 | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FANNIE MAE POOL FN 04/47 FIXED 4 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL FN 04/47 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FANNIE MAE POOL FN 04/48 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| FANNIE MAE POOL FN 04/50 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 04/52 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FANNIE MAE POOL FN 04/52 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 05/37 FIXED VAR | Long | ABS-mortgage backed security | US | $660K | – | 0.04 |
| FANNIE MAE POOL FN 05/40 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 05/41 FIXED 2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FANNIE MAE POOL FN 05/41 FIXED 2.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 05/41 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| FANNIE MAE POOL FN 05/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL FN 05/42 FIXED 3.5 | Long | ABS-mortgage backed security | US | $452K | – | 0.03 |
| FANNIE MAE POOL FN 05/46 FIXED 2.5 | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| FANNIE MAE POOL FN 05/49 FIXED 4 | Long | ABS-mortgage backed security | US | $783K | – | 0.04 |
| FANNIE MAE POOL FN 05/49 FIXED 4 | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FANNIE MAE POOL FN 05/50 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FANNIE MAE POOL FN 06/38 FIXED VAR | Long | ABS-mortgage backed security | US | $472K | – | 0.03 |
| FANNIE MAE POOL FN 06/40 FIXED 2 | Long | ABS-mortgage backed security | US | $931K | – | 0.05 |
| FANNIE MAE POOL FN 06/41 FIXED 2 | Long | ABS-mortgage backed security | US | $486K | – | 0.03 |
| FANNIE MAE POOL FN 06/41 FIXED 3.5 | Long | ABS-mortgage backed security | US | $992K | – | 0.06 |
| FANNIE MAE POOL FN 06/41 FIXED 4.5 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FANNIE MAE POOL FN 06/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL FN 06/42 FIXED 3.5 | Long | ABS-mortgage backed security | US | $824K | – | 0.05 |
| FANNIE MAE POOL FN 06/45 FLOATING VAR | Long | ABS-mortgage backed security | US | $653K | – | 0.04 |
| FANNIE MAE POOL FN 06/50 FLOATING VAR | Long | ABS-mortgage backed security | US | $783K | – | 0.04 |
| FANNIE MAE POOL FN 07/40 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FANNIE MAE POOL FN 07/43 FIXED 3 | Long | ABS-mortgage backed security | US | $787K | – | 0.04 |
| FANNIE MAE POOL FN 07/45 FIXED VAR | Long | ABS-mortgage backed security | US | $11M | – | 0.59 |
| FANNIE MAE POOL FN 07/48 FIXED 4 | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| FANNIE MAE POOL FN 07/48 FIXED 4.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 07/50 FIXED VAR | Long | ABS-mortgage backed security | US | $8M | – | 0.42 |
| FANNIE MAE POOL FN 07/50 FIXED VAR | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FANNIE MAE POOL FN 07/50 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FANNIE MAE POOL FN 07/51 FIXED 1.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| FANNIE MAE POOL FN 07/52 FIXED 3 | Long | ABS-mortgage backed security | US | $832K | – | 0.05 |
| FANNIE MAE POOL FN 07/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL FN 07/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL FN 08/41 FIXED VAR | Long | ABS-mortgage backed security | US | $903K | – | 0.05 |
| FANNIE MAE POOL FN 08/42 FIXED 3 | Long | ABS-mortgage backed security | US | $716K | – | 0.04 |
| FANNIE MAE POOL FN 08/43 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 08/43 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| FANNIE MAE POOL FN 08/48 FIXED VAR | Long | ABS-mortgage backed security | US | $998K | – | 0.06 |
| FANNIE MAE POOL FN 08/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 08/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL FN 08/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 08/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| FANNIE MAE POOL FN 09/33 FIXED 4 | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| FANNIE MAE POOL FN 09/40 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FANNIE MAE POOL FN 09/43 FIXED VAR | Long | ABS-mortgage backed security | US | $931K | – | 0.05 |
| FANNIE MAE POOL FN 09/45 FIXED VAR | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FANNIE MAE POOL FN 09/47 FIXED VAR | Long | ABS-mortgage backed security | US | $530K | – | 0.03 |
| FANNIE MAE POOL FN 09/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL FN 10/37 FIXED VAR | Long | ABS-mortgage backed security | US | $643K | – | 0.04 |
| FANNIE MAE POOL FN 10/37 FIXED VAR | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| FANNIE MAE POOL FN 10/40 FIXED 2 | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| FANNIE MAE POOL FN 10/41 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 10/42 FIXED VAR | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FANNIE MAE POOL FN 10/44 FIXED VAR | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FANNIE MAE POOL FN 10/45 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 10/46 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE POOL FN 10/46 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL FN 10/47 FIXED 4 | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FANNIE MAE POOL FN 10/47 FIXED 4 | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| FANNIE MAE POOL FN 10/49 FIXED VAR | Long | ABS-mortgage backed security | US | $13M | – | 0.70 |
| FANNIE MAE POOL FN 10/50 FIXED 2.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FANNIE MAE POOL FN 10/52 FIXED 3 | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| FANNIE MAE POOL FN 10/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| FANNIE MAE POOL FN 11/39 FIXED VAR | Long | ABS-mortgage backed security | US | $768K | – | 0.04 |
| FANNIE MAE POOL FN 11/40 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FANNIE MAE POOL FN 11/41 FIXED 2 | Long | ABS-mortgage backed security | US | $705K | – | 0.04 |
| FANNIE MAE POOL FN 11/42 FIXED 3 | Long | ABS-mortgage backed security | US | $967K | – | 0.05 |
| FANNIE MAE POOL FN 11/46 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL FN 11/46 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 11/48 FIXED VAR | Long | ABS-mortgage backed security | US | $590K | – | 0.03 |
| FANNIE MAE POOL FN 11/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL FN 12/40 FIXED 2 | Long | ABS-mortgage backed security | US | $7M | – | 0.41 |
| FANNIE MAE POOL FN 12/40 FIXED 2 | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| FANNIE MAE POOL FN 12/40 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 12/43 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL FN 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| FANNIE MAE POOL FN 12/47 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL FN 12/48 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL FN 12/48 FIXED VAR | Long | ABS-mortgage backed security | US | $763K | – | 0.04 |
| FANNIE MAE PRINCIPAL STRIP SR UNSECURED 11/30 0.00000 | Long | Debt | US | $4M | – | 0.25 |
| FANNIE MAE REMICS FNR 1998 61 PL | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FANNIE MAE REMICS FNR 2010 107 FB | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| FANNIE MAE REMICS FNR 2011 111 DB | Long | ABS-mortgage backed security | US | $870K | – | 0.05 |
| FANNIE MAE REMICS FNR 2011 117 AF | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| FANNIE MAE REMICS FNR 2011 117 FA | Long | ABS-mortgage backed security | US | $948K | – | 0.05 |
| FANNIE MAE REMICS FNR 2011 127 FC | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| FANNIE MAE REMICS FNR 2011 142 EF | Long | ABS-mortgage backed security | US | $499K | – | 0.03 |
| FANNIE MAE REMICS FNR 2012 106 FA | Long | ABS-mortgage backed security | US | $403K | – | 0.02 |
| FANNIE MAE REMICS FNR 2012 12 FA | Long | ABS-mortgage backed security | US | $434K | – | 0.02 |
| FANNIE MAE REMICS FNR 2012 133 JF | Long | ABS-mortgage backed security | US | $715K | – | 0.04 |
| FANNIE MAE REMICS FNR 2012 151 NX | Long | ABS-mortgage backed security | US | $564K | – | 0.03 |
| FANNIE MAE REMICS FNR 2012 35 FL | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| FANNIE MAE REMICS FNR 2012 47 JF | Long | ABS-mortgage backed security | US | $586K | – | 0.03 |
| FANNIE MAE REMICS FNR 2012 9 FA | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| FANNIE MAE REMICS FNR 2012 9 WF | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| FANNIE MAE REMICS FNR 2013 11 AP | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE REMICS FNR 2013 15 FA | Long | ABS-mortgage backed security | US | $861K | – | 0.05 |
| FANNIE MAE REMICS FNR 2013 43 BP | Long | ABS-mortgage backed security | US | $769K | – | 0.04 |
| FANNIE MAE REMICS FNR 2014 17 DY | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2014 25 EL | Long | ABS-mortgage backed security | US | $751K | – | 0.04 |
| FANNIE MAE REMICS FNR 2014 74 PC | Long | ABS-mortgage backed security | US | $633K | – | 0.04 |
