TIAA-CREF FUNDS COMPLEX > TIAA-CREF LIFE FUNDS
Core Bond Fund
$193.38M
Avg Monthly Net Assets
$200.75M
Total Assets
$1.67M
Total Liabilities
$199.08M
Net Assets
Core Bond Fund is an Underlying fund in TIAA-CREF LIFE FUNDS
from TIAA-CREF FUNDS COMPLEX,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $193.38M.
On August 28th, 2024 it reported 1,016 holdings, the largest
being United States Treasury Note/Bond (4.5%), United States Treasury Note/Bond (1.9%) and US TREASURY N/B (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Core Bond Fund | C000013884 | TLBDX |
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 | $37K | – | 0.02 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $199K | – | 0.10 |
| AbbVie, Inc (ABBVIE INC) | Long | Debt | US | $130K | – | 0.07 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $99K | – | 0.05 |
| Acrisure LLC (ACRISURE LLC / FIN INC) | Long | Debt | US | $56K | – | 0.03 |
| Adobe, Inc (ADOBE INC) | Long | Debt | US | $92K | – | 0.05 |
| ADT Corp (ADT SEC CORP) | Long | Debt | US | $37K | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $143K | – | 0.07 |
| AEP Transmission Co LLC | Long | Debt | US | $95K | – | 0.05 |
| AEP Transmission Co LLC | Long | Debt | US | $60K | – | 0.03 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $227K | – | 0.11 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $117K | – | 0.06 |
| Aeropuerto Internacional de Tocumen S.A. (AEROPUERTO INTL TOCUMEN) | Long | Debt | PA | $150K | – | 0.08 |
| Agate Bay Mortgage Trust (Agate Bay Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.04 |
| Agree LP | Long | Debt | US | $132K | – | 0.07 |
| AIMCO CLO 16 Ltd | Long | ABS-other | KY | $250K | – | 0.13 |
| Air Canada | Long | Loan | CA | $78K | – | 0.04 |
| Alabama Power Co | Long | Debt | US | $132K | – | 0.07 |
| Albemarle Corp | Long | Debt | US | $98K | – | 0.05 |
| Albertsons Cos, Inc (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $70K | – | 0.04 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $98K | – | 0.05 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $96K | – | 0.05 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $75K | – | 0.04 |
| Alliant Holdings Intermediate LLC (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $85K | – | 0.04 |
| Allianz SE | Long | Debt | DE | $206K | – | 0.10 |
| Alpek SAB de C.V. (ALPEK SA DE CV) | Long | Debt | MX | $169K | – | 0.08 |
| Alterna Funding III LLC | Long | ABS-other | US | $250K | – | 0.13 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $168K | – | 0.08 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $129K | – | 0.06 |
| Ameren Illinois Co | Long | Debt | US | $206K | – | 0.10 |
| American Tower Corp | Long | Debt | US | $154K | – | 0.08 |
| American Tower Corp | Long | Debt | US | $139K | – | 0.07 |
| American Tower Corp | Long | Debt | US | $98K | – | 0.05 |
| American Tower Corp | Long | Debt | US | $48K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $42K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $41K | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $220K | – | 0.11 |
| American Water Capital Corp | Long | Debt | US | $95K | – | 0.05 |
| American Water Capital Corp | Long | Debt | US | $71K | – | 0.04 |
| American Water Capital Corp | Long | Debt | US | $47K | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $38K | – | 0.02 |
| AmeriCredit Automobile Receivables Trust | Long | ABS-other | US | $247K | – | 0.12 |
| AmeriCredit Automobile Receivables Trust | Long | ABS-other | US | $243K | – | 0.12 |
| AmeriCredit Automobile Receivables Trust | Long | ABS-other | US | $76K | – | 0.04 |
| Amgen, Inc (AMGEN INC) | Long | Debt | US | $399K | – | 0.20 |
| Amgen, Inc (AMGEN INC) | Long | Debt | US | $246K | – | 0.12 |
| Amphenol Corp | Long | Debt | US | $147K | – | 0.07 |
| AMSR Trust | Long | ABS-other | US | $94K | – | 0.05 |
| Angel Oak Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.03 |
| AngloGold Ashanti Holdings plc (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $175K | – | 0.09 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $177K | – | 0.09 |
| Anheuser-Busch Cos LLC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $184K | – | 0.09 |
| Anheuser-Busch Cos LLC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $72K | – | 0.04 |
| Anheuser-Busch InBev Worldwide, Inc | Long | Debt | US | $378K | – | 0.19 |
| Anheuser-Busch InBev Worldwide, Inc (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $322K | – | 0.16 |
| Antero Midstream Partners LP (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $101K | – | 0.05 |
| Antofagasta plc | Long | Debt | GB | $207K | – | 0.10 |
| Aon Corp (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $149K | – | 0.07 |
| Apollo aviation securitization (AASET 2021-2 Trust) | Long | ABS-other | US | $91K | – | 0.05 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $541K | – | 0.27 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $166K | – | 0.08 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $38K | – | 0.02 |
| Archrock Partners LP (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $19K | – | 0.01 |
| Ardonagh Finco Ltd | Long | Debt | JE | $198K | – | 0.10 |
| Arsenal AIC Parent LLC | Long | Debt | US | $100K | – | 0.05 |
| Arthur J Gallagher & Co | Long | Debt | US | $73K | – | 0.04 |
| Asbury Automotive Group, Inc | Long | Debt | US | $45K | – | 0.02 |
| Asbury Automotive Group, Inc | Long | Debt | US | $23K | – | 0.01 |
| ASGN, Inc (ASGN INCORPORATED) | Long | Debt | US | $14K | – | 0.01 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $576K | – | 0.29 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $448K | – | 0.23 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $138K | – | 0.07 |
| Atmos Energy Corp | Long | Debt | US | $188K | – | 0.09 |
| Atmos Energy Corp | Long | Debt | US | $80K | – | 0.04 |
| AutoZone, Inc (AUTOZONE INC) | Long | Debt | US | $80K | – | 0.04 |
| Avantor Funding, Inc (AVANTOR FUNDING INC) | Long | Debt | US | $29K | – | 0.01 |
| Avient Corp | Long | Debt | US | $19K | – | 0.01 |
| Ball Corp | Long | Debt | US | $32K | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $94K | – | 0.05 |
| Banco de Credito e Inversiones S.A. (BANC CREDITO INVERSIONES) | Long | Debt | CL | $171K | – | 0.09 |
| Banco del Estado de Chile | Long | Debt | CL | $207K | – | 0.10 |
| Banco Santander S.A. (Banco Santander SA) | Long | Debt | ES | $222K | – | 0.11 |
| Banco Santander S.A. (Banco Santander SA) | Long | Debt | ES | $200K | – | 0.10 |
| Bancolombia S.A. (Bancolombia SA) | Long | Debt | CO | $204K | – | 0.10 |
| Bangkok Bank PCL (BANGKOK BANK PCL/HK) | Long | Debt | TH | $166K | – | 0.08 |
| BANK | Long | ABS-mortgage backed security | US | $320K | – | 0.16 |
| Bank Hapoalim BM | Long | Debt | IL | $180K | – | 0.09 |
| Bank Leumi Le-Israel BM | Long | Debt | IL | $185K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $865K | – | 0.43 |
| Bank of America Corp | Long | Debt | US | $693K | – | 0.35 |
| Bank of America Corp | Long | Debt | US | $399K | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $350K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $245K | – | 0.12 |
| Bank of Montreal | Long | Debt | CA | $52K | – | 0.03 |
| Bank of New York Mellon Corp (BANK OF NY MELLON CORP) | Long | Debt | US | $221K | – | 0.11 |
| Banque Ouest Africaine de Developpement | Long | Debt | $86K | – | 0.04 | |
| Barclays plc | Long | Debt | GB | $217K | – | 0.11 |
| Barclays plc | Long | Debt | GB | $144K | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $179K | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $97K | – | 0.05 |
| BAT International Finance plc (BAT INTL FINANCE PLC) | Long | Debt | GB | $194K | – | 0.10 |
| Bayview MSR Opportunity Master Fund Trust (Bayview Opportunity Master Fun) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.03 |
| BBCMS Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $185K | – | 0.09 |
