TIAA-CREF FUNDS COMPLEX > COLLEGE RETIREMENT EQUITIES FUND
Core Bond Account
$10.63B
Avg Monthly Net Assets
$10.80B
Total Assets
$62.41M
Total Liabilities
$10.74B
Net Assets
Core Bond Account is a Mutual Fund in COLLEGE RETIREMENT EQUITIES FUND
from TIAA-CREF FUNDS COMPLEX,
based in New York,
United States of America.
The fund has four share classes
and monthly net assets of $10.63B.
On August 28th, 2024 it reported 1,853 holdings, the largest
being Chicago Board of Trade (5.2%), United States Treasury Note/Bond (4.5%) and US TREASURY N/B (2.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class R1 | C000154485 | QCBMRX | |
| Class R2 | C000154486 | QCBMPX | |
| Class R3 | C000154487 | QCBMIX | |
| Class R4 | C000234675 | QCBMFX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Loan | CA | $430K | – | 0.00 |
| 20 TSQ GROUNDCO LLC | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $9M | – | 0.09 |
| AbbVie, Inc (ABBVIE INC) | Long | Debt | US | $9M | – | 0.08 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $7M | – | 0.06 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $506K | – | 0.00 |
| ACRE Commercial Mortgage Ltd (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $71K | – | 0.00 |
| Adani Electricity Mumbai Ltd | Long | Debt | IN | $2M | – | 0.01 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $2M | – | 0.02 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $2M | – | 0.02 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $2M | – | 0.02 |
| Adient US LLC | Long | Loan | US | $382K | – | 0.00 |
| Adobe, Inc (ADOBE INC) | Long | Debt | US | $6M | – | 0.06 |
| AEP Transmission Co LLC | Long | Debt | US | $3M | – | 0.03 |
| AEP Transmission Co LLC | Long | Debt | US | $2M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $1M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $1M | – | 0.01 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $20M | – | 0.19 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $8M | – | 0.08 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.02 |
| Aeropuerto Internacional de Tocumen S.A. (AEROPUERTO INTL TOCUMEN) | Long | Debt | PA | $1M | – | 0.01 |
| Affirm Asset Securitization Trust (Affirm Asset Securitization Trust 2023-B) | Long | ABS-other | US | $1M | – | 0.01 |
| Africa Finance Corp | Long | Debt | $662K | – | 0.01 | |
| Agate Bay Mortgage Trust (Agate Bay Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $877K | – | 0.01 |
| AGL CLO 19 Ltd | Long | ABS-other | JE | $5M | – | 0.05 |
| Agora Securities (Agora Securities UK 2021 DAC) | Long | ABS-mortgage backed security | IE | $742K | – | 0.01 |
| Agree LP | Long | Debt | US | $5M | – | 0.04 |
| AIMCO CLO 16 Ltd | Long | ABS-other | KY | $15M | – | 0.14 |
| AIMCO CLO 16 Ltd | Long | ABS-other | KY | $7M | – | 0.07 |
| AIMCO CLO Series | Long | ABS-other | KY | $8M | – | 0.07 |
| Air Canada | Long | Loan | CA | $205K | – | 0.00 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.03 |
| Akbank T.A.S. (AKBANK TAS) | Long | Debt | TR | $2M | – | 0.02 |
| Alabama Power Co | Long | Debt | US | $4M | – | 0.04 |
| Alabama Power Co | Long | Debt | US | $3M | – | 0.03 |
| Albemarle Corp | Long | Debt | US | $8M | – | 0.07 |
| Albion Financing 1 SARL (ALBION FINANCING 1SARL /) | Long | Debt | LU | $1M | – | 0.01 |
| Alen Mortgage Trust (ALEN 2021-ACEN Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $5M | – | 0.05 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $2M | – | 0.01 |
| Alfa Desarrollo S.p.A (ALFA DESARROLLO SPA) | Long | Debt | CL | $3M | – | 0.03 |
| Alliance Laundry Systems LLC | Long | Loan | US | $1M | – | 0.01 |
| Alliant Holdings Intermediate LLC (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $772K | – | 0.01 |
| Allianz SE | Long | Debt | DE | $7M | – | 0.07 |
| Alpek SAB de C.V. (ALPEK SA DE CV) | Long | Debt | MX | $2M | – | 0.02 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $8M | – | 0.07 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $4M | – | 0.04 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $805K | – | 0.01 |
| Amcor UK Finance plc | Long | Debt | GB | $428K | – | 0.00 |
| Ameren Illinois Co | Long | Debt | US | $17M | – | 0.16 |
| Ameren Illinois Co | Long | Debt | US | $3M | – | 0.03 |
| American Express Co | Long | Debt | US | $7M | – | 0.07 |
| American Express Co | Long | Debt | US | $1M | – | 0.01 |
| American Honda Finance Corp | Long | Debt | US | $452K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $12M | – | 0.11 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.04 |
| American Tower Corp | Long | Debt | US | $3M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.01 |
| American Tower Corp | Long | Debt | US | $445K | – | 0.00 |
| American Water Capital Corp | Long | Debt | US | $7M | – | 0.07 |
| American Water Capital Corp | Long | Debt | US | $4M | – | 0.03 |
| American Water Capital Corp | Long | Debt | US | $3M | – | 0.03 |
| American Water Capital Corp | Long | Debt | US | $3M | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $2M | – | 0.02 |
| AmeriCredit Automobile Receivables Trust | Long | ABS-other | US | $6M | – | 0.06 |
| AmeriCredit Automobile Receivables Trust | Long | ABS-other | US | $4M | – | 0.04 |
| Amgen, Inc (AMGEN INC) | Long | Debt | US | $19M | – | 0.17 |
| Amgen, Inc (AMGEN INC) | Long | Debt | US | $16M | – | 0.15 |
| Amherst College | Long | Debt | US | $8M | – | 0.08 |
| Amphenol Corp | Long | Debt | US | $4M | – | 0.04 |
| AMSR Trust | Long | ABS-other | US | $3M | – | 0.03 |
| Anadolu Efes Biracilik Ve Malt Sanayii AS. | Long | Debt | TR | $1M | – | 0.01 |
| Angel Oak Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| AngloGold Ashanti Holdings plc (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $6M | – | 0.06 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $3M | – | 0.03 |
| Anheuser-Busch Cos LLC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $16M | – | 0.15 |
| Anheuser-Busch Cos LLC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $7M | – | 0.06 |
| Anheuser-Busch InBev Worldwide, Inc | Long | Debt | US | $17M | – | 0.16 |
| Anheuser-Busch InBev Worldwide, Inc (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $7M | – | 0.07 |
| Antofagasta plc | Long | Debt | GB | $2M | – | 0.02 |
| Antofagasta plc | Long | Debt | GB | $1M | – | 0.01 |
| Aon Corp | Long | Debt | US | $4M | – | 0.04 |
| Aon Corp (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $4M | – | 0.04 |
| Appalachian Power Co | Long | Debt | US | $5M | – | 0.04 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $25M | – | 0.23 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $5M | – | 0.04 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $3M | – | 0.03 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $3M | – | 0.03 |
| Aptiv plc | Long | Debt | JE | $316K | – | 0.00 |
| Arterra Wines Canada, Inc (ARTERRA WINES CANADA INC) | Long | Loan | CA | $223K | – | 0.00 |
| Arthur J Gallagher & Co | Long | Debt | US | $3M | – | 0.03 |
| ASGN, Inc (ASGN INCORPORATED) | Long | Debt | US | $306K | – | 0.00 |
| Asian Infrastructure Investment Bank | Long | Debt | $463K | – | 0.00 | |
| Asplundh Tree Expert LLC | Long | Loan | US | $1M | – | 0.01 |
| Asset Backed Funding Corp NIM Trust (Asset Backed Funding Corporati) | Long | ABS-other | KY | $0.74 | – | 0.00 |
| AstraZeneca Finance LLC | Long | Debt | US | $3M | – | 0.03 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $34M | – | 0.32 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $30M | – | 0.28 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $8M | – | 0.07 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $5M | – | 0.04 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $505K | – | 0.00 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $360K | – | 0.00 |
| Atmos Energy Corp | Long | Debt | US | $7M | – | 0.06 |
| Atmos Energy Corp | Long | Debt | US | $6M | – | 0.05 |
| Atmos Energy Corp | Long | Debt | US | $970K | – | 0.01 |
| Atom Mortgage Securities DAC | Long | ABS-mortgage backed security | IE | $446K | – | 0.00 |
| AUD240716 (Standard Chartered Bank) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| AUD240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $-85K | – | -0.00 | |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $944K | – | 0.01 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $715K | – | 0.01 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $683K | – | 0.01 |
| AutoZone, Inc (AUTOZONE INC) | Long | Debt | US | $4M | – | 0.04 |
| Avantor Funding, Inc (AVANTOR FUNDING INC) | Long | Debt | US | $1M | – | 0.01 |
| Avantor Funding, Inc (AVANTOR FUNDING INC) | Long | Debt | US | $522K | – | 0.00 |
| Avantor Funding, Inc (Avantor Funding Inc) | Long | Loan | US | $254K | – | 0.00 |
| Avient Corp | Long | Debt | US | $374K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $9M | – | 0.08 |
| Avolon TLB Borrower US LLC (Avolon TLB Borrower 1 US LLC) | Long | Loan | US | $174K | – | 0.00 |
| Avolon TLB Borrower US LLC (AVOLON TLB BORROWER 1 US) | Long | Loan | US | $216K | – | 0.00 |
| AXIS Specialty Finance LLC | Long | Debt | US | $5M | – | 0.04 |
| Ball Corp | Long | Debt | US | $2M | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.05 |
| Banco de Credito del Peru | Long | Debt | PE | $2M | – | 0.02 |
| Banco de Credito e Inversiones S.A. (BANC CREDITO INVERSIONES) | Long | Debt | CL | $1M | – | 0.01 |
| Banco de Credito e Inversiones S.A. (Banco de Credito e Inversiones SA) | Long | Debt | CL | $733K | – | 0.01 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $3M | – | 0.03 |
| Banco Nacional de Panama | Long | Debt | PA | $2M | – | 0.02 |
| Banco Santander S.A. (Banco Santander SA) | Long | Debt | ES | $608K | – | 0.01 |
| Banco Santander S.A. (Banco Santander SA) | Long | Debt | ES | $498K | – | 0.00 |
| Banco Santander S.A. (BANCO SANTANDER SA) | Long | Debt | ES | $380K | – | 0.00 |
| Bancolombia S.A. (BANCOLOMBIA SA) | Long | Debt | CO | $3M | – | 0.02 |
| Bancolombia S.A. (Bancolombia SA) | Long | Debt | CO | $2M | – | 0.02 |
| Bangkok Bank PCL (BANGKOK BANK PCL/HK) | Long | Debt | TH | $3M | – | 0.02 |
| Banistmo S.A. (BANISTMO SA) | Long | Debt | PA | $2M | – | 0.02 |
| BANK | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| BANK (BANK5 2024-5YR5) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK (BANK5 2024-5YR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK | Long | ABS-mortgage backed security | US | $955K | – | 0.01 |
| BANK | Long | ABS-mortgage backed security | US | $926K | – | 0.01 |
| BANK | Long | ABS-mortgage backed security | US | $877K | – | 0.01 |
| BANK | Long | ABS-mortgage backed security | US | $858K | – | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $2M | – | 0.02 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $983K | – | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $207K | – | 0.00 |
| Bank Hapoalim BM | Long | Debt | IL | $7M | – | 0.07 |
| Bank Leumi Le-Israel BM | Long | Debt | IL | $6M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $48M | – | 0.45 |
| Bank of America Corp | Long | Debt | US | $23M | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $19M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $14M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $421K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $311K | – | 0.00 |
| Bank of Montreal | Long | Debt | CA | $3M | – | 0.03 |
| Bank of New York Mellon Corp (BANK OF NY MELLON CORP) | Long | Debt | US | $10M | – | 0.09 |
| Banque Federative du Credit Mutuel S.A. (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $376K | – | 0.00 |
| Banque Ouest Africaine de Developpement | Long | Debt | $7M | – | 0.07 | |
| Banque Ouest Africaine de Developpement | Long | Debt | $3M | – | 0.03 | |
| Barclays plc | Long | Debt | GB | $4M | – | 0.04 |
| Barclays plc | Long | Debt | GB | $557K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $10M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $10M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $4M | – | 0.03 |
| BAT International Finance plc (BAT INTL FINANCE PLC) | Long | Debt | GB | $10M | – | 0.09 |
| Bath & Body Works, Inc (BATH & BODY WORKS INC) | Long | Debt | US | $928K | – | 0.01 |
| Bayview MSR Opportunity Master Fund Trust (Bayview Opportunity Master Fun) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $979K | – | 0.01 |
| BBVA Bancomer S.A. (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.01 |
| BBVA Bancomer S.A. (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.01 |
| BBVA Bancomer S.A. (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $296K | – | 0.00 |
| Beacon Roofing Supply, Inc (Beacon Roofing Supply Inc) | Long | Loan | US | $577K | – | 0.01 |
| Becle SAB de C.V. (BECLE SA DE CV) | Long | Debt | MX | $179K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $212K | – | 0.00 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $786K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $735K | – | 0.01 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $718K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $6M | – | 0.05 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $10M | – | 0.10 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $1M | – | 0.01 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Debt | US | $13M | – | 0.12 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Loan | US | $219K | – | 0.00 |
