Mutual Fund Database

JPMorgan Funds > JPMORGAN INSURANCE TRUST

JPMorgan Insurance Trust Core Bond Portfolio

Underlying fund
Series ID: S000004631
LEI: 549300R0L51SIT95RU15
SEC CIK: 909221
$475.71M Avg Monthly Net Assets
$525.05M Total Assets
$1.84M Total Liabilities
$523.21M Net Assets
JPMorgan Insurance Trust Core Bond Portfolio is an Underlying fund in JPMORGAN INSURANCE TRUST from JPMorgan Funds, based in New York, United States of America. The fund has two share classes and monthly net assets of $475.71M. On May 26th, 2023 it reported 1,614 holdings, the largest being United States of America (3.1%), GNMA (1.6%) and United States of America (1.3%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class 1 Shares C000012612 Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 233.31% (Max)-3.92% (Min)
Class 2 Shares C000035130 Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 233.36% (Max)-3.98% (Min)

Holdings

From latest NPORT-P, filed May 26th, 2023 for period ending March 31st, 2023. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
7-Eleven, Inc. Long Debt US $153K – 0.03
7-Eleven, Inc. Long Debt US $111K – 0.02
7-Eleven, Inc. Long Debt US $94K – 0.02
Abbott Laboratories Long Debt US $135K – 0.03
AbbVie, Inc. Long Debt US $479K – 0.09
AbbVie, Inc. Long Debt US $456K – 0.09
AbbVie, Inc. Long Debt US $338K – 0.06
AbbVie, Inc. Long Debt US $192K – 0.04
AbbVie, Inc. Long Debt US $97K – 0.02
ABN AMRO Bank NV Long Debt NL $757K – 0.14
ACC Trust, Series 2022-1, Class B Long ABS-other US $983K – 0.19
Activision Blizzard, Inc. Long Debt US $195K – 0.04
Advocate Health & Hospitals Corp., Series 2020 Long Debt US $110K – 0.02
AEP Transmission Co. LLC Long Debt US $25K – 0.00
AerCap Ireland Capital DAC Long Debt IE $594K – 0.11
AerCap Ireland Capital DAC Long Debt IE $183K – 0.04
AerCap Ireland Capital DAC Long Debt IE $162K – 0.03
AerCap Ireland Capital DAC Long Debt IE $153K – 0.03
AerCap Ireland Capital DAC Long Debt IE $143K – 0.03
AerCap Ireland Capital DAC Long Debt IE $134K – 0.03
AIA Group Ltd. Long Debt HK $203K – 0.04
AIA Group Ltd. Long Debt HK $194K – 0.04
AIA Group Ltd. Long Debt HK $188K – 0.04
AIB Group plc Long Debt IE $245K – 0.05
Air Canada Pass-Through Trust, Series 2013-1, Class A Long ABS-other CA $81K – 0.02
Air Canada Pass-Through Trust, Series 2015-1, Class A Long ABS-other CA $60K – 0.01
Air Canada Pass-Through Trust, Series 2017-1, Class A Long ABS-other CA $123K – 0.02
Air Canada Pass-Through Trust, Series 2017-1, Class AA Long ABS-other CA $176K – 0.03
Air Lease Corp. Long Debt US $360K – 0.07
Air Lease Corp. Long Debt US $232K – 0.04
Air Lease Corp. Long Debt US $193K – 0.04
Air Lease Corp. Long Debt US $149K – 0.03
Air Lease Corp. Long Debt US $46K – 0.01
Air Products and Chemicals, Inc. Long Debt US $280K – 0.05
Airbus SE Long Debt NL $156K – 0.03
Aker BP ASA Long Debt NO $180K – 0.03
Alabama Power Co. Long Debt US $70K – 0.01
Albemarle Corp. Long Debt US $47K – 0.01
Alexander Funding Trust Long Debt US $194K – 0.04
Alexandria Real Estate Equities, Inc. Long Debt US $185K – 0.04
Alexandria Real Estate Equities, Inc. Long Debt US $105K – 0.02
Alexandria Real Estate Equities, Inc. Long Debt US $95K – 0.02
Alexandria Real Estate Equities, Inc. Long Debt US $22K – 0.00
Alimentation Couche-Tard, Inc. Long Debt CA $195K – 0.04
Alimentation Couche-Tard, Inc. Long Debt CA $187K – 0.04
Alimentation Couche-Tard, Inc. Long Debt CA $170K – 0.03
Alternative Loan Trust, Series 2004-2CB, Class 1A9 Long ABS-mortgage backed security US $400K – 0.08
Alternative Loan Trust, Series 2005-20CB, Class 3A8 Long ABS-mortgage backed security US $6K – 0.00
Alternative Loan Trust, Series 2005-22T1, Class A2 Long ABS-mortgage backed security US $21K – 0.00
Alternative Loan Trust, Series 2005-28CB, Class 1A4 Long ABS-mortgage backed security US $146K – 0.03
Alternative Loan Trust, Series 2005-54CB, Class 1A11 Long ABS-mortgage backed security US $48K – 0.01
Altria Group, Inc. Long Debt US $323K – 0.06
Amazon.com, Inc. Long Debt US $346K – 0.07
Amazon.com, Inc. Long Debt US $74K – 0.01
Ameren Illinois Co. Long Debt US $138K – 0.03
America Movil SAB de CV Long Debt MX $174K – 0.03
American Airlines Pass-Through Trust, Series 2014-1, Class A Long ABS-other US $26K – 0.01
American Airlines Pass-Through Trust, Series 2016-3, Class AA Long ABS-other US $81K – 0.02
American Electric Power Co., Inc. Long Debt US $269K – 0.05
American Express Co. Long Debt US $148K – 0.03
American Homes 4 Rent Trust, Series 2014-SFR2, Class A Long ABS-other US $373K – 0.07
American Homes 4 Rent Trust, Series 2014-SFR2, Class C Long ABS-mortgage backed security US $197K – 0.04
American Homes 4 Rent Trust, Series 2014-SFR3, Class A Long ABS-other US $207K – 0.04
American Homes 4 Rent Trust, Series 2014-SFR3, Class E Long ABS-other US $198K – 0.04
American Homes 4 Rent Trust, Series 2015-SFR1, Class D Long ABS-other US $373K – 0.07
American Homes 4 Rent Trust, Series 2015-SFR1, Class E Long ABS-other US $99K – 0.02
American Homes 4 Rent Trust, Series 2015-SFR2, Class C Long ABS-other US $196K – 0.04
American Honda Finance Corp. Long Debt US $16K – 0.00
American Tower Corp. Long Debt US $277K – 0.05
American Tower Corp. Long Debt US $218K – 0.04
American Tower Corp. Long Debt US $169K – 0.03
American Tower Corp. Long Debt US $123K – 0.02
American Tower Corp. Long Debt US $85K – 0.02
American Tower Corp. Long Debt US $71K – 0.01
American Tower Corp. Long Debt US $54K – 0.01
American Tower Corp. Long Debt US $42K – 0.01
American Tower Trust #1 Long ABS-other US $151K – 0.03
American Water Capital Corp. Long Debt US $171K – 0.03
American Water Capital Corp. Long Debt US $43K – 0.01
American Water Capital Corp. Long Debt US $33K – 0.01
Amgen, Inc. Long Debt US $474K – 0.09
Amgen, Inc. Long Debt US $375K – 0.07
Amgen, Inc. Long Debt US $273K – 0.05
Amgen, Inc. Long Debt US $104K – 0.02
AMSR Trust, Series 2020-SFR1, Class E Long ABS-other US $793K – 0.15
AMSR Trust, Series 2020-SFR2, Class C Long ABS-other US $935K – 0.18
AMSR Trust, Series 2020-SFR3, Class E2 Long ABS-other US $682K – 0.13
AMSR Trust, Series 2020-SFR4, Class C Long ABS-other US $912K – 0.17
AMSR Trust, Series 2021-SFR1, Class D Long ABS-other US $795K – 0.15
AMSR Trust, Series 2022-SFR3, Class E2 Long ABS-other US $853K – 0.16
Analog Devices, Inc. Long Debt US $173K – 0.03
Anheuser-Busch Cos. LLC Long Debt US $371K – 0.07
Anheuser-Busch Cos. LLC Long Debt US $103K – 0.02
Anheuser-Busch InBev Finance, Inc. Long Debt US $119K – 0.02
Anheuser-Busch InBev Worldwide, Inc. Long Debt US $142K – 0.03
Anheuser-Busch InBev Worldwide, Inc. Long Debt US $119K – 0.02
ANZ New Zealand Int'l Ltd. Long Debt NZ $187K – 0.04
ANZ New Zealand Int'l Ltd. Long Debt NZ $172K – 0.03
APA Infrastructure Ltd. Long Debt AU $118K – 0.02
APA Infrastructure Ltd. Long Debt AU $71K – 0.01
Apple, Inc. Long Debt US $122K – 0.02
Apple, Inc. Long Debt US $104K – 0.02
Apple, Inc. Long Debt US $70K – 0.01
Arrow Electronics, Inc. Long Debt US $43K – 0.01
Arrow Electronics, Inc. Long Debt US $21K – 0.00
Ascension Health, Series B Long Debt US $167K – 0.03
Assurant, Inc. Long Debt US $13K – 0.00
AstraZeneca plc Long Debt GB $88K – 0.02
AstraZeneca plc Long Debt GB $59K – 0.01
AstraZeneca plc Long Debt GB $36K – 0.01
AT&T, Inc. Long Debt US $477K – 0.09
AT&T, Inc. Long Debt US $352K – 0.07
AT&T, Inc. Long Debt US $289K – 0.06
AT&T, Inc. Long Debt US $122K – 0.02
AT&T, Inc. Long Debt US $90K – 0.02
AT&T, Inc. Long Debt US $48K – 0.01
Athene Global Funding Long Debt US $461K – 0.09
Athene Global Funding Long Debt US $328K – 0.06
Athene Global Funding Long Debt US $149K – 0.03
Athene Global Funding Long Debt US $97K – 0.02
Atmos Energy Corp. Long Debt US $133K – 0.03
Atmos Energy Corp. Long Debt US $43K – 0.01
AutoZone, Inc. Long Debt US $143K – 0.03
Avangrid, Inc. Long Debt US $70K – 0.01
Aviation Capital Group LLC Long Debt US $172K – 0.03
Aviation Capital Group LLC Long Debt US $100K – 0.02
Avid Automobile Receivables Trust, Series 2021-1, Class C Long ABS-other US $1M – 0.22
Avolon Holdings Funding Ltd. Long Debt KY $1M – 0.21
Avolon Holdings Funding Ltd. Long Debt KY $387K – 0.07
Avolon Holdings Funding Ltd. Long Debt KY $258K – 0.05
Avolon Holdings Funding Ltd. Long Debt KY $230K – 0.04
Avolon Holdings Funding Ltd. Long Debt KY $142K – 0.03
Avolon Holdings Funding Ltd. Long Debt KY $141K – 0.03
BAE Systems Holdings, Inc. Long Debt US $44K – 0.01
BAE Systems plc Long Debt GB $163K – 0.03
BAE Systems plc Long Debt GB $54K – 0.01
Baker Hughes Holdings LLC Long Debt US $162K – 0.03
Baltimore Gas and Electric Co. Long Debt US $76K – 0.01
Baltimore Gas and Electric Co. Long Debt US $36K – 0.01
Banc of America Alternative Loan Trust, Series 2004-6, Class 15PO Long ABS-mortgage backed security US $618.05 – 0.00
Banc of America Funding Trust, Series 2004-1 Long ABS-mortgage backed security US $5K – 0.00
Banc of America Funding Trust, Series 2005-6, Class 2A7 Long ABS-mortgage backed security US $47K – 0.01
Banc of America Funding Trust, Series 2005-7, Class 30PO Long ABS-mortgage backed security US $6K – 0.00
Banco Nacional de Panama Long Debt PA $233K – 0.04
Banco Santander SA Long Debt ES $359K – 0.07
Banco Santander SA Long Debt ES $189K – 0.04
Banco Santander SA Long Debt ES $175K – 0.03
Bank of America Corp. Long Debt US $525K – 0.10
Bank of America Corp. Long Debt US $348K – 0.07
Bank of America Corp. Long Debt US $312K – 0.06
Bank of America Corp. Long Debt US $270K – 0.05
Bank of America Corp. Long Debt US $265K – 0.05
Bank of America Corp. Long Debt US $246K – 0.05
Bank of America Corp. Long Debt US $211K – 0.04
Bank of America Corp. Long Debt US $176K – 0.03
Bank of America Corp. Long Debt US $120K – 0.02
Bank of America Corp. Long Debt US $96K – 0.02
Bank of America Corp. Long Debt US $93K – 0.02
Bank of America Corp. Long Debt US $72K – 0.01
Bank of America Corp., Series L Long Debt US $89K – 0.02
Bank of America Corp., Series N Long Debt US $91K – 0.02
Bank of Ireland Group plc Long Debt IE $285K – 0.05
Bank of Ireland Group plc Long Debt IE $178K – 0.03
Bank of Montreal Long Debt CA $187K – 0.04
Bank of Montreal Long Debt CA $42K – 0.01
Bank of Nova Scotia (The) Long Debt CA $385K – 0.07
Banque Federative du Credit Mutuel SA Long Debt FR $751K – 0.14
Banque Federative du Credit Mutuel SA Long Debt FR $242K – 0.05
Banque Federative du Credit Mutuel SA Long Debt FR $215K – 0.04
Barclays plc Long Debt GB $356K – 0.07
Barclays plc Long Debt GB $160K – 0.03
BAT Capital Corp. Long Debt US $210K – 0.04
BAT Capital Corp. Long Debt US $204K – 0.04
BAT Capital Corp. Long Debt US $180K – 0.03
BAT Capital Corp. Long Debt US $100K – 0.02
BAT International Finance plc Long Debt GB $146K – 0.03
Baxalta, Inc. Long Debt US $3K – 0.00
BB-UBS Trust, Series 2012-SHOW, Class A Long ABS-mortgage backed security US $281K – 0.05
Bear Stearns ARM Trust, Series 2003-7, Class 3A Long ABS-mortgage backed security US $4K – 0.00
Bear Stearns ARM Trust, Series 2006-1, Class A1 Long ABS-mortgage backed security US $24K – 0.00
Becton Dickinson & Co. Long Debt US $70K – 0.01
Berkshire Hathaway Finance Corp. Long Debt US $176K – 0.03
Berkshire Hathaway Finance Corp. Long Debt US $57K – 0.01
Bimbo Bakeries USA, Inc. Long Debt US $226K – 0.04
Blackstone Holdings Finance Co. LLC Long Debt US $17K – 0.00
Blackstone Secured Lending Fund Long Debt US $197K – 0.04
BNP Paribas SA Long Debt FR $291K – 0.06
BNP Paribas SA Long Debt FR $269K – 0.05
BNP Paribas SA Long Debt FR $267K – 0.05
BNP Paribas SA Long Debt FR $205K – 0.04
Boardwalk Pipelines LP Long Debt US $148K – 0.03
Boeing Co. (The) Long Debt US $590K – 0.11
Boeing Co. (The) Long Debt US $207K – 0.04
Boeing Co. (The) Long Debt US $191K – 0.04
Boeing Co. (The) Long Debt US $186K – 0.04
Boeing Co. (The) Long Debt US $177K – 0.03
Boeing Co. (The) Long Debt US $125K – 0.02
Boeing Co. (The) Long Debt US $120K – 0.02
Boston Gas Co. Long Debt US $19K – 0.00
Boston Properties LP Long Debt US $61K – 0.01
Boston Properties LP Long Debt US $27K – 0.01
Boston Scientific Corp. Long Debt US $46K – 0.01
BP Capital Markets America, Inc. Long Debt US $315K – 0.06
BP Capital Markets America, Inc. Long Debt US $142K – 0.03
BP Capital Markets America, Inc. Long Debt US $95K – 0.02
BP Capital Markets America, Inc. Long Debt US $88K – 0.02
BP Capital Markets America, Inc. Long Debt US $33K – 0.01
BP Capital Markets plc Long Debt GB $135K – 0.03
BPCE SA Long Debt FR $272K – 0.05
BPCE SA Long Debt FR $249K – 0.05
BPCE SA Long Debt FR $240K – 0.05
BPCE SA Long Debt FR $225K – 0.04
BPCE SA Long Debt FR $195K – 0.04
BPCE SA Long Debt FR $194K – 0.04
Bridge Trust, Series 2022-SFR1, Class C Long ABS-other US $855K – 0.16
Bristol-Myers Squibb Co. Long Debt US $126K – 0.02
Bristol-Myers Squibb Co. Long Debt US $106K – 0.02
Bristol-Myers Squibb Co. Long Debt US $44K – 0.01
British Airways Pass-Through Trust, Series 2018-1, Class A Long ABS-other US $71K – 0.01
British Airways Pass-Through Trust, Series 2018-1, Class AA Long ABS-other US $55K – 0.01
British Airways Pass-Through Trust, Series 2019-1, Class AA Long ABS-other US $114K – 0.02
Brixmor Operating Partnership LP Long Debt US $171K – 0.03
Brixmor Operating Partnership LP Long Debt US $81K – 0.02
Brixmor Operating Partnership LP Long Debt US $48K – 0.01
Brixmor Operating Partnership LP Long Debt US $48K – 0.01
Broadcom, Inc. Long Debt US $515K – 0.10
Broadcom, Inc. Long Debt US $291K – 0.06
Broadcom, Inc. Long Debt US $280K – 0.05
Brookfield Finance, Inc. Long Debt CA $52K – 0.01
Brookfield Finance, Inc. Long Debt CA $51K – 0.01
Brookfield Finance, Inc. Long Debt CA $8K – 0.00
Brooklyn Union Gas Co. (The) Long Debt US $63K – 0.01
Brown & Brown, Inc. Long Debt US $368K – 0.07
Buckeye Partners LP Long Debt US $76K – 0.01
Bunge Ltd. Finance Corp. Long Debt US $340K – 0.07
Burlington Northern Santa Fe LLC Long Debt US $131K – 0.03
Burlington Northern Santa Fe LLC Long Debt US $91K – 0.02
Burlington Northern Santa Fe LLC Long Debt US $78K – 0.01
Burlington Northern Santa Fe LLC Long Debt US $33K – 0.01
Burlington Northern Santa Fe LLC Long Debt US $23K – 0.00
Business Jet Securities LLC, Series 2020-1A, Class A Long ABS-other US $328K – 0.06
Business Jet Securities LLC, Series 2021-1A, Class A Long ABS-other US $561K – 0.11
BXG Receivables Note Trust, Series 2022-A, Class C Long ABS-other US $737K – 0.14
Cameron LNG LLC Long Debt US $157K – 0.03
Camillo Issuer LLC, Class 1-A-1 Long Debt US $334K – 0.06
Campbell Soup Co. Long Debt US $33K – 0.01
Capital One Financial Corp. Long Debt US $179K – 0.03
Capital One Financial Corp. Long Debt US $116K – 0.02
Capital One Financial Corp. Long Debt US $64K – 0.01
Capital One Financial Corp. Long Debt US $37K – 0.01
Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 Long ABS-other US $140K – 0.03
Carvana Auto Receivables Trust, Series 2019-4A, Class D Long ABS-other US $797K – 0.15