| BBVA Bancomer S.A. (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $206K | – | 0.10 |
| Beacon Roofing Supply, Inc (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $25K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $654K | – | 0.33 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $386K | – | 0.19 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $369K | – | 0.19 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $47K | – | 0.02 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $66K | – | 0.03 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $58K | – | 0.03 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $48K | – | 0.02 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Debt | US | $211K | – | 0.11 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Debt | US | $137K | – | 0.07 |
| Bharti Airtel Ltd | Long | Debt | IN | $220K | – | 0.11 |
| Bimbo Bakeries USA, Inc (Bimbo Bakeries USA Inc) | Long | Debt | US | $206K | – | 0.10 |
| Black Hills Corp | Long | Debt | US | $95K | – | 0.05 |
| BNP Paribas S.A. | Long | Debt | FR | $268K | – | 0.13 |
| BNP Paribas S.A. | Long | Debt | FR | $202K | – | 0.10 |
| BNP Paribas S.A. | Long | Debt | FR | $200K | – | 0.10 |
| BNP Paribas S.A. | Long | Debt | FR | $148K | – | 0.07 |
| Boeing Co | Long | Debt | US | $423K | – | 0.21 |
| Boeing Co | Long | Debt | US | $270K | – | 0.14 |
| Boeing Co | Long | Debt | US | $69K | – | 0.03 |
| Boston Scientific Corp | Long | Debt | US | $44K | – | 0.02 |
| Boxer Parent Co, Inc (Boxer Parent Co Inc) | Long | Loan | US | $35K | – | 0.02 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $216K | – | 0.11 |
| BRE Grand Islander Timeshare Issuer LLC | Long | ABS-other | US | $99K | – | 0.05 |
| Brixmor Operating Partnership LP | Long | Debt | US | $198K | – | 0.10 |
| Brixmor Operating Partnership LP | Long | Debt | US | $89K | – | 0.04 |
| Broadcom, Inc (BROADCOM INC) | Long | Debt | US | $343K | – | 0.17 |
| BroadStreet Partners, Inc (BroadStreet Partners Inc) | Long | Loan | US | $433K | – | 0.22 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $43K | – | 0.02 |
| CA Magnum Holdings | Long | Debt | MU | $190K | – | 0.10 |
| Camelot US Acquisition LLC | Long | Loan | US | $19K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $235K | – | 0.12 |
| Capital Automotive REIT | Long | ABS-other | US | $91K | – | 0.05 |
| Capital Automotive REIT | Long | ABS-other | US | $85K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $170K | – | 0.09 |
| Carmax Auto Owner Trust | Long | ABS-other | US | $483K | – | 0.24 |
| Cars Net Lease Mortgage Notes Series (Capital Automotive LP) | Long | ABS-other | US | $89K | – | 0.04 |
| Cars Net Lease Mortgage Notes Series (Capital Automotive LP) | Long | ABS-other | US | $88K | – | 0.04 |
| Cars Net Lease Mortgage Notes Series (Capital Automotive LP) | Long | ABS-other | US | $85K | – | 0.04 |
| Carvana Auto Receivables Trust | Long | ABS-other | US | $274K | – | 0.14 |
| Carvana Auto Receivables Trust | Long | ABS-other | US | $18K | – | 0.01 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-other | KY | $251K | – | 0.13 |
| CBRE Realty Finance (CBRE Realty Finance CDO Ltd) | Long | ABS-other | KY | $361.76 | – | 0.00 |
| CCO Holdings LLC (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $96K | – | 0.05 |
| Celulosa Arauco y Constitucion S.A. (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $186K | – | 0.09 |
| Cemex SAB de C.V. (CEMEX SAB DE CV) | Long | Debt | MX | $197K | – | 0.10 |
| Cenovus Energy, Inc (CENOVUS ENERGY INC) | Long | Debt | CA | $83K | – | 0.04 |
| Centene Corp | Long | Debt | US | $154K | – | 0.08 |
| Centene Corp | Long | Debt | US | $31K | – | 0.02 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $86K | – | 0.04 |
| Centex Home Equity | Long | ABS-other | US | $2K | – | 0.00 |
| Centuri Group, Inc (CENTURI GROUP INC) | Long | Loan | US | $62K | – | 0.03 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $426K | – | 0.21 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $216K | – | 0.11 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $210K | – | 0.11 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $190K | – | 0.10 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $84K | – | 0.04 |
| CF Mortgage Trust (Cantor Commercial Real Estate) | Long | ABS-mortgage backed security | US | $168K | – | 0.08 |
| CFCRE Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $222K | – | 0.11 |
| Charles Schwab Corp | Long | Debt | US | $198K | – | 0.10 |
| Chart Industries, Inc (CHART INDUSTRIES INC) | Long | Debt | US | $52K | – | 0.03 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $257K | – | 0.13 |
| Charter Communications Operating LLC (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $225K | – | 0.11 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $88K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $151K | – | 0.08 |
| Cheniere Energy Partners LP | Long | Debt | US | $128K | – | 0.06 |
| CHL Mortgage Pass-Through Trust (Countrywide Home Loans) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| CHS (CHS/COMMUNITY HEALTH SYS) | Long | Debt | US | $33K | – | 0.02 |
| Church & Dwight Co, Inc (CHURCH & DWIGHT CO INC) | Long | Debt | US | $62K | – | 0.03 |
| Churchill Downs, Inc (CHURCHILL DOWNS INC) | Long | Debt | US | $151K | – | 0.08 |
| Cia Cervecerias Unidas S.A. | Long | Debt | CL | $152K | – | 0.08 |
| Cigna Group (CIGNA GROUP/THE) | Long | Debt | US | $41K | – | 0.02 |
| CitiBank NA | Long | Debt | US | $356K | – | 0.18 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $241K | – | 0.12 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $232K | – | 0.12 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| Citigroup Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $812K | – | 0.41 |
| Citigroup, Inc (Citigroup Inc) | Long | Debt | US | $182K | – | 0.09 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $143K | – | 0.07 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $122K | – | 0.06 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $120K | – | 0.06 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $96K | – | 0.05 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $77K | – | 0.04 |
| City & County of San Francisco CA Community Facilities District (SAN FRANCISCO CITY & CNTY CA C) | Long | Debt | US | $195K | – | 0.10 |
| City & County of San Francisco CA Community Facilities District (SAN FRANCISCO CITY & CNTY CA C) | Long | Debt | US | $181K | – | 0.09 |
| Civitas Resources, Inc (CIVITAS RESOURCES INC) | Long | Debt | US | $43K | – | 0.02 |
| Civitas Resources, Inc (CIVITAS RESOURCES INC) | Long | Debt | US | $37K | – | 0.02 |
| Civitas Resources, Inc (Civitas Resources Inc) | Long | Debt | US | $32K | – | 0.02 |
| Clarios Global LP (CLARIOS GLOBAL LP/US FIN) | Long | Debt | $71K | – | 0.04 | |
| Clydesdale Acquisition Holdings, Inc | Long | Loan | US | $55K | – | 0.03 |
| CNT Holdings I Corp | Long | Loan | US | $62K | – | 0.03 |
| CNX Resources Corp | Long | Debt | US | $66K | – | 0.03 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LL) | Long | ABS-other | US | $211K | – | 0.11 |
| Colombia Government International Bond | Long | Debt | CO | $206K | – | 0.10 |
| Comcast Corp | Long | Debt | US | $312K | – | 0.16 |
| Comcast Corp | Long | Debt | US | $242K | – | 0.12 |
| Comcast Corp | Long | Debt | US | $145K | – | 0.07 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $581K | – | 0.29 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $537K | – | 0.27 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $489K | – | 0.25 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $472K | – | 0.24 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $312K | – | 0.16 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $283K | – | 0.14 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $241K | – | 0.12 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $224K | – | 0.11 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $190K | – | 0.10 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $145K | – | 0.07 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $129K | – | 0.06 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $60K | – | 0.03 |