| FANNIE MAE REMICS FNR 2015 26 GF | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2015 32 FA | Long | ABS-mortgage backed security | US | $773K | – | 0.04 |
| FANNIE MAE REMICS FNR 2015 48 FB | Long | ABS-mortgage backed security | US | $934K | – | 0.05 |
| FANNIE MAE REMICS FNR 2015 8 AP | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE REMICS FNR 2015 84 PA | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE REMICS FNR 2016 11 CF | Long | ABS-mortgage backed security | US | $452K | – | 0.03 |
| FANNIE MAE REMICS FNR 2016 11 FG | Long | ABS-mortgage backed security | US | $628K | – | 0.04 |
| FANNIE MAE REMICS FNR 2016 19 FD | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FANNIE MAE REMICS FNR 2016 22 FA | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2016 22 FG | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2016 3 PL | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| FANNIE MAE REMICS FNR 2016 45 PB | Long | ABS-mortgage backed security | US | $491K | – | 0.03 |
| FANNIE MAE REMICS FNR 2016 48 MA | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE REMICS FNR 2016 57 PC | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FANNIE MAE REMICS FNR 2016 69 BF | Long | ABS-mortgage backed security | US | $961K | – | 0.05 |
| FANNIE MAE REMICS FNR 2016 75 FE | Long | ABS-mortgage backed security | US | $745K | – | 0.04 |
| FANNIE MAE REMICS FNR 2016 78 FA | Long | ABS-mortgage backed security | US | $485K | – | 0.03 |
| FANNIE MAE REMICS FNR 2016 79 FH | Long | ABS-mortgage backed security | US | $738K | – | 0.04 |
| FANNIE MAE REMICS FNR 2016 82 FE | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE REMICS FNR 2016 82 FH | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FANNIE MAE REMICS FNR 2016 84 FB | Long | ABS-mortgage backed security | US | $723K | – | 0.04 |
| FANNIE MAE REMICS FNR 2016 86 FE | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE REMICS FNR 2016 88 CF | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2016 91 AF | Long | ABS-mortgage backed security | US | $717K | – | 0.04 |
| FANNIE MAE REMICS FNR 2017 12 FD | Long | ABS-mortgage backed security | US | $787K | – | 0.04 |
| FANNIE MAE REMICS FNR 2017 13 PA | Long | ABS-mortgage backed security | US | $629K | – | 0.04 |
| FANNIE MAE REMICS FNR 2017 23 FA | Long | ABS-mortgage backed security | US | $832K | – | 0.05 |
| FANNIE MAE REMICS FNR 2017 24 PG | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE REMICS FNR 2017 26 FA | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE REMICS FNR 2017 78 FC | Long | ABS-mortgage backed security | US | $939K | – | 0.05 |
| FANNIE MAE REMICS FNR 2017 79 FB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE REMICS FNR 2017 9 BF | Long | ABS-mortgage backed security | US | $908K | – | 0.05 |
| FANNIE MAE REMICS FNR 2017 9 DF | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| FANNIE MAE REMICS FNR 2018 14 KC | Long | ABS-mortgage backed security | US | $955K | – | 0.05 |
| FANNIE MAE REMICS FNR 2018 36 FD | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE REMICS FNR 2018 38 MA | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2018 45 TM | Long | ABS-mortgage backed security | US | $897K | – | 0.05 |
| FANNIE MAE REMICS FNR 2018 55 GA | Long | ABS-mortgage backed security | US | $929K | – | 0.05 |
| FANNIE MAE REMICS FNR 2018 64 A | Long | ABS-mortgage backed security | US | $771K | – | 0.04 |
| FANNIE MAE REMICS FNR 2018 8 KL | Long | ABS-mortgage backed security | US | $624K | – | 0.03 |
| FANNIE MAE REMICS FNR 2018 85 EA | Long | ABS-mortgage backed security | US | $650K | – | 0.04 |
| FANNIE MAE REMICS FNR 2019 13 PE | Long | ABS-mortgage backed security | US | $552K | – | 0.03 |
| FANNIE MAE REMICS FNR 2019 15 FA | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| FANNIE MAE REMICS FNR 2019 25 PA | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE REMICS FNR 2019 41 FG | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2019 43 FC | Long | ABS-mortgage backed security | US | $940K | – | 0.05 |
| FANNIE MAE REMICS FNR 2019 67 FB | Long | ABS-mortgage backed security | US | $491K | – | 0.03 |
| FANNIE MAE REMICS FNR 2019 8 GA | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FANNIE MAE REMICS FNR 2020 37 DA | Long | ABS-mortgage backed security | US | $462K | – | 0.03 |
| FANNIE MAE REMICS FNR 2020 45 JL | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE REMICS FNR 2020 48 AB | Long | ABS-mortgage backed security | US | $854K | – | 0.05 |
| FANNIE MAE REMICS FNR 2020 48 DA | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FANNIE MAE REMICS FNR 2020 57 LJ | Long | ABS-mortgage backed security | US | $814K | – | 0.05 |
| FANNIE MAE REMICS FNR 2020 59 NC | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2021 22 MN | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2021 26 BD | Long | ABS-mortgage backed security | US | $583K | – | 0.03 |
| FANNIE MAE REMICS FNR 2021 27 EC | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FANNIE MAE REMICS FNR 2021 33 AV | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| FANNIE MAE REMICS FNR 2021 42 AC | Long | ABS-mortgage backed security | US | $846K | – | 0.05 |
| FANNIE MAE REMICS FNR 2021 42 DC | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE REMICS FNR 2021 73 A | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2021 73 DJ | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2021 76 KB | Long | ABS-mortgage backed security | US | $471K | – | 0.03 |
| FANNIE MAE REMICS FNR 2021 78 ND | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2021 86 MA | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE REMICS FNR 2021 91 AB | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2021 95 MA | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2021 96 AH | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2022 11 D | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2022 18 DL | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE REMICS FNR 2022 28 CA | Long | ABS-mortgage backed security | US | $898K | – | 0.05 |
| FANNIE MAE REMICS FNR 2022 3 N | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE REMICS FNR 2022 4 MH | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE REMICS FNR 2022 49 NQ | Long | ABS-mortgage backed security | US | $566K | – | 0.03 |
| FANNIE MAE REMICS FNR 2022 89 AY | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2022 9 DJ | Long | ABS-mortgage backed security | US | $891K | – | 0.05 |
| FANNIE MAE REMICS FNR 2023 14 EJ | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE REMICS FNR 2023 37 FH | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE REMICS FNR 2023 38 FC | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE REMICS FNR 2024 26 KY | Long | ABS-mortgage backed security | US | $909K | – | 0.05 |
| FEDERAL HOME LOAN BANKS BONDS 09/31 VAR | Long | Debt | US | $3M | – | 0.15 |
| FEDERAL HOME LOAN MORTGAGE COR NOTES 12/29 0.00000 (Federal Home Loan Mortgage Corporation) | Long | Debt | US | $2M | – | 0.09 |
| FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 01/29 4.3 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $972K | – | 0.05 |
| FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 03/26 5.15 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $641K | – | 0.04 |
| FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 03/28 3.25 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $782K | – | 0.04 |
| FIRSTENERGY PENNSYLVANIA ELECT SR UNSECURED 144A 04/28 5.2 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $663K | – | 0.04 |
| FLORIDA POWER and LIGHT CO 1ST MORTGAGE 06/54 5.6 (Florida Power and Light Company) | Long | Debt | US | $869K | – | 0.05 |
| FORD CREDIT AUTO LEASE TRUST 2 FORDL 2024 A A4 | Long | ABS-other | US | $683K | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A4 | Long | ABS-other | US | $602K | – | 0.03 |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2023 A A3 | Long | ABS-other | US | $3M | – | 0.15 |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2024 1 A 144A | Long | ABS-other | US | $2M | – | 0.11 |
| FORD MOTOR CO SR UNSECURED 02/32 3.25 (Ford Motor Company) | Long | Debt | US | $510K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9 (Ford Motor Credit Company LLC) | Long | Debt | US | $3M | – | 0.16 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4 (Ford Motor Credit Company LLC) | Long | Debt | US | $2M | – | 0.09 |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG 09/46 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FREDDIE MAC NON GOLD POOL FH 02/50 FLOATING VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC NON GOLD POOL FH 03/49 FLOATING VAR | Long | ABS-mortgage backed security | US | $520K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 04/48 FLOATING VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC NON GOLD POOL FH 05/53 FLOATING VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FREDDIE MAC NON GOLD POOL FH 06/53 FLOATING VAR | Long | ABS-mortgage backed security | US | $594K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR | Long | ABS-mortgage backed security | US | $880K | – | 0.05 |