Carvana Auto Receivables Trust, Series 2020-N1A, Class D Long ABS-other US $934K – 0.18
Cascade MH Asset Trust, Series 2021-MH1, Class A1 Long ABS-other US $727K – 0.14
Celanese US Holdings LLC Long Debt US $152K – 0.03
CenterPoint Energy Houston Electric LLC Long Debt US $8K – 0.00
CenterPoint Energy Houston Electric LLC, Series AD Long Debt US $139K – 0.03
CenterPoint Energy, Inc. Long Debt US $208K – 0.04
CFIN Issuer LLC, Series 2022-RTL1, Class AA Long ABS-other US $940K – 0.18
CGI, Inc. Long Debt CA $292K – 0.06
Charles Schwab Corp. (The) Long Debt US $92K – 0.02
Charter Communications Operating LLC Long Debt US $285K – 0.05
Charter Communications Operating LLC Long Debt US $183K – 0.03
Charter Communications Operating LLC Long Debt US $132K – 0.03
Charter Communications Operating LLC Long Debt US $33K – 0.01
Chevron Phillips Chemical Co. LLC Long Debt US $488K – 0.09
Children's Hospital, Series 2020 Long Debt US $119K – 0.02
China Southern Power Grid International Finance BVI Co. Ltd. Long Debt VG $193K – 0.04
CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1 Long ABS-mortgage backed security US $10K – 0.00
CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A Long ABS-mortgage backed security US $6K – 0.00
CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A Long ABS-mortgage backed security US $8K – 0.00
CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23 Long ABS-mortgage backed security US $17K – 0.00
CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1 Long ABS-mortgage backed security US $48K – 0.01
CIG Auto Receivables Trust, Series 2020-1A, Class C Long ABS-other US $130K – 0.02
Cigna Group (The) Long Debt US $126K – 0.02
Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5 Long ABS-mortgage backed security US $941K – 0.18
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A Long ABS-mortgage backed security US $3K – 0.00
Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1 Long ABS-mortgage backed security US $41.07 – 0.00
Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3 Long ABS-mortgage backed security US $828.87 – 0.00
Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A Long ABS-mortgage backed security US $27K – 0.01
Citigroup, Inc. Long Debt US $573K – 0.11
Citigroup, Inc. Long Debt US $519K – 0.10
Citigroup, Inc. Long Debt US $204K – 0.04
Citigroup, Inc. Long Debt US $191K – 0.04
Citigroup, Inc. Long Debt US $145K – 0.03
Citigroup, Inc. Long Debt US $90K – 0.02
Citigroup, Inc. Long Debt US $76K – 0.01
Citigroup, Inc. Long Debt US $71K – 0.01
Citigroup, Inc. Long Debt US $70K – 0.01
Citigroup, Inc. Long Debt US $54K – 0.01
Citigroup, Inc. Long Debt US $42K – 0.01
Cleveland Electric Illuminating Co. (The) Long Debt US $89K – 0.02
Cleveland Electric Illuminating Co. (The) Long Debt US $63K – 0.01
CMS Energy Corp. Long Debt US $108K – 0.02
CMS Energy Corp. Long Debt US $44K – 0.01
CNA Financial Corp. Long Debt US $43K – 0.01
Coca-Cola Femsa SAB de CV Long Debt MX $167K – 0.03
Comcast Corp. Long Debt US $194K – 0.04
Comcast Corp. Long Debt US $163K – 0.03
Comcast Corp. Long Debt US $137K – 0.03
Comcast Corp. Long Debt US $127K – 0.02
Comcast Corp. Long Debt US $106K – 0.02
Comcast Corp. Long Debt US $85K – 0.02
Comcast Corp. Long Debt US $63K – 0.01
Comcast Corp. Long Debt US $49K – 0.01
Comcast Corp. Long Debt US $44K – 0.01
Comcast Corp. Long Debt US $29K – 0.01
Comerica, Inc. Long Debt US $81K – 0.02
Commercial Mortgage Trust, Series 2014-CR19, Class A5 Long ABS-mortgage backed security US $194K – 0.04
Commercial Mortgage Trust, Series 2015-CR25, Class A4 Long ABS-mortgage backed security US $150K – 0.03
Commercial Mortgage Trust, Series 2020-CBM, Class A2 Long ABS-mortgage backed security US $699K – 0.13
Commercial Mortgage Trust, Series 2020-CBM, Class C Long ABS-mortgage backed security US $456K – 0.09
CommonSpirit Health Long Debt US $134K – 0.03
CommonSpirit Health Long Debt US $123K – 0.02
CommonSpirit Health Long Debt US $108K – 0.02
Commonwealth Edison Co. Long Debt US $24K – 0.00
Conagra Brands, Inc. Long Debt US $34K – 0.01
Consolidated Edison Co. of New York, Inc. Long Debt US $47K – 0.01
Consolidated Edison Co. of New York, Inc. Long Debt US $39K – 0.01
Constellation Brands, Inc. Long Debt US $368K – 0.07
Constellation Brands, Inc. Long Debt US $57K – 0.01
Constellation Brands, Inc. Long Debt US $24K – 0.00
Constellation Brands, Inc. Long Debt US $20K – 0.00
Constellation Energy Generation LLC Long Debt US $308K – 0.06
Constellation Energy Generation LLC Long Debt US $241K – 0.05
Constellation Energy Generation LLC Long Debt US $142K – 0.03
Constellation Energy Generation LLC Long Debt US $105K – 0.02
Consumer Receivables Asset Investment Trust, Series 2021-1, Class A1X Long ABS-other US $547K – 0.10
Consumers Energy Co. Long Debt US $14K – 0.00
Continental Airlines Pass-Through Trust, Series 2012-2, Class A Long Debt US $13K – 0.00
Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A Long ABS-other US $885K – 0.17
Cooperatieve Rabobank UA Long Debt NL $426K – 0.08
Corebridge Financial, Inc. Long Debt US $173K – 0.03
Corebridge Financial, Inc. Long Debt US $119K – 0.02
CoreVest American Finance Trust, Series 2019-2, Class D Long ABS-other US $442K – 0.08
CoreVest American Finance Trust, Series 2019-3, Class B Long ABS-other US $598K – 0.11
CoreVest American Finance Trust, Series 2020-3, Class B Long ABS-other US $654K – 0.12
Corning, Inc. Long Debt US $220K – 0.04
Corporate Office Properties LP Long Debt US $415K – 0.08
Corporate Office Properties LP Long Debt US $242K – 0.05
Coterra Energy, Inc. Long Debt US $224K – 0.04
Cox Communications, Inc. Long Debt US $115K – 0.02
Cox Communications, Inc. Long Debt US $64K – 0.01
CPS Auto Receivables Trust, Series 2022-D, Class C Long ABS-other US $895K – 0.17
Credit Acceptance Auto Loan Trust, Series 2022-3A, Class C Long ABS-other US $925K – 0.18
Credit Agricole SA Long Debt FR $597K – 0.11
Credit Agricole SA Long Debt FR $357K – 0.07
Credit Suisse ABS Trust, Series 2020-AT1, Class A Long ABS-other US $199K – 0.04
Credit Suisse AG Long Debt CH $390K – 0.07
Credit Suisse Group AG Long Debt CH $546K – 0.10
Credit Suisse Group AG Long Debt CH $223K – 0.04
Crown Castle Towers LLC Long ABS-other US $58K – 0.01
Crown Castle, Inc. Long Debt US $23K – 0.00
CSMC OA LLC, Series 2014-USA, Class A2 Long ABS-mortgage backed security US $804K – 0.15
CSMC OA LLC, Series 2014-USA, Class D Long ABS-mortgage backed security US $75K – 0.01
CSMC Trust, Series 2021-RPL1, Class A1 Long ABS-mortgage backed security US $1M – 0.24
CSMC Trust, Series 2022-JR1, Class A1 Long ABS-mortgage backed security US $657K – 0.13
CSX Corp. Long Debt US $101K – 0.02
CSX Corp. Long Debt US $51K – 0.01
CSX Corp. Long Debt US $8K – 0.00
CVS Health Corp. Long Debt US $337K – 0.06
CVS Health Corp. Long Debt US $302K – 0.06
CVS Health Corp. Long Debt US $21K – 0.00
CVS Pass-Through Trust Long ABS-other US $65K – 0.01
CVS Pass-Through Trust Long Debt US $63K – 0.01
CVS Pass-Through Trust, Series 2009 Long ABS-mortgage backed security US $64K – 0.01
CVS Pass-Through Trust, Series 2013 Long ABS-other US $132K – 0.03
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A Long ABS-other US $943.92 – 0.00
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1 Long ABS-other US $5K – 0.00
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2 (CWABS, Inc., Asset-Backed Certificates) Long ABS-other US $4K – 0.00
Danske Bank A/S Long Debt DK $200K – 0.04
DataBank Issuer, Series 2021-1A, Class A2 Long ABS-other US $577K – 0.11
Dell International LLC Long Debt US $583K – 0.11
Dell International LLC Long Debt US $351K – 0.07
Dell International LLC Long Debt US $32K – 0.01
Delmarva Power & Light Co. Long Debt US $42K – 0.01
Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA Long ABS-other US $248K – 0.05
Deutsche Bank AG Long Debt DE $370K – 0.07
Deutsche Bank AG Long Debt DE $297K – 0.06
Deutsche Bank AG Long Debt DE $177K – 0.03
Deutsche Bank AG Long Debt DE $149K – 0.03
Deutsche Telekom International Finance BV Long Debt NL $141K – 0.03
DH Europe Finance II SARL Long Debt LU $153K – 0.03
Diageo Capital plc Long Debt GB $323K – 0.06
Discovery Communications LLC Long Debt US $82K – 0.02
Discovery Communications LLC Long Debt US $66K – 0.01
Diversified Abs Phase III LLC, Series 2022-1 Long ABS-other US $1M – 0.20
DNB Bank ASA Long Debt NO $284K – 0.05
Dow Chemical Co. (The) Long Debt US $14K – 0.00
Drive Auto Receivables Trust, Series 2020-2, Class D Long ABS-other US $977K – 0.19
DT Auto Owner Trust, Series 2022-3A, Class C Long ABS-other US $933K – 0.18
DT Auto Owner Trust, Series 2022-3A, Class D Long ABS-other US $785K – 0.15
DTE Electric Co. Long Debt US $388K – 0.07
Duke Energy Corp. Long Debt US $94K – 0.02
Duke Energy Indiana LLC Long Debt US $48K – 0.01
Duke Energy Ohio, Inc. Long Debt US $35K – 0.01
Duke Energy Progress LLC Long Debt US $42K – 0.01
DuPont de Nemours, Inc. Long Debt US $599K – 0.11
Duquesne Light Holdings, Inc. Long Debt US $170K – 0.03
Duquesne Light Holdings, Inc. Long Debt US $142K – 0.03
Eagle Lake jun31 Long ABS-mortgage backed security US $2M – 0.29
Eastern Gas Transmission & Storage, Inc. Long Debt US $103K – 0.02
Eastman Chemical Co. Long Debt US $216K – 0.04
eBay, Inc. Long Debt US $705K – 0.13
Ecopetrol SA Long Debt CO $37K – 0.01
Ecopetrol SA Long Debt CO $32K – 0.01
Edison International Long Debt US $276K – 0.05
Elevance Health, Inc. Long Debt US $68K – 0.01
Elevance Health, Inc. Long Debt US $60K – 0.01
Elevance Health, Inc. Long Debt US $54K – 0.01
Elevance Health, Inc. Long Debt US $17K – 0.00
Eli Lilly & Co. Long Debt US $216K – 0.04
Emera US Finance LP Long Debt US $105K – 0.02
Enbridge, Inc. Long Debt CA $270K – 0.05
Energy Transfer LP Long Debt US $225K – 0.04
Energy Transfer LP Long Debt US $185K – 0.04
Energy Transfer LP Long Debt US $101K – 0.02
Energy Transfer LP Long Debt US $95K – 0.02
Energy Transfer LP Long Debt US $91K – 0.02
Energy Transfer LP Long Debt US $59K – 0.01
Energy Transfer LP Long Debt US $39K – 0.01
Energy Transfer LP Long Debt US $23K – 0.00
Eni USA, Inc. Long Debt US $55K – 0.01
Entergy Arkansas LLC Long Debt US $21K – 0.00
Entergy Corp. Long Debt US $20K – 0.00
Entergy Louisiana LLC Long Debt US $88K – 0.02
Entergy Louisiana LLC Long Debt US $55K – 0.01
Entergy Louisiana LLC Long Debt US $37K – 0.01
Entergy Louisiana LLC Long Debt US $33K – 0.01
Entergy Mississippi LLC Long Debt US $107K – 0.02
Enterprise Products Operating LLC Long Debt US $101K – 0.02
Enterprise Products Operating LLC Long Debt US $77K – 0.01
Enterprise Products Operating LLC Long Debt US $37K – 0.01
Enterprise Products Operating LLC Long Debt US $36K – 0.01
Enterprise Products Operating LLC Long Debt US $15K – 0.00
Enterprise Products Operating LLC Long Debt US $5K – 0.00
EQM Midstream Partners LP Long Debt US $118K – 0.02
EQT Corp. Long Debt US $56K – 0.01
Equinix, Inc. Long Debt US $396K – 0.08
Equinix, Inc. Long Debt US $265K – 0.05
Equinor ASA Long Debt NO $23K – 0.00
ERAC USA Finance LLC Long Debt US $189K – 0.04
ERAC USA Finance LLC Long Debt US $12K – 0.00
Essex Portfolio LP Long Debt US $155K – 0.03
Essex Portfolio LP Long Debt US $118K – 0.02
Estee Lauder Cos., Inc. (The) Long Debt US $362K – 0.07
Estee Lauder Cos., Inc. (The) Long Debt US $115K – 0.02
Evergy Metro, Inc. Long Debt US $49K – 0.01
Evergy Metro, Inc. Long ABS-other US $42K – 0.01
Evergy, Inc. Long Debt US $152K – 0.03
Exelon Corp. Long Debt US $305K – 0.06
Exeter Automobile Receivables Trust, Series 2019-3A, Class D Long ABS-other US $308K – 0.06
Exeter Automobile Receivables Trust, Series 2019-4A, Class D Long ABS-other US $838K – 0.16
Exeter Automobile Receivables Trust, Series 2022-6A, Class D Long ABS-other US $1M – 0.21
Exxon Mobil Corp. Long Debt US $327K – 0.06
F&G Global Funding Long Debt US $166K – 0.03
Federation des Caisses Desjardins du Quebec Long Debt CA $205K – 0.04
Fells Point Funding Trust Long Debt US $543K – 0.10
FHLMC Long ABS-mortgage backed security US $16K – 0.00
FHLMC Long ABS-mortgage backed security US $7K – 0.00
FHLMC Long ABS-mortgage backed security US $6K – 0.00
FHLMC Long ABS-mortgage backed security US $6K – 0.00
FHLMC Long ABS-mortgage backed security US $2K – 0.00
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $592K – 0.11
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $360K – 0.07
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $33K – 0.01
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $28K – 0.01
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $18K – 0.00
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $4K – 0.00
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $4K – 0.00
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $3K – 0.00
FHLMC Gold Pools, 30 Year Long ABS-mortgage backed security US $487.01 – 0.00
FHLMC Gold Pools, Other (FHLMC Pool) Long ABS-mortgage backed security US $1M – 0.22
FHLMC Gold Pools, Other Long ABS-mortgage backed security US $182K – 0.03
FHLMC Gold Pools, Other Long ABS-mortgage backed security US $164K – 0.03
FHLMC Gold Pools, Other Long ABS-mortgage backed security US $127K – 0.02
FHLMC Gold Pools, Other Long ABS-mortgage backed security US $77K – 0.01
FHLMC Gold Pools, Other Long ABS-mortgage backed security US $25K – 0.00
FHLMC UMBS, 30 Year (FHLMC Pool) Long ABS-mortgage backed security US $1M – 0.25
FHLMC UMBS, 30 Year (FHLMC Pool) Long ABS-mortgage backed security US $872K – 0.17
FHLMC UMBS, 30 Year (FHLMC Pool) Long ABS-mortgage backed security US $722K – 0.14
FHLMC UMBS, 30 Year (FHLMC Pool) Long ABS-mortgage backed security US $666K – 0.13
FHLMC UMBS, 30 Year (FHLMC Pool) Long ABS-mortgage backed security US $629K – 0.12
FHLMC UMBS, 30 Year (FHLMC Pool) Long ABS-mortgage backed security US $267K – 0.05
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M1 (FHLMC Multi-Family Structured Credit Risk) Long ABS-mortgage backed security US $1M – 0.25
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2 Long ABS-mortgage backed security US $960K – 0.18
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2 Long ABS-mortgage backed security US $1M – 0.21
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-153, Class A2 Long ABS-mortgage backed security US $968K – 0.18
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2 Long ABS-mortgage backed security US $207K – 0.04
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class AM Long ABS-mortgage backed security US $111K – 0.02
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K066, Class A2 Long ABS-mortgage backed security US $256K – 0.05
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2 Long ABS-mortgage backed security US $200K – 0.04
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class AM Long ABS-mortgage backed security US $966K – 0.18