| Compass Group Diversified Holdings LLC | Long | Debt | US | $28K | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $616K | – | 0.31 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $575K | – | 0.29 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $508K | – | 0.26 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $400K | – | 0.20 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $386K | – | 0.19 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.16 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.10 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.07 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.05 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $105K | – | 0.05 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.05 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.03 |
| Connecticut Avenue Securities Trust (Connecticut Avenue Securities Trust 2023-R08) | Long | ABS-collateralized bond/debt obligation | US | $68K | – | 0.03 |
| Consolidated Edison Co of New York, Inc (Consolidated Edison Co of New York Inc) | Long | Debt | US | $150K | – | 0.08 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $99K | – | 0.05 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $97K | – | 0.05 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $91K | – | 0.05 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $88K | – | 0.04 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $82K | – | 0.04 |
| Consumers Energy Co | Long | Debt | US | $36K | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $311K | – | 0.16 |
| Corebridge Financial, Inc (Corebridge Financial Inc) | Long | Debt | US | $103K | – | 0.05 |
| Corebridge Financial, Inc (Corebridge Financial Inc) | Long | Debt | US | $75K | – | 0.04 |
| Costa Rica Government International Bond | Long | Debt | CR | $180K | – | 0.09 |
| Coty, Inc (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $41K | – | 0.02 |
| Credit Agricole S.A. (CREDIT AGRICOLE SA) | Long | Debt | FR | $203K | – | 0.10 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.04 |
| CSC Holdings LLC | Long | Debt | US | $174K | – | 0.09 |
| CSX Corp | Long | Debt | US | $96K | – | 0.05 |
| CSX Corp | Long | Debt | US | $73K | – | 0.04 |
| CubeSmart LP | Long | Debt | US | $44K | – | 0.02 |
| Cushman & Wakefield plc (CUSHMAN & WAKEFIELD US) | Long | Loan | US | $3K | – | 0.00 |
| Cushman & Wakefield US Borrower LLC | Long | Loan | US | $51K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $268K | – | 0.13 |
| CVS Health Corp | Long | Debt | US | $129K | – | 0.06 |
| Dana, Inc (DANA INC) | Long | Debt | US | $22K | – | 0.01 |
| Dana, Inc (DANA INC) | Long | Debt | US | $5K | – | 0.00 |
| Danaher Corp | Long | Debt | US | $47K | – | 0.02 |
| DaVita, Inc (DAVITA INC) | Long | Debt | US | $45K | – | 0.02 |
| DB Master Finance LLC | Long | ABS-other | US | $179K | – | 0.09 |
| DB Master Finance LLC | Long | ABS-other | US | $113K | – | 0.06 |
| DB Master Finance LLC | Long | ABS-other | US | $86K | – | 0.04 |
| DBJPM Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $163K | – | 0.08 |
| Deutsche Bank AG. | Long | Debt | DE | $189K | – | 0.10 |
| Deutsche Bank AG. (Deutsche Bank AG/New York NY) | Long | Debt | DE | $156K | – | 0.08 |
| Deutsche Bank AG. (DEUTSCHE BANK NY) | Long | Debt | DE | $150K | – | 0.08 |
| Diageo Capital plc | Long | Debt | GB | $99K | – | 0.05 |
| Diamond Resorts Owner Trust | Long | ABS-other | US | $22K | – | 0.01 |
| Diamondback Energy, Inc (DIAMONDBACK ENERGY INC) | Long | Debt | US | $120K | – | 0.06 |
| DIRECTV Holdings LLC (DIRECTV FIN LLC/COINC) | Long | Debt | US | $38K | – | 0.02 |
| Discover Bank | Long | Debt | US | $215K | – | 0.11 |
| Discover Bank | Long | Debt | US | $149K | – | 0.07 |
| Dominion Energy, Inc (DOMINION ENERGY INC) | Long | Debt | US | $72K | – | 0.04 |
| Dominion Energy, Inc (Dominion Energy Inc) | Long | Debt | US | $52K | – | 0.03 |
| Dominion Energy, Inc (DOMINION ENERGY INC) | Long | Debt | US | $49K | – | 0.02 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $182K | – | 0.09 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $129K | – | 0.07 |
| DT Midstream, Inc (DT MIDSTREAM INC) | Long | Debt | US | $32K | – | 0.02 |
| DT Midstream, Inc (DT MIDSTREAM INC) | Long | Debt | US | $27K | – | 0.01 |
| DTE Electric Co | Long | Debt | US | $122K | – | 0.06 |
| Duke Energy Corp | Long | Debt | US | $294K | – | 0.15 |
| Duke Energy Progress LLC | Long | Debt | US | $29K | – | 0.01 |
| Dun & Bradstreet Corp (Dun & Bradstreet Corp/The) | Long | Loan | US | $70K | – | 0.04 |
| EAB Global, Inc (EAB GLOBAL INC) | Long | Loan | US | $36K | – | 0.02 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $164K | – | 0.08 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $43K | – | 0.02 |
| Ecovyst Catalyst Technologies LLC | Long | Loan | US | $47K | – | 0.02 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $50K | – | 0.03 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $28K | – | 0.01 |
| Ecuador Government International Bond (Step Bond) (REPUBLIC OF ECUADOR) | Long | Debt | EC | $6K | – | 0.00 |
| Edison International | Long | Debt | US | $97K | – | 0.05 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $160K | – | 0.08 |
| Elevance Health, Inc (ELEVANCE HEALTH INC) | Long | Debt | US | $92K | – | 0.05 |
| Elevance Health, Inc (ELEVANCE HEALTH INC) | Long | Debt | US | $86K | – | 0.04 |
| Ellington Loan Acquisition Trust | Long | ABS-other | US | $14K | – | 0.01 |
| Empresa Nacional de Telecomunicaciones S.A. (ENTEL CHILE SA) | Long | Debt | CL | $161K | – | 0.08 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $252K | – | 0.13 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $142K | – | 0.07 |
| Energean Israel Finance Ltd (ENERGIAN ISRAEL FINANCE) | Long | Debt | IL | $31K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $148K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $146K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $106K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $106K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $99K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $98K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $49K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $22K | – | 0.01 |
| Energy Transfer Operating LP (ENERGY TRANSFER LP) | Long | Debt | US | $100K | – | 0.05 |
| EnLink Midstream LLC | Long | Debt | US | $6K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $97K | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $82K | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $80K | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $66K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $17K | – | 0.01 |
| Epicor Software Corp | Long | Loan | US | $34K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $94K | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $35K | – | 0.02 |
| EQT Corp | Long | Debt | US | $24K | – | 0.01 |
| Equitable Financial Life Global Funding | Long | Debt | US | $96K | – | 0.05 |
| Essential Properties LP | Long | Debt | US | $123K | – | 0.06 |
| Essex Portfolio LP | Long | Debt | US | $44K | – | 0.02 |
| EUR240716 (JPMORGAN CHASE BANK N.A) | Derivative-foreign exchange | US | $253.76 | – | 0.00 | |
| European Investment Bank | Long | Debt | $103K | – | 0.05 | |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $166K | – | 0.08 |