| Bharti Airtel Ltd | Long | Debt | IN | $198K | – | 0.00 |
| BHG Securitization Trust (Bankers Healthcare Group Secur) | Long | ABS-other | US | $4M | – | 0.04 |
| Bimbo Bakeries USA, Inc (Bimbo Bakeries USA Inc) | Long | Debt | US | $4M | – | 0.04 |
| Blackstone Private Credit Fund | Long | Debt | US | $399K | – | 0.00 |
| BMARK AS (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| BNG Bank NV | Long | Debt | NL | $7M | – | 0.07 |
| BNG Bank NV | Long | Debt | NL | $5M | – | 0.05 |
| BNP Paribas S.A. | Long | Debt | FR | $5M | – | 0.05 |
| BNP Paribas S.A. | Long | Debt | FR | $4M | – | 0.04 |
| BNP Paribas S.A. | Long | Debt | FR | $2M | – | 0.02 |
| BNP Paribas S.A. (BNP Paribas SA) | Long | Debt | FR | $539K | – | 0.01 |
| Boeing Co | Long | Debt | US | $24M | – | 0.22 |
| Boeing Co | Long | Debt | US | $15M | – | 0.14 |
| Boeing Co | Long | Debt | US | $5M | – | 0.05 |
| Boeing Co | Long | Debt | US | $3M | – | 0.03 |
| BOI Finance BV | Long | Debt | NL | $756K | – | 0.01 |
| Bon Secours Mercy Health, Inc | Long | Debt | US | $12M | – | 0.11 |
| Boston Scientific Corp | Long | Debt | US | $2M | – | 0.02 |
| BP Capital Markets plc | Long | Debt | GB | $458K | – | 0.00 |
| BPCE S.A. (BPCE SA) | Long | Debt | FR | $449K | – | 0.00 |
| BPCE S.A. (BPCE SA) | Long | Debt | FR | $298K | – | 0.00 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $2M | – | 0.01 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $606K | – | 0.01 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $516K | – | 0.00 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $3M | – | 0.03 |
| Brazilian Government International Bond | Long | Debt | BR | $493K | – | 0.00 |
| BRE Grand Islander Timeshare Issuer LLC | Long | ABS-other | US | $1M | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $6M | – | 0.05 |
| Brixmor Operating Partnership LP | Long | Debt | US | $959K | – | 0.01 |
| Broadcom, Inc (BROADCOM INC) | Long | Debt | US | $24M | – | 0.22 |
| Bruegel 2021 DAC | Long | ABS-mortgage backed security | IE | $677K | – | 0.01 |
| Buckeye Partners LP | Long | Loan | US | $478K | – | 0.00 |
| Bundesobligation | Long | Debt | DE | $562K | – | 0.01 |
| Bundesrepublik Deutschland (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $6M | – | 0.05 |
| Bundesrepublik Deutschland (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $3M | – | 0.03 |
| Bundesrepublik Deutschland (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $1M | – | 0.01 |
| Bundesrepublik Deutschland (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $1M | – | 0.01 |
| Bundesrepublik Deutschland (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $340K | – | 0.00 |
| Bundesrepublik Deutschland (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $108K | – | 0.00 |
| Bundesschatzanweisungen | Long | Debt | DE | $798K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $3M | – | 0.03 |
| BWAY Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BX Trust (BX Trust 2023-DELC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX TRUST | Long | ABS-mortgage backed security | US | $997K | – | 0.01 |
| BXP Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BXP Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BXP Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BXP Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| C-BASS Trust (Credit-Based Asset Servicing a) | Long | ABS-other | US | $375K | – | 0.00 |
| C&W Senior Financing Designated Activity Co (C&W SENIOR FINANCING DAC) | Long | Debt | KY | $3M | – | 0.03 |
| CA Magnum Holdings | Long | Debt | MU | $190K | – | 0.00 |
| Cablevision Lightpath LLC | Long | Loan | US | $285K | – | 0.00 |
| CAD240716 (Australia and New Zealand Banking Group Limited) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CAD240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| Caisse d'Amortissement de la Dette Sociale (CAISSE D'AMORT DETTE SOC) | Long | Debt | FR | $7M | – | 0.06 |
| Camelot US Acquisition LLC | Long | Loan | US | $812K | – | 0.01 |
| Canada Housing Trust No | Long | Debt | CA | $1M | – | 0.01 |
| Canada Housing Trust No | Long | Debt | CA | $957K | – | 0.01 |
| Canadian Government Bond | Long | Debt | CA | $1M | – | 0.01 |
| Canadian Government International Bond | Long | Debt | CA | $1M | – | 0.01 |
| Canadian Government International Bond (Canadian Government Bond) | Long | Debt | CA | $634K | – | 0.01 |
| Canadian Government International Bond | Long | Debt | CA | $557K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $4M | – | 0.03 |
| Canadian Pacific Railway Co | Long | Debt | CA | $1M | – | 0.01 |
| Canadian Treasury Bill | Long | Debt | CA | $1M | – | 0.01 |
| Canal Barge Co, Inc | Long | Debt | US | $2M | – | 0.02 |
| Capital Automotive REIT | Long | ABS-other | US | $12M | – | 0.11 |
| Capital Automotive REIT | Long | ABS-other | US | $5M | – | 0.05 |
| Capital Automotive REIT | Long | ABS-other | US | $4M | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $6M | – | 0.06 |
| Carnival Corp | Long | Loan | PA | $666K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $436K | – | 0.00 |
| Carrier Global Corp | Long | Debt | US | $336K | – | 0.00 |
| Carrier Global Corp | Long | Debt | US | $215K | – | 0.00 |
| Cars Net Lease Mortgage Notes Series (Capital Automotive LP) | Long | ABS-other | US | $9M | – | 0.08 |
| Carvana Auto Receivables Trust | Long | ABS-other | US | $3M | – | 0.03 |
| Carvana Auto Receivables Trust | Long | ABS-other | US | $152K | – | 0.00 |
| Cassia SRL (Cassia S.r.l.) | Long | ABS-mortgage backed security | IT | $623K | – | 0.01 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-other | KY | $4M | – | 0.04 |
| CCO Holdings LLC (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $4M | – | 0.04 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $756K | – | 0.01 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| CDX-NAHYS42V1-5 Year Index (Citigroup Global Markets, Inc) | Derivative-credit | US | $-10M | – | -0.09 | |
| CDX-NAIGS42V1-5 Year Index (Citigroup Global Markets, Inc) | Derivative-credit | US | $-9M | – | -0.09 | |
| Celulosa Arauco y Constitucion S.A. (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $3M | – | 0.03 |
| Celulosa Arauco y Constitucion S.A. (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $2M | – | 0.02 |
| Celulosa Arauco y Constitucion S.A. (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $185K | – | 0.00 |
| Cemex SAB de C.V. (CEMEX SAB DE CV) | Long | Debt | MX | $2M | – | 0.01 |
| Cenovus Energy, Inc (CENOVUS ENERGY INC) | Long | Debt | CA | $3M | – | 0.03 |
| Centene Corp | Long | Debt | US | $3M | – | 0.03 |
| Centene Corp | Long | Debt | US | $2M | – | 0.02 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $928K | – | 0.01 |
| CEZ AS. | Long | Debt | CZ | $350K | – | 0.00 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $17M | – | 0.16 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $16M | – | 0.15 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $3M | – | 0.03 |
| CFCRE Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $849K | – | 0.01 |
| Charles Schwab Corp | Long | Debt | US | $7M | – | 0.06 |
| Charter Communications Operating LLC (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $13M | – | 0.12 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $9M | – | 0.08 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.04 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.03 |
| Chase Funding Mortgage Loan Asset-Backed Certificates | Long | ABS-other | US | $388K | – | 0.00 |
| Cheniere Energy Partners LP | Long | Debt | US | $9M | – | 0.08 |
| Cheniere Energy Partners LP | Long | Debt | US | $6M | – | 0.05 |
| Chevron USA, Inc (CHEVRON USA INC) | Long | Debt | US | $895K | – | 0.01 |
| Chicago Housing Authority (CHICAGO IL HSG AUTH) | Long | Debt | US | $3M | – | 0.03 |
| Children's Hospital Medic | Long | Debt | US | $17M | – | 0.16 |
| Chile Government International Bond | Long | Debt | CL | $2M | – | 0.02 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $1M | – | 0.01 |
| China Government Bond | Long | Debt | CN | $7M | – | 0.06 |
| China Government Bond | Long | Debt | CN | $3M | – | 0.03 |
| China Government Bond | Long | Debt | CN | $3M | – | 0.03 |
| China Government Bond | Long | Debt | CN | $2M | – | 0.02 |
| China Government Bond | Long | Debt | CN | $2M | – | 0.01 |
| China Government Bond | Long | Debt | CN | $1M | – | 0.01 |
| China Government Bond | Long | Debt | CN | $807K | – | 0.01 |
| China Government Bond | Long | Debt | CN | $799K | – | 0.01 |
| China Government Bond | Long | Debt | CN | $795K | – | 0.01 |
| CHL Mortgage Pass-Through Trust (Countrywide Home Loans) | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.00 |
| Chobani LLC | Long | Loan | US | $424K | – | 0.00 |
| Chubb INA Holdings, Inc (CHUBB INA HOLDINGS INC) | Long | Debt | US | $499K | – | 0.00 |
| Chubb INA Holdings, Inc (CHUBB INA HOLDINGS INC) | Long | Debt | US | $419K | – | 0.00 |
| Church & Dwight Co, Inc (CHURCH & DWIGHT CO INC) | Long | Debt | US | $5M | – | 0.05 |
| Cia Cervecerias Unidas S.A. | Long | Debt | CL | $3M | – | 0.03 |
| CIFC Funding Ltd | Long | ABS-other | KY | $6M | – | 0.05 |
| CIT Group Home Equity Loan Trust (Step Bond) | Long | ABS-other | US | $14K | – | 0.00 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $7M | – | 0.06 |
| CitiBank NA | Long | Debt | US | $8M | – | 0.07 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $630K | – | 0.01 |
| Citigroup Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.00 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $41M | – | 0.38 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $35M | – | 0.32 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $11M | – | 0.11 |
| Citigroup, Inc (Citigroup Inc) | Long | Debt | US | $7M | – | 0.07 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $6M | – | 0.06 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $5M | – | 0.05 |
| City & County of San Francisco CA Community Facilities District (SAN FRANCISCO CITY & CNTY CA C) | Long | Debt | US | $2M | – | 0.01 |
| City & County of San Francisco CA Community Facilities District (SAN FRANCISCO CITY & CNTY CA C) | Long | Debt | US | $905K | – | 0.01 |
| City & County of San Francisco CA Community Facilities District (SAN FRANCISCO CITY & CNTY CA C) | Long | Debt | US | $728K | – | 0.01 |
| City & County of San Francisco CA Community Facilities District (SAN FRANCISCO CITY & CNTY CA C) | Long | Debt | US | $239K | – | 0.00 |
| City of Los Angeles CA Wastewater System Revenue (LOS ANGELES CA WSTWTR SYS REVE) | Long | Debt | US | $4M | – | 0.03 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $5M | – | 0.04 |
| City of Oslo Norway (OSLO KOMMUNE) | Long | Debt | NO | $649K | – | 0.01 |
| City of San Antonio TX Customer Facility Charge Revenue (SAN ANTONIO TX CUSTOMER FAC CH) | Long | Debt | US | $2M | – | 0.01 |
| CMS Energy Corp | Long | Debt | US | $3M | – | 0.03 |
| CNH241217 (Bank of America, N.A.) | Derivative-foreign exchange | US | $91K | – | 0.00 | |
| CNT Holdings I Corp | Long | Loan | US | $691K | – | 0.01 |
| Coca-Cola Icecek AS. | Long | Debt | TR | $3M | – | 0.03 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.01 |
| Colombia Government International Bond | Long | Debt | CO | $1M | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.01 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $704K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $18M | – | 0.16 |
| Comcast Corp | Long | Debt | US | $14M | – | 0.13 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $441K | – | 0.00 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $720K | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $685K | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $665K | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $5M | – | 0.05 |
| Commonwealth Edison Co | Long | Debt | US | $4M | – | 0.04 |
| Commonwealth Financing Authority (CMWLTH FING AUTH PA) | Long | Debt | US | $17M | – | 0.15 |
| Commonwealth Financing Authority (CMWLTH FING AUTH PA) | Long | Debt | US | $4M | – | 0.03 |
| Community Preservation Corp | Long | Debt | US | $5M | – | 0.05 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $32M | – | 0.30 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.24 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.19 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.19 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.16 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.13 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.09 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| Connecticut Avenue Securities Trust (Connecticut Avenue Securities Trust 2023-R08) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $973K | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $697K | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $360K | – | 0.00 |
| Consolidated Edison Co of New York, Inc (Consolidated Edison Co of New York Inc) | Long | Debt | US | $12M | – | 0.11 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $17M | – | 0.15 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $6M | – | 0.06 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $3M | – | 0.02 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $2M | – | 0.02 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $952K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $1M | – | 0.01 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $8M | – | 0.08 |