| FREDDIE MAC NON GOLD POOL FH 08/53 FLOATING VAR | Long | ABS-mortgage backed security | US | $680K | – | 0.04 |
| FREDDIE MAC NON GOLD POOL FH 09/45 FLOATING VAR | Long | ABS-mortgage backed security | US | $875K | – | 0.05 |
| FREDDIE MAC NON GOLD POOL FH 09/47 FLOATING VAR | Long | ABS-mortgage backed security | US | $574K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 11/48 FLOATING VAR | Long | ABS-mortgage backed security | US | $888K | – | 0.05 |
| FREDDIE MAC POOL FR 01/41 FIXED 2 | Long | ABS-mortgage backed security | US | $673K | – | 0.04 |
| FREDDIE MAC POOL FR 01/42 FIXED 2 | Long | ABS-mortgage backed security | US | $736K | – | 0.04 |
| FREDDIE MAC POOL FR 01/46 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC POOL FR 02/41 FIXED 2 | Long | ABS-mortgage backed security | US | $759K | – | 0.04 |
| FREDDIE MAC POOL FR 02/45 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREDDIE MAC POOL FR 02/47 FIXED 2 | Long | ABS-mortgage backed security | US | $428K | – | 0.02 |
| FREDDIE MAC POOL FR 02/47 FIXED 3 | Long | ABS-mortgage backed security | US | $530K | – | 0.03 |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| FREDDIE MAC POOL FR 03/50 FIXED 4 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FREDDIE MAC POOL FR 03/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $893K | – | 0.05 |
| FREDDIE MAC POOL FR 04/40 FIXED 3 | Long | ABS-mortgage backed security | US | $874K | – | 0.05 |
| FREDDIE MAC POOL FR 04/41 FIXED 2 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC POOL FR 04/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| FREDDIE MAC POOL FR 04/43 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FREDDIE MAC POOL FR 04/45 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL FR 04/47 FIXED 3 | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| FREDDIE MAC POOL FR 04/47 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC POOL FR 05/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC POOL FR 05/43 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FREDDIE MAC POOL FR 05/45 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC POOL FR 06/40 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL FR 06/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $592K | – | 0.03 |
| FREDDIE MAC POOL FR 06/46 FIXED 2.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC POOL FR 07/40 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL FR 07/41 FIXED 2 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC POOL FR 07/49 FIXED 4 | Long | ABS-mortgage backed security | US | $813K | – | 0.05 |
| FREDDIE MAC POOL FR 08/40 FIXED 2 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FREDDIE MAC POOL FR 08/43 FIXED 2.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC POOL FR 08/43 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC POOL FR 08/48 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL FR 09/33 FIXED 3 | Long | ABS-mortgage backed security | US | $595K | – | 0.03 |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FREDDIE MAC POOL FR 11/40 FIXED 2 | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FREDDIE MAC POOL FR 11/41 FIXED 2 | Long | ABS-mortgage backed security | US | $723K | – | 0.04 |
| FREDDIE MAC POOL FR 11/41 FIXED 2 | Long | ABS-mortgage backed security | US | $493K | – | 0.03 |
| FREDDIE MAC POOL FR 12/40 FIXED 2 | Long | ABS-mortgage backed security | US | $960K | – | 0.05 |
| FREDDIE MAC POOL FR 12/51 FIXED 2 | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| FREDDIE MAC REMICS FHR 3693 FC | Long | ABS-mortgage backed security | US | $492K | – | 0.03 |
| FREDDIE MAC REMICS FHR 3919 FA | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| FREDDIE MAC REMICS FHR 3951 FN | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| FREDDIE MAC REMICS FHR 3958 AF | Long | ABS-mortgage backed security | US | $445K | – | 0.02 |
| FREDDIE MAC REMICS FHR 3975 CF | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| FREDDIE MAC REMICS FHR 3975 FA | Long | ABS-mortgage backed security | US | $428K | – | 0.02 |
| FREDDIE MAC REMICS FHR 3990 FG | Long | ABS-mortgage backed security | US | $524K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4047 CX | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 4059 FP | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4091 BX | Long | ABS-mortgage backed security | US | $854K | – | 0.05 |
| FREDDIE MAC REMICS FHR 4091 EX | Long | ABS-mortgage backed security | US | $555K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4091 FN | Long | ABS-mortgage backed security | US | $576K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4091 MX | Long | ABS-mortgage backed security | US | $670K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4117 HB | Long | ABS-mortgage backed security | US | $543K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4122 FP | Long | ABS-mortgage backed security | US | $637K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4205 PA | Long | ABS-mortgage backed security | US | $628K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4240 FA | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 4286 VF | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC REMICS FHR 4446 CP | Long | ABS-mortgage backed security | US | $655K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4544 P | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FREDDIE MAC REMICS FHR 4582 HA | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC REMICS FHR 4587 AF | Long | ABS-mortgage backed security | US | $964K | – | 0.05 |
| FREDDIE MAC REMICS FHR 4604 FB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 4611 BF | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| FREDDIE MAC REMICS FHR 4620 LF | Long | ABS-mortgage backed security | US | $901K | – | 0.05 |
| FREDDIE MAC REMICS FHR 4628 KF | Long | ABS-mortgage backed security | US | $867K | – | 0.05 |
| FREDDIE MAC REMICS FHR 4709 FA | Long | ABS-mortgage backed security | US | $646K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4719 LA | Long | ABS-mortgage backed security | US | $787K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4719 LM | Long | ABS-mortgage backed security | US | $560K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4742 PA | Long | ABS-mortgage backed security | US | $902K | – | 0.05 |
| FREDDIE MAC REMICS FHR 4753 BD | Long | ABS-mortgage backed security | US | $577K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4826 KF | Long | ABS-mortgage backed security | US | $512K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4854 FB | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FREDDIE MAC REMICS FHR 4857 JA | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FREDDIE MAC REMICS FHR 4880 DA | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC REMICS FHR 4903 NF | Long | ABS-mortgage backed security | US | $532K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4927 BG | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 4937 MD | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 4940 AG | Long | ABS-mortgage backed security | US | $710K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4941 GA | Long | ABS-mortgage backed security | US | $558K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4954 LB | Long | ABS-mortgage backed security | US | $472K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4957 MY | Long | ABS-mortgage backed security | US | $570K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4979 UC | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FREDDIE MAC REMICS FHR 4993 KF | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| FREDDIE MAC REMICS FHR 5004 FM | Long | ABS-mortgage backed security | US | $949K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5020 ET | Long | ABS-mortgage backed security | US | $895K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5058 BC | Long | ABS-mortgage backed security | US | $687K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5091 AB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 5092 HE | Long | ABS-mortgage backed security | US | $963K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5116 PB | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5118 CA | Long | ABS-mortgage backed security | US | $954K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5119 AB | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5119 QF | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC REMICS FHR 5143 GA | Long | ABS-mortgage backed security | US | $566K | – | 0.03 |