| Extra Space Storage LP | Long | Debt | US | $90K | – | 0.05 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $3M | – | 1.43 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $1M | – | 0.63 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $677K | – | 0.34 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $475K | – | 0.24 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $466K | – | 0.23 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $346K | – | 0.17 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $342K | – | 0.17 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.09 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $175K | – | 0.09 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $154K | – | 0.08 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $150K | – | 0.08 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $145K | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $136K | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $135K | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $121K | – | 0.06 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $106K | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $98K | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddiemac Strip) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $308K | – | 0.15 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $192K | – | 0.10 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $113K | – | 0.06 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 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 | $3M | – | 1.36 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.98 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.88 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.78 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.74 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.61 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $812K | – | 0.41 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $748K | – | 0.38 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $724K | – | 0.36 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $687K | – | 0.35 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $548K | – | 0.28 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $519K | – | 0.26 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $487K | – | 0.24 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $484K | – | 0.24 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $459K | – | 0.23 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $396K | – | 0.20 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $390K | – | 0.20 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $376K | – | 0.19 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $367K | – | 0.18 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $342K | – | 0.17 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $338K | – | 0.17 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $282K | – | 0.14 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $258K | – | 0.13 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $246K | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $246K | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $240K | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $234K | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $232K | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $229K | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $185K | – | 0.09 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $167K | – | 0.08 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.08 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $160K | – | 0.08 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $148K | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $147K | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $125K | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $125K | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $121K | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $102K | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ferrellgas LP (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $40K | – | 0.02 |
| Ferrellgas LP (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $39K | – | 0.02 |
| FirstCash, Inc (FirstCash Inc) | Long | Debt | US | $85K | – | 0.04 |
| Fiserv, Inc (Fiserv Inc) | Long | Debt | US | $99K | – | 0.05 |
| Fiserv, Inc (FISERV INC) | Long | Debt | US | $74K | – | 0.04 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.07 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.04 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $243K | – | 0.12 |
| Florida Power & Light Co | Long | Debt | US | $79K | – | 0.04 |
| FNA VI LLC | Long | ABS-other | US | $94K | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $212K | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $203K | – | 0.10 |
| Ford Otomotiv Sanayi AS. | Long | Debt | TR | $202K | – | 0.10 |
| Freeport Indonesia PT | Long | Debt | ID | $194K | – | 0.10 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $163K | – | 0.08 |
| Garda World Security Corp | Long | Debt | CA | $36K | – | 0.02 |
| Gen Digital, Inc (GEN DIGITAL INC) | Long | Debt | US | $91K | – | 0.05 |
| General Motors Co | Long | Debt | US | $101K | – | 0.05 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $340K | – | 0.17 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $298K | – | 0.15 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $272K | – | 0.14 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $76K | – | 0.04 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $50K | – | 0.03 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $50K | – | 0.03 |
| Genesis Energy LP (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $52K | – | 0.03 |
| Genesis Energy LP (GENESIS ENERGY LP/FIN) | Long | Debt | US | $51K | – | 0.03 |
| GFL Environmental, Inc (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $64K | – | 0.03 |
| GFL Environmental, Inc (GFL Environmental Inc) | Long | Loan | CA | $21K | – | 0.01 |
| Gilead Sciences, Inc (Gilead Sciences Inc) | Long | Debt | US | $252K | – | 0.13 |
| Gilead Sciences, Inc (Gilead Sciences Inc) | Long | Debt | US | $100K | – | 0.05 |
| Gilead Sciences, Inc (GILEAD SCIENCES INC) | Long | Debt | US | $69K | – | 0.03 |
| Global Medical Response, Inc (Global Medical Response Inc) | Long | Loan | US | $94K | – | 0.05 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $293K | – | 0.15 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $197K | – | 0.10 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $157K | – | 0.08 |
| Goldman Sachs Group, Inc (Goldman Sachs Group Inc/The) | Long | Debt | US | $154K | – | 0.08 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $76K | – | 0.04 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $44K | – | 0.02 |
| Goodyear Tire & Rubber Co | Long | Debt | US | $92K | – | 0.05 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $796K | – | 0.40 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $491K | – | 0.25 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $340K | – | 0.17 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $225K | – | 0.11 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $204K | – | 0.10 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $199K | – | 0.10 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.09 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $106K | – | 0.05 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.05 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.05 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $81K | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.03 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.03 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.07 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.06 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $240K | – | 0.12 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $180K | – | 0.09 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.08 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.06 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.06 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.05 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.05 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| GTCR W-2 MERGER SUB LLC (Boost Newco Borrower LLC) | Long | Debt | US | $209K | – | 0.10 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $163K | – | 0.08 |