| Corebridge Financial, Inc (Corebridge Financial Inc) | Long | Debt | US | $4M | – | 0.04 |
| Corebridge Financial, Inc (Corebridge Financial Inc) | Long | Debt | US | $3M | – | 0.03 |
| Cornerstone Building Brands, Inc | Long | Loan | US | $336K | – | 0.00 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $4M | – | 0.04 |
| Corp Nacional del Cobre de Chile | Long | Debt | CL | $1M | – | 0.01 |
| Costa Rica Government International Bond | Long | Debt | CR | $2M | – | 0.02 |
| Costa Rica Government International Bond | Long | Debt | CR | $283K | – | 0.00 |
| Costco Wholesale Corp | Long | Debt | US | $3M | – | 0.03 |
| Coty, Inc (COTY INC) | Long | Debt | US | $799K | – | 0.01 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $8M | – | 0.08 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $4M | – | 0.04 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $4M | – | 0.04 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $4M | – | 0.04 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $4M | – | 0.03 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $3M | – | 0.03 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $3M | – | 0.03 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $3M | – | 0.03 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $2M | – | 0.02 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $2M | – | 0.02 |
| Credit Agricole Assurances S.A. (CREDIT AGRICOLE ASSRNCES) | Long | Debt | FR | $262K | – | 0.00 |
| Credit Suisse Commercial Mortgage Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| CSX Corp | Long | Debt | US | $14M | – | 0.13 |
| CSX Corp | Long | Debt | US | $2M | – | 0.02 |
| CSX Corp | Long | Debt | US | $1M | – | 0.01 |
| CubeSmart LP | Long | Debt | US | $3M | – | 0.03 |
| Cushman & Wakefield plc (CUSHMAN & WAKEFIELD US) | Long | Loan | US | $26K | – | 0.00 |
| Cushman & Wakefield US Borrower LLC | Long | Loan | US | $517K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $11M | – | 0.10 |
| CVS Health Corp | Long | Debt | US | $9M | – | 0.08 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.03 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $484K | – | 0.00 |
| Dana, Inc (DANA INC) | Long | Debt | US | $340K | – | 0.00 |
| Dana, Inc (DANA INC) | Long | Debt | US | $220K | – | 0.00 |
| Danaher Corp | Long | Debt | US | $2M | – | 0.02 |
| Danske Bank A.S. (DANSKE BANK A/S) | Long | Debt | DK | $700K | – | 0.01 |
| Dartmouth-Hitchcock Health (DARTMOUTH-HITCH HEALTH) | Long | Debt | US | $3M | – | 0.03 |
| DaVita, Inc (DaVita Inc) | Long | Loan | US | $407K | – | 0.00 |
| DB Master Finance LLC | Long | ABS-other | US | $34M | – | 0.31 |
| DB Master Finance LLC | Long | ABS-other | US | $25M | – | 0.24 |
| DB Master Finance LLC | Long | ABS-other | US | $8M | – | 0.07 |
| DBGS Mortgage Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| DBJPM Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| DBJPM Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| DBJPM Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| DBSG Mortgage Trust (DBSG 2024-ALTA Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DBUBS Mortgage Trust | Long | ABS-mortgage backed security | US | $17M | – | 0.16 |
| DBUBS Mortgage Trust | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| Deutsche Bank AG. (DEUTSCHE BANK NY) | Long | Debt | DE | $7M | – | 0.07 |
| Deutsche Bank AG. (DEUTSCHE BANK NY) | Long | Debt | DE | $5M | – | 0.05 |
| Deutsche Bank AG. (Deutsche Bank AG/New York NY) | Long | Debt | DE | $4M | – | 0.04 |
| Deutsche Bank AG. | Long | Debt | DE | $552K | – | 0.01 |
| Deutsche Bank AG. (DEUTSCHE BANK NY) | Long | Debt | DE | $494K | – | 0.00 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $991K | – | 0.01 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $2M | – | 0.02 |
| Diageo Capital plc | Long | Debt | GB | $4M | – | 0.04 |
| Diamond Resorts Owner Trust | Long | ABS-other | US | $219K | – | 0.00 |
| Diamond Sports Group LLC | Long | Loan | US | $47K | – | 0.00 |
| Diamondback Energy, Inc (DIAMONDBACK ENERGY INC) | Long | Debt | US | $6M | – | 0.05 |
| Digital Stout Holding LLC | Long | Debt | US | $457K | – | 0.00 |
| DIRECTV Financing LLC | Long | Loan | US | $385K | – | 0.00 |
| Discover Bank | Long | Debt | US | $7M | – | 0.07 |
| Discover Bank | Long | Debt | US | $7M | – | 0.06 |
| Discover Bank | Long | Debt | US | $3M | – | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $377K | – | 0.00 |
| Dominican Republic Central Bank Notes | Long | Debt | DO | $499K | – | 0.00 |
| Dominican Republic Government International Bond | Long | Debt | DO | $3M | – | 0.02 |
| Dominican Republic Government International Bond | Long | Debt | DO | $1M | – | 0.01 |
| Dominican Republic Government International Bond (Dominican Republic International Bond) | Long | Debt | DO | $151K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $822K | – | 0.01 |
| Dominion Energy, Inc (DOMINION ENERGY INC) | Long | Debt | US | $3M | – | 0.03 |
| Dominion Energy, Inc (DOMINION ENERGY INC) | Long | Debt | US | $2M | – | 0.02 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $25M | – | 0.23 |
| Dow Chemical Co (DOW CHEMICAL CO/THE) | Long | Debt | US | $493K | – | 0.00 |
| Dryden 49 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $4M | – | 0.04 |
| DT Auto Owner Trust | Long | ABS-other | US | $186K | – | 0.00 |
| DT Midstream, Inc (DT MIDSTREAM INC) | Long | Loan | US | $129K | – | 0.00 |
| DTE Electric Co | Long | Debt | US | $4M | – | 0.04 |
| DTE Electric Co | Long | Debt | US | $2M | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $422K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $3M | – | 0.03 |
| Duke Energy Indiana LLC | Long | Debt | US | $5M | – | 0.05 |
| Duke Energy Progress LLC | Long | Debt | US | $4M | – | 0.03 |
| Duke University | Long | Debt | US | $2M | – | 0.02 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $2M | – | 0.02 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $2M | – | 0.02 |
| Ecopetrol S.A. (Ecopetrol SA) | Long | Debt | CO | $393K | – | 0.00 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $207K | – | 0.00 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $90K | – | 0.00 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $49K | – | 0.00 |
| Ecuador Government International Bond (Step Bond) (REPUBLIC OF ECUADOR) | Long | Debt | EC | $13K | – | 0.00 |
| EDP Finance BV | Long | Debt | NL | $541K | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $2M | – | 0.02 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $940K | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $596K | – | 0.01 |
| Egypt Government International Bond (EGYPT GOVERNMENT BOND) | Long | Debt | EG | $396K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $260K | – | 0.00 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $3M | – | 0.02 |
| Electricite de France S.A. (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $290K | – | 0.00 |
| Elevance Health, Inc (ELEVANCE HEALTH INC) | Long | Debt | US | $9M | – | 0.09 |
| Elevance Health, Inc (ELEVANCE HEALTH INC) | Long | Debt | US | $4M | – | 0.04 |
| Eli Lilly & Co | Long | Debt | US | $4M | – | 0.04 |
| Ellington Loan Acquisition Trust | Long | ABS-other | US | $440K | – | 0.00 |
| Ellucian Holdings, Inc (Ellucian Holdings Inc) | Long | Loan | US | $2M | – | 0.01 |
| ELP Commercial Mortgage Trust (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| ELP Commercial Mortgage Trust (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| ELP Commercial Mortgage Trust (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $1M | – | 0.01 |
| Emirate of Dubai Government International Bonds (DUBAI GOVT INT'L BONDS) | Long | Debt | AE | $1M | – | 0.01 |
| Empresa de los Ferrocarriles del Estado | Long | Debt | CL | $271K | – | 0.00 |
| Empresa Nacional de Telecomunicaciones S.A. (ENTEL CHILE SA) | Long | Debt | CL | $403K | – | 0.00 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $3M | – | 0.03 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $3M | – | 0.03 |
| ENA Master Trust | Long | Debt | PA | $3M | – | 0.03 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $12M | – | 0.11 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $4M | – | 0.04 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $2M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $9M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $8M | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $693K | – | 0.01 |
| Energy Transfer Operating LP (ENERGY TRANSFER LP) | Long | Debt | US | $3M | – | 0.03 |
| EnfraGen Energia Sur S.A. (ENFRAGEN ENERGIA SUR SA) | Long | Debt | ES | $2M | – | 0.02 |
| Engie Energia Chile S.A. (Engie Energia Chile SA) | Long | Debt | CL | $1M | – | 0.01 |
| ENN Clean Energy International Investment Ltd | Long | Debt | VG | $191K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $7M | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $8M | – | 0.07 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $4M | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $3M | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $450K | – | 0.00 |
| Equinix, Inc (EQUINIX INC) | Long | Debt | US | $2M | – | 0.02 |
| Equitable Financial Life Global Funding | Long | Debt | US | $2M | – | 0.02 |
| Equitable Financial Life Global Funding | Long | Debt | US | $381K | – | 0.00 |
| Equitable Holdings, Inc (EQUITABLE HOLDINGS INC) | Long | Debt | US | $3M | – | 0.03 |
| EQUS Mortgage Trust (EQUS 2021-EQAZ Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Essex Portfolio LP | Long | Debt | US | $6M | – | 0.06 |
| EUR240716 (Citi Group Global Markets Limited) | Derivative-foreign exchange | US | $527K | – | 0.00 | |
| EUR240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| EUR240716 (JPMorgan Chase Bank N.A) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| EUR240716 (Citibank N.A.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| EUR240716 (Citibank N.A.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| EUR240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $259.76 | – | 0.00 | |
| EUR240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $44.79 | – | 0.00 | |
| EUR240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| EUR240716 (Citibank N.A.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| EUR240716 (Citibank N.A.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| EUR240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| EUR240716 (Citibank N.A.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| EUR240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| European Investment Bank | Long | Debt | $4M | – | 0.03 | |
| Eversource Energy | Long | Debt | US | $4M | – | 0.04 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $2M | – | 0.02 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $2M | – | 0.02 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $3M | – | 0.03 |
| Export-Import Bank of the United States (EXP-IMP IMB) | Long | Debt | US | $89.56 | – | 0.00 |
| Extra Space Storage LP | Long | Debt | US | $3M | – | 0.03 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $255K | – | 0.00 |
| FCI Funding LLC (FCI Funding, LLC) | Long | ABS-other | US | $776K | – | 0.01 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $10M | – | 0.09 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $7M | – | 0.06 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $6M | – | 0.06 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $5M | – | 0.05 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $3M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $29M | – | 0.27 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $26M | – | 0.24 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $22M | – | 0.20 |
