GuideMark and GuidePath Funds > GPS Funds I
GuideMark Core Fixed Income Fund
$165.44M
Avg Monthly Net Assets
$197.46M
Total Assets
$23.00M
Total Liabilities
$174.46M
Net Assets
GuideMark Core Fixed Income Fund is a Mutual Fund in GPS Funds I
from GuideMark and GuidePath Funds,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $165.44M.
On August 27th, 2024 it reported 921 holdings, the largest
being JPMorgan US Government Money M (3.5%), US TREASURY N/B (2.7%) and US TREASURY N/B (2.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| GuideMark Core Fixed Income Fund - Service Shares | C000017037 | GMCOX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 510 Asset Backed 2021-NPL2 Trust (510 Assets Backed Trust) | Long | ABS-mortgage backed security | US | $153K | – | 0.09 |
| AbbVie Inc | Long | Debt | US | $65K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $65K | – | 0.04 |
| Adobe Inc | Long | Debt | US | $110K | – | 0.06 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $146K | – | 0.08 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $125K | – | 0.07 |
| AGCO Corp | Long | Debt | US | $30K | – | 0.02 |
| AGCO Corp | Long | Debt | US | $20K | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $64K | – | 0.04 |
| Alabama Power Co | Long | Debt | US | $119K | – | 0.07 |
| Alcon Finance Corp | Long | Debt | US | $189K | – | 0.11 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers L) | Long | ABS-other | US | $211K | – | 0.12 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $125K | – | 0.07 |
| American Express Co | Long | Debt | US | $86K | – | 0.05 |
| American Tower Corp | Long | Debt | US | $51K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $43K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $170K | – | 0.10 |
| Amgen Inc | Long | Debt | US | $69K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $40K | – | 0.02 |
| Amur Equipment Finance Receivables XIII LLC (AXIS Equipment Finance Receiva) | Long | ABS-other | US | $100K | – | 0.06 |
| Angel Oak Mortgage Trust 2020-6 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $46K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $68K | – | 0.04 |
| Angel Oak Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| Angel Oak Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $132K | – | 0.08 |
| Angel Oak Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $109K | – | 0.06 |
| Angel Oak Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $171K | – | 0.10 |
| Angel Oak Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $132K | – | 0.08 |
| Angel Oak Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $357K | – | 0.20 |
| Aon Corp | Long | Debt | US | $61K | – | 0.04 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $45K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $185K | – | 0.11 |
| Archer-Daniels-Midland Co | Long | Debt | US | $47K | – | 0.03 |
| ARI Fleet Lease Trust 2023-A | Long | ABS-other | US | $186K | – | 0.11 |
| Arizona Public Service Co | Long | Debt | US | $55K | – | 0.03 |
| Arizona Public Service Co | Long | Debt | US | $42K | – | 0.02 |
| Arroyo Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| Arroyo Mortgage Trust 2019-3 | Long | ABS-mortgage backed security | US | $46K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $148K | – | 0.08 |
| AT&T Inc | Long | Debt | US | $101K | – | 0.06 |
| AT&T Inc | Long | Debt | US | $23K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $239K | – | 0.14 |
| Athene Holding Ltd | Long | Debt | US | $149K | – | 0.09 |
| Atmos Energy Corp | Long | Debt | US | $167K | – | 0.10 |
| AutoZone Inc | Long | Debt | US | $156K | – | 0.09 |
| AutoZone Inc | Long | Debt | US | $104K | – | 0.06 |
| Auxilior Term Funding 2024-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $140K | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $164K | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $142K | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $110K | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $199K | – | 0.11 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.26 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $420K | – | 0.24 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $95K | – | 0.05 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| BANK 2019-BNK23 | Long | ABS-mortgage backed security | US | $64K | – | 0.04 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| BANK 2020-BNK28 | Long | ABS-mortgage backed security | US | $127K | – | 0.07 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $428K | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $696K | – | 0.40 |
| Bank of America Corp | Long | Debt | US | $466K | – | 0.27 |
| Bank of America Corp | Long | Debt | US | $212K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $152K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $94K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $75K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $70K | – | 0.04 |
| Bank of Montreal | Long | Debt | CA | $111K | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $173K | – | 0.10 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $94K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $70K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $236K | – | 0.14 |
| Barclays PLC | Long | Debt | GB | $232K | – | 0.13 |
| BAT Capital Corp | Long | Debt | US | $86K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $41K | – | 0.02 |
| Battalion CLO XXV Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $316K | – | 0.18 |