| FREDDIE MAC REMICS FHR 5159 UA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5178 TP | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC REMICS FHR 5182 D | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| FREDDIE MAC REMICS FHR 5182 M | Long | ABS-mortgage backed security | US | $707K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5184 AB | Long | ABS-mortgage backed security | US | $649K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5201 CA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5202 BH | Long | ABS-mortgage backed security | US | $668K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5202 LA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5202 MB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 5202 TA | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS FHR 5206 CA | Long | ABS-mortgage backed security | US | $752K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5206 CD | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC REMICS FHR 5207 PA | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC REMICS FHR 5209 EA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5209 EJ | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5210 DC | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FREDDIE MAC REMICS FHR 5214 BY | Long | ABS-mortgage backed security | US | $894K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5220 QK | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREDDIE MAC REMICS FHR 5228 TN | Long | ABS-mortgage backed security | US | $742K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5300 C | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 5335 FB | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS FHR 5338 FH | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS FHR 5386 DM | Long | ABS-mortgage backed security | US | $859K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5396 HF | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FREDDIE MAC REMICS FHR 5399 FB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREDDIE MAC REMICS FHR 5410 JY | Long | ABS-mortgage backed security | US | $914K | – | 0.05 |
| FREDDIE MAC STRIPS FHS 264 30 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC STRIPS FHS 271 F5 | Long | ABS-mortgage backed security | US | $548K | – | 0.03 |
| FREDDIE MAC STRIPS FHS 272 F1 | Long | ABS-mortgage backed security | US | $866K | – | 0.05 |
| FREDDIE MAC STRIPS FHS 280 F1 | Long | ABS-mortgage backed security | US | $875K | – | 0.05 |
| GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/34 2.16 (Galaxy Pipeline Assets Bidco Limited) | Long | Debt | AE | $887K | – | 0.05 |
| GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/36 2.625 (Galaxy Pipeline Assets Bidco Limited) | Long | Debt | AE | $655K | – | 0.04 |
| GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/31 2.7 (General Motors Financial Company Inc.) | Long | Debt | US | $863K | – | 0.05 |
| GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 07/29 5.55 (General Motors Financial Company Inc.) | Long | Debt | US | $984K | – | 0.05 |
| GILEAD SCIENCES INC SR UNSECURED 09/36 4 (Gilead Sciences Inc.) | Long | Debt | US | $579K | – | 0.03 |
| GINNIE MAE G2 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| GINNIE MAE G2 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| GINNIE MAE G2 01/48 FIXED 3 | Long | ABS-mortgage backed security | US | $858K | – | 0.05 |
| GINNIE MAE G2 01/48 FIXED 3 | Long | ABS-mortgage backed security | US | $288K | – | 0.02 |
| GINNIE MAE G2 01/48 FIXED 3 | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| GINNIE MAE G2 01/48 FIXED 3.5 | Long | ABS-mortgage backed security | US | $615K | – | 0.03 |
| GINNIE MAE G2 01/53 FIXED 6 | Long | ABS-mortgage backed security | US | $6M | – | 0.35 |
| GINNIE MAE G2 02/48 FIXED 3 | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| GINNIE MAE G2 02/48 FIXED 3 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GINNIE MAE G2 02/49 FIXED 4.5 | Long | ABS-mortgage backed security | US | $691K | – | 0.04 |
| GINNIE MAE G2 03/47 FIXED 3 | Long | ABS-mortgage backed security | US | $543K | – | 0.03 |
| GINNIE MAE G2 03/47 FIXED 3 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GINNIE MAE G2 03/48 FIXED 3 | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GINNIE MAE G2 03/48 FIXED 4 | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| GINNIE MAE G2 04/47 FIXED 3 | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| GINNIE MAE G2 04/47 FIXED 3 | Long | ABS-mortgage backed security | US | $436K | – | 0.02 |
| GINNIE MAE G2 04/48 FIXED 4 | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| GINNIE MAE G2 04/48 FIXED 4 | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| GINNIE MAE G2 04/48 FIXED 4 | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| GINNIE MAE G2 06/38 FIXED 2.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GINNIE MAE G2 06/43 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GINNIE MAE G2 07/47 FIXED 3 | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| GINNIE MAE G2 08/43 FIXED 3 | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| GINNIE MAE G2 09/47 FIXED 3 | Long | ABS-mortgage backed security | US | $628K | – | 0.03 |
| GINNIE MAE G2 10/46 FIXED 3 | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| GINNIE MAE G2 10/50 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GINNIE MAE G2 11/47 FIXED 3 | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| GINNIE MAE G2 11/47 FIXED 3 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GINNIE MAE G2 12/37 FIXED 2.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GINNIE MAE G2 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| GINNIE MAE G2 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| GINNIE MAE G2 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GINNIE MAE G2 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GINNIE MAE G2 12/47 FIXED 3 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GINNIE MAE I POOL GN 08/47 FIXED 4.5 | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| GINNIE MAE I POOL GN 11/47 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GINNIE MAE MBS 30YR TBA | Long | ABS-mortgage backed security | US | $17M | – | 0.93 |
| GINNIE MAE MBS 30YR TBA | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/29 5.371 | Long | Debt | US | $3M | – | 0.15 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/34 5.634 | Long | Debt | US | $2M | – | 0.13 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A4 | Long | ABS-other | US | $892K | – | 0.05 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A4 | Long | ABS-other | US | $610K | – | 0.03 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 2 A3 (GM Financial Automobile Leasing Trust 2024-2) | Long | ABS-other | US | $2M | – | 0.12 |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A3 | Long | ABS-other | US | $1M | – | 0.06 |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A3 | Long | ABS-other | US | $2M | – | 0.11 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A | Long | ABS-other | US | $981K | – | 0.05 |
| GOLDMAN SACHS BANK USA/NEW YOR SR UNSECURED 03/27 VAR | Long | Debt | US | $4M | – | 0.20 |
| GOLDMAN SACHS BANK USA/NEW YOR SR UNSECURED 05/27 VAR | Long | Debt | US | $3M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 163 NC (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 152 HA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 181 L (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $674K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 144 CA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 136 A (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $554K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 93 AB (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 99 TL (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 139 GA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 167 BQ (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 65 DC (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $830K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 133 GA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 138 LE (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 215 GA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $622K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 227 E (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 BD (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $806K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 CW (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 NT (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $894K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 Q (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $789K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 8 CY (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $819K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 107 C (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 153 KA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 191 B (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 191 BY (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 197 LF (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 205 A (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 31 GH (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 34 DN (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 5 BA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 50 CA (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 66 CG (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 84 A (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $870K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 196 E (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 45 BD (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $797K | – | 0.04 |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC32 A3 | Long | ABS-mortgage backed security | US | $584K | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/32 3.625 | Long | Debt | US | $788K | – | 0.04 |