| Federal Home Loan Mortgage Corp (FHLMC) (FREDDIE MAC) | Long | Debt | US | $18M | – | 0.17 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.09 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $617K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddiemac Strip) | Long | ABS-collateralized bond/debt obligation | US | $271K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $950K | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $885K | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $122M | – | 1.14 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $112M | – | 1.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $80M | – | 0.75 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $77M | – | 0.72 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $71M | – | 0.66 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $62M | – | 0.58 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $55M | – | 0.51 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $55M | – | 0.51 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $55M | – | 0.51 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $48M | – | 0.45 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $47M | – | 0.44 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $37M | – | 0.34 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $35M | – | 0.33 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $33M | – | 0.31 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32M | – | 0.30 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $27M | – | 0.25 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $26M | – | 0.24 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $26M | – | 0.24 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.21 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $21M | – | 0.19 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $18M | – | 0.17 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.16 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $15M | – | 0.14 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $14M | – | 0.13 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (FANNIE MAE) | Long | Debt | US | $6M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $809K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $804K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $792K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $613K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $478K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $354.93 | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $39.58 | – | 0.00 |
| Fidelity National Information Services, Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $401K | – | 0.00 |
| Fiserv, Inc (Fiserv Inc) | Long | Debt | US | $7M | – | 0.06 |
| Five Corners Funding Trust II (FIVE CORNERS FND TR II) | Long | Debt | US | $6M | – | 0.06 |
| Fixed Income Clearing Corporation (STATE STREET BANK AND TRUST COMPANY) | Long | Repurchase agreement | US | $54M | – | 0.50 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $8M | – | 0.07 |
| Florida Power & Light Co | Long | Debt | US | $5M | – | 0.04 |
| Flutter Financing BV | Long | Loan | NL | $2M | – | 0.02 |
| FNA VI LLC | Long | ABS-other | US | $4M | – | 0.04 |
| Ford Credit Auto Owner Trust | Long | ABS-other | US | $360K | – | 0.00 |
| Ford Credit Auto Owner Trust | Long | ABS-other | US | $359K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $8M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $5M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $334K | – | 0.00 |
| Ford Otomotiv Sanayi AS. | Long | Debt | TR | $4M | – | 0.04 |
| Freeport Indonesia PT | Long | Debt | ID | $2M | – | 0.02 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $2M | – | 0.01 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $1M | – | 0.01 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $1M | – | 0.01 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $499K | – | 0.00 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $461K | – | 0.00 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $350K | – | 0.00 |
| Fresnillo plc | Long | Debt | GB | $2M | – | 0.02 |
| Frontier Issuer LLC | Long | ABS-other | US | $3M | – | 0.02 |
| Frost CMBS DAC | Long | ABS-mortgage backed security | IE | $1M | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $3M | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $2M | – | 0.02 |
| Gartner, Inc (GARTNER INC) | Long | Debt | US | $807K | – | 0.01 |
| GBP240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $-127K | – | -0.00 | |
| Gen Digital, Inc (Gen Digital Inc) | Long | Loan | US | $1M | – | 0.01 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $20M | – | 0.18 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $19M | – | 0.18 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $10M | – | 0.09 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $6M | – | 0.06 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.05 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $5M | – | 0.05 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $3M | – | 0.02 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $491K | – | 0.00 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $327K | – | 0.00 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $251K | – | 0.00 |
| Genm Capital Labuan Ltd | Long | Debt | MY | $3M | – | 0.02 |
| German Treasury Bill | Long | Short-term investment vehicle | DE | $2M | – | 0.02 |
| GFL Environmental, Inc (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $991K | – | 0.01 |
| GFL Environmental, Inc (GFL Environmental Inc) | Long | Loan | CA | $652K | – | 0.01 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $1M | – | 0.01 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $503K | – | 0.00 |
| Gilead Sciences, Inc (Gilead Sciences Inc) | Long | Debt | US | $11M | – | 0.10 |
| Gilead Sciences, Inc (Gilead Sciences Inc) | Long | Debt | US | $5M | – | 0.05 |
| Gilead Sciences, Inc (GILEAD SCIENCES INC) | Long | Debt | US | $1M | – | 0.01 |
| Goldman Sachs Group, Inc (Goldman Sachs Group Inc/The) | Long | Debt | US | $13M | – | 0.12 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $13M | – | 0.12 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $5M | – | 0.05 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $3M | – | 0.03 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $3M | – | 0.03 |
| Goldman Sachs Group, Inc (Goldman Sachs Group Inc/The) | Long | Debt | US | $482K | – | 0.00 |
| Goodyear Europe BV | Long | Debt | NL | $198K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $50M | – | 0.46 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.12 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.11 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.11 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $11M | – | 0.10 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.10 |
| Government National Mortgage Association (GNMA) | Long | ABS-other | US | $9M | – | 0.09 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-other | US | $9M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $819K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $782K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $698K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $384K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Gracie Point International Funding LLC (Gracie Point International Funding 2024-1 LLC) | Long | ABS-other | US | $13M | – | 0.12 |
| Gracie Point International Funding LLC | Long | ABS-other | US | $992K | – | 0.01 |
| Grifols Worldwide Operations USA, Inc | Long | Loan | US | $139K | – | 0.00 |
| Group 1 Automotive, Inc (GROUP 1 AUTOMOTIVE INC) | Long | Debt | US | $508K | – | 0.00 |
| Grupo Aval Ltd | Long | Debt | KY | $3M | – | 0.03 |
| Grupo Bimbo SAB de C.V. (GRUPO BIMBO SAB DE CV) | Long | Debt | MX | $2M | – | 0.02 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage Securities Corp Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Corp Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Corp Trust (GS Mortgage Securities Corp Trust 2021-ARDN) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $889K | – | 0.01 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.09 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.09 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $981K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $711K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $427K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $322K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.00 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.15 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.12 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| GS Mortgage-Backed Securities Trust (GS Mortgage-Backed Securities Trust 2022-LTV2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $841K | – | 0.01 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $697K | – | 0.01 |
| GSCG Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Guatemala Government International Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $430K | – | 0.00 |
| H&E Equipment Services, Inc | Long | Debt | US | $3M | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $6M | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $5M | – | 0.05 |
| Hana Bank | Long | Debt | KR | $3M | – | 0.03 |
| Hanwha Life Insurance Co Ltd | Long | Debt | KR | $3M | – | 0.03 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $20M | – | 0.19 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $2M | – | 0.01 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $928K | – | 0.01 |
| HCA, Inc (HCA INC) | Long | Debt | US | $10M | – | 0.09 |
| HCA, Inc (HCA INC) | Long | Debt | US | $4M | – | 0.04 |
| HCA, Inc (HCA INC) | Long | Debt | US | $4M | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $8M | – | 0.07 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $6M | – | 0.06 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $6M | – | 0.06 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $3M | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $1M | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $812K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $402K | – | 0.00 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $1M | – | 0.01 |
| Hellenic Republic Government International Bond (Hellenic Republic Government Bond) | Long | Debt | GR | $1M | – | 0.01 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $837K | – | 0.01 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $651K | – | 0.01 |
| HERO Funding Trust | Long | ABS-other | US | $376K | – | 0.00 |
| HERO Funding Trust | Long | ABS-other | US | $183K | – | 0.00 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $24M | – | 0.22 |
| Highwoods Realty LP | Long | Debt | US | $8M | – | 0.07 |
| Highwoods Realty LP | Long | Debt | US | $3M | – | 0.03 |
| Highwoods Realty LP | Long | Debt | US | $3M | – | 0.03 |
| Highwoods Realty LP | Long | Debt | US | $3M | – | 0.02 |
| Hilton Domestic Operating Co, Inc | Long | Debt | US | $124K | – | 0.00 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $2M | – | 0.02 |
| Hologic, Inc (HOLOGIC INC) | Long | Debt | US | $3M | – | 0.03 |
| Home Depot, Inc (Home Depot Inc/The) | Long | Debt | US | $8M | – | 0.08 |
| Home Equity Asset Trust | Long | ABS-other | US | $258K | – | 0.00 |
| Honeywell International, Inc (Honeywell International Inc) | Long | Debt | US | $11M | – | 0.10 |
| Honeywell International, Inc (Honeywell International Inc) | Long | Debt | US | $526K | – | 0.00 |
| Hong Kong Government International Bond | Long | Debt | HK | $4M | – | 0.04 |
| Hotwire Funding LLC | Long | ABS-other | US | $13M | – | 0.12 |
| HSBC Holdings plc | Long | Debt | GB | $13M | – | 0.12 |
| HSBC Holdings plc | Long | Debt | GB | $10M | – | 0.10 |
| HSBC Holdings plc | Long | Debt | GB | $10M | – | 0.09 |
| HSBC Holdings plc | Long | Debt | GB | $6M | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $4M | – | 0.03 |
| HSBC USA, Inc (HSBC USA Inc) | Long | Short-term investment vehicle | US | $4M | – | 0.04 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HUF240716 (Toronto Dominion Bank) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| Humana, Inc (HUMANA INC) | Long | Debt | US | $5M | – | 0.05 |
| Humana, Inc (HUMANA INC) | Long | Debt | US | $3M | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $2M | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $2M | – | 0.01 |
| Hungary Government International Bond (HUNGARY GOVERNMENT BOND) | Long | Debt | HU | $933K | – | 0.01 |
| Hungary Government International Bond (HUNGARY GOVERNMENT BOND) | Long | Debt | HU | $926K | – | 0.01 |
| Hungary Government International Bond | Long | Debt | HU | $910K | – | 0.01 |
| Hungary Government International Bond | Long | Debt | HU | $484K | – | 0.00 |
| Huntington Bancshares, Inc | Long | Debt | US | $7M | – | 0.06 |
| Hydro-Quebec | Long | Debt | CA | $1M | – | 0.01 |
| Hyundai Capital Services, Inc | Long | Debt | KR | $3M | – | 0.03 |
| ICBC Standard Bank plc | Long | Debt | GB | $464K | – | 0.00 |
| IDR240718 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| IHO Verwaltungs GmbH | Long | Debt | DE | $422K | – | 0.00 |
| Iliad Holding SAS | Long | Debt | FR | $712K | – | 0.01 |
| Illinois Finance Authority (ILLINOIS ST FIN AUTH REVENUE) | Long | Debt | US | $4M | – | 0.04 |
| Illinois Tool Works, Inc (Illinois Tool Works Inc) | Long | Debt | US | $321K | – | 0.00 |
| Impac CMB Trust | Long | ABS-collateralized bond/debt obligation | US | $204K | – | 0.00 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-collateralized bond/debt obligation | US | $898K | – | 0.01 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $3M | – | 0.03 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $2M | – | 0.01 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $180K | – | 0.00 |
| Indiana Michigan Power Co | Long | Debt | US | $2M | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.03 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $587K | – | 0.01 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $481K | – | 0.00 |
| Intel Corp | Long | Debt | US | $1M | – | 0.01 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $586K | – | 0.01 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $334K | – | 0.00 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $203K | – | 0.00 | |
| Intercorp Financial Services, Inc (INTERCORP FIN SER INC) | Long | Debt | PA | $2M | – | 0.02 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $1M | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $936K | – | 0.01 | |