| BBCMS Mortgage Trust 2022-C15 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $80K | – | 0.05 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $106K | – | 0.06 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $282K | – | 0.16 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Benchmark 2019-B11 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $161K | – | 0.09 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $55K | – | 0.03 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $73K | – | 0.04 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $64K | – | 0.04 |
| Benefit Street Partners CLO XXXI Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.14 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $193K | – | 0.11 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $169K | – | 0.10 |
| BHG Securitization Trust 2021-B (Bankers Healthcare Group Secur) | Long | ABS-other | US | $15K | – | 0.01 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $118K | – | 0.07 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $100K | – | 0.06 |
| BINOM Securitization Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $87K | – | 0.05 |
| BlueMountain CLO XXIV Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $205K | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $63K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $61K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $51K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $34K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $31K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $13K | – | 0.01 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $44K | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $121K | – | 0.07 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $98K | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $80K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $30K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $13K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $259K | – | 0.15 |
| BPCE SA | Long | Debt | FR | $230K | – | 0.13 |
| BRAVO Residential Funding Trust 2021-NQM1 | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $90K | – | 0.05 |
| Bristol-Myers Squibb Co | Long | Debt | US | $74K | – | 0.04 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $228K | – | 0.13 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $85K | – | 0.05 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| Capital One Financial Corp | Long | Debt | US | $171K | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $118K | – | 0.07 |
| Capital One Financial Corp | Long | Debt | US | $93K | – | 0.05 |
| Capital One Financial Corp | Long | Debt | US | $68K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $30K | – | 0.02 |
| Cargill Inc | Long | Debt | US | $135K | – | 0.08 |
| Cargill Inc | Long | Debt | US | $88K | – | 0.05 |
| Cargill Inc | Long | Debt | US | $65K | – | 0.04 |
| Carvana Auto Receivables Trust 2022-P2 | Long | ABS-other | US | $253K | – | 0.15 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $56K | – | 0.03 |
| Celanese US Holdings LLC | Long | Debt | US | $168K | – | 0.10 |
| Celanese US Holdings LLC | Long | Debt | US | $120K | – | 0.07 |
| Celanese US Holdings LLC | Long | Debt | US | $41K | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $17K | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $141K | – | 0.08 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $106K | – | 0.06 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $86K | – | 0.05 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $85K | – | 0.05 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $76K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $452K | – | 0.26 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $180K | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $100K | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $61K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $60K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $46K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $32K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $19K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Cheniere Energy Partners LP | Long | Debt | US | $71K | – | 0.04 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $185K | – | 0.11 |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue (CHICAGO IL TRANSIT AUTH SALES) | Long | Debt | US | $113K | – | 0.06 |
| Chicago Transit Authority Sales Tax Receipts Fund (CHICAGO IL TRANSIT AUTH SALES) | Long | Debt | US | $17K | – | 0.01 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $192K | – | 0.11 |
| CHL Mortgage Pass-Through Trust 2004-HYB6 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-11 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $234K | – | 0.13 |
| Cisco Systems Inc | Long | Debt | US | $100K | – | 0.06 |
| Cisco Systems Inc | Long | Debt | US | $64K | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $284K | – | 0.16 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $478K | – | 0.27 |
| Citigroup Inc | Long | Debt | US | $65K | – | 0.04 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Citizens Financial Group Inc | Long | Debt | US | $120K | – | 0.07 |
| Citizens Financial Group Inc | Long | Debt | US | $62K | – | 0.04 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $57K | – | 0.03 |
| CNH Equipment Trust 2023-A | Long | ABS-other | US | $64K | – | 0.04 |
| COLT 2020-2R Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| COLT 2020-RPL1 Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $229K | – | 0.13 |