| HCA INC COMPANY GUAR 06/29 4.125 (HCA Inc.) | Long | Debt | US | $3M | – | 0.18 |
| HCA INC COMPANY GUAR 06/49 5.25 (HCA Inc.) | Long | Debt | US | $389K | – | 0.02 |
| HCA INC COMPANY GUAR 06/53 5.9 (HCA Inc.) | Long | Debt | US | $1M | – | 0.08 |
| HONDA AUTO RECEIVABLES 2024-2 HAROT 2024 2 A3 | Long | ABS-other | US | $3M | – | 0.16 |
| HONDA AUTO RECEIVABLES 2024-2 HAROT 2024 2 A4 | Long | ABS-other | US | $2M | – | 0.13 |
| HONEYWELL INTERNATIONAL INC SR UNSECURED 03/35 5 (Honeywell International Inc.) | Long | Debt | US | $2M | – | 0.11 |
| HONEYWELL INTERNATIONAL INC SR UNSECURED 03/54 5.25 (Honeywell International Inc.) | Long | Debt | US | $655K | – | 0.04 |
| HONEYWELL INTERNATIONAL INC SR UNSECURED 03/64 5.35 (Honeywell International Inc.) | Long | Debt | US | $657K | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $3M | – | 0.19 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $3M | – | 0.15 |
| HSBC USA INC SR UNSECURED 03/27 5.294 (HSBC USA Inc.) | Long | Debt | US | $5M | – | 0.28 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 B A4 144A | Long | ABS-other | US | $1M | – | 0.08 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A4 144A | Long | ABS-other | US | $1M | – | 0.06 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2021 C A4 | Long | ABS-other | US | $916K | – | 0.05 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A3 | Long | ABS-other | US | $1M | – | 0.07 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A4 | Long | ABS-other | US | $579K | – | 0.03 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A4 (Hyundai Auto Receivables Trust 2023-A) | Long | ABS-other | US | $1M | – | 0.07 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 | Long | ABS-other | US | $783K | – | 0.04 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3 | Long | Debt | US | $1M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 6.5 | Long | Debt | US | $612K | – | 0.03 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5 | Long | Debt | US | $662K | – | 0.04 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/28 5.6 | Long | Debt | US | $2M | – | 0.11 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/30 5.7 | Long | Debt | US | $650K | – | 0.04 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 5.95 | Long | Debt | US | $2M | – | 0.10 |
| IMPACT FUNDING AFFORDABLE MULT IFUND 2010 1 A1 144A (Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1) | Long | ABS-mortgage backed security | US | $630K | – | 0.04 |
| INTEL CORP SR UNSECURED 02/31 5 (Intel Corporation) | Long | Debt | US | $971K | – | 0.05 |
| INTEL CORP SR UNSECURED 02/43 5.625 (Intel Corporation) | Long | Debt | US | $369K | – | 0.02 |
| INTEL CORP SR UNSECURED 02/53 5.7 (Intel Corporation) | Long | Debt | US | $1M | – | 0.07 |
| INTEL CORP SR UNSECURED 02/54 5.6 (Intel Corporation) | Long | Debt | US | $948K | – | 0.05 |
| INTEL CORP SR UNSECURED 02/63 5.9 (Intel Corporation) | Long | Debt | US | $898K | – | 0.05 |
| INTEL CORP SR UNSECURED 08/41 2.8 (Intel Corporation) | Long | Debt | US | $385K | – | 0.02 |
| INTUIT INC SR UNSECURED 09/26 5.25 (Intuit Inc.) | Long | Debt | US | $2M | – | 0.09 |
| INTUIT INC SR UNSECURED 09/28 5.125 (Intuit Inc.) | Long | Debt | US | $1M | – | 0.07 |
| INTUIT INC SR UNSECURED 09/33 5.2 (Intuit Inc.) | Long | Debt | US | $1M | – | 0.07 |
| INTUIT INC SR UNSECURED 09/53 5.5 (Intuit Inc.) | Long | Debt | US | $1M | – | 0.07 |
| INVITATION HOMES OPERATING PAR COMPANY GUAR 04/32 4.15 (Invitation Homes Operating Partnership LP) | Long | Debt | US | $1M | – | 0.06 |
| INVITATION HOMES OPERATING PAR COMPANY GUAR 08/31 2 (Invitation Homes Operating Partnership LP) | Long | Debt | US | $151K | – | 0.01 |
| ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75 (Israel Electric Corporation Ltd) | Long | Debt | IL | $400K | – | 0.02 |
| ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 01/33 4.5 (State of Israel) | Long | Debt | IL | $1M | – | 0.07 |
| ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 03/34 5.5 (State of Israel) | Long | Debt | IL | $2M | – | 0.10 |
| ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 03/54 5.75 (State of Israel) | Long | Debt | IL | $189K | – | 0.01 |
| ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 07/50 3.875 (State of Israel) | Long | Debt | IL | $336K | – | 0.02 |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 144A 11/53 7.25 | Long | Debt | LU | $3M | – | 0.15 |
| JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 03/32 2.75 (Jersey Central Power and Light Company) | Long | Debt | US | $781K | – | 0.04 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $337K | 34K | 0.02 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 01/27 4.5 (John Deere Capital Corporation) | Long | Debt | US | $2M | – | 0.12 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 01/29 4.5 (John Deere Capital Corporation) | Long | Debt | US | $2M | – | 0.12 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 04/34 5.1 (John Deere Capital Corporation) | Long | Debt | US | $2M | – | 0.09 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 07/28 4.95 (John Deere Capital Corporation) | Long | Debt | US | $513K | – | 0.03 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 09/26 5.15 (John Deere Capital Corporation) | Long | Debt | US | $2M | – | 0.13 |
| JOHN DEERE CAPITAL CORP SR UNSECURED 09/27 4.15 (John Deere Capital Corporation) | Long | Debt | US | $1M | – | 0.07 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3 | Long | ABS-mortgage backed security | US | $329K | – | 0.02 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 A4 (JPMBB Commercial Mortgage Securities Trust 2014-C23) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 A5 | Long | ABS-mortgage backed security | US | $947K | – | 0.05 |
| JPMORGAN CHASE and CO SR UNSECURED 04/28 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $5M | – | 0.28 |
| JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $4M | – | 0.23 |
| JPMORGAN CHASE and CO SR UNSECURED 04/35 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $3M | – | 0.15 |
| KEURIG DR PEPPER INC COMPANY GUAR 03/34 5.3 (Keurig Dr Pepper Inc.) | Long | Debt | US | $2M | – | 0.09 |
| KEURIG DR PEPPER INC COMPANY GUAR 04/52 4.5 (Keurig Dr Pepper Inc.) | Long | Debt | US | $762K | – | 0.04 |
| KLA CORP SR UNSECURED 02/34 4.7 (KLA Corporation) | Long | Debt | US | $1M | – | 0.07 |
| KLA CORP SR UNSECURED 03/50 3.3 (KLA Corporation) | Long | Debt | US | $372K | – | 0.02 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $4M | – | 0.22 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $985K | – | 0.05 |
| LOCKHEED MARTIN CORP SR UNSECURED 02/64 5.2 (Lockheed Martin Corporation) | Long | Debt | US | $889K | – | 0.05 |
| LOCKHEED MARTIN CORP SR UNSECURED 08/34 4.8 (Lockheed Martin Corporation) | Long | Debt | US | $1M | – | 0.07 |
| LOWE'S COS INC SR UNSECURED 04/52 4.25 (Lowe`s Companies Inc.) | Long | Debt | US | $1M | – | 0.07 |
| LOWE'S COS INC SR UNSECURED 04/53 5.625 (Lowe`s Companies Inc.) | Long | Debt | US | $305K | – | 0.02 |
| LOWE'S COS INC SR UNSECURED 04/63 5.85 (Lowe`s Companies Inc.) | Long | Debt | US | $317K | – | 0.02 |
| LOWE'S COS INC SR UNSECURED 07/53 5.75 (Lowe`s Companies Inc.) | Long | Debt | US | $967K | – | 0.05 |
| LYB INTERNATIONAL FINANCE III COMPANY GUAR 03/34 5.5 (LYB International Finance III LLC) | Long | Debt | US | $2M | – | 0.10 |
| LYB INTERNATIONAL FINANCE III COMPANY GUAR 04/51 3.625 (LYB International Finance III LLC) | Long | Debt | US | $736K | – | 0.04 |
| MandT BANK CORP SR UNSECURED 03/32 VAR (MandT Bank Corporation) | Long | Debt | US | $975K | – | 0.05 |
| MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75 (Marvell Technology Inc.) | Long | Debt | US | $981K | – | 0.05 |
| MARVELL TECHNOLOGY INC SR UNSECURED 09/33 5.95 (Marvell Technology Inc.) | Long | Debt | US | $989K | – | 0.06 |
| MCDONALD'S CORP SR UNSECURED 05/29 5 (McDonald's Corporation) | Long | Debt | US | $2M | – | 0.09 |
| MCDONALD'S CORP SR UNSECURED 08/28 4.8 (McDonald's Corporation) | Long | Debt | US | $657K | – | 0.04 |
| MCDONALD'S CORP SR UNSECURED 08/53 5.45 (McDonald's Corporation) | Long | Debt | US | $587K | – | 0.03 |