| International Bank for Reconstruction & Development | Long | Debt | $647K | – | 0.01 | |
| International Business Machines Corp (IBM CORP) | Long | Debt | US | $347K | – | 0.00 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | $592K | – | 0.01 | |
| International Game Technology plc | Long | Debt | GB | $1M | – | 0.01 |
| Intesa Sanpaolo S.p.A (INTESA SANPAOLO SPA) | Long | Debt | IT | $169K | – | 0.00 |
| Inversiones CMPC S.A. (INVERSIONES CMPC SA) | Long | Debt | CL | $3M | – | 0.03 |
| Invitation Homes Trust | Long | ABS-other | US | $2M | – | 0.01 |
| IQVIA, Inc (IQVIA INC) | Long | Debt | US | $257K | – | 0.00 |
| Iraq Government International Bond (REPUBLIC OF IRAQ) | Long | Debt | IQ | $957K | – | 0.01 |
| IRB Holding Corp | Long | Loan | US | $355K | – | 0.00 |
| Ireland Government Bond | Long | Debt | IE | $752K | – | 0.01 |
| Ireland Government Bond | Long | Debt | IE | $365K | – | 0.00 |
| Ireland Government Bond | Long | Debt | IE | $316K | – | 0.00 |
| Ireland Government Bond | Long | Debt | IE | $306K | – | 0.00 |
| Iron Mountain, Inc (IRON MOUNTAIN INC) | Long | Debt | US | $4M | – | 0.04 |
| Israel Electric Corp Ltd | Long | Debt | IL | $4M | – | 0.04 |
| Israel Government International Bond | Long | Debt | IL | $2M | – | 0.02 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $4M | – | 0.04 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $2M | – | 0.02 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $934K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $735K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $265K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $1M | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $964K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $90K | – | 0.00 |
| Ivory Coast Government International Bond (Step Bond) | Long | Debt | CI | $1M | – | 0.01 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $3M | – | 0.03 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $2M | – | 0.02 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $865K | – | 0.01 |
| Japan Government Five Year Bond (JAPAN (5 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.03 |
| Japan Government Five Year Bond | Long | Debt | JP | $3M | – | 0.03 |
| Japan Government Five Year Bond | Long | Debt | JP | $1M | – | 0.01 |
| Japan Government Forty Year Bond | Long | Debt | JP | $1M | – | 0.01 |
| Japan Government Ten Year Bond | Long | Debt | JP | $4M | – | 0.03 |
| Japan Government Ten Year Bond (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.03 |
| Japan Government Ten Year Bond (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $979K | – | 0.01 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.01 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $606K | – | 0.01 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $580K | – | 0.01 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $456K | – | 0.00 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.02 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.01 |
| Japan Government Twenty Year Bond | Long | Debt | JP | $845K | – | 0.01 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $793K | – | 0.01 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $529K | – | 0.00 |
| Japan Government Two Year Bond (JAPAN (2 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.02 |
| Japan Government Two Year Bond | Long | Debt | JP | $975K | – | 0.01 |
| JG Wentworth XXII LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| Johnson & Johnson | Long | Debt | US | $428K | – | 0.00 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $979K | – | 0.01 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $916K | – | 0.01 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $495K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $623K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.18 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.14 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.12 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.10 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.09 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.08 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.07 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $989K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $887K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $882K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $566K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $448K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $279K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-8) | Long | ABS-collateralized bond/debt obligation | US | $272K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-7) | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $204K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $166K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-1) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMCC Commercial Mortgage Securities Trust (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMCC Commercial Mortgage Securities Trust (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $832K | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $677K | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $756K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $31M | – | 0.29 |
| JPMorgan Chase & Co | Long | Debt | US | $29M | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $24M | – | 0.23 |
| JPMorgan Chase & Co | Long | Debt | US | $19M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $17M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $14M | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $11M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $609K | – | 0.01 |
| JPY240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $2M | – | 0.02 | |
| JPY240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| JPY240716 (Australia and New Zealand Banking Group Limited) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| JPY240716 (Australia and New Zealand Banking Group Limited) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| Kazakhstan Government Bond-MEUKAM (Kazakhstan Government Bond - MEUKAM) | Long | Debt | KZ | $493K | – | 0.00 |
| Kenya Government International Bond (REPUBLIC OF KENYA) | Long | Debt | KE | $523K | – | 0.00 |
| KFC Holding Co | Long | Loan | US | $933K | – | 0.01 |
| Kia Corp | Long | Debt | KR | $187K | – | 0.00 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $3M | – | 0.03 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $3M | – | 0.02 |
| Kite Realty Group LP | Long | Debt | US | $3M | – | 0.03 |
| Kite Realty Group Trust | Long | Debt | US | $5M | – | 0.05 |
| Kommunalbanken AS. | Long | Debt | NO | $2M | – | 0.02 |
| Korea Southern Power Co Ltd | Long | Debt | KR | $3M | – | 0.03 |
| Korea Treasury Bond | Long | Debt | KR | $2M | – | 0.02 |
| Korea Treasury Bond | Long | Debt | KR | $2M | – | 0.01 |
| Korea Treasury Bond | Long | Debt | KR | $2M | – | 0.01 |
| Korea Treasury Bond | Long | Debt | KR | $1M | – | 0.01 |
| Korea Treasury Bond | Long | Debt | KR | $836K | – | 0.01 |
| Korea Treasury Bond | Long | Debt | KR | $236K | – | 0.00 |
| Korea Treasury Bond | Long | Debt | KR | $227K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $3M | – | 0.03 |
| KRW240718 (Citibank N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| L3Harris Technologies, Inc (L3HARRIS TECH INC) | Long | Debt | US | $8M | – | 0.07 |
| Ladder Capital Commercial Mortgage Securities | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ladder Capital Commercial Mortgage Securities | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Lamar Media Corp | Long | Debt | US | $907K | – | 0.01 |
| Lamar Media Corp | Long | Debt | US | $608K | – | 0.01 |
| Last Mile Logistics Pan Euro Finance DAC | Long | ABS-mortgage backed security | IE | $619K | – | 0.01 |
| Last Mile Securities | Long | ABS-mortgage backed security | IE | $640K | – | 0.01 |
| Lebanon Government International Bond (LEBANESE REPUBLIC) | Long | Debt | LB | $119K | – | 0.00 |
| Liberty Mutual Group, Inc (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $3M | – | 0.03 |
| Liberty Mutual Group, Inc (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $788K | – | 0.01 |
| Liberty Mutual Group, Inc (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $441K | – | 0.00 |
| Liberty Street Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Lions Gate Capital Holdings LLC | Long | Loan | US | $450K | – | 0.00 |
| Lithia Motors, Inc (LITHIA MOTORS INC) | Long | Debt | US | $835K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $3M | – | 0.03 |
| Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy (LOS ANGELES CNTY CA REDEV REFU) | Long | Debt | US | $4M | – | 0.04 |
| Lowe's Cos, Inc (LOWE'S COS INC) | Long | Debt | US | $7M | – | 0.06 |
| LS Group OpCo Acquistion LLC | Long | Loan | US | $409K | – | 0.00 |
| LSTAR Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $5M | – | 0.05 |
| MAD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Madison Park Funding LV Ltd (Madison Park Funding Ltd) | Long | ABS-other | KY | $4M | – | 0.03 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-other | KY | $6M | – | 0.05 |
| Malaysia Government Bond | Long | Debt | MY | $574K | – | 0.01 |
| Manhattan West | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Marathon Oil Corp | Long | Debt | US | $15M | – | 0.14 |
| Marathon Petroleum Corp | Long | Debt | US | $8M | – | 0.07 |
| Marathon Petroleum Corp | Long | Debt | US | $5M | – | 0.04 |
| Marathon Petroleum Corp | Long | Debt | US | $4M | – | 0.04 |
| MARQ Trust (TX Trust 2024-HOU) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Massachusetts St (Palmer Square CLO Ltd) | Long | ABS-other | KY | $4M | – | 0.03 |
| McKesson Corp | Long | Debt | US | $3M | – | 0.03 |
| McKesson Corp | Long | Debt | US | $588K | – | 0.01 |
| Medline Borrower LP | Long | Loan | US | $521K | – | 0.00 |
| MEG Energy Corp | Long | Debt | CA | $705K | – | 0.01 |
| MEGlobal BV | Long | Debt | NL | $3M | – | 0.02 |
| Merck & Co, Inc (MERCK & CO INC) | Long | Debt | US | $3M | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust | Long | ABS-other | US | $420K | – | 0.00 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $11M | – | 0.11 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $2M | – | 0.01 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $1M | – | 0.01 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $7M | – | 0.06 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $249K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $1M | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $1M | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $408K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $5M | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $3M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $3M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $3M | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.02 |
| Mexico Government International Bond | Long | Debt | MX | $1M | – | 0.01 |
| Mexico Remittances Funding Fiduciary Estate Management Sarl (MX REMIT FUND FIDUC EST) | Long | Debt | LU | $2M | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $25M | – | 0.23 |
| Microsoft Corp | Long | Debt | US | $3M | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $2M | – | 0.02 |
| Mid-America Apartments LP | Long | Debt | US | $10M | – | 0.09 |
| Mid-America Apartments LP | Long | Debt | US | $4M | – | 0.04 |
| Mid-America Apartments LP | Long | Debt | US | $2M | – | 0.02 |
| Mid-America Apartments LP | Long | Debt | US | $2M | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $7M | – | 0.06 |
| MidAmerican Energy Co | Long | Debt | US | $4M | – | 0.04 |
| Midwest Connector Capital Co LLC | Long | Debt | US | $3M | – | 0.03 |
| Millicom International Cellular S.A. (Millicom International Cellular SA) | Long | Debt | LU | $3M | – | 0.03 |
| Millicom International Cellular S.A. (MILLICOM INTL CELLULAR) | Long | Debt | LU | $1M | – | 0.01 |
| Minejesa Capital BV | Long | Debt | NL | $3M | – | 0.02 |
| Misc Capital Two Labuan Ltd | Long | Debt | MY | $2M | – | 0.02 |
| Mizrahi Tefahot Bank Ltd | Long | Debt | IL | $3M | – | 0.03 |
| Mondelez International Holdings Netherlands BV (MONDELEZ INTL HLDINGS NE) | Long | Debt | NL | $217K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $30M | – | 0.28 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.05 |
| Morgan Stanley | Long | Equity-preferred | US | $5M | 174K | 0.04 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $727K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $506K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $322K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $841K | – | 0.01 |
| Morgan Stanley Capital I Inc (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $508K | – | 0.00 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $4M | – | 0.03 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $847K | – | 0.01 |
| MPLX LP | Long | Debt | US | $17M | – | 0.16 |
| MPLX LP | Long | Debt | US | $8M | – | 0.08 |
| MPLX LP | Long | Debt | US | $5M | – | 0.04 |