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K079, Class AM Long ABS-mortgage backed security US $578K – 0.11
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A2 Long ABS-mortgage backed security US $389K – 0.07
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2 Long ABS-mortgage backed security US $991K – 0.19
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ14, Class A2 Long ABS-mortgage backed security US $322K – 0.06
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL06, Class XFX Long ABS-mortgage backed security US $267K – 0.05
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q013, Class APT2 Long ABS-mortgage backed security US $682K – 0.13
FHLMC, REMIC, Series 1505, Class Q Long ABS-mortgage backed security US $19.47 – 0.00
FHLMC, REMIC, Series 1518, Class G Long ABS-mortgage backed security US $33.14 – 0.00
FHLMC, REMIC, Series 1541, Class O Long ABS-mortgage backed security US $64.68 – 0.00
FHLMC, REMIC, Series 1577, Class PV Long ABS-mortgage backed security US $3K – 0.00
FHLMC, REMIC, Series 1584, Class L Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 1633, Class Z Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 1638, Class H Long ABS-mortgage backed security US $5K – 0.00
FHLMC, REMIC, Series 1671, Class QC Long ABS-mortgage backed security US $330.96 – 0.00
FHLMC, REMIC, Series 1694, Class PK Long ABS-mortgage backed security US $417.46 – 0.00
FHLMC, REMIC, Series 1798, Class F Long ABS-mortgage backed security US $85.91 – 0.00
FHLMC, REMIC, Series 1863, Class Z Long ABS-mortgage backed security US $1K – 0.00
FHLMC, REMIC, Series 1865, Class D Long ABS-mortgage backed security US $543.61 – 0.00
FHLMC, REMIC, Series 1981, Class Z Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 1987, Class PE Long ABS-mortgage backed security US $4K – 0.00
FHLMC, REMIC, Series 1999, Class PU Long ABS-mortgage backed security US $9K – 0.00
FHLMC, REMIC, Series 2031, Class PG Long ABS-mortgage backed security US $19K – 0.00
FHLMC, REMIC, Series 2033, Class SN Long ABS-mortgage backed security US $4.21 – 0.00
FHLMC, REMIC, Series 2035, Class PC Long ABS-mortgage backed security US $20K – 0.00
FHLMC, REMIC, Series 2038, Class PN Long ABS-mortgage backed security US $124.1 – 0.00
FHLMC, REMIC, Series 2054, Class PV Long ABS-mortgage backed security US $4K – 0.00
FHLMC, REMIC, Series 2057, Class PE Long ABS-mortgage backed security US $32K – 0.01
FHLMC, REMIC, Series 2064, Class TE Long ABS-mortgage backed security US $6K – 0.00
FHLMC, REMIC, Series 2075, Class PH Long ABS-mortgage backed security US $5K – 0.00
FHLMC, REMIC, Series 2095, Class PE Long ABS-mortgage backed security US $14K – 0.00
FHLMC, REMIC, Series 2132, Class SB Long ABS-mortgage backed security US $851.38 – 0.00
FHLMC, REMIC, Series 2178, Class PB Long ABS-mortgage backed security US $8K – 0.00
FHLMC, REMIC, Series 2182, Class ZB Long ABS-mortgage backed security US $14K – 0.00
FHLMC, REMIC, Series 2204, Class GB Long ABS-mortgage backed security US $36.43 – 0.00
FHLMC, REMIC, Series 2247, Class Z Long ABS-mortgage backed security US $4K – 0.00
FHLMC, REMIC, Series 2259, Class ZC Long ABS-mortgage backed security US $91K – 0.02
FHLMC, REMIC, Series 2283, Class K Long ABS-mortgage backed security US $382.2 – 0.00
FHLMC, REMIC, Series 2306, Class K Long ABS-mortgage backed security US $215.21 – 0.00
FHLMC, REMIC, Series 2306, Class SE Long ABS-mortgage backed security US $15.54 – 0.00
FHLMC, REMIC, Series 2325, Class PM Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 2344, Class ZD Long ABS-mortgage backed security US $19K – 0.00
FHLMC, REMIC, Series 2344, Class ZJ Long ABS-mortgage backed security US $4K – 0.00
FHLMC, REMIC, Series 2345, Class NE Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 2359, Class ZB Long ABS-mortgage backed security US $11K – 0.00
FHLMC, REMIC, Series 2367, Class ME Long ABS-mortgage backed security US $36K – 0.01
FHLMC, REMIC, Series 2390, Class DO Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 2410, Class OE Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 2410, Class QS Long ABS-mortgage backed security US $6K – 0.00
FHLMC, REMIC, Series 2410, Class QX Long ABS-mortgage backed security US $430.74 – 0.00
FHLMC, REMIC, Series 2412, Class SP Long ABS-mortgage backed security US $5K – 0.00
FHLMC, REMIC, Series 2423, Class MC Long ABS-mortgage backed security US $12K – 0.00
FHLMC, REMIC, Series 2423, Class MT Long ABS-mortgage backed security US $19K – 0.00
FHLMC, REMIC, Series 2435, Class CJ Long ABS-mortgage backed security US $36K – 0.01
FHLMC, REMIC, Series 2444, Class ES Long ABS-mortgage backed security US $645.1 – 0.00
FHLMC, REMIC, Series 2450, Class SW Long ABS-mortgage backed security US $471.06 – 0.00
FHLMC, REMIC, Series 2455, Class GK Long ABS-mortgage backed security US $13K – 0.00
FHLMC, REMIC, Series 2484, Class LZ Long ABS-mortgage backed security US $9K – 0.00
FHLMC, REMIC, Series 2500, Class MC Long ABS-mortgage backed security US $30K – 0.01
FHLMC, REMIC, Series 2543, Class YX Long ABS-mortgage backed security US $398K – 0.08
FHLMC, REMIC, Series 2544, Class HC Long ABS-mortgage backed security US $21K – 0.00
FHLMC, REMIC, Series 2574, Class PE Long ABS-mortgage backed security US $115K – 0.02
FHLMC, REMIC, Series 2575, Class ME Long ABS-mortgage backed security US $58K – 0.01
FHLMC, REMIC, Series 2586, Class WI Long ABS-mortgage backed security US $611.82 – 0.00
FHLMC, REMIC, Series 2638, Class DS Long ABS-mortgage backed security US $555.78 – 0.00
FHLMC, REMIC, Series 2647, Class A Long ABS-mortgage backed security US $18K – 0.00
FHLMC, REMIC, Series 2764, Class UG Long ABS-mortgage backed security US $103K – 0.02
FHLMC, REMIC, Series 2949, Class GE Long ABS-mortgage backed security US $127K – 0.02
FHLMC, REMIC, Series 3047, Class OD Long ABS-mortgage backed security US $128K – 0.02
FHLMC, REMIC, Series 3085, Class VS Long ABS-mortgage backed security US $33K – 0.01
FHLMC, REMIC, Series 3098, Class KG Long ABS-mortgage backed security US $107K – 0.02
FHLMC, REMIC, Series 3117, Class EO Long ABS-mortgage backed security US $8K – 0.00
FHLMC, REMIC, Series 3260, Class CS Long ABS-mortgage backed security US $906.19 – 0.00
FHLMC, REMIC, Series 3380, Class SI Long ABS-mortgage backed security US $66K – 0.01
FHLMC, REMIC, Series 3385, Class SN Long ABS-mortgage backed security US $476.65 – 0.00
FHLMC, REMIC, Series 3387, Class SA Long ABS-mortgage backed security US $2K – 0.00
FHLMC, REMIC, Series 3423, Class PB Long ABS-mortgage backed security US $116K – 0.02
FHLMC, REMIC, Series 3451, Class SA Long ABS-mortgage backed security US $131.38 – 0.00
FHLMC, REMIC, Series 3455, Class SE Long ABS-mortgage backed security US $5K – 0.00
FHLMC, REMIC, Series 3786, Class PD Long ABS-mortgage backed security US $410K – 0.08
FHLMC, REMIC, Series 4664, Class UZ Long ABS-mortgage backed security US $1M – 0.23
FHLMC, STRIPS, Series 233, Class 11 Long ABS-mortgage backed security US $4K – 0.00
FHLMC, STRIPS, Series 239, Class S30 Long ABS-mortgage backed security US $3K – 0.00
FHLMC, STRIPS, Series 262, Class 35 Long ABS-mortgage backed security US $89K – 0.02
FHLMC, STRIPS, Series 299, Class 300 Long ABS-mortgage backed security US $56K – 0.01
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A Long ABS-mortgage backed security US $6K – 0.00
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A Long ABS-mortgage backed security US $52K – 0.01
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A Long ABS-mortgage backed security US $22K – 0.00
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class APO Long ABS-mortgage backed security US $134K – 0.03
FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO Long ABS-mortgage backed security US $6K – 0.00
First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19 Long ABS-mortgage backed security US $27K – 0.01
FirstKey Homes Trust, Series 2020-SFR1, Class D Long ABS-other US $728K – 0.14
FirstKey Homes Trust, Series 2020-SFR1, Class E Long ABS-other US $459K – 0.09
FirstKey Homes Trust, Series 2020-SFR2, Class E Long ABS-other US $771K – 0.15
FirstKey Homes Trust, Series 2021-SFR1, Class E1 Long ABS-other US $1M – 0.20
FirstKey Homes Trust, Series 2022-SFR2, Class E1 Long ABS-other US $795K – 0.15
FirstKey Homes Trust, Series 2022-SFR3, Class C Long ABS-other US $752K – 0.14
Fiserv, Inc. Long Debt US $66K – 0.01
Fiserv, Inc. Long Debt US $56K – 0.01
Flex Intermediate Holdco LLC Long Debt US $292K – 0.06
Flex Intermediate Holdco LLC Long Debt US $99K – 0.02
Florida Power & Light Co. Long Debt US $223K – 0.04
Florida Power & Light Co. Long Debt US $51K – 0.01
FMC GMSR Issuer Trust, Series 2020-GT1, Class A Long ABS-other US $1M – 0.26
FMC GMSR Issuer Trust, Series 2021-GT1, Class A Long ABS-other US $857K – 0.16
FMC GMSR Issuer Trust, Series 2021-GT2, Class A Long ABS-other US $1M – 0.22
FMC GMSR Issuer Trust, Series 2021-SAT1 Long ABS-mortgage backed security US $2M – 0.32
FNMA Long ABS-mortgage backed security US $30K – 0.01
FNMA Long ABS-mortgage backed security US $17K – 0.00
FNMA Long ABS-mortgage backed security US $14K – 0.00
FNMA Long ABS-mortgage backed security US $10K – 0.00
FNMA Long ABS-mortgage backed security US $10K – 0.00
FNMA Long ABS-mortgage backed security US $9K – 0.00
FNMA Long ABS-mortgage backed security US $5K – 0.00
FNMA Long ABS-mortgage backed security US $229.9 – 0.00
FNMA ACES, Series 2014-M3, Class A2 Long ABS-mortgage backed security US $154K – 0.03
FNMA ACES, Series 2015-M10, Class A2 Long ABS-mortgage backed security US $256K – 0.05
FNMA ACES, Series 2017-M12, Class A2 Long ABS-mortgage backed security US $248K – 0.05
FNMA ACES, Series 2017-M5, Class A2 Long ABS-mortgage backed security US $227K – 0.04
FNMA ACES, Series 2017-M7, Class A2 Long ABS-mortgage backed security US $656K – 0.13
FNMA ACES, Series 2017-M8, Class A2 Long ABS-mortgage backed security US $278K – 0.05
FNMA ACES, Series 2018-M10, Class A2 Long ABS-mortgage backed security US $443K – 0.08
FNMA ACES, Series 2018-M3, Class A2 Long ABS-mortgage backed security US $151K – 0.03
FNMA ACES, Series 2020-M50, Class A1 Long ABS-mortgage backed security US $462K – 0.09
FNMA ACES, Series 2020-M50, Class A2 Long ABS-mortgage backed security US $288K – 0.06
FNMA ACES, Series 2020-M50, Class X1 Long ABS-mortgage backed security US $370K – 0.07
FNMA ACES, Series 2021-M3, Class 1A1 Long ABS-mortgage backed security US $213K – 0.04
FNMA ACES, Series 2021-M3, Class X1 Long ABS-mortgage backed security US $221K – 0.04
FNMA ACES, Series 2022-M1G, Class A2 Long ABS-mortgage backed security US $3M – 0.52
FNMA ACES, Series 2022-M1S, Class A2 Long ABS-mortgage backed security US $1M – 0.21
FNMA ACES, Series 2022-M2S, Class A2 Long ABS-mortgage backed security US $865K – 0.17
FNMA ACES, Series 2022-M3, Class A2 Long ABS-mortgage backed security US $1M – 0.23
FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2 Long ABS-mortgage backed security US $8K – 0.00
FNMA UMBS, 15 Year Long ABS-mortgage backed security US $50.42 – 0.00
FNMA UMBS, 20 Year Long ABS-mortgage backed security US $484K – 0.09
FNMA UMBS, 20 Year Long ABS-mortgage backed security US $4K – 0.00
FNMA UMBS, 20 Year Long ABS-mortgage backed security US $2K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $2M – 0.34
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $1M – 0.26
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $1M – 0.24
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $1M – 0.22
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $1M – 0.22
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $912K – 0.17
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $908K – 0.17
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $855K – 0.16
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $821K – 0.16
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $717K – 0.14
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $558K – 0.11
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $302K – 0.06
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $283K – 0.05
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $251K – 0.05
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $227K – 0.04
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $213K – 0.04
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $211K – 0.04
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $188K – 0.04
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $169K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $167K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $161K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $156K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $150K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $138K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $133K – 0.03
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $95K – 0.02
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $79K – 0.02
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $71K – 0.01
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $50K – 0.01
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $30K – 0.01
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $25K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $20K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $11K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $10K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $7K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $5K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $4K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $4K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $3K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $3K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $2K – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $664.47 – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $586.64 – 0.00
FNMA UMBS, 30 Year Long ABS-mortgage backed security US $354.5 – 0.00
FNMA, 30 Year Long ABS-mortgage backed security US $4K – 0.00
FNMA, 30 Year Long ABS-mortgage backed security US $465.73 – 0.00
FNMA, Grantor Trust, Series 2017-T1, Class A Long ABS-other US $402K – 0.08
FNMA, Other Long ABS-mortgage backed security US $3M – 0.58
FNMA, Other Long ABS-mortgage backed security US $2M – 0.39
FNMA, Other Long ABS-mortgage backed security US $2M – 0.35
FNMA, Other Long ABS-mortgage backed security US $2M – 0.32
FNMA, Other Long ABS-mortgage backed security US $1M – 0.28
FNMA, Other Long ABS-mortgage backed security US $1M – 0.27
FNMA, Other Long ABS-mortgage backed security US $1M – 0.26
FNMA, Other Long ABS-mortgage backed security US $1M – 0.25
FNMA, Other Long ABS-mortgage backed security US $1M – 0.24
FNMA, Other Long ABS-mortgage backed security US $1M – 0.24
FNMA, Other Long ABS-mortgage backed security US $1M – 0.23