| H&E Equipment Services, Inc | Long | Debt | US | $56K | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $239K | – | 0.12 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $355K | – | 0.18 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $42K | – | 0.02 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $31K | – | 0.02 |
| HAT Holdings I LLC (HAT Holdings I LLC / HAT Holdings II LLC) | Long | Debt | US | $42K | – | 0.02 |
| HCA, Inc (HCA INC) | Long | Debt | US | $308K | – | 0.15 |
| HCA, Inc (HCA INC) | Long | Debt | US | $161K | – | 0.08 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $172K | – | 0.09 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $120K | – | 0.06 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $82K | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $77K | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $44K | – | 0.02 |
| HERO Funding Trust | Long | ABS-other | KY | $51K | – | 0.03 |
| HERO Funding Trust | Long | ABS-other | US | $50K | – | 0.03 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $148K | – | 0.07 |
| Highwoods Realty LP | Long | Debt | US | $95K | – | 0.05 |
| Highwoods Realty LP | Long | Debt | US | $40K | – | 0.02 |
| Hilcorp Energy I LP (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $107K | – | 0.05 |
| Hilcorp Energy I LP (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $24K | – | 0.01 |
| Hilcorp Energy I LP (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $10K | – | 0.00 |
| Hilcorp Energy I LP (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $9K | – | 0.00 |
| Hilton Domestic Operating Co, Inc | Long | Debt | US | $64K | – | 0.03 |
| Hilton Domestic Operating Co, Inc | Long | Debt | US | $6K | – | 0.00 |
| Hilton Grand Vacations Borrower Escrow LLC (Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc) | Long | Debt | US | $100K | – | 0.05 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $46K | – | 0.02 |
| Home Depot, Inc (Home Depot Inc/The) | Long | Debt | US | $148K | – | 0.07 |
| Home Equity Asset Trust | Long | ABS-other | US | $3K | – | 0.00 |
| Honeywell International, Inc (Honeywell International Inc) | Long | Debt | US | $194K | – | 0.10 |
| Horizon Aircraft Finance II Ltd (Horizon Aircraft Finance II LL) | Long | ABS-other | KY | $271K | – | 0.14 |
| Horizon Aircraft Finance III Ltd | Long | ABS-other | KY | $173K | – | 0.09 |
| Hpefs Equipment Trust | Long | ABS-other | US | $99K | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $531K | – | 0.27 |
| HSBC Holdings plc | Long | Debt | GB | $238K | – | 0.12 |
| HSBC Holdings plc | Long | Debt | GB | $210K | – | 0.11 |
| HSBC Holdings plc | Long | Debt | GB | $196K | – | 0.10 |
| HSBC Holdings plc | Long | Debt | GB | $45K | – | 0.02 |
| HUB International Ltd | Long | Debt | US | $56K | – | 0.03 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $374K | – | 0.19 |
| Humana, Inc (HUMANA INC) | Long | Debt | US | $239K | – | 0.12 |
| Humana, Inc (HUMANA INC) | Long | Debt | US | $51K | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $204K | – | 0.10 |
| Hyundai Capital Services, Inc | Long | Debt | KR | $194K | – | 0.10 |
| Icahn Enterprises LP (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $47K | – | 0.02 |
| Icahn Enterprises LP (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $32K | – | 0.02 |
| ICU Medical, Inc (ICU MEDICAL INC) | Long | Loan | US | $38K | – | 0.02 |
| Imola Merger Corp | Long | Debt | US | $75K | – | 0.04 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.01 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $180K | – | 0.09 |
| ING Groep NV | Long | Debt | NL | $198K | – | 0.10 |
| Instructure Holdings, Inc (INSTRUCTURE HOLDINGS INC) | Long | Loan | US | $38K | – | 0.02 |
| International Game Technology plc | Long | Debt | GB | $60K | – | 0.03 |
| International Game Technology plc | Long | Debt | GB | $19K | – | 0.01 |
| Invitation Homes Trust | Long | ABS-other | US | $100K | – | 0.05 |
| Iraq Government International Bond (REPUBLIC OF IRAQ) | Long | Debt | IQ | $117K | – | 0.06 |
| Iron Mountain, Inc (IRON MOUNTAIN INC) | Long | Debt | US | $158K | – | 0.08 |
| Israel Electric Corp Ltd | Long | Debt | IL | $164K | – | 0.08 |
| Israel Government International Bond | Long | Debt | IL | $196K | – | 0.10 |
| Ivory Coast Government International Bond | Long | Debt | CI | $194K | – | 0.10 |
| Japan Bank for International Cooperation (JPN BANK FOR INT'L COOP) | Long | Debt | JP | $191K | – | 0.10 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.14 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $265K | – | 0.13 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.13 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.09 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $168K | – | 0.08 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.08 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.07 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.06 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $81K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-8) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-7) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-1) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $488K | – | 0.24 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $477K | – | 0.24 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $428K | – | 0.22 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $403K | – | 0.20 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $381K | – | 0.19 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $647K | – | 0.33 |
| JPMorgan Chase & Co | Long | Debt | US | $406K | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $363K | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $308K | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $257K | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $198K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $186K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $181K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $151K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $122K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $121K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $106K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $100K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $61K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $34K | – | 0.02 |
| Kennedy-Wilson, Inc (KENNEDY-WILSON INC) | Long | Debt | US | $24K | – | 0.01 |
| Kennedy-Wilson, Inc (KENNEDY-WILSON INC) | Long | Debt | US | $24K | – | 0.01 |
| Kimco Realty OP LLC | Long | Debt | US | $95K | – | 0.05 |
| Kinetik Holdings LP | Long | Debt | US | $102K | – | 0.05 |
| Kite Realty Group LP | Long | Debt | US | $49K | – | 0.02 |
| Kite Realty Group Trust | Long | Debt | US | $96K | – | 0.05 |
| Kodiak Gas Services LLC | Long | Debt | US | $41K | – | 0.02 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $27K | – | 0.01 |
| Korea Electric Power Corp | Long | Debt | KR | $192K | – | 0.10 |
| Korea Hydro & Nuclear Power Co Ltd | Long | Debt | KR | $186K | – | 0.09 |
| Kraft Heinz Foods Co | Long | Debt | US | $81K | – | 0.04 |
| Kroger Co | Long | Debt | US | $45K | – | 0.02 |
| L3Harris Technologies, Inc (L3HARRIS TECH INC) | Long | Debt | US | $150K | – | 0.08 |
| Lamar Media Corp | Long | Debt | US | $13K | – | 0.01 |
| LCM Investments Holdings II LLC | Long | Debt | US | $75K | – | 0.04 |
| LCM Investments Holdings II LLC | Long | Debt | US | $42K | – | 0.02 |
| Liberty Mutual Group, Inc (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $36K | – | 0.02 |
| Light & Wonder International, Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $21K | – | 0.01 |
| Lithia Motors, Inc (LITHIA MOTORS INC) | Long | Debt | US | $43K | – | 0.02 |
| Lloyds Banking Group plc | Long | Debt | GB | $200K | – | 0.10 |