| MCDONALD'S CORP SR UNSECURED 12/35 4.7 (McDonald's Corporation) | Long | Debt | US | $1M | – | 0.06 |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4 | Long | ABS-other | US | $1M | – | 0.08 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/46 4.6 (Mexico Government International Bond) | Long | Debt | MX | $1M | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 3.5 (Mexico Government International Bond) | Long | Debt | MX | $3M | – | 0.17 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/48 4.6 (Mexico Government International Bond) | Long | Debt | MX | $504K | – | 0.03 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/30 3.25 (Mexico Government International Bond) | Long | Debt | MX | $442K | – | 0.02 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/31 2.659 (Mexico Government International Bond) | Long | Debt | MX | $915K | – | 0.05 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/53 6.338 (Mexico Government International Bond) | Long | Debt | MX | $357K | – | 0.02 |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| MICRON TECHNOLOGY INC SR UNSECURED 02/33 5.875 (Micron Technology Inc.) | Long | Debt | US | $390K | – | 0.02 |
| MICRON TECHNOLOGY INC SR UNSECURED 04/28 5.375 (Micron Technology Inc.) | Long | Debt | US | $3M | – | 0.18 |
| MID-AMERICA APARTMENTS LP SR UNSECURED 02/32 5.3 (Mid-America Apartments L.P.) | Long | Debt | US | $1M | – | 0.07 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7 (MidAmerican Energy Company) | Long | Debt | US | $448K | – | 0.02 |
| MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25 (Mississippi Power Company) | Long | Debt | US | $363K | – | 0.02 |
| MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1 (Mississippi Power Company) | Long | Debt | US | $656K | – | 0.04 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR (Morgan Stanley Bank N.A.) | Long | Debt | US | $3M | – | 0.19 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR (Morgan Stanley Bank N.A.) | Long | Debt | US | $3M | – | 0.15 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3 | Long | ABS-mortgage backed security | US | $809K | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 01/35 VAR | Long | Debt | US | $1M | – | 0.06 |
| MORGAN STANLEY SR UNSECURED 04/29 VAR | Long | Debt | US | $2M | – | 0.10 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $5M | – | 0.25 |
| MORGAN STANLEY SR UNSECURED 04/35 VAR | Long | Debt | US | $5M | – | 0.26 |
| MORGAN STANLEY SR UNSECURED 07/29 VAR | Long | Debt | US | $1M | – | 0.07 |
| MORGAN STANLEY SR UNSECURED 10/33 VAR | Long | Debt | US | $2M | – | 0.13 |
| MPLX LP SR UNSECURED 03/52 4.95 | Long | Debt | US | $1M | – | 0.07 |
| N TX TOLLWAY AUTH REVENUE NRTTRN 01/49 FIXED 6.718 (North Texas Tollway Authority) | Long | Debt | US | $517K | – | 0.03 |
| NAVIENT PRIVATE EDUCATION LOAN NAVSL 2014 AA A3 144A (Navient Private Education Loan Trust 2014-A) | Long | ABS-other | US | $281K | – | 0.02 |
| NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2B 144A (Navient Private Education Loan Trust 2016-A) | Long | ABS-other | US | $96K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A | Long | ABS-other | US | $491K | – | 0.03 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A | Long | ABS-other | US | $861K | – | 0.05 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A | Long | ABS-other | US | $1M | – | 0.08 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A | Long | ABS-other | US | $716K | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A | Long | ABS-other | US | $95K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A | Long | ABS-other | US | $34K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A | Long | ABS-other | US | $301K | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A | Long | ABS-other | US | $81K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A | Long | ABS-other | US | $2M | – | 0.12 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A | Long | ABS-other | US | $1M | – | 0.06 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 GA A 144A | Long | ABS-other | US | $331K | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A | Long | ABS-other | US | $3M | – | 0.16 |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2021 3A A1A 144A (Navient Student Loan Trust 2021-3) | Long | ABS-other | US | $1M | – | 0.06 |
| NELNET STUDENT LOAN TRUST 2004 NSLT 2004 3 A5 (Nelnet Student Loan Trust 2004-3) | Long | ABS-other | US | $97K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5 | Long | ABS-other | US | $780K | – | 0.04 |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5 (Nelnet Student Loan Trust 2005-1) | Long | ABS-other | US | $2M | – | 0.10 |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5 (Nelnet Student Loan Trust 2005-2) | Long | ABS-other | US | $2M | – | 0.11 |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5 | Long | ABS-other | US | $1M | – | 0.08 |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 4 A4 (Nelnet Student Loan Trust 2005-4) | Long | ABS-other | US | $243K | – | 0.01 |
| NESTLE CAPITAL CORP COMPANY GUAR 144A 03/54 5.1 (Nestle Capital Corporation) | Long | Debt | US | $980K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 NQM4 A1 144A (New Residential Mortgage Loan Trust 2019-NQM4) | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| NISSAN AUTO LEASE TRUST 2023-B NALT 2023 B A4 | Long | ABS-other | US | $1M | – | 0.07 |
| NISSAN AUTO LEASE TRUST 2024-A NALT 2024 A A4 | Long | ABS-other | US | $714K | – | 0.04 |
| NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4 | Long | ABS-other | US | $806K | – | 0.04 |
| NISSAN AUTO RECEIVABLES 2024-A NAROT 2024 A A3 | Long | ABS-other | US | $3M | – | 0.17 |
| NISSAN AUTO RECEIVABLES 2024-A NAROT 2024 A A4 | Long | ABS-other | US | $1M | – | 0.07 |
| NORTHERN STATES POWER CO/MN 1ST MORTGAGE 03/54 5.4 (Northern States Power Company) | Long | Debt | US | $506K | – | 0.03 |
| NSTAR ELECTRIC CO SR UNSECURED 06/34 5.4 (NSTAR Electric Company) | Long | Debt | US | $996K | – | 0.06 |
| OHIO STATE UNIVERSITY/THE OHSHGR 06/11 FIXED OID 4.8 (The Ohio State University) | Long | Debt | US | $524K | – | 0.03 |
| ONEOK INC COMPANY GUAR 09/53 6.625 (ONEOK Inc.) | Long | Debt | US | $2M | – | 0.10 |
| ORACLE CORP SR UNSECURED 07/46 4 (Oracle Corporation) | Long | Debt | US | $860K | – | 0.05 |
| OWENS CORNING SR UNSECURED 06/34 5.7 | Long | Debt | US | $1M | – | 0.06 |
| OWENS CORNING SR UNSECURED 06/54 5.95 | Long | Debt | US | $603K | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/44 4.75 | Long | Debt | US | $242K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8 | Long | Debt | US | $915K | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95 | Long | Debt | US | $2M | – | 0.13 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/50 3.5 | Long | Debt | US | $216K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 12/47 3.95 | Long | Debt | US | $1M | – | 0.08 |
| PACIFIC GAS AND ELECTRIC CO SR SECURED 06/41 4.2 | Long | Debt | US | $395K | – | 0.02 |
| PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 03/54 6.853 (Panama Government International Bond) | Long | Debt | PA | $198K | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 04/50 4.5 (Panama Government International Bond) | Long | Debt | PA | $304K | – | 0.02 |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4 | Long | Debt | PY | $886K | – | 0.05 |
| PECO ENERGY CO 1ST MORTGAGE 09/51 2.85 (PECO Energy Company) | Long | Debt | US | $646K | – | 0.04 |
| PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A3 144A | Long | ABS-other | US | $688K | – | 0.04 |
| PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A | Long | ABS-other | US | $589K | – | 0.03 |
| PEPSICO INC SR UNSECURED 07/32 3.9 (PepsiCo Inc.) | Long | Debt | US | $2M | – | 0.08 |
| PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.378 | Long | Debt | MX | $84K | – | 0.00 |
| PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.46 | Long | Debt | MX | $645K | – | 0.04 |
| PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $582K | – | 0.03 |
| PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $2M | – | 0.13 |
| PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/63 5.34 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $1M | – | 0.07 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/28 4.875 (Philip Morris International Inc.) | Long | Debt | US | $2M | – | 0.14 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/29 4.875 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.08 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/33 5.375 (Philip Morris International Inc.) | Long | Debt | US | $457K | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/34 5.25 (Philip Morris International Inc.) | Long | Debt | US | $884K | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 09/28 5.25 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.08 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 09/30 5.5 (Philip Morris International Inc.) | Long | Debt | US | $919K | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 09/33 5.625 (Philip Morris International Inc.) | Long | Debt | US | $556K | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/25 5 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.08 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/32 5.75 (Philip Morris International Inc.) | Long | Debt | US | $336K | – | 0.02 |