FNMA, Other Long ABS-mortgage backed security US $1M – 0.23
FNMA, Other Long ABS-mortgage backed security US $1M – 0.23
FNMA, Other Long ABS-mortgage backed security US $1M – 0.22
FNMA, Other Long ABS-mortgage backed security US $1M – 0.22
FNMA, Other Long ABS-mortgage backed security US $1M – 0.22
FNMA, Other Long ABS-mortgage backed security US $1M – 0.22
FNMA, Other Long ABS-mortgage backed security US $1M – 0.21
FNMA, Other Long ABS-mortgage backed security US $1M – 0.21
FNMA, Other Long ABS-mortgage backed security US $1M – 0.20
FNMA, Other Long ABS-mortgage backed security US $1M – 0.20
FNMA, Other Long ABS-mortgage backed security US $1M – 0.20
FNMA, Other Long ABS-mortgage backed security US $1M – 0.20
FNMA, Other Long ABS-mortgage backed security US $1M – 0.19
FNMA, Other Long ABS-mortgage backed security US $1M – 0.19
FNMA, Other Long ABS-mortgage backed security US $1000K – 0.19
FNMA, Other Long ABS-mortgage backed security US $996K – 0.19
FNMA, Other Long ABS-mortgage backed security US $995K – 0.19
FNMA, Other Long ABS-mortgage backed security US $993K – 0.19
FNMA, Other Long ABS-mortgage backed security US $976K – 0.19
FNMA, Other Long ABS-mortgage backed security US $963K – 0.18
FNMA, Other Long ABS-mortgage backed security US $958K – 0.18
FNMA, Other Long ABS-mortgage backed security US $955K – 0.18
FNMA, Other Long ABS-mortgage backed security US $942K – 0.18
FNMA, Other Long ABS-mortgage backed security US $916K – 0.18
FNMA, Other Long ABS-mortgage backed security US $908K – 0.17
FNMA, Other Long ABS-mortgage backed security US $903K – 0.17
FNMA, Other Long ABS-mortgage backed security US $896K – 0.17
FNMA, Other Long ABS-mortgage backed security US $895K – 0.17
FNMA, Other Long ABS-mortgage backed security US $892K – 0.17
FNMA, Other Long ABS-mortgage backed security US $879K – 0.17
FNMA, Other Long ABS-mortgage backed security US $872K – 0.17
FNMA, Other Long ABS-mortgage backed security US $845K – 0.16
FNMA, Other Long ABS-mortgage backed security US $828K – 0.16
FNMA, Other Long ABS-mortgage backed security US $812K – 0.16
FNMA, Other Long ABS-mortgage backed security US $722K – 0.14
FNMA, Other Long ABS-mortgage backed security US $630K – 0.12
FNMA, Other Long ABS-mortgage backed security US $619K – 0.12
FNMA, Other Long ABS-mortgage backed security US $604K – 0.12
FNMA, Other Long ABS-mortgage backed security US $485K – 0.09
FNMA, Other Long ABS-mortgage backed security US $447K – 0.09
FNMA, Other Long ABS-mortgage backed security US $432K – 0.08
FNMA, Other Long ABS-mortgage backed security US $428K – 0.08
FNMA, Other Long ABS-mortgage backed security US $329K – 0.06
FNMA, Other Long ABS-mortgage backed security US $294K – 0.06
FNMA, Other Long ABS-mortgage backed security US $292K – 0.06
FNMA, Other Long ABS-mortgage backed security US $276K – 0.05
FNMA, Other Long ABS-mortgage backed security US $219K – 0.04
FNMA, Other Long ABS-mortgage backed security US $201K – 0.04
FNMA, Other Long ABS-mortgage backed security US $199K – 0.04
FNMA, Other Long ABS-mortgage backed security US $169K – 0.03
FNMA, Other Long ABS-mortgage backed security US $141K – 0.03
FNMA, Other Long ABS-mortgage backed security US $115K – 0.02
FNMA, Other Long ABS-mortgage backed security US $107K – 0.02
FNMA, Other Long ABS-mortgage backed security US $62K – 0.01
FNMA, Other Long ABS-mortgage backed security US $51K – 0.01
FNMA, Other Long ABS-mortgage backed security US $11K – 0.00
FNMA, Other Long ABS-mortgage backed security US $2K – 0.00
FNMA, Other Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC Trust, Whole Loan, Series 1999-W1 Long ABS-mortgage backed security US $8K – 0.00
FNMA, REMIC Trust, Whole Loan, Series 1999-W4, Class A9 Long ABS-mortgage backed security US $37K – 0.01
FNMA, REMIC Trust, Whole Loan, Series 2002-W7, Class A4 Long ABS-mortgage backed security US $96K – 0.02
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 Long ABS-mortgage backed security US $108K – 0.02
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A Long ABS-mortgage backed security US $16K – 0.00
FNMA, REMIC, Series 1993-146, Class E Long ABS-mortgage backed security US $26.88 – 0.00
FNMA, REMIC, Series 1993-155, Class PJ Long ABS-mortgage backed security US $544.08 – 0.00
FNMA, REMIC, Series 1993-165, Class SD Long ABS-mortgage backed security US $20.08 – 0.00
FNMA, REMIC, Series 1993-165, Class SK Long ABS-mortgage backed security US $101.56 – 0.00
FNMA, REMIC, Series 1993-203, Class PL Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 1993-205, Class H Long ABS-mortgage backed security US $52.71 – 0.00
FNMA, REMIC, Series 1993-223, Class PZ Long ABS-mortgage backed security US $3K – 0.00
FNMA, REMIC, Series 1993-225, Class UB Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 1993-230, Class FA Long ABS-mortgage backed security US $53.87 – 0.00
FNMA, REMIC, Series 1993-84, Class M Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 1994-37, Class L Long ABS-mortgage backed security US $4K – 0.00
FNMA, REMIC, Series 1994-72, Class K Long ABS-mortgage backed security US $33K – 0.01
FNMA, REMIC, Series 1995-19, Class Z Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 1995-2, Class Z Long ABS-mortgage backed security US $846 – 0.00
FNMA, REMIC, Series 1997-20, Class IB Long ABS-mortgage backed security US $8.74 – 0.00
FNMA, REMIC, Series 1997-39, Class PD Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 1997-46, Class PL Long ABS-mortgage backed security US $3K – 0.00
FNMA, REMIC, Series 1998-36, Class ZB Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 1998-43, Class SA Long ABS-mortgage backed security US $0 – –
FNMA, REMIC, Series 1998-46, Class GZ Long ABS-mortgage backed security US $5K – 0.00
FNMA, REMIC, Series 1998-58, Class PC Long ABS-mortgage backed security US $12K – 0.00
FNMA, REMIC, Series 1999-39, Class JH Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 2000-52 Long ABS-mortgage backed security US $154.78 – 0.00
FNMA, REMIC, Series 2001-30, Class PM Long ABS-mortgage backed security US $11K – 0.00
FNMA, REMIC, Series 2001-33, Class ID Long ABS-mortgage backed security US $4K – 0.00
FNMA, REMIC, Series 2001-36, Class DE Long ABS-mortgage backed security US $17K – 0.00
FNMA, REMIC, Series 2001-44, Class PD Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 2001-61, Class Z Long ABS-mortgage backed security US $31K – 0.01
FNMA, REMIC, Series 2002-1, Class SA Long ABS-mortgage backed security US $797.45 – 0.00
FNMA, REMIC, Series 2002-13, Class SJ Long ABS-mortgage backed security US $666.74 – 0.00
FNMA, REMIC, Series 2002-15 Long ABS-mortgage backed security US $20K – 0.00
FNMA, REMIC, Series 2002-28, Class PK Long ABS-mortgage backed security US $12K – 0.00
FNMA, REMIC, Series 2002-68, Class SH Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 2002-77, Class S Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2003-116, Class SB Long ABS-mortgage backed security US $3K – 0.00
FNMA, REMIC, Series 2003-128, Class DY Long ABS-mortgage backed security US $12K – 0.00
FNMA, REMIC, Series 2003-130, Class SX Long ABS-mortgage backed security US $467.45 – 0.00
FNMA, REMIC, Series 2003-131, Class CH Long ABS-mortgage backed security US $37K – 0.01
FNMA, REMIC, Series 2003-132, Class OA Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 2003-22, Class UD Long ABS-mortgage backed security US $60K – 0.01
FNMA, REMIC, Series 2003-44, Class IU Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2003-47, Class PE Long ABS-mortgage backed security US $12K – 0.00
FNMA, REMIC, Series 2003-64, Class SX Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2003-71, Class DS Long ABS-mortgage backed security US $15K – 0.00
FNMA, REMIC, Series 2003-91, Class SD Long ABS-mortgage backed security US $4K – 0.00
FNMA, REMIC, Series 2004-35, Class AZ Long ABS-mortgage backed security US $51K – 0.01
FNMA, REMIC, Series 2004-36, Class SA Long ABS-mortgage backed security US $25K – 0.00
FNMA, REMIC, Series 2004-46, Class SK Long ABS-mortgage backed security US $9K – 0.00
FNMA, REMIC, Series 2004-51, Class SY Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2004-61, Class SK Long ABS-mortgage backed security US $14K – 0.00
FNMA, REMIC, Series 2004-79, Class ZE Long ABS-mortgage backed security US $294K – 0.06
FNMA, REMIC, Series 2004-91, Class HC Long ABS-mortgage backed security US $428K – 0.08
FNMA, REMIC, Series 2005-45, Class DC Long ABS-mortgage backed security US $35K – 0.01
FNMA, REMIC, Series 2005-84, Class XM Long ABS-mortgage backed security US $21K – 0.00
FNMA, REMIC, Series 2006-110 Long ABS-mortgage backed security US $11K – 0.00
FNMA, REMIC, Series 2006-117, Class GS Long ABS-mortgage backed security US $1K – 0.00
FNMA, REMIC, Series 2006-22, Class AO Long ABS-mortgage backed security US $13K – 0.00
FNMA, REMIC, Series 2006-46, Class SW Long ABS-mortgage backed security US $5K – 0.00
FNMA, REMIC, Series 2007-100, Class SM Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2007-53, Class SH Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2007-7, Class SG Long ABS-mortgage backed security US $6K – 0.00
FNMA, REMIC, Series 2007-88, Class VI Long ABS-mortgage backed security US $5K – 0.00
FNMA, REMIC, Series 2008-1, Class BI Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2008-16, Class IS Long ABS-mortgage backed security US $462.37 – 0.00
FNMA, REMIC, Series 2008-46, Class HI Long ABS-mortgage backed security US $764.21 – 0.00
FNMA, REMIC, Series 2008-53, Class CI Long ABS-mortgage backed security US $912.44 – 0.00
FNMA, REMIC, Series 2009-112, Class ST Long ABS-mortgage backed security US $2K – 0.00
FNMA, REMIC, Series 2010-102, Class PN Long ABS-mortgage backed security US $405K – 0.08
FNMA, REMIC, Series 2010-134, Class KZ Long ABS-mortgage backed security US $186K – 0.04
FNMA, REMIC, Series 2010-35, Class SB Long ABS-mortgage backed security US $670.06 – 0.00
FNMA, REMIC, Series 2010-80, Class PZ Long ABS-mortgage backed security US $380K – 0.07
FNMA, REMIC, Series 2012-30, Class DZ Long ABS-mortgage backed security US $156K – 0.03
FNMA, REMIC, Series 2013-128 Long ABS-mortgage backed security US $59K – 0.01
FNMA, REMIC, Series 2013-67, Class KZ Long ABS-mortgage backed security US $733K – 0.14
FNMA, REMIC, Series 2014-15, Class JI Long ABS-mortgage backed security US $143K – 0.03
FNMA, REMIC, Series 2014-19, Class Z Long ABS-mortgage backed security US $522K – 0.10
FNMA, REMIC, Series 2014-38, Class QI Long ABS-mortgage backed security US $51K – 0.01
FNMA, REMIC, Series 2016-38, Class NA Long ABS-mortgage backed security US $82K – 0.02
FNMA, REMIC, Series G93-17, Class SI Long ABS-mortgage backed security US $2.88 – 0.00
FNMA, REMIC, Whole Loan, Series 2003-7, Class A1 Long ABS-mortgage backed security US $86K – 0.02
FNMA, STRIPS Long Debt US $520K – 0.10
FNMA, STRIPS, Series 329, Class 1 Long ABS-mortgage backed security US $2K – 0.00
FNMA, STRIPS, Series 365, Class 8 Long ABS-mortgage backed security US $2K – 0.00
Ford Foundation (The), Series 2020 Long Debt US $56K – 0.01
Fortis, Inc. Long Debt CA $116K – 0.02
Foundation Finance Trust, Series 2020-1A, Class A Long ABS-other US $256K – 0.05
FREED ABS Trust, Series 2022-3FP, Class B Long ABS-other US $854K – 0.16
Freedom Frn Long ABS-mortgage backed security US $706K – 0.13
FREMF Mortgage Trust, Series 2014-K40, Class C Long ABS-mortgage backed security US $164K – 0.03
FREMF Mortgage Trust, Series 2015-K44, Class B Long ABS-mortgage backed security US $620K – 0.12
FREMF Mortgage Trust, Series 2015-K45, Class B Long ABS-mortgage backed security US $485K – 0.09
FREMF Mortgage Trust, Series 2016-K59, Class B Long ABS-mortgage backed security US $171K – 0.03
FREMF Mortgage Trust, Series 2018-K730, Class B Long ABS-mortgage backed security US $533K – 0.10
FREMF Mortgage Trust, Series 2019-K102, Class B Long ABS-mortgage backed security US $673K – 0.13
FREMF Mortgage Trust, Series 2019-KBF3, Class B (FREMF 2019-KBF3 Mortgage Trust) Long ABS-mortgage backed security US $968K – 0.19
GAIF Bond Issuer Pty. Ltd. Long Debt AU $74K – 0.01
Galaxy Pipeline Assets Bidco Ltd. Long Debt JE $195K – 0.04
General Mills, Inc. Long Debt US $223K – 0.04
General Mills, Inc. Long Debt US $73K – 0.01
General Motors Financial Co., Inc. Long Debt US $421K – 0.08
General Motors Financial Co., Inc. Long Debt US $175K – 0.03
General Motors Financial Co., Inc. Long Debt US $164K – 0.03
General Motors Financial Co., Inc. Long Debt US $110K – 0.02
General Motors Financial Co., Inc. Long Debt US $103K – 0.02
General Motors Financial Co., Inc. Long Debt US $77K – 0.01
Gilead Sciences, Inc. Long Debt US $229K – 0.04
Glencore Funding LLC Long Debt US $628K – 0.12
Glencore Funding LLC Long Debt US $112K – 0.02
Global Payments, Inc. Long Debt US $208K – 0.04
Global Payments, Inc. Long Debt US $90K – 0.02
Global Payments, Inc. Long Debt US $75K – 0.01
Global Payments, Inc. Long Debt US $41K – 0.01
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4 Long ABS-mortgage backed security US $39K – 0.01
GNMA I, 30 Year Long ABS-mortgage backed security US $568K – 0.11
GNMA I, 30 Year Long ABS-mortgage backed security US $561K – 0.11
GNMA I, 30 Year Long ABS-mortgage backed security US $526K – 0.10
GNMA I, 30 Year Long ABS-mortgage backed security US $329K – 0.06
GNMA I, 30 Year Long ABS-mortgage backed security US $27K – 0.01
GNMA I, 30 Year Long ABS-mortgage backed security US $12K – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $5K – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $3K – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $2K – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $1K – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $726.58 – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $654.9 – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $542.54 – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $427.32 – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $186.95 – 0.00
GNMA I, 30 Year Long ABS-mortgage backed security US $26.97 – 0.00
GNMA II Long ABS-mortgage backed security US $1M – 0.24
GNMA II Long ABS-mortgage backed security US $1M – 0.24
GNMA II Long ABS-mortgage backed security US $1M – 0.22
GNMA II Long ABS-mortgage backed security US $1M – 0.21
GNMA II Long ABS-mortgage backed security US $1M – 0.20
GNMA II Long ABS-mortgage backed security US $959K – 0.18
GNMA II, 30 Year Long ABS-mortgage backed security US $8M – 1.56
GNMA II, 30 Year Long ABS-mortgage backed security US $2M – 0.42
GNMA II, 30 Year Long ABS-mortgage backed security US $2M – 0.38
GNMA II, 30 Year Long ABS-mortgage backed security US $1M – 0.26
GNMA II, 30 Year Long ABS-mortgage backed security US $931K – 0.18
GNMA II, 30 Year Long ABS-mortgage backed security US $931K – 0.18
GNMA II, 30 Year Long ABS-mortgage backed security US $921K – 0.18