| Lockheed Martin Corp | Long | Debt | US | $95K | – | 0.05 |
| Lockheed Martin Corp | Long | Debt | US | $42K | – | 0.02 |
| Lowe's Cos, Inc (LOWE'S COS INC) | Long | Debt | US | $138K | – | 0.07 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $209K | – | 0.10 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $48K | – | 0.02 |
| Magic Mergeco, Inc (MICHAELS COS INC/THE) | Long | Debt | US | $30K | – | 0.02 |
| Manhattan West | Long | ABS-mortgage backed security | US | $443K | – | 0.22 |
| Marathon Oil Corp | Long | Debt | US | $276K | – | 0.14 |
| Marathon Petroleum Corp | Long | Debt | US | $85K | – | 0.04 |
| Marathon Petroleum Corp | Long | Debt | US | $71K | – | 0.04 |
| Marriott Ownership Resorts, Inc | Long | Debt | US | $23K | – | 0.01 |
| Massachusetts St (Palmer Square CLO Ltd) | Long | ABS-other | KY | $251K | – | 0.13 |
| McKesson Corp | Long | Debt | US | $100K | – | 0.05 |
| Medline Borrower LP | Long | Loan | US | $35K | – | 0.02 |
| Merck & Co, Inc (MERCK & CO INC) | Long | Debt | US | $63K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust | Long | ABS-other | US | $38K | – | 0.02 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $111K | – | 0.06 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $46K | – | 0.02 |
| Mexico Government International Bond | Long | Debt | MX | $238K | – | 0.12 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $213K | – | 0.11 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $199K | – | 0.10 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $31K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $22K | – | 0.01 |
| Microsoft Corp | Long | Debt | US | $93K | – | 0.05 |
| Microsoft Corp | Long | Debt | US | $83K | – | 0.04 |
| Mid-America Apartments LP | Long | Debt | US | $177K | – | 0.09 |
| Mid-America Apartments LP | Long | Debt | US | $80K | – | 0.04 |
| Mid-America Apartments LP | Long | Debt | US | $62K | – | 0.03 |
| MidAmerican Energy Co | Long | Debt | US | $142K | – | 0.07 |
| MidAmerican Energy Co | Long | Debt | US | $71K | – | 0.04 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $15K | – | 0.01 |
| Millicom International Cellular S.A. (MILLICOM INTL CELLULAR) | Long | Debt | LU | $172K | – | 0.09 |
| Mineral Resources Ltd | Long | Debt | AU | $68K | – | 0.03 |
| Misc Capital Two Labuan Ltd | Long | Debt | MY | $222K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $454K | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $246K | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $150K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $121K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $101K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $99K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $77K | – | 0.04 |
| Morgan Stanley | Long | Equity-preferred | US | $68K | 3K | 0.03 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.05 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.05 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $81K | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.04 |
| Motion Finco Sarl | Long | Loan | LU | $232K | – | 0.12 |
| MPLX LP | Long | Debt | US | $388K | – | 0.19 |
| MPLX LP | Long | Debt | US | $103K | – | 0.05 |
| MPT Operating Partnership LP (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $44K | – | 0.02 |
| Murphy Oil Corp | Long | Debt | US | $34K | – | 0.02 |
| MVW LLC (MVW Owner Trust) | Long | ABS-other | US | $57K | – | 0.03 |
| MVW Owner Trust | Long | ABS-other | US | $48K | – | 0.02 |
| MVW Owner Trust | Long | ABS-other | US | $42K | – | 0.02 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $396K | – | 0.20 |
| Navient Corp | Long | Debt | US | $46K | – | 0.02 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $22K | – | 0.01 |
| Navient Student Loan Trust | Long | ABS-other | US | $93K | – | 0.05 |
| NBK SPC Ltd | Long | Debt | AE | $230K | – | 0.12 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $49K | – | 0.02 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $251K | – | 0.13 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $250K | – | 0.13 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH REVENUES) | Long | Debt | US | $150K | – | 0.08 |
| Newell Brands, Inc (NEWELL BRANDS INC) | Long | Debt | US | $49K | – | 0.02 |
| News Corp | Long | Debt | US | $30K | – | 0.02 |
| NiSource, Inc (NISOURCE INC) | Long | Debt | US | $247K | – | 0.12 |
| NLT Trust (NMLT Trust) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.03 |
| NNN REIT, Inc (NNN REIT INC) | Long | Debt | US | $99K | – | 0.05 |
| Northern Trust Corp | Long | Debt | US | $58K | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $165K | – | 0.08 |
| NRG Energy, Inc (NRG ENERGY INC) | Long | Debt | US | $77K | – | 0.04 |
| NRG Energy, Inc (NRG ENERGY INC) | Long | Debt | US | $50K | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $88K | – | 0.04 |
| NVIDIA Corp | Long | Debt | US | $97K | – | 0.05 |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $91K | – | 0.05 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $88K | – | 0.04 | |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $201K | – | 0.10 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $119K | – | 0.06 |
| Oak Street Investment Grade Net Lease Fund Series | Long | ABS-other | US | $210K | – | 0.11 |
| Oak Street Investment Grade Net Lease Fund Series | Long | ABS-other | US | $85K | – | 0.04 |
| OBX (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.08 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.08 |
| OBX Trust (OBX 2022-J2 Trust) | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.07 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $33K | – | 0.02 |
| Oceanview Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.03 |
| OCP S.A. (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $172K | – | 0.09 |
| OHA Credit Funding 10 Ltd (Oak Hill Credit Partners) | Long | ABS-other | KY | $251K | – | 0.13 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $77K | – | 0.04 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $76K | – | 0.04 |
| Oleoducto Central S.A. (OLEODUCTO CENTRAL SA) | Long | Debt | CO | $185K | – | 0.09 |
| One Bryant Park Trust | Long | ABS-mortgage backed security | US | $382K | – | 0.19 |
| OneMain Financial Issuance Trust | Long | ABS-other | US | $140K | – | 0.07 |
| ONEOK, Inc (ONEOK INC) | Long | Debt | US | $79K | – | 0.04 |
| Open Text Corp | Long | Debt | CA | $49K | – | 0.02 |
| Open Text Holdings, Inc (OPEN TEXT HOLDINGS INC) | Long | Debt | US | $14K | – | 0.01 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $71K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $260K | – | 0.13 |
| Oracle Corp | Long | Debt | US | $243K | – | 0.12 |
| Orbia Advance Corp SAB de C.V. | Long | Debt | MX | $186K | – | 0.09 |
| Organon Finance LLC (ORGANON & CO/ORG) | Long | Debt | US | $180K | – | 0.09 |
| Oryx Midstream Services Permian Basin LLC | Long | Loan | US | $20K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $155K | – | 0.08 |
| Panther Escrow Issuer LLC | Long | Debt | US | $131K | – | 0.07 |
| Paraguay Government International Bond | Long | Debt | PY | $201K | – | 0.10 |
| Parkland Corp | Long | Debt | CA | $61K | – | 0.03 |
| PartnerRe Finance B LLC | Long | Debt | US | $136K | – | 0.07 |
| Pattern Energy Operations LP (PATTERN ENERGY OP LP/PAT) | Long | Debt | US | $11K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $66K | – | 0.03 |
| PECO Energy Co | Long | Debt | US | $63K | – | 0.03 |
| PennyMac Financial Services, Inc (PennyMac Financial Services Inc) | Long | Debt | US | $15K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $187K | – | 0.09 |
| Perusahaan Listrik Negara PT | Long | Debt | ID | $185K | – | 0.09 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $105K | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $81K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $56K | – | 0.03 |
| Petronas Energy Canada Ltd | Long | Debt | CA | $180K | – | 0.09 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $386K | – | 0.19 |