| COLT 2021-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $111K | – | 0.06 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $208K | – | 0.12 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $273K | – | 0.16 |
| COLT 2022-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $333K | – | 0.19 |
| COLT 2022-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $79K | – | 0.05 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $118K | – | 0.07 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $67K | – | 0.04 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $174K | – | 0.10 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $58K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $51K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $163K | – | 0.09 |
| Comcast Corp | Long | Debt | US | $93K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $78K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $65K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $46K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $28K | – | 0.02 |
| COMM 2013-300P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $113K | – | 0.06 |
| COMM 2022-HC Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $91K | – | 0.05 |
| COMM 2022-HC Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $89K | – | 0.05 |
| Commercial Equipment Finance 2024-1 LLC | Long | ABS-other | US | $171K | – | 0.10 |
| CommonSpirit Health | Long | Debt | US | $109K | – | 0.06 |
| CommonSpirit Health | Long | Debt | US | $69K | – | 0.04 |
| Commonwealth of Massachusetts (MASSACHUSETTS ST SPL OBLG REVE) | Long | Debt | US | $175K | – | 0.10 |
| Conagra Brands Inc | Long | Debt | US | $226K | – | 0.13 |
| Conagra Brands Inc | Long | Debt | US | $175K | – | 0.10 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $104K | – | 0.06 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $84K | – | 0.05 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $60K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $60K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $33K | – | 0.02 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $20K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $87K | – | 0.05 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $50K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $30K | – | 0.02 |
| Constellation Software Inc/Canada | Long | Debt | CA | $70K | – | 0.04 |
| Corebridge Financial Inc | Long | Debt | US | $136K | – | 0.08 |
| Corebridge Financial Inc | Long | Debt | US | $99K | – | 0.06 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $155K | – | 0.09 |
| County of Riverside CA (RIVERSIDE CNTY CA PENSN OBLG) | Long | Debt | US | $327K | – | 0.19 |
| County of Riverside CA (RIVERSIDE CNTY CA PENSN OBLG) | Long | Debt | US | $323K | – | 0.19 |
| Cox Communications Inc | Long | Debt | US | $100K | – | 0.06 |
| Cox Communications Inc | Long | Debt | US | $99K | – | 0.06 |
| CPS Auto Receivables Trust 2023-B (CPS Auto Trust) | Long | ABS-other | US | $164K | – | 0.09 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $141K | – | 0.08 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $307K | – | 0.18 |
| Crown Castle Inc | Long | Debt | US | $181K | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $177K | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $69K | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $64K | – | 0.04 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| CSL Finance PLC | Long | Debt | GB | $81K | – | 0.05 |
| CSL Finance PLC | Long | Debt | GB | $52K | – | 0.03 |
| CSMC 2017-FHA1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| CSMC 2020-NET (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $83K | – | 0.05 |
| CSMC 2020-NQM1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.09 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.08 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $258K | – | 0.15 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $145K | – | 0.08 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $89K | – | 0.05 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $379K | – | 0.22 |
| CVS Health Corp | Long | Debt | US | $81K | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $69K | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $53K | – | 0.03 |
| DAE Funding LLC | Long | Debt | US | $298K | – | 0.17 |
| Dallas Fort Worth International Airport (DALLAS-FORT WORTH TX INTERNATI) | Long | Debt | US | $44K | – | 0.03 |
| DB Master Finance LLC | Long | ABS-other | US | $498K | – | 0.29 |
| DBGS 2018-C1 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $202K | – | 0.12 |
| DBGS 2018-C1 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $122K | – | 0.07 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $450K | – | 0.26 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $90K | – | 0.05 |
| Deephaven Residential Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $46K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $156K | – | 0.09 |
| Diamondback Energy Inc | Long | Debt | US | $100K | – | 0.06 |
| Diamondback Energy Inc | Long | Debt | US | $40K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $19K | – | 0.01 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $45K | – | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $17K | – | 0.01 |
| District of Columbia (DIST OF COLUMBIA REVENUE) | Long | Debt | US | $101K | – | 0.06 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $111K | – | 0.06 |
| Dominion Energy Inc | Long | Debt | US | $200K | – | 0.11 |
| Dominion Energy Inc | Long | Debt | US | $117K | – | 0.07 |