GNMA II, 30 Year Long ABS-mortgage backed security US $873K – 0.17
GNMA II, 30 Year Long ABS-mortgage backed security US $733K – 0.14
GNMA II, 30 Year Long ABS-mortgage backed security US $675K – 0.13
GNMA II, 30 Year Long ABS-mortgage backed security US $536K – 0.10
GNMA II, 30 Year Long ABS-mortgage backed security US $467K – 0.09
GNMA II, 30 Year Long ABS-mortgage backed security US $432K – 0.08
GNMA II, 30 Year Long ABS-mortgage backed security US $403K – 0.08
GNMA II, 30 Year Long ABS-mortgage backed security US $353K – 0.07
GNMA II, 30 Year Long ABS-mortgage backed security US $310K – 0.06
GNMA II, 30 Year Long ABS-mortgage backed security US $106K – 0.02
GNMA II, 30 Year Long ABS-mortgage backed security US $5K – 0.00
GNMA II, 30 Year Long ABS-mortgage backed security US $603.72 – 0.00
GNMA II, 30 Year Long ABS-mortgage backed security US $323.38 – 0.00
GNMA II, 30 Year Long ABS-mortgage backed security US $63.81 – 0.00
GNMA II, Other Long ABS-mortgage backed security US $72K – 0.01
GNMA, Series 2001-10, Class PE Long ABS-mortgage backed security US $169K – 0.03
GNMA, Series 2004-28, Class S Long ABS-mortgage backed security US $9K – 0.00
GNMA, Series 2006-38, Class OH Long ABS-mortgage backed security US $507K – 0.10
GNMA, Series 2007-45, Class QA Long ABS-mortgage backed security US $2K – 0.00
GNMA, Series 2007-76, Class SA Long ABS-mortgage backed security US $954.84 – 0.00
GNMA, Series 2008-2, Class MS Long ABS-mortgage backed security US $3K – 0.00
GNMA, Series 2008-55, Class SA Long ABS-mortgage backed security US $531.78 – 0.00
GNMA, Series 2009-104, Class KB Long ABS-mortgage backed security US $246K – 0.05
GNMA, Series 2009-106, Class ST Long ABS-mortgage backed security US $4K – 0.00
GNMA, Series 2009-14, Class KI Long ABS-mortgage backed security US $3K – 0.00
GNMA, Series 2009-14, Class NI Long ABS-mortgage backed security US $2K – 0.00
GNMA, Series 2009-22, Class SA Long ABS-mortgage backed security US $2K – 0.00
GNMA, Series 2009-31, Class TS Long ABS-mortgage backed security US $303.86 – 0.00
GNMA, Series 2009-6, Class SA Long ABS-mortgage backed security US $19.15 – 0.00
GNMA, Series 2009-6, Class SH Long ABS-mortgage backed security US $96.31 – 0.00
GNMA, Series 2009-64, Class SN Long ABS-mortgage backed security US $2K – 0.00
GNMA, Series 2009-79, Class OK Long ABS-mortgage backed security US $16K – 0.00
GNMA, Series 2010-130, Class CP Long ABS-mortgage backed security US $30K – 0.01
GNMA, Series 2011-75, Class SM Long ABS-mortgage backed security US $3K – 0.00
GNMA, Series 2011-H19, Class FA Long ABS-mortgage backed security US $187K – 0.04
GNMA, Series 2012-H23, Class SA Long ABS-mortgage backed security US $380K – 0.07
GNMA, Series 2013-69, Class MA Long ABS-mortgage backed security US $165K – 0.03
GNMA, Series 2013-H08, Class FC Long ABS-mortgage backed security US $180K – 0.03
GNMA, Series 2013-H09, Class HA Long ABS-mortgage backed security US $2K – 0.00
GNMA, Series 2014-H17, Class FC Long ABS-mortgage backed security US $167K – 0.03
GNMA, Series 2015-137, Class WA Long ABS-mortgage backed security US $162K – 0.03
GNMA, Series 2015-H16, Class FG Long ABS-mortgage backed security US $397K – 0.08
GNMA, Series 2015-H30, Class FE Long ABS-mortgage backed security US $513K – 0.10
GNMA, Series 2016-135, Class Z Long ABS-mortgage backed security US $209K – 0.04
GNMA, Series 2016-H11, Class FD Long ABS-mortgage backed security US $118K – 0.02
GNMA, Series 2016-H26, Class FC Long ABS-mortgage backed security US $88K – 0.02
GNMA, Series 2017-H14, Class FV Long ABS-mortgage backed security US $238K – 0.05
GNMA, Series 2020-30, Class PT Long ABS-mortgage backed security US $687K – 0.13
Gold Key Resorts LLC, Series 2014-A, Class A Long ABS-other US $1K – 0.00
Goldman Sachs Group, Inc. (The) Long Debt US $703K – 0.13
Goldman Sachs Group, Inc. (The) Long Debt US $346K – 0.07
Goldman Sachs Group, Inc. (The) Long Debt US $343K – 0.07
Goldman Sachs Group, Inc. (The) Long Debt US $275K – 0.05
Goldman Sachs Group, Inc. (The) Long Debt US $193K – 0.04
Goldman Sachs Group, Inc. (The) Long Debt US $174K – 0.03
Goldman Sachs Group, Inc. (The) Long Debt US $133K – 0.03
Goldman Sachs Group, Inc. (The) Long Debt US $102K – 0.02
Goldman Sachs Group, Inc. (The) Long Debt US $87K – 0.02
Goldman Sachs Group, Inc. (The) Long Debt US $77K – 0.01
Goldman Sachs Group, Inc. (The) Long Debt US $43K – 0.01
Goodgreen Trust, Series 2017-1A, Class A Long ABS-other US $30K – 0.01
Goodgreen Trust, Series 2017-2A, Class A Long ABS-other US $125K – 0.02
Goodgreen Trust, Series 2017-R1 Long ABS-mortgage backed security US $118K – 0.02
Goodgreen, Series 2019-2A, Class A Long ABS-other KY $201K – 0.04
Goodman US Finance Three LLC Long Debt US $40K – 0.01
Graphic Packaging International LLC Long Debt US $253K – 0.05
Gray Oak Pipeline LLC Long Debt US $337K – 0.06
Gray Oak Pipeline LLC Long Debt US $153K – 0.03
Gray Oak Pipeline LLC Long Debt US $133K – 0.03
GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3 Long ABS-mortgage backed security US $7K – 0.00
GSR Mortgage Loan Trust, Series 2004-6F, Class 1A2 Long ABS-mortgage backed security US $16K – 0.00
GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4 Long ABS-mortgage backed security US $50K – 0.01
GTP Acquisition Partners I LLC Long Debt US $64K – 0.01
Guardian Life Insurance Co. of America (The) Long Debt US $18K – 0.00
Hackensack Meridian Health, Inc., Series 2020 Long Debt US $279K – 0.05
Hackensack Meridian Health, Inc., Series 2020 Long Debt US $157K – 0.03
Haleon US Capital LLC Long Debt US $240K – 0.05
Halliburton Co. Long Debt US $66K – 0.01
Halliburton Co. Long Debt US $29K – 0.01
Hanover Insurance Group, Inc. (The) Long Debt US $96K – 0.02
Hartford Financial Services Group, Inc. (The) Long Debt US $59K – 0.01
Hasbro, Inc. Long Debt US $302K – 0.06
HCA, Inc. Long Debt US $340K – 0.07
HCA, Inc. Long Debt US $230K – 0.04
HCA, Inc. Long Debt US $117K – 0.02
Healthcare Realty Holdings LP Long Debt US $269K – 0.05
Healthcare Realty Holdings LP Long Debt US $125K – 0.02
Healthpeak OP LLC Long Debt US $286K – 0.05
Healthpeak OP LLC Long Debt US $121K – 0.02
Healthpeak OP LLC Long Debt US $79K – 0.02
HERO Funding Trust, Series 2016-3A, Class A1 Long ABS-other US $20K – 0.00
HERO Funding Trust, Series 2017-1A, Class A2 Long ABS-other KY $65K – 0.01
HERO Funding, Series 2017-3A, Class A2 Long ABS-other KY $87K – 0.02
HF Sinclair Corp. Long Debt US $251K – 0.05
HF Sinclair Corp. Long Debt US $139K – 0.03
Hilton Grand Vacations Trust, Series 2017-AA, Class A Long ABS-other US $26K – 0.00
Home Depot, Inc. (The) Long Debt US $198K – 0.04
Home Depot, Inc. (The) Long Debt US $108K – 0.02
Home RE Ltd., Series 2022-1, Class M1A Long ABS-mortgage backed security BM $805K – 0.15
Honeywell International, Inc. Long Debt US $142K – 0.03
HSBC Holdings plc Long Debt GB $326K – 0.06
HSBC Holdings plc Long Debt GB $261K – 0.05
HSBC Holdings plc Long Debt GB $245K – 0.05
HSBC Holdings plc Long Debt GB $242K – 0.05
HSBC Holdings plc Long Debt GB $228K – 0.04
HSBC Holdings plc Long Debt GB $176K – 0.03
HSBC Holdings plc Long Debt GB $168K – 0.03
HSBC Holdings plc Long Debt GB $128K – 0.02
Hydro-Quebec Long Debt CA $104K – 0.02
Hyundai Capital America Long Debt US $183K – 0.04
Hyundai Capital America Long Debt US $182K – 0.03
Hyundai Capital America Long Debt US $128K – 0.02
Hyundai Capital America Long Debt US $115K – 0.02
Hyundai Capital America Long Debt US $103K – 0.02
Hyundai Capital America Long Debt US $40K – 0.01
Impac Secured Assets Trust, Series 2006-1, Class 2A1 Long ABS-mortgage backed security US $4K – 0.00
ING Groep NV Long Debt NL $191K – 0.04
Intel Corp. Long Debt US $313K – 0.06
Intel Corp. Long Debt US $179K – 0.03
Intel Corp. Long Debt US $33K – 0.01
International Flavors & Fragrances, Inc. Long Debt US $161K – 0.03
International Flavors & Fragrances, Inc. Long Debt US $78K – 0.01
International Flavors & Fragrances, Inc. Long Debt US $64K – 0.01
International Flavors & Fragrances, Inc. Long Debt US $44K – 0.01
ITC Holdings Corp. Long Debt US $88K – 0.02
Jackson National Life Global Funding Long Debt US $82K – 0.02
JB Hunt Transport Services, Inc. Long Debt US $68K – 0.01
Jefferies Financial Group, Inc. Long Debt US $84K – 0.02
Jersey Central Power & Light Co. Long Debt US $39K – 0.01
Jersey Central Power & Light Co. Long Debt US $31K – 0.01
Jonah Energy Abs I LLC, Series 2022-1, Class A1 Long ABS-other US $478K – 0.09
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3 Long ABS-mortgage backed security US $7K – 0.00
JPMorgan Prime Money Market Fund, Class Institutional Long Short-term investment vehicle US $6M 6M 1.16
Kansas City Southern Long Debt US $180K – 0.03
Kellogg Co. Long Debt US $290K – 0.06
KeyCorp Long Debt US $49K – 0.01
Kinder Morgan, Inc. Long Debt US $313K – 0.06
Kingdom of Saudi Arabia Long Debt SA $164K – 0.03
KLA Corp. Long Debt US $115K – 0.02
Kraft Heinz Foods Co. Long Debt US $183K – 0.04
Kraft Heinz Foods Co. Long Debt US $133K – 0.03
Kroger Co. (The) Long Debt US $419K – 0.08
Kroger Co. (The) Long Debt US $18K – 0.00
Lear Corp. Long Debt US $86K – 0.02
Leidos, Inc. Long Debt US $153K – 0.03
Leidos, Inc. Long Debt US $97K – 0.02
Lending Funding Trust, Series 2020-2A, Class C Long ABS-other US $865K – 0.17
Lendmark Funding Trust, Series 2022-1A, Class C Long ABS-other US $1M – 0.22
Lennar Corp. Long Debt US $94K – 0.02
Lennox International, Inc. Long Debt US $495K – 0.09
LHOME Mortgage Trust, Series 2021-RTL1, Class A1 Long ABS-mortgage backed security US $498K – 0.10
Liberty Mutual Group, Inc. Long Debt US $157K – 0.03
Liberty Mutual Group, Inc. Long Debt US $26K – 0.00
Life Storage LP Long Debt US $246K – 0.05
Life Storage LP Long Debt US $138K – 0.03
Life Storage LP Long Debt US $101K – 0.02
Lloyds Banking Group plc Long Debt GB $277K – 0.05
Lloyds Banking Group plc Long Debt GB $215K – 0.04
Lloyds Banking Group plc Long Debt GB $213K – 0.04
Lloyds Banking Group plc Long Debt GB $190K – 0.04
Lloyds Banking Group plc Long Debt GB $189K – 0.04
Long Beach Mortgage Loan Trust, Series 2003-4, Class M1 Long ABS-other US $4K – 0.00
Long Beach Mortgage Loan Trust, Series 2004-1, Class M1 Long ABS-other US $22K – 0.00
Lowe's Cos., Inc. Long Debt US $348K – 0.07
Lowe's Cos., Inc. Long Debt US $90K – 0.02
LSEGA Financing plc Long Debt GB $408K – 0.08
LYB International Finance III LLC Long Debt US $174K – 0.03
LYB International Finance III LLC Long Debt US $72K – 0.01
Macquarie Bank Ltd. Long Debt AU $152K – 0.03
Macquarie Group Ltd. Long Debt AU $335K – 0.06
Macquarie Group Ltd. Long Debt AU $217K – 0.04
Macquarie Group Ltd. Long Debt AU $187K – 0.04
Magellan Midstream Partners LP Long Debt US $13K – 0.00
Marathon Petroleum Corp. Long Debt US $156K – 0.03
Mariner Finance Issuance Trust, Series 2019-AA, Class A Long ABS-other US $311K – 0.06
Marlette Funding Trust, Series 2021-3A, Class C Long ABS-other US $1M – 0.24
Martin Marietta Materials, Inc. Long Debt US $96K – 0.02
Martin Marietta Materials, Inc. Long Debt US $49K – 0.01
Masco Corp. Long Debt US $85K – 0.02
Masco Corp. Long Debt US $72K – 0.01
Massachusetts Electric Co. Long Debt US $43K – 0.01
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 Long ABS-mortgage backed security US $6K – 0.00
MASTR Alternative Loan Trust, Series 2003-9, Class 8A1 Long ABS-mortgage backed security US $27K – 0.01
MASTR Alternative Loan Trust, Series 2004-10, Class 1A1 Long ABS-mortgage backed security US $644.73 – 0.00
MASTR Alternative Loan Trust, Series 2004-4, Class 10A1 Long ABS-mortgage backed security US $9K – 0.00
MASTR Alternative Loan Trust, Series 2004-6, Class 7A1 Long ABS-mortgage backed security US $48K – 0.01
MASTR Alternative Loan Trust, Series 2004-7, Class 30PO Long ABS-mortgage backed security US $3K – 0.00
MASTR Alternative Loan Trust, Series 2004-8, Class 6A1 Long ABS-mortgage backed security US $127.43 – 0.00
MASTR Asset Securitization Trust, Series 2003-11, Class 9A6 Long ABS-mortgage backed security US $41K – 0.01
MASTR Asset Securitization Trust, Series 2003-12, Class 15PO Long ABS-mortgage backed security US $75.78 – 0.00
MASTR Asset Securitization Trust, Series 2004-6, Class 15PO Long ABS-mortgage backed security US $81.44 – 0.00
MASTR Resecuritization Trust, Series 2005-PO, Class 3PO Long ABS-mortgage backed security US $3K – 0.00
McCormick & Co., Inc. Long Debt US $292K – 0.06
McDonald's Corp. Long Debt US $60K – 0.01
Mead Johnson Nutrition Co. Long Debt US $27K – 0.01
Memorial Health Services Long Debt US $188K – 0.04
MetLife, Inc. Long Debt US $23K – 0.00
Microchip Technology, Inc. Long Debt US $88K – 0.02
Microchip Technology, Inc. Long Debt US $86K – 0.02
Microchip Technology, Inc. Long Debt US $72K – 0.01
Microsoft Corp. Long Debt US $124K – 0.02
Microsoft Corp. Long Debt US $65K – 0.01
Microsoft Corp. Long Debt US $56K – 0.01
Microsoft Corp. Long Debt US $49K – 0.01
Microsoft Corp. Long Debt US $30K – 0.01
Mid-America Apartments LP Long Debt US $220K – 0.04
Mid-America Apartments LP Long Debt US $119K – 0.02
Mid-Atlantic Interstate Transmission LLC Long Debt US $39K – 0.01
MidAmerican Energy Co. Long Debt US $58K – 0.01
Mitsubishi UFJ Financial Group, Inc. Long Debt JP $442K – 0.08
Mitsubishi UFJ Financial Group, Inc. Long Debt JP $278K – 0.05
Mitsubishi UFJ Financial Group, Inc. Long Debt JP $212K – 0.04
Mitsubishi UFJ Financial Group, Inc. Long Debt JP $195K – 0.04
Mizuho Financial Group, Inc. Long Debt JP $408K – 0.08
Mizuho Financial Group, Inc. Long Debt JP $382K – 0.07
Mizuho Financial Group, Inc. Long Debt JP $224K – 0.04
Mizuho Financial Group, Inc. Long Debt JP $189K – 0.04
Morgan Stanley Long Debt US $516K – 0.10
Morgan Stanley Long Debt US $220K – 0.04
Morgan Stanley Long Debt US $210K – 0.04
Morgan Stanley Long Debt US $204K – 0.04
Morgan Stanley Long Debt US $156K – 0.03
Morgan Stanley Long Debt US $153K – 0.03
Morgan Stanley Long Debt US $97K – 0.02
Morgan Stanley Long Debt US $91K – 0.02
Morgan Stanley Long Debt US $75K – 0.01
Morgan Stanley Long Debt US $36K – 0.01
Morgan Stanley Long Debt US $19K – 0.00
Mount Sinai Hospitals Group, Inc., Series 2017 Long Debt US $69K – 0.01
MPLX LP Long Debt US $259K – 0.05
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A Long ABS-mortgage backed security US $676K – 0.13
MRCD MARK Mortgage Trust, Series 2019-PARK, Class D Long ABS-mortgage backed security US $859K – 0.16
MultiCare Health System Long Debt US $74K – 0.01
MVW LLC, Series 2019-2A, Class B Long ABS-other US $228K – 0.04
MVW Owner Trust, Series 2019-1A, Class A Long ABS-other US $56K – 0.01
Mylan, Inc. Long Debt US $18K – 0.00
MyMichigan Health, Series 2020 Long Debt US $58K – 0.01
NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 Long ABS-mortgage backed security US $14K – 0.00
National Australia Bank Ltd. Long Debt AU $385K – 0.07
National Australia Bank Ltd. Long Debt AU $195K – 0.04