| MSD Netherlands Capital BV | Long | Debt | NL | $416K | – | 0.00 |
| MSD Netherlands Capital BV | Long | Debt | NL | $318K | – | 0.00 |
| MSDB Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| MTN Mauritius Investment Ltd (MTN MAURITIUS INVSTMENTS) | Long | Debt | MU | $2M | – | 0.02 |
| Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen (MUNICH RE) | Long | Debt | DE | $8M | – | 0.08 |
| Murphy Oil Corp | Long | Debt | US | $275K | – | 0.00 |
| MVW LLC (MVW Owner Trust) | Long | ABS-other | US | $2M | – | 0.02 |
| MVW Owner Trust | Long | ABS-other | US | $3M | – | 0.03 |
| MVW Owner Trust | Long | ABS-other | US | $895K | – | 0.01 |
| MVW Owner Trust | Long | ABS-other | US | $800K | – | 0.01 |
| MXN240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| Namibia Government International Bond (REPUBLIC OF NAMIBIA) | Long | Debt | NA | $2M | – | 0.02 |
| National Retail Properties, Inc (NNN REIT INC) | Long | Debt | US | $3M | – | 0.03 |
| National Retail Properties, Inc (NNN REIT INC) | Long | Debt | US | $587K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.11 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $952K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $646K | – | 0.01 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $4M | – | 0.03 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.02 |
| Navient Student Loan Trust | Long | ABS-other | US | $2M | – | 0.02 |
| Navient Student Loan Trust | Long | ABS-other | US | $809K | – | 0.01 |
| NBK SPC Ltd | Long | Debt | AE | $7M | – | 0.07 |
| Netherlands Government International Bond (Kingdom of the Netherlands) | Long | Debt | NL | $494K | – | 0.00 |
| Netherlands Government International Bond | Long | Debt | NL | $416K | – | 0.00 |
| Netherlands Government International Bond | Long | Debt | NL | $189K | – | 0.00 |
| Neuberger Berman CLO Ltd | Long | ABS-other | JE | $10M | – | 0.09 |
| Neuberger Berman Loan Advisers CLO 31 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $9M | – | 0.08 |
| Neuberger Berman Loan Advisers Clo 43 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.01 |
| Nevada Power Co | Long | Debt | US | $6M | – | 0.06 |
| Nevada Power Co | Long | Debt | US | $3M | – | 0.03 |
| New Residential Mortgage Loan Trust (New Residential Mortgage Loan Trust 2022-INV1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| New Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $867K | – | 0.01 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $2M | – | 0.02 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $331K | – | 0.00 |
| New York and Presbyterian Hospital (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $4M | – | 0.04 |
| New York Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $187K | – | 0.00 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH REVENUES) | Long | Debt | US | $9M | – | 0.09 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH REVENUES) | Long | Debt | US | $5M | – | 0.05 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH REVENUES) | Long | Debt | US | $5M | – | 0.05 |
| New York State Thruway Authority (NEW YORK ST THRUWAY AUTH) | Long | Debt | US | $6M | – | 0.06 |
| New York State Thruway Authority (NEW YORK ST THRUWAY AUTH) | Long | Debt | US | $5M | – | 0.05 |
| New York State Thruway Authority (NEW YORK ST THRUWAY AUTH) | Long | Debt | US | $4M | – | 0.04 |
| New Zealand Government International Bond (New Zealand Government Bond) | Long | Debt | NZ | $1M | – | 0.01 |
| New Zealand Government International Bond | Long | Debt | NZ | $701K | – | 0.01 |
| NextEra Energy Capital Holdings, Inc (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $5M | – | 0.05 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $867K | – | 0.01 |
| NiSource, Inc (NISOURCE INC) | Long | Debt | US | $16M | – | 0.15 |
| NLT Trust (NMLT Trust) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| NNN REIT, Inc (NNN REIT INC) | Long | Debt | US | $2M | – | 0.02 |
| NOK240716 (Bank of America, N.A.) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| Northern Trust Corp | Long | Debt | US | $4M | – | 0.04 |
| Northrop Grumman Corp | Long | Debt | US | $7M | – | 0.06 |
| Norway Government International Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $2M | – | 0.01 |
| NRG Energy, Inc (NRG ENERGY INC) | Long | Debt | US | $5M | – | 0.05 |
| Nutrien Ltd | Long | Debt | CA | $6M | – | 0.06 |
| NVIDIA Corp | Long | Debt | US | $7M | – | 0.07 |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $5M | – | 0.05 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $3M | – | 0.03 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $3M | – | 0.03 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $1M | – | 0.01 | |
| NZD240716 (Australia and New Zealand Banking Group Limited) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $10M | – | 0.09 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $7M | – | 0.06 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $5M | – | 0.05 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $4M | – | 0.04 |
| OBX (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.08 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.08 |
| OBX Trust (OBX 2022-J2 Trust) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $663K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.02 |
| Oceanview Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| Oceanview Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| OCI NV | Long | Debt | NL | $2M | – | 0.02 |
| OCP S.A. (OCP SA) | Long | Debt | MA | $2M | – | 0.02 |
| OCP S.A. (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $753K | – | 0.01 |
| OHA Credit Funding 10 Ltd (Oak Hill Credit Partners) | Long | ABS-other | KY | $7M | – | 0.06 |
| OHA Credit Funding 6 Ltd (Oak Hill Credit Partners) | Long | ABS-other | KY | $2M | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $5M | – | 0.04 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $4M | – | 0.03 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| OI European Group BV | Long | Debt | NL | $277K | – | 0.00 |
| Olympic Tower Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $250K | – | 0.00 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $2M | – | 0.02 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $1M | – | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $1M | – | 0.01 |
| One Bryant Park Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| OneMain Financial Issuance Trust | Long | ABS-other | US | $22M | – | 0.20 |
| OneMain Financial Issuance Trust | Long | ABS-other | US | $16M | – | 0.15 |
| OneMain Financial Issuance Trust | Long | ABS-other | US | $10M | – | 0.09 |
| ONEOK, Inc (ONEOK Inc) | Long | Debt | US | $5M | – | 0.04 |
| ONEOK, Inc (ONEOK INC) | Long | Debt | US | $4M | – | 0.04 |
| OPEC Fund for International Development (OPEC FUND FOR INTL DEV) | Long | Debt | $4M | – | 0.03 | |
| Open Text Holdings, Inc (OPEN TEXT HOLDINGS INC) | Long | Debt | US | $496K | – | 0.00 |
| OPEN Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $17M | – | 0.16 |
| Oracle Corp | Long | Debt | US | $8M | – | 0.07 |
| Orange S.A. (ORANGE SA) | Long | Debt | FR | $2M | – | 0.02 |
| Orbia Advance Corp SAB de C.V. | Long | Debt | MX | $280K | – | 0.00 |
| Oregon Tool Holdings, Inc (ASP BLADE HOLDINGS INC) | Long | Loan | US | $140K | – | 0.00 |
| Organon Finance LLC (ORGANON & CO/ORG) | Long | Debt | US | $603K | – | 0.01 |
| Organon Finance LLC (ORGANON & CO/ORG) | Long | Debt | US | $225K | – | 0.00 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $2M | – | 0.02 |
| Palmer Square CLO Ltd | Long | ABS-other | KY | $8M | – | 0.07 |
| Panama Bonos del Tesoro | Long | Debt | PA | $4M | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $1M | – | 0.01 |
| Panama Government International Bond | Long | Debt | PA | $527K | – | 0.00 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $965K | – | 0.01 |
| Paraguay Government International Bond | Long | Debt | PY | $753K | – | 0.01 |
| Parkland Corp | Long | Debt | CA | $287K | – | 0.00 |
| Parkland Fuel Corp (PARKLAND CORP) | Long | Debt | CA | $493K | – | 0.00 |
| PartnerRe Finance B LLC | Long | Debt | US | $11M | – | 0.10 |
| Pattern Energy Operations LP (PATTERN ENERGY OP LP/PAT) | Long | Debt | US | $555K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $2M | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $2M | – | 0.02 |
| PEN240718 (Citibank N.A.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $186K | – | 0.00 |
| Perusahaan Listrik Negara PT | Long | Debt | ID | $3M | – | 0.02 |
| Perusahaan Listrik Negara PT | Long | Debt | ID | $602K | – | 0.01 |
| Perusahaan Listrik Negara PT | Long | Debt | ID | $165K | – | 0.00 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $2M | – | 0.02 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $1M | – | 0.01 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $4M | – | 0.03 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $2M | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $2M | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $804K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $264K | – | 0.00 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $31M | – | 0.29 |
| Philip Morris International, Inc (Philip Morris International Inc) | Long | Debt | US | $11M | – | 0.10 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $5M | – | 0.05 |
| Phillips 66 | Long | Debt | US | $11M | – | 0.11 |
| Phillips 66 | Long | Debt | US | $2M | – | 0.02 |
| Phillips 66 Co | Long | Debt | US | $2M | – | 0.02 |
| Plains All American Pipeline LP (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $434K | – | 0.00 |
| PLN240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PNC Financial Services Group, Inc | Long | Debt | US | $7M | – | 0.06 |
| Port of Corpus Christi Authority of Nueces County (PORT OF CORPUS CHRISTI TX AUTH) | Long | Debt | US | $1M | – | 0.01 |
| Port of Corpus Christi Authority of Nueces County (PORT OF CORPUS CHRISTI TX AUTH) | Long | Debt | US | $977K | – | 0.01 |
| Potomac Electric Power Co | Long | Debt | US | $950K | – | 0.01 |
| Power Finance Corp Ltd | Long | Debt | IN | $3M | – | 0.03 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $12M | – | 0.12 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $7M | – | 0.07 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $2M | – | 0.02 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $1M | – | 0.01 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $714K | – | 0.01 |
| Principal Financial Group, Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $4M | – | 0.04 |
| Private Export Funding Corp (PEFCO) | Long | Debt | US | $6M | – | 0.06 |
| Procter & Gamble Co (PROCTER & GAMBLE CO/THE) | Long | Debt | US | $322K | – | 0.00 |
| Progress Residential Trust | Long | ABS-other | US | $1M | – | 0.01 |
| ProLogis Euro Finance LLC | Long | Debt | US | $426K | – | 0.00 |
| ProLogis International Funding II S.A. (Prologis International Funding II SA) | Long | Debt | LU | $319K | – | 0.00 |
| ProLogis LP | Long | Debt | US | $3M | – | 0.02 |
| ProLogis LP | Long | Debt | US | $1M | – | 0.01 |
| Promigas S.A. ESP (PROMIGAS/GASES PACIFICO) | Long | Debt | $2M | – | 0.02 | |
| Prosus NV | Long | Debt | NL | $4M | – | 0.04 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $570K | – | 0.01 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $393K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $7M | – | 0.06 |
| Province of Quebec Canada | Long | Debt | CA | $459K | – | 0.00 |
| Prudential Financial, Inc (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $6M | – | 0.06 |
| Prudential Financial, Inc (Prudential Financial Inc) | Long | Debt | US | $4M | – | 0.04 |
| Prudential Financial, Inc (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $4M | – | 0.03 |
| Prudential Financial, Inc (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $1M | – | 0.01 |
| Public Finance Authority (PUBLIC FIN AUTH WI REVENUE) | Long | Debt | US | $2M | – | 0.02 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $3M | – | 0.03 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $2M | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $5M | – | 0.05 |
| Public Service Electric and Gas Co | Long | Debt | US | $5M | – | 0.05 |
| Public Service Electric and Gas Co | Long | Debt | US | $5M | – | 0.04 |
| Qatar Government International Bond (STATE OF QATAR) | Long | Debt | QA | $2M | – | 0.02 |
| QazaqGaz NC JSC | Long | Debt | KZ | $3M | – | 0.03 |
| QNB Finance Ltd | Long | Debt | KY | $1M | – | 0.01 |
| Rackspace Finance LLC | Long | Loan | US | $172K | – | 0.00 |
| Rackspace Finance LLC | Long | Loan | US | $90K | – | 0.00 |
| Raytheon Technologies Corp (RTX CORP) | Long | Debt | US | $5M | – | 0.04 |
| Raytheon Technologies Corp (RTX CORP) | Long | Debt | US | $485K | – | 0.00 |
| RBS Commercial Funding, Inc Trust (RBSCF Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.10 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| RCKT Mortgage Trust (RCKT Mortgage Trust 2021-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| RCKT Mortgage Trust (RCKT Mortgage Trust 2022-4) | Long | ABS-collateralized bond/debt obligation | US | $775K | – | 0.01 |
| Regency Centers LP | Long | Debt | US | $6M | – | 0.06 |
| Regency Centers LP | Long | Debt | US | $5M | – | 0.05 |