| Dominion Energy Inc | Long | Debt | US | $10K | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $428K | – | 0.25 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $176K | – | 0.10 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $66K | – | 0.04 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $109K | – | 0.06 |
| Duke Energy Carolinas LLC | Long | Debt | US | $128K | – | 0.07 |
| Duke Energy Carolinas LLC | Long | Debt | US | $84K | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $259K | – | 0.15 |
| Duke Energy Corp | Long | Debt | US | $129K | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $43K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $39K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $34K | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $104K | – | 0.06 |
| Duke Energy Indiana LLC | Long | Debt | US | $50K | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $87K | – | 0.05 |
| Duke Energy Ohio Inc | Long | Debt | US | $20K | – | 0.01 |
| Edison International | Long | Debt | US | $104K | – | 0.06 |
| Elevance Health Inc | Long | Debt | US | $171K | – | 0.10 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $168K | – | 0.10 |
| Elmwood CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.16 |
| Elmwood CLO 23 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.14 |
| Enbridge Inc | Long | Debt | CA | $273K | – | 0.16 |
| Enbridge Inc | Long | Debt | CA | $190K | – | 0.11 |
| Enbridge Inc | Long | Debt | CA | $50K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $36K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $179K | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $60K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $25K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $199K | – | 0.11 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $145K | – | 0.08 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $60K | – | 0.03 |
| Equinor ASA | Long | Debt | NO | $77K | – | 0.04 |
| Equinor ASA | Long | Debt | NO | $23K | – | 0.01 |
| Equitable Financial Life Global Funding | Long | Debt | US | $133K | – | 0.08 |
| Equitable Holdings Inc | Long | Debt | US | $24K | – | 0.01 |
| Evergy Inc | Long | Debt | US | $139K | – | 0.08 |
| Evergy Inc | Long | Debt | US | $79K | – | 0.05 |
| Evergy Metro Inc | Long | Debt | US | $38K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $274K | – | 0.16 |
| Eversource Energy | Long | Debt | US | $79K | – | 0.05 |
| Exeter Automobile Receivables Trust 2019-4 | Long | ABS-other | US | $22K | – | 0.01 |
| Exeter Automobile Receivables Trust 2020-1 | Long | ABS-other | US | $15K | – | 0.01 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $60K | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 2.49 |
| Fannie Mae or Freddie Mac | Long | Debt | US | $3M | – | 1.90 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.62 |
| Fannie Mae or Freddie Mac | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 1.05 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $902K | – | 0.52 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 1.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.92 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.92 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.90 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.83 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.83 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.82 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.62 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $973K | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $651K | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $600K | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $337K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $325K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $965.48 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $944.56 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $936.14 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $635.54 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $554.07 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $528.04 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380.85 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288.27 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $208.61 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200.07 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170.16 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58.13 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45.54 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43.78 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35.07 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24.24 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22.2 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21.9 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17.9 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13.62 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $484K | – | 0.28 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $184K | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $155K | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $62K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $61K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| FirstEnergy Corp | Long | Debt | US | $48K | – | 0.03 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $110K | – | 0.06 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $466K | – | 0.27 |