National Retail Properties, Inc. Long Debt US $141K – 0.03
National Retail Properties, Inc. Long Debt US $55K – 0.01
NatWest Group plc Long Debt GB $398K – 0.08
NatWest Group plc Long Debt GB $274K – 0.05
NatWest Group plc Long Debt GB $223K – 0.04
NatWest Group plc Long Debt GB $192K – 0.04
NatWest Group plc Long Debt GB $188K – 0.04
Nevada Power Co., Series CC Long Debt US $96K – 0.02
New Century Home Equity Loan Trust, Series 2005-1, Class M1 Long ABS-other US $21K – 0.00
New England Power Co. Long Debt US $37K – 0.01
New York Life Global Funding Long Debt US $60K – 0.01
New York Life Insurance Co. Long Debt US $90K – 0.02
New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series 2010-D Long Debt US $32K – 0.01
New York State Electric & Gas Corp. Long Debt US $48K – 0.01
NextEra Energy Capital Holdings, Inc. Long Debt US $168K – 0.03
NextEra Energy Capital Holdings, Inc. Long Debt US $26K – 0.00
NGPL PipeCo LLC Long Debt US $182K – 0.03
Niagara Mohawk Power Corp. Long Debt US $203K – 0.04
Niagara Mohawk Power Corp. Long Debt US $18K – 0.00
NiSource, Inc. Long Debt US $473K – 0.09
NiSource, Inc. Long Debt US $150K – 0.03
NiSource, Inc. Long Debt US $76K – 0.01
Nomura Holdings, Inc. Long Debt JP $201K – 0.04
Nomura Holdings, Inc. Long Debt JP $162K – 0.03
Nordea Bank Abp Long Debt FI $201K – 0.04
Norfolk Southern Corp. Long Debt US $60K – 0.01
Norfolk Southern Corp. Long Debt US $33K – 0.01
Northern Trust Corp. Long Debt US $26K – 0.01
Northrop Grumman Corp. Long Debt US $142K – 0.03
Northwestern Mutual Global Funding Long Debt US $168K – 0.03
NOV, Inc. Long Debt US $181K – 0.03
NRG Energy, Inc. Long Debt US $180K – 0.03
NRG Energy, Inc. Long Debt US $167K – 0.03
NRG Energy, Inc. Long Debt US $100K – 0.02
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A Long ABS-other US $479K – 0.09
NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A Long ABS-other US $1M – 0.21
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A Long ABS-other US $691K – 0.13
Nucor Corp. Long Debt US $20K – 0.00
Nutrien Ltd. Long Debt CA $80K – 0.02
Nutrien Ltd. Long Debt CA $68K – 0.01
Nutrien Ltd. Long Debt CA $37K – 0.01
Nutrien Ltd. Long Debt CA $24K – 0.00
Nuveen LLC Long Debt US $154K – 0.03
nVent Finance SARL Long Debt LU $71K – 0.01
NXP BV Long Debt US $296K – 0.06
NXP BV Long Debt US $268K – 0.05
NXP BV Long Debt US $136K – 0.03
O'Reilly Automotive, Inc. Long Debt US $78K – 0.01
O'Reilly Automotive, Inc. Long Debt US $47K – 0.01
Octane Receivables Trust, Series 2022-2A, Class D Long ABS-other US $1M – 0.27
OGE Energy Corp. Long Debt US $134K – 0.03
Ohio State University (The), General Receipts, Series 2011-A Long Debt US $90K – 0.02
Oklahoma Gas and Electric Co. Long Debt US $164K – 0.03
Oncor Electric Delivery Co. LLC Long Debt US $158K – 0.03
Oncor Electric Delivery Co. LLC Long Debt US $27K – 0.01
ONE Gas, Inc. Long Debt US $170K – 0.03
OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B Long ABS-other US $947K – 0.18
OneMain Direct Auto Receivables Trust, Series 2021-1A, Class A Long ABS-other US $1M – 0.20
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class D Long ABS-other US $692K – 0.13
ONEOK Partners LP Long Debt US $16K – 0.00
ONEOK, Inc. Long Debt US $232K – 0.04
OneSky Loan Trust, 1st Lien Term Loan Long Loan US $639K – 0.12
Oportun Funding LLC, Series 2019-A, Class A Long ABS-other US $304K – 0.06
Oracle Corp. Long Debt US $349K – 0.07
Oracle Corp. Long Debt US $304K – 0.06
Oracle Corp. Long Debt US $209K – 0.04
Oracle Corp. Long Debt US $84K – 0.02
ORIX Corp. Long Debt JP $97K – 0.02
Otis Worldwide Corp. Long Debt US $246K – 0.05
Pacific Gas and Electric Co. Long Debt US $553K – 0.11
Pacific Gas and Electric Co. Long Debt US $171K – 0.03
Pacific Gas and Electric Co. Long Debt US $162K – 0.03
Pacific Gas and Electric Co. Long Debt US $138K – 0.03
Pacific Gas and Electric Co. Long Debt US $41K – 0.01
Pacific Gas and Electric Co. Long Debt US $23K – 0.00
Pacific Life Insurance Co. Long Debt US $104K – 0.02
Packaging Corp. of America Long Debt US $127K – 0.02
Pagaya AI Debt Selection Trust, Series 2021-1, Class A Long ABS-other US $208K – 0.04
Pagaya AI Technology in Housing Trust, Series 2022-1, Class A Long ABS-other US $1M – 0.26
Paramount Global Long Debt US $38K – 0.01
Park Aerospace Holdings Ltd. Long Debt KY $23K – 0.00
Parker-Hannifin Corp. Long Debt US $28K – 0.01
PECO Energy Co. Long Debt US $68K – 0.01
Pendoor Proper Long ABS-mortgage backed security US $953K – 0.18
Pennsylvania Electric Co. Long Debt US $18K – 0.00
Penske Truck Leasing Co. LP Long Debt US $72K – 0.01
Penske Truck Leasing Co. LP Long Debt US $24K – 0.00
Penske Truck Leasing Co. LP Long Debt US $23K – 0.00
Pepperdine University, Series 2020 Long Debt US $80K – 0.02
PG&E Recovery Funding LLC, Series A-3 Long Debt US $260K – 0.05
PG&E Wildfire Recovery Funding LLC, Series A-2 Long Debt US $155K – 0.03
PG&E Wildfire Recovery Funding LLC, Series A-4 Long Debt US $113K – 0.02
PG&E Wildfire Recovery Funding LLC, Series A-5 Long Debt US $209K – 0.04
PHH Alternative Mortgage Trust, Series 2007-2, Class 2X Long ABS-mortgage backed security US $14K – 0.00
Phillips 66 Long Debt US $274K – 0.05
Phillips 66 Co. Long Debt US $86K – 0.02
Phillips 66 Co. Long Debt US $70K – 0.01
Physicians Realty LP Long Debt US $102K – 0.02
Piedmont Natural Gas Co., Inc. Long Debt US $186K – 0.04
Pioneer Natural Resources Co. Long Debt US $220K – 0.04
Plains All American Pipeline LP Long Debt US $22K – 0.00
PNC Bank NA Long Debt US $240K – 0.05
PNC Financial Services Group, Inc. (The) Long Debt US $356K – 0.07
PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A Long ABS-other US $849K – 0.16
Port Authority of New York and New Jersey, Consolidated, Series 164 (Port Authority of New York & New Jersey) Long Debt US $140K – 0.03
Potomac Electric Power Co. Long Debt US $85K – 0.02
PPL Electric Utilities Corp. Long Debt US $233K – 0.04
PRET LLC, Series 2021-NPL6, Class A1 Long ABS-other US $618K – 0.12
PRET LLC, Series 2021-RN4, Class A1 Long ABS-other US $1M – 0.24
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1 Long ABS-other US $707K – 0.14
Principal Financial Group, Inc. Long Debt US $28K – 0.01
Progress Residential Trust, Series 2019-SFR4, Class D Long ABS-other US $764K – 0.15
Progress Residential Trust, Series 2020-SFR1, Class E Long ABS-other US $835K – 0.16
Progress Residential Trust, Series 2022-SFR2, Class A Long ABS-other US $509K – 0.10
Progress Residential Trust, Series 2022-SFR2, Class E1 Long ABS-other US $638K – 0.12
Prologis LP Long Debt US $85K – 0.02
Prologis LP Long Debt US $85K – 0.02
Prologis LP Long Debt US $17K – 0.00
Prologis LP Long Debt US $17K – 0.00
Providence St. Joseph Health Obligated Group, Series H Long Debt US $34K – 0.01
Prudential Financial, Inc. Long Debt US $48K – 0.01
Prudential Insurance Co. of America (The) Long Debt US $158K – 0.03
Public Service Co. of Oklahoma Long Debt US $286K – 0.05
Public Service Co. of Oklahoma, Series G Long Debt US $192K – 0.04
Public Service Electric and Gas Co. Long Debt US $28K – 0.01
Public Storage Long Debt US $137K – 0.03
Public Storage Long Debt US $109K – 0.02
Quanta Services, Inc. Long Debt US $310K – 0.06
Quanta Services, Inc. Long Debt US $214K – 0.04
Quest Diagnostics, Inc. Long Debt US $16K – 0.00
Raytheon Technologies Corp. Long Debt US $230K – 0.04
Raytheon Technologies Corp. Long Debt US $121K – 0.02
Raytheon Technologies Corp. Long Debt US $82K – 0.02
Raytheon Technologies Corp. Long Debt US $76K – 0.01
Raytheon Technologies Corp. Long Debt US $66K – 0.01
Raytheon Technologies Corp. Long Debt US $28K – 0.01
Realty Income Corp. Long Debt US $276K – 0.05
Regency Centers LP Long Debt US $186K – 0.04
Regeneron Pharmaceuticals, Inc. Long Debt US $372K – 0.07
Reliance Steel & Aluminum Co. Long Debt US $551K – 0.11
Renew, Series 2017-1A, Class A Long ABS-other KY $29K – 0.01
Republic Services, Inc. Long Debt US $122K – 0.02
RMIP Long ABS-mortgage backed security US $124K – 0.02
Rogers Communications, Inc. Long Debt CA $148K – 0.03
Roper Technologies, Inc. Long Debt US $303K – 0.06
Roper Technologies, Inc. Long Debt US $132K – 0.03
Royalty Pharma plc Long Debt GB $89K – 0.02
RPM International, Inc. Long Debt US $248K – 0.05
S&P Global, Inc. Long Debt US $341K – 0.07
S&P Global, Inc. Long Debt US $172K – 0.03
Sabine Pass Liquefaction LLC Long Debt US $448K – 0.09
Sabine Pass Liquefaction LLC Long Debt US $236K – 0.05
Sabine Pass Liquefaction LLC Long Debt US $193K – 0.04
Sabra Health Care LP Long Debt US $154K – 0.03
SACO I, Inc., Series 1997-2, Class 1A5 Long ABS-mortgage backed security US $1K – 0.00
Safehold Operating Partnership LP Long Debt US $311K – 0.06
San Diego Gas & Electric Co. Long Debt US $71K – 0.01
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3 Long ABS-other US $1M – 0.22
Santander UK Group Holdings plc Long Debt GB $478K – 0.09
Santander UK Group Holdings plc Long Debt GB $237K – 0.05
Santander UK Group Holdings plc Long Debt GB $191K – 0.04
SART Long ABS-mortgage backed security US $115K – 0.02
SART Long ABS-mortgage backed security US $82K – 0.02
SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3 Long ABS-mortgage backed security US $835K – 0.16
Scentre Group Trust 1 Long Debt AU $165K – 0.03
SCF Equipment Leasing LLC, Series 2022-2A, Class C Long ABS-other US $809K – 0.15
Schlumberger Finance Canada Ltd. Long Debt CA $277K – 0.05
Schlumberger Holdings Corp. Long Debt US $78K – 0.01
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT Long ABS-mortgage backed security US $415K – 0.08
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB Long ABS-mortgage backed security US $256K – 0.05
Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU Long ABS-mortgage backed security US $733K – 0.14
Shire Acquisitions Investments Ireland DAC Long Debt IE $223K – 0.04
Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class C Long ABS-other US $161K – 0.03
Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A Long ABS-other US $197K – 0.04
SITE Centers Corp. Long Debt US $58K – 0.01
SLG Office Trust, Series 2021-OVA, Class A Long ABS-mortgage backed security US $2M – 0.31
Smithfield Foods, Inc. Long Debt US $303K – 0.06
Smithfield Foods, Inc. Long Debt US $149K – 0.03
Societe Generale SA Long Debt FR $394K – 0.08
Societe Generale SA Long Debt FR $227K – 0.04
Societe Generale SA Long Debt FR $186K – 0.04
Southern California Edison Co. Long Debt US $120K – 0.02
Southern California Edison Co. Long Debt US $83K – 0.02
Southern California Edison Co., Series 05-B Long Debt US $80K – 0.02
Southern California Edison Co., Series B Long Debt US $76K – 0.01
Southern California Edison Co., Series C Long Debt US $52K – 0.01
Southern California Gas Co. Long Debt US $230K – 0.04
Southern California Gas Co., Series XX Long Debt US $170K – 0.03
Southern Co. Gas Capital Corp. Long Debt US $100K – 0.02
Southern Co. Gas Capital Corp. Long Debt US $35K – 0.01
Southern Co. Gas Capital Corp. Long Debt US $19K – 0.00
Southern Co. Gas Capital Corp. Long Debt US $16K – 0.00
Southern Co. Gas Capital Corp. Long Debt US $16K – 0.00
Southern Natural Gas Co. LLC Long Debt US $62K – 0.01
Southern Natural Gas Co. LLC Long Debt US $22K – 0.00
Southern Power Co. Long Debt US $47K – 0.01
Southwest Gas Corp. Long Debt US $33K – 0.01
Spectra Energy Partners LP Long Debt US $21K – 0.00
Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA Long ABS-other US $39K – 0.01
Standard Chartered plc Long Debt GB $215K – 0.04
Starbucks Corp. Long Debt US $444K – 0.08
State Street Corp. Long Debt US $199K – 0.04
Steel Dynamics, Inc. Long Debt US $108K – 0.02
Stellantis Finance US, Inc. Long Debt US $162K – 0.03
Sumitomo Mitsui Financial Group, Inc. Long Debt JP $382K – 0.07
Sumitomo Mitsui Financial Group, Inc. Long Debt JP $376K – 0.07
Sumitomo Mitsui Financial Group, Inc. Long Debt JP $306K – 0.06
Sumitomo Mitsui Financial Group, Inc. Long Debt JP $23K – 0.00
Sumitomo Mitsui Trust Bank Ltd. Long Debt JP $364K – 0.07
Suncor Energy, Inc. Long Debt CA $159K – 0.03
Suncor Energy, Inc. Long Debt CA $62K – 0.01
Sydney Airport Finance Co. Pty. Ltd. Long Debt AU $348K – 0.07
T-Mobile USA, Inc. Long Debt US $798K – 0.15
T-Mobile USA, Inc. Long Debt US $332K – 0.06
Takeda Pharmaceutical Co. Ltd. Long Debt JP $416K – 0.08
Takeda Pharmaceutical Co. Ltd. Long Debt JP $161K – 0.03
Tampa Electric Co. Long Debt US $87K – 0.02
Targa Resources Corp. Long Debt US $90K – 0.02
Teachers Insurance & Annuity Association of America Long Debt US $42K – 0.01
Tennessee Valley Authority Long Debt US $161K – 0.03
Tennessee Valley Authority Long Debt US $95K – 0.02
Tennessee Valley Authority Long Debt US $93K – 0.02
Texas Eastern Transmission LP Long Debt US $14K – 0.00
Texas Health Resources Long Debt US $84K – 0.02
Texas Natural Gas Securitization Finance Corp. Long Debt US $291K – 0.06
Thermo Fisher Scientific, Inc. Long Debt US $275K – 0.05
Time Warner Cable Enterprises LLC Long Debt US $102K – 0.02
Time Warner Cable LLC Long Debt US $86K – 0.02
Time Warner Cable LLC Long Debt US $52K – 0.01
Time Warner Cable LLC Long Debt US $49K – 0.01
Toledo Edison Co. (The) Long Debt US $54K – 0.01
Toronto-Dominion Bank (The) Long Debt CA $243K – 0.05
TotalEnergies Capital International SA Long Debt FR $274K – 0.05
TotalEnergies Capital International SA Long Debt FR $193K – 0.04
TotalEnergies Capital International SA Long Debt FR $115K – 0.02
Towd Point Mortgage Trust, Series 2021-R1, Class A1 Long ABS-mortgage backed security US $1M – 0.22
Trane Technologies Financing Ltd. Long Debt IE $155K – 0.03
TransCanada PipeLines Ltd. Long Debt CA $74K – 0.01
TransCanada PipeLines Ltd. Long Debt CA $74K – 0.01
Tricon Residential Trust, Series 2022-SFR1, Class D Long ABS-other US $436K – 0.08
Triton Container International Ltd. Long Debt BM $254K – 0.05
Truist Financial Corp. Long Debt US $180K – 0.03
TSMC Global Ltd. Long Debt VG $202K – 0.04
TVC Mortgage Trust, Series 2020-RTL1, Class A1 Long ABS-mortgage backed security US $165K – 0.03
Tyson Foods, Inc. Long Debt US $85K – 0.02
U.S. Treasury 10 Year Note Derivative-interest rate US $70K – 0.01
U.S. Treasury 2 Year Note Derivative-interest rate US $77K – 0.01
U.S. Treasury 5 Year Note Derivative-interest rate US $81K – 0.02
U.S. Treasury Bonds (United States of America) Long Debt US $5M – 0.89
U.S. Treasury Bonds (United States of America) Long Debt US $5M – 0.87
U.S. Treasury Bonds (United States of America) Long Debt US $4M – 0.73
U.S. Treasury Bonds (United States of America) Long Debt US $3M – 0.66
U.S. Treasury Bonds (United States of America) Long Debt US $3M – 0.59
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.46
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.45
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.39
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.39