| PFS Financing Corp | Long | ABS-other | US | $170K | – | 0.09 |
| Philip Morris International, Inc (Philip Morris International Inc) | Long | Debt | US | $294K | – | 0.15 |
| Phillips 66 | Long | Debt | US | $167K | – | 0.08 |
| Phillips 66 | Long | Debt | US | $65K | – | 0.03 |
| Phoenix Newco, Inc (PHOENIX NEWCO INC) | Long | Loan | US | $87K | – | 0.04 |
| PNC Financial Services Group, Inc | Long | Debt | US | $125K | – | 0.06 |
| POSCO | Long | Debt | KR | $195K | – | 0.10 |
| Post Holdings, Inc (Post Holdings Inc) | Long | Debt | US | $35K | – | 0.02 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $69K | – | 0.03 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $50K | – | 0.02 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $24K | – | 0.01 |
| Primo Water Holdings, Inc (PRIMO WATER HOLDINGS INC) | Long | Debt | US | $69K | – | 0.03 |
| Prosus NV | Long | Debt | NL | $176K | – | 0.09 |
| Prudential Financial, Inc (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $279K | – | 0.14 |
| Prudential Financial, Inc (Prudential Financial Inc) | Long | Debt | US | $101K | – | 0.05 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $82K | – | 0.04 |
| Public Service Electric and Gas Co | Long | Debt | US | $197K | – | 0.10 |
| Public Service Electric and Gas Co | Long | Debt | US | $98K | – | 0.05 |
| Qatar Petroleum (QATAR ENERGY) | Long | Debt | QA | $167K | – | 0.08 |
| Rackspace Finance LLC | Long | Loan | US | $37K | – | 0.02 |
| Rackspace Finance LLC | Long | Loan | US | $18K | – | 0.01 |
| Raytheon Technologies Corp (RTX CORP) | Long | Debt | US | $168K | – | 0.08 |
| Raytheon Technologies Corp (RTX Corp) | Long | Debt | US | $156K | – | 0.08 |
| Raytheon Technologies Corp (RTX CORP) | Long | Debt | US | $43K | – | 0.02 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.08 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $160K | – | 0.08 |
| RCKT Mortgage Trust (RCKT Mortgage Trust 2022-4) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.04 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.04 |
| Regency Centers LP | Long | Debt | US | $96K | – | 0.05 |
| Regency Centers LP | Long | Debt | US | $90K | – | 0.05 |
| Regency Centers LP | Long | Debt | US | $49K | – | 0.02 |
| Reinsurance Group of America, Inc (Reinsurance Group of America Inc) | Long | Debt | US | $149K | – | 0.08 |
| Reinsurance Group of America, Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $94K | – | 0.05 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $192K | – | 0.10 |
| Republic of Poland Government International Bond | Long | Debt | PL | $137K | – | 0.07 |
| Republic of Poland Government International Bond | Long | Debt | PL | $98K | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $101K | – | 0.05 |
| Roper Technologies, Inc (ROPER TECHNOLOGIES INC) | Long | Debt | US | $111K | – | 0.06 |
| Roper Technologies, Inc (ROPER TECHNOLOGIES INC) | Long | Debt | US | $63K | – | 0.03 |
| Rwanda International Government Bond (REPUBLIC OF RWANDA) | Long | Debt | RW | $220K | – | 0.11 |
| Ryan Specialty Group LLC (Ryan Specialty LLC) | Long | Loan | US | $100K | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $176K | – | 0.09 |
| Salesforce, Inc (SALESFORCE INC) | Long | Debt | US | $140K | – | 0.07 |
| Saudi Arabian Oil Co | Long | Debt | SA | $168K | – | 0.08 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $141K | – | 0.07 |
| Sealed Air Corp (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $31K | – | 0.02 |
| Sedgwick Claims Management Services, Inc (SEDGWICK CMS INC) | Long | Loan | US | $38K | – | 0.02 |
| Sensata Technologies BV | Long | Debt | NL | $46K | – | 0.02 |
| Sequoia Mortgage Trust (Sequoia Mortgage Trust 2023-1) | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.05 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.03 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.02 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $160K | – | 0.08 |
| Settlement Fee Finance LLC | Long | ABS-other | US | $63K | – | 0.03 |
| Shellpoint Co-Originator Trust | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $18K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $18K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $18K | – | 0.01 |
| Sirius XM Radio, Inc (SIRIUS XM RADIO INC) | Long | Debt | US | $99K | – | 0.05 |
| Sirius XM Radio, Inc (SIRIUS XM RADIO INC) | Long | Debt | US | $43K | – | 0.02 |
| SITE Centers Corp | Long | Debt | US | $86K | – | 0.04 |
| Sitios Latinoamerica SAB de C.V. | Long | Debt | MX | $186K | – | 0.09 |
| SkyMiles IP Ltd | Long | Loan | KY | $55K | – | 0.03 |
| Sociedad Quimica y Minera de Chile S.A. (Sociedad Quimica y Minera de Chile SA) | Long | Debt | CL | $209K | – | 0.10 |
| SoFi Professional Loan Program LLC (Social Professional Loan Progr) | Long | ABS-other | US | $45K | – | 0.02 |
| Springleaf Finance Corp (ONEMAIN FINANCE CORP) | Long | Debt | US | $14K | – | 0.01 |
| St. Marys Cement, Inc Canada (St Marys Cement Inc Canada) | Long | Debt | CA | $196K | – | 0.10 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $233K | – | 0.12 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $166K | – | 0.08 |
| State of Oregon Department of Administrative Services (OREGON ST DEPT OF ADMIN SVCS C) | Long | Debt | US | $267K | – | 0.13 |
| State Street Corp | Long | Debt | US | $176K | – | 0.09 |
| State Street Navigator Securities Lending Government Money Market Portfolio (STATE STR NAVIGATOR SECS L TR) | Long | Short-term investment vehicle | US | $1M | 1M | 0.71 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $673K | – | 0.34 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $457K | – | 0.23 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $380K | – | 0.19 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $309K | – | 0.16 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $299K | – | 0.15 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.13 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.05 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2023-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.04 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.01 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| Structured Asset Investment Loan Trust | Long | ABS-other | US | $4K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $252K | – | 0.13 |
| SunCoke Energy, Inc (SUNCOKE ENERGY INC) | Long | Debt | US | $45K | – | 0.02 |
| Sunoco Logistics Partners Operations LP (ENERGY TRANSFER LP) | Long | Debt | US | $120K | – | 0.06 |
| Sunoco LP (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $22K | – | 0.01 |
| Superior Plus LP (SUPERIOR PLUS/GEN PRTNR) | Long | Debt | CA | $26K | – | 0.01 |
| Surgery Center Holdings, Inc (Surgery Center Holdings Inc) | Long | Loan | US | $516K | – | 0.26 |
| Swiss Re Finance Luxembourg S.A. | Long | Debt | LU | $193K | – | 0.10 |
| SYSCO Corp (SYSCO CORPORATION) | Long | Debt | US | $65K | – | 0.03 |
| SYSCO Corp | Long | Debt | US | $52K | – | 0.03 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $408K | – | 0.20 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $318K | – | 0.16 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $210K | – | 0.11 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $84K | – | 0.04 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $72K | – | 0.04 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $116K | – | 0.06 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $92K | – | 0.05 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $85K | – | 0.04 |
| Talen Energy Supply LLC | Long | Debt | US | $203K | – | 0.10 |
| Talen Energy Supply LLC | Long | Loan | US | $166K | – | 0.08 |
| Talen Energy Supply LLC | Long | Loan | US | $136K | – | 0.07 |
| Targa Resources Partners LP | Long | Debt | US | $25K | – | 0.01 |
| Telefonica Emisiones S.A. (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $84K | – | 0.04 |