| PORT AUTH OF NEW YORK NEW JE PORTRN 10/62 FIXED 4.458 (The Port Authority of New York and New Jersey) | Long | Debt | US | $882K | – | 0.05 |
| PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/51 3.15 (Public Service Company of Oklahoma) | Long | Debt | US | $375K | – | 0.02 |
| PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/50 2.7 (Public Service Electric and Gas Company) | Long | Debt | US | $252K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/31 1.9 (Public Service Electric and Gas Company) | Long | Debt | US | $1M | – | 0.07 |
| PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/50 2.05 (Public Service Electric and Gas Company) | Long | Debt | US | $129K | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 04/29 5.2 (Public Service Enterprise Group Incorporated) | Long | Debt | US | $978K | – | 0.05 |
| PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 04/34 5.45 (Public Service Enterprise Group Incorporated) | Long | Debt | US | $1M | – | 0.06 |
| PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 10/28 5.875 (Public Service Enterprise Group Incorporated) | Long | Debt | US | $1M | – | 0.08 |
| QUALCOMM INC SR UNSECURED 05/53 6 (QUALCOMM Incorporated) | Long | Debt | US | $2M | – | 0.09 |
| REALTY INCOME CORP COMPANY GUAR 01/30 3.4 (Realty Income Corporation) | Long | Debt | US | $604K | – | 0.03 |
| REALTY INCOME CORP SR UNSECURED 02/34 5.125 (Realty Income Corporation) | Long | Debt | US | $1M | – | 0.08 |
| REALTY INCOME CORP SR UNSECURED 03/28 2.1 (Realty Income Corporation) | Long | Debt | US | $558K | – | 0.03 |
| REALTY INCOME CORP SR UNSECURED 06/28 2.2 (Realty Income Corporation) | Long | Debt | US | $529K | – | 0.03 |
| REALTY INCOME CORP SR UNSECURED 07/33 4.9 (Realty Income Corporation) | Long | Debt | US | $916K | – | 0.05 |
| REALTY INCOME CORP SR UNSECURED 10/32 5.625 (Realty Income Corporation) | Long | Debt | US | $495K | – | 0.03 |
| REALTY INCOME CORP SR UNSECURED 12/32 2.85 (Realty Income Corporation) | Long | Debt | US | $663K | – | 0.04 |
| REGENCY CENTERS LP COMPANY GUAR 01/34 5.25 (Regency Centers L.P.) | Long | Debt | US | $1M | – | 0.07 |
| REGENCY CENTERS LP COMPANY GUAR 09/29 2.95 (Regency Centers L.P.) | Long | Debt | US | $1M | – | 0.08 |
| RTX CORP SR UNSECURED 03/34 6.1 (RTX Corporation) | Long | Debt | US | $1M | – | 0.08 |
| RTX CORP SR UNSECURED 03/54 6.4 (RTX Corporation) | Long | Debt | US | $1M | – | 0.08 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 A3 | Long | ABS-other | US | $221K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 4 A3 | Long | ABS-other | US | $613K | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 A3 | Long | ABS-other | US | $257K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 A3 | Long | ABS-other | US | $1M | – | 0.06 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 7 A3 | Long | ABS-other | US | $603K | – | 0.03 |
| SANTANDER HOLDINGS USA INC SR UNSECURED 05/35 VAR (Santander Holdings USA Inc.) | Long | Debt | US | $2M | – | 0.11 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024 A A3 144A | Long | ABS-other | US | $1M | – | 0.08 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024 A A4 144A | Long | ABS-other | US | $2M | – | 0.10 |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A3 144A | Long | ABS-other | US | $927K | – | 0.05 |
| SBNA AUTO RECEIVABLES TRUST 20 SBAT 2024 A A4 | Long | ABS-other | US | $397K | – | 0.02 |
| SCC GOVERMENT MM GVXX 20301231 00001.0000000000 (State Street Bank and Trust Company) | Long | Short-term investment vehicle | US | $44M | 44M | 2.47 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A | Long | ABS-other | US | $2M | – | 0.11 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A | Long | ABS-other | US | $343K | – | 0.02 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A | Long | ABS-other | US | $1M | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2A 144A (SMB Private Education Loan Trust 2016-B) | Long | ABS-other | US | $35K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A | Long | ABS-other | US | $640K | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A | Long | ABS-other | US | $2M | – | 0.12 |
| SOCIETE GENERALE SA 144A 01/30 VAR | Long | Debt | FR | $2M | – | 0.09 |
| SOCIETE GENERALE SA SUBORDINATED 144A 01/55 VAR | Long | Debt | FR | $722K | – | 0.04 |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 D A2FX 144A (SoFi Professional Loan Program 2017-D LLC) | Long | ABS-other | US | $129K | – | 0.01 |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2020 C AFX 144A | Long | ABS-other | US | $109K | – | 0.01 |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A | Long | ABS-other | US | $852K | – | 0.05 |
| SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125 (Southern California Edison Company) | Long | Debt | US | $509K | – | 0.03 |
| STAR 2021-1 TRUST STAR 2021 1 A1 144A | Long | ABS-mortgage backed security | US | $508K | – | 0.03 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A | Long | ABS-mortgage backed security | US | $805K | – | 0.04 |
| STORE CAPITAL LLC SR UNSECURED 03/28 4.5 | Long | Debt | US | $607K | – | 0.03 |
| STORE CAPITAL LLC SR UNSECURED 03/29 4.625 | Long | Debt | US | $669K | – | 0.04 |
| STORE CAPITAL LLC SR UNSECURED 11/30 2.75 | Long | Debt | US | $806K | – | 0.04 |
| STORE CAPITAL LLC SR UNSECURED 12/31 2.7 | Long | Debt | US | $310K | – | 0.02 |
| SUN COMMUNITIES OPERATING LP COMPANY GUAR 04/32 4.2 (Sun Communities Operating Limited Partnership) | Long | Debt | US | $1M | – | 0.07 |
| SYNCHRONY CARD FUNDING LLC SYNIT 2023 A1 A | Long | ABS-other | US | $3M | – | 0.18 |
| T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A | Long | ABS-other | US | $1M | – | 0.07 |
| T-MOBILE US TRUST 2024-1 TMUST 2024 1A A 144A | Long | ABS-other | US | $2M | – | 0.11 |
| T-MOBILE USA INC COMPANY GUAR 02/26 1.5 (T-Mobile USA Inc.) | Long | Debt | US | $407K | – | 0.02 |
| T-MOBILE USA INC COMPANY GUAR 02/26 2.25 (T-Mobile USA Inc.) | Long | Debt | US | $1M | – | 0.07 |
| T-MOBILE USA INC COMPANY GUAR 02/31 2.55 (T-Mobile USA Inc.) | Long | Debt | US | $820K | – | 0.05 |
| T-MOBILE USA INC COMPANY GUAR 04/27 3.75 (T-Mobile USA Inc.) | Long | Debt | US | $2M | – | 0.11 |
| T-MOBILE USA INC COMPANY GUAR 07/33 5.05 (T-Mobile USA Inc.) | Long | Debt | US | $2M | – | 0.09 |
| TEXAS INSTRUMENTS INC SR UNSECURED 02/34 4.85 (Texas Instruments Incorporated) | Long | Debt | US | $640K | – | 0.04 |
| TEXAS INSTRUMENTS INC SR UNSECURED 02/54 5.15 (Texas Instruments Incorporated) | Long | Debt | US | $624K | – | 0.03 |
| TEXAS INSTRUMENTS INC SR UNSECURED 03/53 5 (Texas Instruments Incorporated) | Long | Debt | US | $1M | – | 0.07 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/34 5.15 | Long | Debt | FR | $652K | – | 0.04 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/54 5.488 | Long | Debt | FR | $646K | – | 0.04 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638 | Long | Debt | FR | $326K | – | 0.02 |
| TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4 | Long | ABS-other | US | $759K | – | 0.04 |
| TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A3 | Long | ABS-other | US | $2M | – | 0.09 |
| TOYOTA AUTO RECEIVABLES 2023-C TAOT 2023 C A3 | Long | ABS-other | US | $2M | – | 0.12 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/29 5.05 (Toyota Motor Credit Corporation) | Long | Debt | US | $2M | – | 0.09 |
| TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR (Truist Financial Corporation) | Long | Debt | US | $2M | – | 0.13 |
| TRUIST FINANCIAL CORP SR UNSECURED 01/35 VAR (Truist Financial Corporation) | Long | Debt | US | $976K | – | 0.05 |
| TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR (Truist Financial Corporation) | Long | Debt | US | $3M | – | 0.19 |
| TRUST FIBRA UNO SR UNSECURED 144A 01/50 6.39 | Long | Debt | MX | $358K | – | 0.02 |
| TRUSTEES OF THE UNIVERSITY OF SR UNSECURED 02/19 3.61 (The Trustees of the University of Pennsylvania) | Long | Debt | US | $639K | – | 0.04 |
| UBS AG/LONDON SR UNSECURED 09/28 5.65 | Long | Debt | GB | $2M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 01/28 4.282 | Long | Debt | CH | $1M | – | 0.08 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $707K | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $942K | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $876K | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $3M | – | 0.15 |
| UNION PACIFIC CORP SR UNSECURED 02/32 2.8 (Union Pacific Corporation) | Long | Debt | US | $716K | – | 0.04 |
| UNION PACIFIC CORP SR UNSECURED 05/31 2.375 (Union Pacific Corporation) | Long | Debt | US | $521K | – | 0.03 |
| UNITED STATES TREASURY NOTE/BO 01/25 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.06 |
| UNITED STATES TREASURY NOTE/BO 02/27 1.875 (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 0.51 |