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.31
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.30
U.S. Treasury Bonds (United States of America) Long Debt US $2M – 0.29
U.S. Treasury Bonds (United States of America) Long Debt US $1M – 0.27
U.S. Treasury Bonds (United States of America) Long Debt US $1M – 0.26
U.S. Treasury Bonds (United States of America) Long Debt US $1M – 0.24
U.S. Treasury Bonds (United States of America) Long Debt US $1M – 0.20
U.S. Treasury Bonds (United States of America) Long Debt US $1M – 0.20
U.S. Treasury Bonds (United States of America) Long Debt US $1M – 0.19
U.S. Treasury Bonds (United States of America) Long Debt US $930K – 0.18
U.S. Treasury Bonds (United States of America) Long Debt US $870K – 0.17
U.S. Treasury Bonds (United States of America) Long Debt US $866K – 0.17
U.S. Treasury Bonds (United States of America) Long Debt US $855K – 0.16
U.S. Treasury Bonds (United States of America) Long Debt US $845K – 0.16
U.S. Treasury Bonds (United States of America) Long Debt US $830K – 0.16
U.S. Treasury Bonds (United States of America) Long Debt US $823K – 0.16
U.S. Treasury Bonds (United States of America) Long Debt US $812K – 0.16
U.S. Treasury Bonds (United States of America) Long Debt US $624K – 0.12
U.S. Treasury Bonds (United States of America) Long Debt US $578K – 0.11
U.S. Treasury Bonds (United States of America) Long Debt US $524K – 0.10
U.S. Treasury Bonds (United States of America) Long Debt US $508K – 0.10
U.S. Treasury Bonds (United States of America) Long Debt US $486K – 0.09
U.S. Treasury Bonds (United States of America) Long Debt US $450K – 0.09
U.S. Treasury Bonds (United States of America) Long Debt US $373K – 0.07
U.S. Treasury Bonds (United States of America) Long Debt US $340K – 0.06
U.S. Treasury Bonds (United States of America) Long Debt US $157K – 0.03
U.S. Treasury Bonds (United States of America) Long Debt US $155K – 0.03
U.S. Treasury Bonds (United States of America) Long Debt US $137K – 0.03
U.S. Treasury Bonds (United States of America) Long Debt US $115K – 0.02
U.S. Treasury Bonds (United States of America) Long Debt US $84K – 0.02
U.S. Treasury Bonds (United States of America) Long Debt US $79K – 0.02
U.S. Treasury Bonds (United States of America) Long Debt US $24K – 0.00
U.S. Treasury Inflation Indexed Bonds (United States of America) Long Debt US $619K – 0.12
U.S. Treasury Inflation Indexed Bonds (United States of America) Long Debt US $149K – 0.03
U.S. Treasury Notes (United States of America) Long Debt US $16M – 3.05
U.S. Treasury Notes (United States of America) Long Debt US $7M – 1.29
U.S. Treasury Notes (United States of America) Long Debt US $5M – 0.93
U.S. Treasury Notes (United States of America) Long Debt US $4M – 0.81
U.S. Treasury Notes (United States of America) Long Debt US $4M – 0.69
U.S. Treasury Notes (United States of America) Long Debt US $3M – 0.67
U.S. Treasury Notes (United States of America) Long Debt US $3M – 0.58
U.S. Treasury Notes (United States of America) Long Debt US $3M – 0.55
U.S. Treasury Notes (United States of America) Long Debt US $3M – 0.54
U.S. Treasury Notes (United States of America) Long Debt US $3M – 0.51
U.S. Treasury Notes (United States of America) Long Debt US $3M – 0.49
U.S. Treasury Notes (United States of America) Long Debt US $2M – 0.42
U.S. Treasury Notes (United States of America) Long Debt US $2M – 0.41
U.S. Treasury Notes (United States of America) Long Debt US $2M – 0.38
U.S. Treasury Notes (United States of America) Long Debt US $2M – 0.37
U.S. Treasury Notes (United States of America) Long Debt US $2M – 0.32
U.S. Treasury Notes (United States of America) Long Debt US $2M – 0.30
U.S. Treasury Notes (United States of America) Long Debt US $1M – 0.19
U.S. Treasury Notes (United States of America) Long Debt US $961K – 0.18
U.S. Treasury Notes (United States of America) Long Debt US $956K – 0.18
U.S. Treasury Notes (United States of America) Long Debt US $709K – 0.14
U.S. Treasury Notes (United States of America) Long Debt US $700K – 0.13
U.S. Treasury Notes (United States of America) Long Debt US $697K – 0.13
U.S. Treasury Notes (United States of America) Long Debt US $690K – 0.13
U.S. Treasury Notes (United States of America) Long Debt US $595K – 0.11
U.S. Treasury Notes (United States of America) Long Debt US $590K – 0.11
U.S. Treasury Notes (United States of America) Long Debt US $585K – 0.11
U.S. Treasury Notes (United States of America) Long Debt US $553K – 0.11
U.S. Treasury Notes (United States of America) Long Debt US $341K – 0.07
U.S. Treasury Notes (United States of America) Long Debt US $310K – 0.06
U.S. Treasury Notes (United States of America) Long Debt US $278K – 0.05
U.S. Treasury Notes (United States of America) Long Debt US $238K – 0.05
U.S. Treasury Notes (United States of America) Long Debt US $228K – 0.04
U.S. Treasury Notes (United States of America) Long Debt US $210K – 0.04
U.S. Treasury Notes (United States of America) Long Debt US $163K – 0.03
U.S. Treasury Notes (United States of America) Long Debt US $154K – 0.03
U.S. Treasury Notes (United States of America) Long Debt US $143K – 0.03
U.S. Treasury Notes (United States of America) Long Debt US $108K – 0.02
U.S. Treasury Notes (United States of America) Long Debt US $92K – 0.02
U.S. Treasury Notes (United States of America) Long Debt US $91K – 0.02
U.S. Treasury Notes (United States of America) Long Debt US $79K – 0.02
U.S. Treasury Notes (United States of America) Long Debt US $68K – 0.01
U.S. Treasury Notes (United States of America) Long Debt US $56K – 0.01
U.S. Treasury Notes (United States of America) Long Debt US $46K – 0.01
U.S. Treasury Notes (United States of America) Long Debt US $29K – 0.01
U.S. Treasury Notes (United States of America) Long Debt US $26K – 0.00
U.S. Treasury Notes (United States of America) Long Debt US $10K – 0.00
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $3M – 0.52
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $2M – 0.46
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $2M – 0.36
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $811K – 0.16
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $693K – 0.13
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $624K – 0.12
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $601K – 0.11
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $563K – 0.11
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $558K – 0.11
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $533K – 0.10
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $519K – 0.10
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $381K – 0.07
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $315K – 0.06
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $279K – 0.05
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $264K – 0.05
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $260K – 0.05
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $254K – 0.05
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $232K – 0.04
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $230K – 0.04
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $219K – 0.04
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $213K – 0.04
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $206K – 0.04
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $168K – 0.03
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $159K – 0.03
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $158K – 0.03
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $116K – 0.02
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $103K – 0.02
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $89K – 0.02
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $68K – 0.01
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $48K – 0.01
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $46K – 0.01
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $42K – 0.01
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $41K – 0.01
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $32K – 0.01
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $23K – 0.00
U.S. Treasury STRIPS Bonds (United States of America) Long Debt US $20K – 0.00
U.S. Treasury Ultra Bond Derivative-interest rate US $155K – 0.03
UBS Group AG Long Debt CH $383K – 0.07
UBS Group AG Long Debt CH $230K – 0.04
UBS Group AG Long Debt CH $208K – 0.04
UBS Group AG Long Debt CH $194K – 0.04
UBS Group AG Long Debt CH $176K – 0.03
UBS Group AG Long Debt CH $160K – 0.03
UBS-BAMLL Trust, Series 2012-WRM, Class A Long ABS-mortgage backed security US $3K – 0.00
UDR, Inc. Long Debt US $179K – 0.03
UDR, Inc. Long Debt US $134K – 0.03
UDR, Inc. Long Debt US $123K – 0.02
UDR, Inc. Long Debt US $26K – 0.01
UDR, Inc. Long Debt US $21K – 0.00
UniCredit SpA Long Debt IT $176K – 0.03
UniCredit SpA Long Debt IT $175K – 0.03
Union Carbide Corp. Long Debt US $91K – 0.02
Union Electric Co. Long Debt US $261K – 0.05
Union Electric Co. Long Debt US $34K – 0.01
Union Pacific Corp. Long Debt US $124K – 0.02
United Airlines Pass-Through Trust, Series 2012-1, Class A Long ABS-other US $99K – 0.02
United Airlines Pass-Through Trust, Series 2013-1, Class A Long ABS-other US $111K – 0.02
United Airlines Pass-Through Trust, Series 2014-1, Class A Long ABS-other US $40K – 0.01
United Airlines Pass-Through Trust, Series 2016-1, Class B Long ABS-other US $35K – 0.01
United Airlines Pass-Through Trust, Series 2016-2, Class A Long ABS-other US $196K – 0.04
United Airlines Pass-Through Trust, Series 2016-2, Class AA Long ABS-other US $63K – 0.01
United Airlines Pass-Through Trust, Series 2018-1, Class A Long ABS-other US $274K – 0.05
United Airlines Pass-Through Trust, Series 2018-1, Class B Long ABS-other US $77K – 0.01
United Airlines Pass-Through Trust, Series 2019-1, Class AA Long ABS-other US $189K – 0.04
United Airlines Pass-Through Trust, Series 2019-2, Class AA Long ABS-other US $165K – 0.03
United Mexican States Long Debt MX $270K – 0.05
United Mexican States Long Debt MX $258K – 0.05
United Mexican States Long Debt MX $237K – 0.05
United Mexican States Long Debt MX $218K – 0.04
United Mexican States Long Debt MX $197K – 0.04
United Mexican States Long Debt MX $142K – 0.03
United Mexican States Long Debt MX $46K – 0.01
United Mexican States Long Debt MX $42K – 0.01
UnitedHealth Group, Inc. Long Debt US $323K – 0.06
UnitedHealth Group, Inc. Long Debt US $157K – 0.03
UnitedHealth Group, Inc. Long Debt US $136K – 0.03
UnitedHealth Group, Inc. Long Debt US $105K – 0.02
UnitedHealth Group, Inc. Long Debt US $34K – 0.01
Universal Health Services, Inc. Long Debt US $29K – 0.01
University of Miami, Series 2022 Long Debt US $103K – 0.02
University of Southern California, Series A Long Debt US $69K – 0.01
Utah Acquisition Sub, Inc. Long Debt US $200K – 0.04
Valero Energy Corp. Long Debt US $116K – 0.02
Valero Energy Corp. Long Debt US $16K – 0.00
Vendee Mortgage Trust, Series 1994-1, Class 1 Long ABS-mortgage backed security US $1K – 0.00
Vendee Mortgage Trust, Series 1994-1, Class 2ZB Long ABS-mortgage backed security US $26K – 0.00
Vendee Mortgage Trust, Series 1996-1, Class 1Z Long ABS-mortgage backed security US $19K – 0.00
Vendee Mortgage Trust, Series 1996-2, Class 1Z Long ABS-mortgage backed security US $10K – 0.00
Vendee Mortgage Trust, Series 1997-1, Class 2Z Long ABS-mortgage backed security US $39K – 0.01
Vendee Mortgage Trust, Series 1998-1, Class 2E Long ABS-mortgage backed security US $12K – 0.00
Ventas Realty LP Long Debt US $46K – 0.01
Ventas Realty LP Long Debt US $23K – 0.00
Ventas Realty LP Long Debt US $9K – 0.00
Verisk Analytics, Inc. Long Debt US $252K – 0.05
Verizon Communications, Inc. Long Debt US $186K – 0.04
Verizon Communications, Inc. Long Debt US $178K – 0.03
Verizon Communications, Inc. Long Debt US $121K – 0.02
Verizon Communications, Inc. Long Debt US $61K – 0.01
Verizon Communications, Inc. Long Debt US $36K – 0.01
Viatris, Inc. Long Debt US $516K – 0.10
Virginia Electric and Power Co. Long Debt US $78K – 0.01
VM Master Issuer LLC, Series 2022-1, Class A1 Long ABS-mortgage backed security US $954K – 0.18
vMobo, Inc. Long ABS-other US $965K – 0.18
VMware, Inc. Long Debt US $357K – 0.07
VMware, Inc. Long Debt US $133K – 0.03
Vodafone Group plc Long Debt GB $230K – 0.04
Vodafone Group plc Long Debt GB $35K – 0.01
VOLT CI LLC, Series 2021-NP10, Class A1 Long ABS-other US $485K – 0.09
VOLT XCII LLC, Series 2021-NPL1, Class A1 Long ABS-other US $309K – 0.06
VOLT XCIII LLC, Series 2021-NPL2, Class A1 Long ABS-other US $1M – 0.21
VOLT XCIV LLC, Series 2021-NPL3, Class A1 Long ABS-other US $760K – 0.15
VOLT XCIX LLC, Series 2021-NPL8, Class A1 Long ABS-other US $1M – 0.19
VOLT XCV LLC, Series 2021-NPL4, Class A1 Long ABS-other US $426K – 0.08
VOLT XCVI LLC, Series 2021-NPL5, Class A1 Long ABS-other US $593K – 0.11
VOLT XCVII LLC, Series 2021-NPL6, Class A1 Long ABS-other US $605K – 0.12
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A Long ABS-mortgage backed security US $3K – 0.00
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 Long ABS-mortgage backed security US $12K – 0.00
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2 Long ABS-mortgage backed security US $4K – 0.00
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 1A4 Long ABS-mortgage backed security US $12K – 0.00
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 2A3 Long ABS-mortgage backed security US $4K – 0.00
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-3, Class CX Long ABS-mortgage backed security US $16K – 0.00
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 Long ABS-mortgage backed security US $68K – 0.01
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A4 Long ABS-mortgage backed security US $15K – 0.00
WEC Energy Group, Inc. Long Debt US $11K – 0.00
Wells Fargo & Co. Long Debt US $191K – 0.04
Wells Fargo & Co. Long Debt US $39K – 0.01
Welltower OP LLC Long Debt US $130K – 0.02
Welltower OP LLC Long Debt US $74K – 0.01
Westgate Resorts LLC, Series 2020-1A, Class B Long ABS-other US $191K – 0.04
Westpac Banking Corp. Long Debt AU $152K – 0.03
Westpac Banking Corp. Long Debt AU $133K – 0.03
Westpac New Zealand Ltd. Long Debt NZ $558K – 0.11
Williams Cos., Inc. (The) Long Debt US $207K – 0.04
WILMA (WILMA 7.951 27MAR29) Long ABS-collateralized bond/debt obligation US $981K – 0.19
Workday, Inc. Long Debt US $273K – 0.05
WP Carey, Inc. Long Debt US $239K – 0.05
WP Carey, Inc. Long Debt US $137K – 0.03
WRKCo, Inc. Long Debt US $77K – 0.01
WRKCo, Inc. Long Debt US $33K – 0.01
WW Grainger, Inc. Long Debt US $73K – 0.01
Xilinx, Inc. Long Debt US $544K – 0.10
Xylem, Inc. Long Debt US $92K – 0.02
Yale-New Haven Health Services Corp., Series 2020 Long Debt US $125K – 0.02
Zoetis, Inc. Long Debt US $143K – 0.03