| Flagship Credit Auto Trust 2022-3 | Long | ABS-other | US | $201K | – | 0.12 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $52K | – | 0.03 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $135K | – | 0.08 |
| Foundry JV Holdco LLC | Long | Debt | US | $204K | – | 0.12 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41.4 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $97K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 1.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.82 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.76 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $988K | – | 0.57 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $277K | – | 0.16 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $84K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $179K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $83K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $74K | – | 0.04 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $147K | – | 0.08 |
| GCAT 2021-NQM1 Trust | Long | ABS-mortgage backed security | US | $79K | – | 0.05 |
| GCAT 2021-NQM2 Trust | Long | ABS-mortgage backed security | US | $98K | – | 0.06 |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $129K | – | 0.07 |
| GCAT 2021-NQM4 Trust | Long | ABS-mortgage backed security | US | $178K | – | 0.10 |
| GCAT 2021-NQM7 Trust | Long | ABS-mortgage backed security | US | $102K | – | 0.06 |
| Georgia Power Co | Long | Debt | US | $108K | – | 0.06 |
| Georgia Power Co | Long | Debt | US | $48K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $45K | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $66K | – | 0.04 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.29 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 1.19 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $248K | – | 0.14 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.05 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.85 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.59 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.58 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $244K | – | 0.14 |
| Glencore Funding LLC | Long | Debt | US | $227K | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $73K | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $38K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $104K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $253K | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $144K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $112K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $64K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $57K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1 (GREAT AMERICA LEASING RECEIVAB) | Long | ABS-other | US | $55K | – | 0.03 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $416K | – | 0.24 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $118K | – | 0.07 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| GTP Acquisition Partners I LLC | Long | Debt | US | $294K | – | 0.17 |
| Haleon US Capital LLC | Long | Debt | US | $263K | – | 0.15 |
| Hawaii Hotel Trust 2019-MAUI | Long | ABS-mortgage backed security | US | $220K | – | 0.13 |
| HCA Inc | Long | Debt | US | $130K | – | 0.07 |
| HCA Inc | Long | Debt | US | $20K | – | 0.01 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $373K | – | 0.21 |
| Hess Corp | Long | Debt | US | $101K | – | 0.06 |
| Hess Corp | Long | Debt | US | $90K | – | 0.05 |
| Hess Corp | Long | Debt | US | $60K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $25K | – | 0.01 |
| Hormel Foods Corp | Long | Debt | US | $145K | – | 0.08 |
| Howard University | Long | Debt | US | $85K | – | 0.05 |
| Howard University | Long | Debt | US | $54K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $326K | – | 0.19 |
| HSBC Holdings PLC | Long | Debt | GB | $213K | – | 0.12 |
| HSBC Holdings PLC | Long | Debt | GB | $202K | – | 0.12 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| Humana Inc | Long | Debt | US | $65K | – | 0.04 |
| Humana Inc | Long | Debt | US | $61K | – | 0.04 |
| Hungary Government International Bond | Long | Debt | HU | $204K | – | 0.12 |
| Hungary Government International Bond | Long | Debt | HU | $192K | – | 0.11 |
| Imperial Fund Mortgage Trust 2021-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| Imperial Fund Mortgage Trust 2022-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $396K | – | 0.23 |
| Intel Corp | Long | Debt | US | $89K | – | 0.05 |
| Intel Corp | Long | Debt | US | $84K | – | 0.05 |
| Intel Corp | Long | Debt | US | $39K | – | 0.02 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $50K | – | 0.03 |
| IRS PAY FIXED 1.56% 12/15/2051 | Derivative-interest rate | US | $221K | – | 0.13 | |
| IRS PAY FIXED 2.88% 3/15/2053 | Derivative-interest rate | US | $48K | – | 0.03 | |
| IRS PAY FIXED 2.97% 03/15/2053 | Derivative-interest rate | US | $138K | – | 0.08 | |
| IRS PAY FIXED 3.59% 9/20/2053 | Derivative-interest rate | US | $25K | – | 0.01 | |
| IRS PAY FIXED 3.6465% 6/12/2035 | Derivative-interest rate | US | $3K | – | 0.00 | |
| IRS PAY FIXED 3.6545% 6/12/2035 | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS PAY FIXED 3.657% 6/12/2035 | Derivative-interest rate | US | $4K | – | 0.00 | |
| IRS PAY FIXED 3.6715% 6/12/2035 | Derivative-interest rate | US | $4K | – | 0.00 | |
| IRS PAY FIXED 3.743% 6/12/2035 | Derivative-interest rate | US | $1K | – | 0.00 | |