| Tenet Healthcare Corp | Long | Debt | US | $74K | – | 0.04 |
| Tenet Healthcare Corp | Long | Debt | US | $10K | – | 0.00 |
| TICP CLO VIII Ltd (TICP CLO Ltd) | Long | ABS-other | KY | $250K | – | 0.13 |
| Time Warner Cable LLC | Long | Debt | US | $43K | – | 0.02 |
| Toronto-Dominion Bank | Long | Debt | CA | $199K | – | 0.10 |
| Toronto-Dominion Bank | Long | Debt | CA | $95K | – | 0.05 |
| TotalEnergies Capital International S.A. (TOTALENERGIES CAP INTL) | Long | Debt | FR | $101K | – | 0.05 |
| TotalEnergies Capital S.A. (TotalEnergies Capital SA) | Long | Debt | FR | $74K | – | 0.04 |
| TotalEnergies Capital S.A. (TotalEnergies Capital SA) | Long | Debt | FR | $49K | – | 0.02 |
| Trans Union LLC | Long | Loan | US | $40K | – | 0.02 |
| TransCanada Trust | Long | Debt | CA | $184K | – | 0.09 |
| TransDigm, Inc (TransDigm Inc) | Long | Loan | US | $95K | – | 0.05 |
| TransDigm, Inc (TRANSDIGM INC) | Long | Debt | US | $82K | – | 0.04 |
| Transocean, Inc (TRANSOCEAN INC) | Long | Debt | KY | $19K | – | 0.01 |
| TricorBraun Holdings, Inc (TRICORBRAUN HOLDINGS INC) | Long | Loan | US | $15K | – | 0.01 |
| Triton Water Holdings, Inc (TRITON WATER HOLDINGS IN) | Long | Loan | US | $57K | – | 0.03 |
| Tronox, Inc (TRONOX INC) | Long | Debt | US | $90K | – | 0.05 |
| Truist Financial Corp | Long | Debt | US | $196K | – | 0.10 |
| TSMC Global Ltd | Long | Debt | VG | $176K | – | 0.09 |
| Turkiye Government International Bond | Long | Debt | TR | $201K | – | 0.10 |
| UBS Group AG. | Long | Debt | CH | $148K | – | 0.07 |
| UBS Group AG. | Long | Debt | CH | $143K | – | 0.07 |
| UBS Group AG. | Long | Debt | CH | $117K | – | 0.06 |
| UKG, Inc (UKG Inc) | Long | Loan | US | $58K | – | 0.03 |
| UltraTech Cement Ltd | Long | Debt | IN | $169K | – | 0.08 |
| Union Pacific Corp | Long | Debt | US | $73K | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $40K | – | 0.02 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.61 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.60 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $585K | – | 0.29 |
| United States Treasury Bond (US TREASURY N/B) | Long | Debt | US | $143K | – | 0.07 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 4.47 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 1.90 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.87 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 1.87 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.82 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 1.34 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.99 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.98 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.66 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.53 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.51 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.51 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $999K | – | 0.50 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $956K | – | 0.48 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $508K | – | 0.26 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $343K | – | 0.17 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $249K | – | 0.12 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $248K | – | 0.12 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $245K | – | 0.12 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $217K | – | 0.11 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $201K | – | 0.10 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $184K | – | 0.09 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $201K | – | 0.10 |
| US Bancorp | Long | Debt | US | $95K | – | 0.05 |
| USA Compression Partners LP (USA COM PART/USA COM FIN) | Long | Debt | US | $25K | – | 0.01 |
| USI, Inc (USI Inc/NY) | Long | Loan | US | $38K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $90K | – | 0.05 |
| Venture Global LNG, Inc (Venture Global LNG Inc) | Long | Debt | US | $109K | – | 0.05 |
| Venture Global LNG, Inc (VENTURE GLOBAL LNG INC) | Long | Debt | US | $93K | – | 0.05 |
| Verisk Analytics, Inc (Verisk Analytics Inc) | Long | Debt | US | $98K | – | 0.05 |
| Verisk Analytics, Inc (VERISK ANALYTICS INC) | Long | Debt | US | $54K | – | 0.03 |
| Verizon Communications, Inc | Long | Debt | US | $674K | – | 0.34 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.05 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.04 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.01 |
| Virgin Media Bristol LLC | Long | Loan | US | $48K | – | 0.02 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $71K | – | 0.04 |
| Visa, Inc (VISA INC) | Long | Debt | US | $36K | – | 0.02 |
| Vitality Re XIV Ltd | Long | Debt | KY | $305K | – | 0.15 |
| Vitality Re XV Ltd | Long | Debt | KY | $250K | – | 0.13 |
| Vmed O2 UK Financing I plc | Long | Debt | GB | $169K | – | 0.08 |
| Vodafone Group plc | Long | Debt | GB | $117K | – | 0.06 |
| Vodafone Group plc | Long | Debt | GB | $96K | – | 0.05 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $165K | – | 0.08 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $155K | – | 0.08 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $92K | – | 0.05 |
| Wand NewCo 3, Inc (Wand NewCo 3 Inc) | Long | Debt | US | $15K | – | 0.01 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $224K | – | 0.11 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $190K | – | 0.10 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $92K | – | 0.05 |
| Waste Management, Inc (WASTE MANAGEMENT INC) | Long | Debt | US | $60K | – | 0.03 |
| Weibo Corp | Long | Debt | KY | $175K | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $345K | – | 0.17 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $239K | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $133K | – | 0.07 |
| Wells Fargo & Co | Long | Debt | US | $104K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $270K | – | 0.14 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.07 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.05 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.04 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.04 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.04 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.03 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $245K | – | 0.12 |
| WESCO Distribution, Inc (WESCO DISTRIBUTION INC) | Long | Debt | US | $15K | – | 0.01 |
| Williams Cos, Inc (WILLIAMS COMPANIES INC) | Long | Debt | US | $303K | – | 0.15 |
| Windsor Holdings III LLC | Long | Debt | US | $57K | – | 0.03 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $242K | – | 0.12 |
| XPO, Inc (XPO INC) | Long | Debt | US | $160K | – | 0.08 |
| ZF North America Capital, Inc (ZF NA CAPITAL) | Long | Debt | US | $153K | – | 0.08 |
Address
TIAA-CREF LIFE FUNDS
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
SS&C Gids, Inc
Pricing Services
Thomson Reuters
Custodians
STATE STREET BANK AND TRUST CO.
STATE STREET BANK AND TRUST COMPANY
CITIBANK NA MEXICO
BNP PARIBAS SECURITIES SERVICES, GR
BNP PARIBAS SECURITIES SERVICES, FR
SKANDINAVISKA ENSKILDA BANKEN
SKANDINAVISKA ENSKILDA BANKEN
ROYAL BANK OF CANADA
BNP PARIBAS SECURITIES SERVICES, FR
CITIBANK EUROPE
UBS SWITZERLAND AG
STANDARD CHARTERED BANK MALAYSIA BE
CLEARSTREAM BANKING AG
HONGKONG AND SHANGHAI BANKING CORP
MIZUHO BANK, LTD.(CUSTODY)
INTESA SANPAOLO SPA
CITIBANK EUROPE
DEUTSCHE BANK AG
HONGKONG AND SHANGHAI BANKING CORP
STANDARD CHARTERED BANK
UNICREDIT BANK AUSTRIA AG
HSBC BANK AUSTRALIA LIMITED
CANADA SELF CUSTODY - CDSX
BNP PARIBAS SECURITIES SERVICES, FR
SKANDINAVISKA ENSKILDA BANKEN
CITIBANK,N.A.
STANDARD CHARTERED BANK (THAI) PCL
EUROCLEAR
SKANDINAVISKA ENSKILDA BANKEN
Shareholder Servicing Agents
SS&C Gids, Inc
Admins
Teachers Advisors, LLC
Brokers
Morgan Stanley & Co. LLC
Jefferies LLC
RBC Capital Markets, LLC
J.P. MORGAN SECURITIES LLC
Bank of America
Barclays Capital Inc.
Instinet, LLC
Goldman Sachs & Co. LLC
BTIG, LLC
Virtu Americas LLC