| Regency Centers LP | Long | Debt | US | $984K | – | 0.01 |
| Reinsurance Group of America, Inc (Reinsurance Group of America Inc) | Long | Debt | US | $9M | – | 0.09 |
| Reinsurance Group of America, Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $3M | – | 0.03 |
| Republic of Bulgaria (BULGARIA) | Long | Debt | BG | $928K | – | 0.01 |
| Republic of Cameroon International Bond | Long | Debt | CM | $353K | – | 0.00 |
| Republic of Guatemala | Long | Debt | GT | $394K | – | 0.00 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $5M | – | 0.05 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $2M | – | 0.02 |
| Republic of Poland Government International Bond | Long | Debt | PL | $3M | – | 0.03 |
| Republic of Poland Government International Bond | Long | Debt | PL | $1M | – | 0.01 |
| Republic of Poland Government International Bond (Republic of Poland Government Bond) | Long | Debt | PL | $1M | – | 0.01 |
| Republic of Poland Government International Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $942K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $541K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $867K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $616K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $316K | – | 0.00 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $186K | – | 0.00 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $2M | – | 0.01 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $477K | – | 0.00 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $710.7 | – | 0.00 |
| Republic Services, Inc (REPUBLIC SERVICES INC) | Long | Debt | US | $4M | – | 0.03 |
| Rio Oil Finance Trust | Long | Debt | US | $2M | – | 0.02 |
| Rocket Software, Inc (Rocket Software Inc) | Long | Loan | US | $701K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.01 |
| Romanian Government International Bond (ROMANIA GOVERNMENT BOND) | Long | Debt | RO | $1M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $501K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $402K | – | 0.00 |
| RON240716 (Citibank N.A.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| Roper Technologies, Inc (ROPER TECHNOLOGIES INC) | Long | Debt | US | $8M | – | 0.08 |
| Roper Technologies, Inc (ROPER TECHNOLOGIES INC) | Long | Debt | US | $3M | – | 0.02 |
| Rwanda International Government Bond (REPUBLIC OF RWANDA) | Long | Debt | RW | $3M | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $6M | – | 0.06 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $5M | – | 0.04 |
| Salesforce, Inc (SALESFORCE INC) | Long | Debt | US | $7M | – | 0.06 |
| Samsonite IP Holdings Sarl | Long | Loan | LU | $168K | – | 0.00 |
| San Jose Redevelopment Agency Successor Agency (SAN JOSE CA REDEV AGY SUCCESSO) | Long | Debt | US | $6M | – | 0.05 |
| Sands China Ltd | Long | Debt | KY | $2M | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $911K | – | 0.01 |
| Santander Drive Auto Receivables Trust | Long | ABS-other | US | $33M | – | 0.30 |
| Santander Drive Auto Receivables Trust | Long | ABS-other | US | $1M | – | 0.01 |
| Santander Drive Auto Receivables Trust | Long | ABS-other | US | $979K | – | 0.01 |
| Sartorius Finance BV | Long | Debt | NL | $329K | – | 0.00 |
| Sasol Financing USA LLC | Long | Debt | US | $2M | – | 0.02 |
| Sasol Financing USA LLC | Long | Debt | US | $253K | – | 0.00 |
| Saudi Arabian Oil Co | Long | Debt | SA | $2M | – | 0.02 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $4M | – | 0.04 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $1M | – | 0.01 |
| SBA Tower Trust | Long | Debt | US | $38M | – | 0.35 |
| SBA Tower Trust | Long | Debt | US | $23M | – | 0.21 |
| SBA Tower Trust | Long | Debt | US | $10M | – | 0.10 |
| SBA Tower Trust | Long | Debt | US | $8M | – | 0.07 |
| Select Medical Corp | Long | Loan | US | $2M | – | 0.02 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $722K | – | 0.01 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $331K | – | 0.00 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $321K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Sequoia Mortgage Trust (Sequoia Mortgage Trust 2023-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $745K | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $507K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $443K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $113K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| Serbia Government International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.01 |
| Serbia Government International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $770K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $3M | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $420K | – | 0.00 |
| Serbia Treasury Bonds | Long | Debt | RS | $891K | – | 0.01 |
| Serbia Treasury Bonds | Long | Debt | RS | $267K | – | 0.00 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $18M | – | 0.16 |
| Shellpoint Co-Originator Trust | Long | ABS-collateralized bond/debt obligation | US | $340K | – | 0.00 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $1M | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $855K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $789K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $630K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $475K | – | 0.00 |
| Sirius XM Radio, Inc (SIRIUS XM RADIO INC) | Long | Debt | US | $2M | – | 0.02 |
| SITE Centers Corp | Long | Debt | US | $4M | – | 0.04 |
| SITE Centers Corp | Long | Debt | US | $3M | – | 0.03 |
| Sitios Latinoamerica SAB de C.V. | Long | Debt | MX | $3M | – | 0.03 |
| SK Hynix, Inc (SK HYNIX INC) | Long | Debt | KR | $5M | – | 0.04 |
| SkyMiles IP Ltd | Long | Loan | KY | $261K | – | 0.00 |
| SLG Office Trust | Long | ABS-mortgage backed security | US | $18M | – | 0.17 |
| SLG Office Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| SMB Private Education Loan Trust | Long | ABS-other | US | $3M | – | 0.02 |
| SMB Private Education Loan Trust | Long | ABS-other | US | $2M | – | 0.02 |
| SMB Private Education Loan Trust | Long | ABS-other | US | $1M | – | 0.01 |
| SMB Private Education Loan Trust | Long | ABS-other | US | $718K | – | 0.01 |
| Smith College (TRUSTEES SMITH COLLEGE) | Long | Debt | US | $13M | – | 0.12 |
| SMR Mortgage Trust (SMR 2022-IND Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.09 |
| SMR Mortgage Trust (SMR 2022-IND Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.08 |
| Sociedad Quimica y Minera de Chile S.A. | Long | Debt | CL | $2M | – | 0.02 |
| Sociedad Quimica y Minera de Chile S.A. (Sociedad Quimica y Minera de Chile SA) | Long | Debt | CL | $2M | – | 0.02 |
| SoFi Professional Loan Program LLC (Social Professional Loan Progr) | Long | ABS-other | US | $2M | – | 0.02 |
| SoFi Professional Loan Program LLC (Social Professional Loan Progr) | Long | ABS-other | US | $1M | – | 0.01 |
| SoFi Professional Loan Program LLC (Social Professional Loan Progr) | Long | ABS-other | US | $1M | – | 0.01 |
| South Africa Government International Bond (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $2M | – | 0.02 |
| Southern Co | Long | Debt | US | $19M | – | 0.18 |
| Southern Co Gas Capital Corp | Long | Debt | US | $8M | – | 0.08 |
| Southern Power Co | Long | Debt | US | $516K | – | 0.00 |
| Southwestern Public Service Co | Long | Debt | US | $2M | – | 0.02 |
| Spain Government International Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $3M | – | 0.03 |
| Spain Government International Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $2M | – | 0.02 |
| Spain Government International Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1M | – | 0.01 |
| Spain Government International Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $850K | – | 0.01 |
| Spain Government International Bond (Spain Government Bond) | Long | Debt | ES | $701K | – | 0.01 |
| Spain Government International Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $547K | – | 0.01 |
| Spin Holdco, Inc (SPIN HOLDCO INC) | Long | Loan | US | $500K | – | 0.00 |
| SpringCastle America Funding LLC (Springcastle SPV) | Long | ABS-other | US | $8M | – | 0.08 |
| SpringCastle America Funding LLC (Springcastle SPV) | Long | ABS-other | US | $3M | – | 0.02 |
| Springleaf Finance Corp (ONEMAIN FINANCE CORP) | Long | Debt | US | $516K | – | 0.00 |
| SREIT Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| SREIT Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| St. Marys Cement, Inc Canada (St Marys Cement Inc Canada) | Long | Debt | CA | $2M | – | 0.02 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $6M | – | 0.06 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $5M | – | 0.05 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $12M | – | 0.11 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $25M | – | 0.23 |
| State of Illinois (ILLINOIS ST SALES TAX REVENUE) | Long | Debt | US | $12M | – | 0.11 |
| State of Illinois (ILLINOIS ST SALES TAX REVENUE) | Long | Debt | US | $10M | – | 0.09 |
| State of Israel | Long | Debt | IL | $2M | – | 0.02 |
| State of Oregon Department of Administrative Services (OREGON ST DEPT OF ADMIN SVCS C) | Long | Debt | US | $9M | – | 0.08 |
| State of Wisconsin (WISCONSIN ST GEN FUND ANNUAL A) | Long | Debt | US | $9M | – | 0.09 |
| State Street Corp | Long | Debt | US | $7M | – | 0.07 |
| State Street Navigator Securities Lending Government Money Market Portfolio (STATE STR NAVIGATOR SECS L TR) | Long | Short-term investment vehicle | US | $35M | 35M | 0.33 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $34M | – | 0.31 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.25 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.20 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.16 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.15 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.09 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.08 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2023-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2023-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $835K | – | 0.01 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.00 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| Structured Asset Investment Loan Trust | Long | ABS-other | US | $217K | – | 0.00 |
| Stryker Corp | Long | Debt | US | $457K | – | 0.00 |
| Sumitomo Mitsui Financial Group, Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $7M | – | 0.07 |
| Sunoco Logistics Partners Operations LP (ENERGY TRANSFER LP) | Long | Debt | US | $6M | – | 0.06 |
| Suzano Austria GmbH | Long | Debt | AT | $4M | – | 0.03 |
| Sweihan PV Power Co PJSC | Long | Debt | AE | $3M | – | 0.03 |
| Swiss Re Finance Luxembourg S.A. | Long | Debt | LU | $5M | – | 0.05 |
| SYSCO Corp (SYSCO CORPORATION) | Long | Debt | US | $4M | – | 0.03 |
| SYSCO Corp | Long | Debt | US | $1M | – | 0.01 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $28M | – | 0.26 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $21M | – | 0.19 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $9M | – | 0.08 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $5M | – | 0.05 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.01 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $24M | – | 0.22 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $14M | – | 0.13 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $406K | – | 0.00 |
| Targa Resources Partners LP (Targa Resources Corp) | Long | Debt | US | $3M | – | 0.03 |
| Targa Resources Partners LP | Long | Debt | US | $428K | – | 0.00 |
| Taurus UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $638K | – | 0.01 |
| Taurus UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $439K | – | 0.00 |
| Team Health Holdings, Inc (TEAM HEALTH HOLDINGS INC) | Long | Loan | US | $59K | – | 0.00 |
| Telecomunicaciones Digitales S.A. (CABLE ONDA SA) | Long | Debt | PA | $800K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $357K | – | 0.00 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $335K | – | 0.00 |
| Tennessee Valley Authority (TVA) (Tennessee Valley Authority Discount Notes) | Long | Short-term investment vehicle | US | $10M | – | 0.09 |
| Tesla Auto Lease Trust | Long | ABS-other | US | $1M | – | 0.01 |
| Texas Instruments, Inc (TEXAS INSTRUMENTS INC) | Long | Debt | US | $2M | – | 0.02 |
| Thailand Government International Bond (THAILAND GOVERNMENT BOND) | Long | Debt | TH | $692K | – | 0.01 |
| Thailand Government International Bond (THAILAND GOVERNMENT BOND) | Long | Debt | TH | $216K | – | 0.00 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $4M | – | 0.03 |
| THB240716 (Citibank N.A.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| The Procter & Gamble Company (PROCTER & GAMBLE CO/THE) | Long | Debt | US | $636K | – | 0.01 |
| The Procter & Gamble Company (PROCTER & GAMBLE CO/THE) | Long | Debt | US | $357K | – | 0.00 |
| Thermo Fisher Scientific Finance I BV (THERMO FISHER SC FNCE I) | Long | Debt | NL | $733K | – | 0.01 |
| TICP CLO VIII Ltd (TICP CLO Ltd) | Long | ABS-other | KY | $7M | – | 0.07 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $3M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $241K | – | 0.00 |