| UNITED STATES TREASURY NOTE/BO 02/41 1.875 (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 0.48 |
| UNITED STATES TREASURY NOTE/BO 02/42 2.375 (United States Treasury Note/Bond) | Long | Debt | US | $12M | – | 0.69 |
| UNITED STATES TREASURY NOTE/BO 02/44 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.29 |
| UNITED STATES TREASURY NOTE/BO 02/50 2 (United States Treasury Note/Bond) | Long | Debt | US | $13M | – | 0.74 |
| UNITED STATES TREASURY NOTE/BO 02/53 3.625 (United States Treasury Note/Bond) | Long | Debt | US | $522K | – | 0.03 |
| UNITED STATES TREASURY NOTE/BO 02/54 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $30M | – | 1.69 |
| UNITED STATES TREASURY NOTE/BO 03/29 2.375 (United States Treasury Note/Bond) | Long | Debt | US | $10M | – | 0.53 |
| UNITED STATES TREASURY NOTE/BO 03/30 3.625 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BO 04/26 0.75 (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.10 |
| UNITED STATES TREASURY NOTE/BO 04/26 4.875 (United States Treasury Note/Bond) | Long | Debt | US | $6M | – | 0.35 |
| UNITED STATES TREASURY NOTE/BO 04/28 1.25 (United States Treasury Note/Bond) | Long | Debt | US | $28M | – | 1.55 |
| UNITED STATES TREASURY NOTE/BO 04/29 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $23M | – | 1.28 |
| UNITED STATES TREASURY NOTE/BO 04/31 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $205K | – | 0.01 |
| UNITED STATES TREASURY NOTE/BO 05/26 4.875 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BO 05/27 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.29 |
| UNITED STATES TREASURY NOTE/BO 05/29 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BO 05/34 4.375 (United States Treasury Note/Bond) | Long | Debt | US | $19M | – | 1.09 |
| UNITED STATES TREASURY NOTE/BO 05/40 1.125 (United States Treasury Note/Bond) | Long | Debt | US | $975K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BO 05/41 2.25 (United States Treasury Note/Bond) | Long | Debt | US | $12M | – | 0.69 |
| UNITED STATES TREASURY NOTE/BO 05/43 3.875 (United States Treasury Note/Bond) | Long | Debt | US | $6M | – | 0.31 |
| UNITED STATES TREASURY NOTE/BO 05/51 2.375 (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BO 05/52 2.875 (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BO 05/54 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.09 |
| UNITED STATES TREASURY NOTE/BO 06/28 1.25 (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BO 06/29 3.25 (United States Treasury Note/Bond) | Long | Debt | US | $13M | – | 0.73 |
| UNITED STATES TREASURY NOTE/BO 07/27 0.375 (United States Treasury Note/Bond) | Long | Debt | US | $12M | – | 0.66 |
| UNITED STATES TREASURY NOTE/BO 07/27 2.75 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.17 |
| UNITED STATES TREASURY NOTE/BO 07/28 1 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BO 08/26 1.5 (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BO 08/27 0.5 (United States Treasury Note/Bond) | Long | Debt | US | $27M | – | 1.49 |
| UNITED STATES TREASURY NOTE/BO 08/28 1.125 (United States Treasury Note/Bond) | Long | Debt | US | $13M | – | 0.75 |
| UNITED STATES TREASURY NOTE/BO 08/40 1.125 (United States Treasury Note/Bond) | Long | Debt | US | $18M | – | 1.01 |
| UNITED STATES TREASURY NOTE/BO 08/41 1.75 (United States Treasury Note/Bond) | Long | Debt | US | $33M | – | 1.85 |
| UNITED STATES TREASURY NOTE/BO 09/28 1.25 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.15 |
| UNITED STATES TREASURY NOTE/BO 10/26 1.125 (United States Treasury Note/Bond) | Long | Debt | US | $14M | – | 0.76 |
| UNITED STATES TREASURY NOTE/BO 10/28 1.375 (United States Treasury Note/Bond) | Long | Debt | US | $7M | – | 0.39 |
| UNITED STATES TREASURY NOTE/BO 11/24 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $88K | – | 0.00 |
| UNITED STATES TREASURY NOTE/BO 11/26 2 (United States Treasury Note/Bond) | Long | Debt | US | $8M | – | 0.43 |
| UNITED STATES TREASURY NOTE/BO 11/27 0.625 (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BO 11/40 1.375 (United States Treasury Note/Bond) | Long | Debt | US | $8M | – | 0.44 |
| UNITED STATES TREASURY NOTE/BO 11/41 2 (United States Treasury Note/Bond) | Long | Debt | US | $18M | – | 1.01 |
| UNITED STATES TREASURY NOTE/BO 11/41 3.125 (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.10 |
| UNITED STATES TREASURY NOTE/BO 12/29 3.875 (United States Treasury Note/Bond) | Long | Debt | US | $18M | – | 0.99 |
| UNITEDHEALTH GROUP INC SR UNSECURED 02/53 5.875 (UnitedHealth Group Incorporated) | Long | Debt | US | $2M | – | 0.09 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/27 4.6 (UnitedHealth Group Incorporated) | Long | Debt | US | $1M | – | 0.07 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/31 4.9 (UnitedHealth Group Incorporated) | Long | Debt | US | $1M | – | 0.07 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/54 5.375 (UnitedHealth Group Incorporated) | Long | Debt | US | $657K | – | 0.04 |
| UNITEDHEALTH GROUP INC SR UNSECURED 04/64 5.5 (UnitedHealth Group Incorporated) | Long | Debt | US | $327K | – | 0.02 |
| UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05 (UnitedHealth Group Incorporated) | Long | Debt | US | $224K | – | 0.01 |
| VERIZON COMMUNICATIONS INC SR UNSECURED 02/54 5.5 (Verizon Communications Inc.) | Long | Debt | US | $1M | – | 0.06 |
| VERIZON COMMUNICATIONS INC SR UNSECURED 11/40 2.65 (Verizon Communications Inc.) | Long | Debt | US | $561K | – | 0.03 |
| VERIZON MASTER TRUST VZMT 2022 2 A | Long | ABS-other | US | $996K | – | 0.06 |
| VERIZON MASTER TRUST VZMT 2022 4 A | Long | ABS-other | US | $2M | – | 0.12 |
| VERIZON MASTER TRUST VZMT 2022 6 A | Long | ABS-other | US | $2M | – | 0.09 |
| VERIZON MASTER TRUST VZMT 2023 1 A | Long | ABS-other | US | $2M | – | 0.14 |
| VERIZON MASTER TRUST VZMT 2023 2 A | Long | ABS-other | US | $920K | – | 0.05 |
| VERIZON MASTER TRUST VZMT 2023 4 A1A | Long | ABS-other | US | $5M | – | 0.25 |
| VERIZON MASTER TRUST VZMT 2024 1 A1A | Long | ABS-other | US | $3M | – | 0.17 |
| VERUS SECURITIZATION TRUST 201 VERUS 2019 INV3 A1 144A | Long | ABS-mortgage backed security | US | $350K | – | 0.02 |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 2 A1 144A | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A | Long | ABS-mortgage backed security | US | $621K | – | 0.03 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A | Long | ABS-mortgage backed security | US | $593K | – | 0.03 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A | Long | ABS-mortgage backed security | US | $714K | – | 0.04 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A | Long | ABS-mortgage backed security | US | $794K | – | 0.04 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A | Long | ABS-mortgage backed security | US | $847K | – | 0.05 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/51 2.95 (Virginia Electric and Power Company) | Long | Debt | US | $541K | – | 0.03 |
| VISIO 2020-1R TRUST VISIO 2020 1R A1 144A | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| VMWARE LLC SR UNSECURED 08/24 1 | Long | Debt | US | $2M | – | 0.11 |
| VMWARE LLC SR UNSECURED 08/26 1.4 | Long | Debt | US | $831K | – | 0.05 |
| VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A3 | Long | ABS-other | US | $2M | – | 0.10 |
| WELLS FARGO and CO SR UNSECURED 01/30 VAR (Wells Fargo and Company) | Long | Debt | US | $7M | – | 0.36 |
| WELLS FARGO and CO SR UNSECURED 04/28 VAR (Wells Fargo and Company) | Long | Debt | US | $4M | – | 0.22 |
| WELLS FARGO and CO SR UNSECURED 07/29 VAR (Wells Fargo and Company) | Long | Debt | US | $649K | – | 0.04 |
| WELLS FARGO and CO SR UNSECURED 07/33 VAR (Wells Fargo and Company) | Long | Debt | US | $3M | – | 0.19 |
| WELLS FARGO and CO SR UNSECURED 10/29 VAR (Wells Fargo and Company) | Long | Debt | US | $1M | – | 0.06 |
| WELLS FARGO and CO SR UNSECURED 10/34 VAR (Wells Fargo and Company) | Long | Debt | US | $3M | – | 0.16 |
| WF CARD ISSUANCE TRUST WFCIT 2024 A1 A | Long | ABS-other | US | $4M | – | 0.22 |
| WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 A A (World Financial Network Credit Card Master Trust) | Long | ABS-other | US | $1M | – | 0.06 |
| WORLD OMNI SELECT AUTO TRUST 2 WOSAT 2023 A A2A (World Omni Select Auto Trust 2023-A) | Long | ABS-other | US | $767K | – | 0.04 |
Address
John Hancock Funds II
200 Berkeley Street
Boston
Massachusetts
02116
United States of America
Websites
Directors
Hassell H. McClellan
James R. Boyle
Peter S. Burgess
William H. Cunningham
Grace K. Fey
Deborah C. Jackson
Gregory A. Russo
Steven R. Pruchansky
Andrew G. Arnott
Frances G. Rathke
Noni L. Ellison
Dean C. Garfield
Patricia Lizarraga
Paul Lorentz
Transfer Agents
John Hancock Signature Services, Inc.
Pricing Services
Refinitiv
ICE Data Services
Pricing Direct
S&P Global Market Intelligence
Bloomberg LP
State Street Bank and Trust Company
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
John Hancock Signature Services, Inc.
Admins
John Hancock Investment Management LLC
Brokers
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Pershing LLC