Address

JPMORGAN INSURANCE TRUST
277 Park Avenue
New York
New York
10172
United States of America

Websites

Directors

Emily A. Youssouf
Thomas P. Lemke
Raymond Kanner
Frankie D. Hughes
Stephen P. Fisher
Robert F. Deutsch
John F. Finn
Mary E. Martinez
Marian U. Pardo
Marilyn McCoy
Gary L. French
Robert J. Grassi
Dr. Robert A. Oden, Jr.
Lawrence R. Maffia
Nina O. Shenker
Kathleen M. Gallagher

Transfer Agents

DST Asset Manager Solutions, Inc.

Pricing Services

Refinitiv Global Markets Inc.
IHS Markit Group Holdings Ltd
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Bloomberg L.P.

Custodians

HSBC Bank (China) Company Limited
BNP Paribas Securities Services S.C.A.
Citibank A.S.
J.P. Morgan Bank Luxembourg S.A.
Skandinaviska Enskilda Banken AB
JPMorgan Chase Bank, N.A.
Royal Bank of Canada
HSBC Bank Malaysia Berhad
Banco Santander Chile
J.P. Morgan Bank Luxembourg S.A.
Skandinaviska Enskilda Banken AB
HSBC Bank Middle East Limited
HSBC Continental Europe, Greece
Citibank Europe plc
J.P. Morgan Bank Luxembourg S.A.
J.P. Morgan Bank International (Limited Liability Company)**
Banco Itau Uruguay S.A.
HSBC France Athens Branch
JPMorgan Chase Bank, N.A.
Euroclear
UniCredit Bank Austria AG
Deutsche Bank AG
BNP Paribas Securities Services S.C.A.
Citigroup Global Markets Inc.
Citibank del Peru S.A.
DBS Bank Ltd
Mizuho Bank, Ltd.
The Hongkong and Shanghai Banking Corporation Limited
Euroclear
Cititrust Colombia S.A.
J.P. Morgan Saudi Arabia Company
JPMorgan Chase Bank, N.A.
UniCredit Bank Czech Republic and Slovakia, a.s.
Standard Chartered Bank Korea Limited
Standard Chartered Bank (Thai) Public Company Limited
Goldman Sachs & Co. LLC
PT Bank HSBC Indonesia
JPMorgan Chase Bank, N.A.
J.P. Morgan Bank Luxembourg S.A.
JPMorgan Chase Bank, N.A.
UBS Switzerland AG
J.P. Morgan S.A. DTVM
FirstRand Bank Limited
Bank Leumi le-Israel B.M.
JPMorgan Chase Bank, N.A.
Bank Handlowy w. Warszawie S.A.
CACEIS Bank Spain, S.A.U.
Deutsche Bank AG
HSBC Bank Argentina S.A.
SEB FINLAND
Citibank, N.A.
UniCredit Bank Czech Republic and Slovakia, a.s.
HSBC Bank Middle East Limited
Banco Nacional de Mexico, S.A.
BofA Securities, Inc.

Shareholder Servicing Agents

N/A

Admins

J.P. Morgan Investment Management Inc.
JPMorgan Chase Bank, N.A.

Brokers

Goldman Sachs & Co. LLC
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. LLC
BofA Securities, Inc.
Jefferies LLC
UBS Securities LLC
Credit Suisse Securities (USA) LLC
Merrill Lynch, Pierce, Fenner & Smith Inc.
Barclays Capital, Inc.