| Times Square Trust (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| TK Elevator US Newco, Inc (TK Elevator US Newco Inc) | Long | Loan | US | $1M | – | 0.01 |
| Toronto-Dominion Bank | Long | Debt | CA | $12M | – | 0.11 |
| Toronto-Dominion Bank | Long | Debt | CA | $2M | – | 0.02 |
| TotalEnergies Capital International S.A. (TOTALENERGIES CAP INTL) | Long | Debt | FR | $7M | – | 0.07 |
| TotalEnergies Capital S.A. (TotalEnergies Capital SA) | Long | Debt | FR | $4M | – | 0.04 |
| TotalEnergies Capital S.A. (TotalEnergies Capital SA) | Long | Debt | FR | $2M | – | 0.02 |
| Trane Technologies Luxembourg Finance S.A. | Long | Debt | IE | $5M | – | 0.05 |
| Trans Union LLC | Long | Loan | US | $2M | – | 0.02 |
| TransDigm, Inc (TransDigm Inc) | Long | Loan | US | $970K | – | 0.01 |
| TransDigm, Inc (TRANSDIGM INC) | Long | Loan | US | $903K | – | 0.01 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $737K | – | 0.01 |
| Tricon American Homes Trust | Long | ABS-other | US | $1M | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $9M | – | 0.08 |
| Truist Financial Corp | Long | Debt | US | $5M | – | 0.05 |
| Trust Fibra Uno | Long | Debt | MX | $2M | – | 0.02 |
| TSMC Global Ltd | Long | Debt | VG | $4M | – | 0.03 |
| Turkiye Government Bond (TURKEY GOVERNMENT BOND) | Long | Debt | TR | $691K | – | 0.01 |
| Turkiye Government International Bond | Long | Debt | TR | $2M | – | 0.02 |
| Turkiye Government International Bond | Long | Debt | TR | $804K | – | 0.01 |
| Tyco Electronics Group S.A. | Long | Debt | LU | $2M | – | 0.02 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| UBS Group AG. | Long | Debt | CH | $9M | – | 0.08 |
| UBS Group AG. | Long | Debt | CH | $8M | – | 0.08 |
| UBS Group AG. | Long | Debt | CH | $8M | – | 0.07 |
| UBS Group AG. | Long | Debt | CH | $6M | – | 0.06 |
| UBS Group AG. | Long | Debt | CH | $3M | – | 0.03 |
| UBS Group AG. | Long | Debt | CH | $2M | – | 0.02 |
| UKG, Inc (UKG Inc) | Long | Loan | US | $893K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $300K | – | 0.00 |
| UltraTech Cement Ltd | Long | Debt | IN | $169K | – | 0.00 |
| Unilever Finance Netherlands BV | Long | Debt | NL | $508K | – | 0.00 |
| Union Electric Co | Long | Debt | US | $6M | – | 0.06 |
| Union Pacific Corp | Long | Debt | US | $4M | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $2M | – | 0.02 |
| United Kingdom Gilt | Long | Debt | GB | $2M | – | 0.02 |
| United Kingdom Gilt | Long | Debt | GB | $1M | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $1M | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $992K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $953K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $949K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $947K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $533K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $523K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $521K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $458K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $408K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $213K | – | 0.00 |
| United Overseas Bank Ltd | Long | Debt | SG | $3M | – | 0.03 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $20M | – | 0.19 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $10M | – | 0.09 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $10M | – | 0.09 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $5M | – | 0.05 |
| United States Treasury Bill (United States Treasury Bill- When Issued) | Long | Short-term investment vehicle | US | $5M | – | 0.05 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $39M | – | 0.37 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $37M | – | 0.34 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $32M | – | 0.30 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $28M | – | 0.26 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.21 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $21M | – | 0.19 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.19 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.15 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.10 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.04 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.04 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.04 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $822K | – | 0.01 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $208M | – | 1.94 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $481M | – | 4.48 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $246M | – | 2.29 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $163M | – | 1.52 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $113M | – | 1.05 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $108M | – | 1.01 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $77M | – | 0.72 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $66M | – | 0.62 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $62M | – | 0.58 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $56M | – | 0.52 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $56M | – | 0.52 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $49M | – | 0.46 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $48M | – | 0.45 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $45M | – | 0.42 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $38M | – | 0.35 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $26M | – | 0.24 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $26M | – | 0.24 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.21 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $14M | – | 0.13 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $13M | – | 0.12 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $10M | – | 0.09 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 0.09 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $7M | – | 0.06 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.06 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $6M | – | 0.05 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.05 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.04 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.03 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.03 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.03 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.02 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.02 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.02 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.01 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $949K | – | 0.01 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $817K | – | 0.01 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $699K | – | 0.01 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $9M | – | 0.08 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $5M | – | 0.05 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $2M | – | 0.02 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $25M | – | 0.24 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $15M | – | 0.14 |
| University of Massachusetts Building Authority (UNIV OF MASSACHUSETTS MA BLDG) | Long | Debt | US | $11M | – | 0.10 |
| University of Massachusetts Building Authority (UNIV OF MASSACHUSETTS MA BLDG) | Long | Debt | US | $6M | – | 0.06 |
| University of New Mexico (UNIV OF NEW MEXICO NM) | Long | Debt | US | $19M | – | 0.18 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $3M | – | 0.03 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $1M | – | 0.01 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $480K | – | 0.00 |
| US 10YR NOTE (CBT)Sep24 (Chicago Board of Trade) | Derivative-interest rate | US | $220M | – | 2.05 | |
| US 5YR NOTE (CBT) Sep24 (Chicago Board of Trade) | Derivative-interest rate | US | $557M | – | 5.19 | |
| Verisk Analytics, Inc (Verisk Analytics Inc) | Long | Debt | US | $5M | – | 0.04 |
| Verizon Communications, Inc | Long | Debt | US | $31M | – | 0.29 |
| Verizon Communications, Inc | Long | Debt | US | $8M | – | 0.08 |
| Verizon Communications, Inc | Long | Debt | US | $7M | – | 0.07 |
| Verizon Communications, Inc | Long | Debt | US | $395K | – | 0.00 |
| Verizon Communications, Inc | Long | Debt | US | $286K | – | 0.00 |
| Verizon Communications, Inc | Long | Debt | US | $222K | – | 0.00 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $860K | – | 0.01 |
| Virgin Media Bristol LLC | Long | Loan | US | $2M | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $3M | – | 0.03 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $2M | – | 0.02 |
| Virginia Port Authority (VIRGINIA ST PORT AUTH PORT FAC) | Long | Debt | US | $2M | – | 0.02 |
| Visa, Inc (VISA INC) | Long | Debt | US | $3M | – | 0.03 |
| Vmed O2 UK Financing I plc | Long | Debt | GB | $1M | – | 0.01 |
| Vodafone Group plc | Long | Debt | GB | $6M | – | 0.05 |
| Vodafone Group plc | Long | Debt | GB | $4M | – | 0.04 |
| VZ Secured Financing BV | Long | Debt | NL | $654K | – | 0.01 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $7M | – | 0.07 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $7M | – | 0.06 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $3M | – | 0.03 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $15M | – | 0.14 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $9M | – | 0.09 |
| Washington Convention & Sports Authority (WASHINGTON DC CONVENTION & SPO) | Long | Debt | US | $371K | – | 0.00 |
| Waste Management, Inc (WASTE MANAGEMENT INC) | Long | Debt | US | $2M | – | 0.01 |
| Weber-Stephen Products LLC | Long | Loan | US | $390K | – | 0.00 |
| Weibo Corp | Long | Debt | KY | $2M | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.14 |
| Wells Fargo & Co | Long | Debt | US | $10M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $10M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $942K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $815K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.08 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $722K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $17M | – | 0.16 |
| WESCO Distribution, Inc (WESCO DISTRIBUTION INC) | Long | Debt | US | $305K | – | 0.00 |
| WFRBS Commercial Mortgage Trust (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Williams Cos, Inc (WILLIAMS COMPANIES INC) | Long | Debt | US | $9M | – | 0.09 |
| Williams Cos, Inc (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.04 |
| WinWater Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $3M | – | 0.03 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $3M | – | 0.03 |
| Xcel Energy, Inc (XCEL ENERGY INC) | Long | Debt | US | $2M | – | 0.02 |
| ZAR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| ZF North America Capital, Inc (ZF NA CAPITAL) | Long | Debt | US | $153K | – | 0.00 |
| Ziff Davis, Inc (ZIFF DAVIS INC) | Long | Debt | US | $1M | – | 0.01 |
| Ziply Fiber Issuer LLC | Long | ABS-other | US | $19M | – | 0.17 |
Address
COLLEGE RETIREMENT EQUITIES FUND
730 Third Avenue
New York
New York
10017-3206
United States of America
Websites
Directors
Thomas J. Kenny
Forrest C. Berkley
Janice C. Eberly
Howell E. Jackson
Michael A. Forrester
Joseph A. Boateng
Loren M. Starr
Nicole Thorne Jenkins
Joseph A. Carrier
James M. Poterba
Nancy A. Eckl
Transfer Agents
Teachers Insurance and Annuity Association of America
Pricing Services
Thomson Reuters
Custodians
STATE STREET BANK AND TRUST CO.
CITIBANK NA MEXICO
INTESA SANPAOLO SPA
BNP PARIBAS SECURITIES SERVICES, GR
STATE STREET BANK AND TRUST COMPANY
HSBC BANK AUSTRALIA LIMITED
CITIBANK,N.A.
HSBC BANK (CHINA) COMPANY LIMITED
CITIBANK NA SAO PAULO BRAZIL
DEUTSCHE BANK AG
BNP PARIBAS SECURITIES SERVICES, FR
HONGKONG AND SHANGHAI BANKING CORPO
AO CITIBANK, MOSCOW
HONGKONG AND SHANGHAI BANKING CORPO
CITIBANK MAGHREB
STANDARD CHARTERED BANK (THAI) PCL
CITIBANK COLOMBIA
FIRST ABU DHABI BANK PJSC
STANDARD CHARTERED BANK
HSBC BANK MIDDLE EAST LIMITED
DEUTSCHE BANK AG
BNP PARIBAS SECURITIES SERVICES, FR
CITIBANK N.A.
SKANDINAVISKA ENSKILDA BANKEN
STANDARD CHARTERED BANK (TAIWAN) LIMITED
CITIBANK EUROPE PLC, DUBLIN-SUCURSA
CLEARSTREAM BANKING AG
BNP PARIBAS SECURITIES SERVICES, FR
HSBC BANK (VIETNAM) LTD.
UBS SWITZERLAND AG
ROYAL BANK OF CANADA
CITIBANK NA LIMA
FIRST ABU DHABI BANK PJSC
CITIBANK, N.A. CAIRO
UNICREDIT BANK AUSTRIA AG
MIZUHO BANK, LTD.(CUSTODY)
STANDARD CHARTERED BANK MALAYSIA BE
FIRST ABU DHABI BANK PJSC
CANADA SELF CUSTODY - CDSX
THE HONGKONG AND SHANGHAI BANKING CORP
SKANDINAVISKA ENSKILDA BANKEN
SKANDINAVISKA ENSKILDA BANKEN
STANDARD CHARTERED BANK (HONG KONG)
CITIBANK EUROPE
CITIBANK A.S.
STANDARD CHARTERED BANK
ARAB JORDAN INVESTMENT BANK
STANDARD CHARTERED BANK
UNICREDIT BANK HUNGARY ZRT.
EUROCLEAR
FIRST ABU DHABI BANK PJSC
BANK HAPOALIM B.M.
STANBIC IBTC BANK PLC
CITIBANK EUROPE
BANK HANDLOWY W WARSZAWIE SA
SKANDINAVISKA ENSKILDA BANKEN
CITIBANK SANTIAGO, CHILE
CLEARSTREAM BANKING AG
CITIBANK N.A.
CESKOSLOVENSKA OBCHODNI BANKA, A.S.
NBI HF
Shareholder Servicing Agents
Teachers Insurance and Annuity Association of America
Admins
N/A
Brokers
Morgan Stanley & Co. LLC
J.P. MORGAN SECURITIES LLC
Barclays Capital Inc.
Jefferies LLC
RBC CAPITAL MARKETS, LLC
Citigroup Global Markets Inc.
Instinet, LLC
National Financial Services LLC
UBS SECURITIES LLC
Bank of America