| IRS PAY FIXED 3.873% 06/12/2035 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRS PAY FIXED 3.878% 06/12/2035 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| ITC Holdings Corp | Long | Debt | US | $106K | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $80K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $289K | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $183K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $176K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $167K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $158K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $101K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $62K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $49K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $47K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $44K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $43K | – | 0.02 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $6M | 6M | 3.54 |
| Kaiser Foundation Hospitals | Long | Debt | US | $51K | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $47K | – | 0.03 |
| KeySpan Gas East Corp | Long | Debt | US | $30K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $139K | – | 0.08 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $119K | – | 0.07 |
| Legacy Mortgage Asset Trust 2021-GS3 | Long | ABS-mortgage backed security | US | $115K | – | 0.07 |
| Legacy Mortgage Asset Trust 2021-GS4 | Long | ABS-mortgage backed security | US | $66K | – | 0.04 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $167K | – | 0.10 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $137K | – | 0.08 |
| Madison Park Funding LXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $421K | – | 0.24 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $482K | – | 0.28 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $61K | – | 0.03 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $297K | – | 0.17 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $104K | – | 0.06 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $18K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $625K | – | 0.36 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $334K | – | 0.19 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $257K | – | 0.15 |
| MFA 2020-NQM3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| MFA 2021-NQM2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Mill City Mortgage Loan Trust 2017-3 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Mill City Mortgage Loan Trust 2018-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| Mill City Mortgage Loan Trust 2018-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Mill City Mortgage Loan Trust 2019-GS1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $129K | – | 0.07 |
| Monongahela Power Co | Long | Debt | US | $56K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $282K | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $198K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $145K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $132K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $117K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $55K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $50K | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2003-NC10 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $46K | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.10 |
| Mount Vernon Liquid Assets Portfolio, LLC | Long | Short-term investment vehicle | US | $1M | 1M | 0.78 |
| MPLX LP | Long | Debt | US | $155K | – | 0.09 |
| MPLX LP | Long | Debt | US | $39K | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| National Grid PLC | Long | Debt | GB | $35K | – | 0.02 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $139K | – | 0.08 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $26K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-E (Navient Student Loan Trust) | Long | ABS-other | US | $83K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $136K | – | 0.08 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $202K | – | 0.12 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Iss) | Long | ABS-other | US | $223K | – | 0.13 |
| New Residential Mortgage Loan Trust 2016-2 | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| New Residential Mortgage Loan Trust 2016-4 | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| New Residential Mortgage Loan Trust 2017-5 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-1 | Long | ABS-mortgage backed security | US | $63K | – | 0.04 |
| New Residential Mortgage Loan Trust 2018-3 | Long | ABS-mortgage backed security | US | $136K | – | 0.08 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| New Residential Mortgage Loan Trust 2019-3 | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| New Residential Mortgage Loan Trust 2019-5 | Long | ABS-mortgage backed security | US | $65K | – | 0.04 |
| New Residential Mortgage Loan Trust 2019-NQM4 | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| New Residential Mortgage Loan Trust 2021-NQM2R | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| New Residential Mortgage Loan Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $208K | – | 0.12 |
| New Residential Mortgage Loan Trust 2022-NQM1 | Long | ABS-mortgage backed security | US | $337K | – | 0.19 |
| New York Transportation Development Corp (NEW YORK TRANSPRTN DEV CORP LE) | Long | Debt | US | $254K | – | 0.15 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $380K | – | 0.22 |
| NiSource Inc | Long | Debt | US | $215K | – | 0.12 |
| NiSource Inc | Long | Debt | US | $118K | – | 0.07 |
| NiSource Inc | Long | Debt | US | $64K | – | 0.04 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $181K | – | 0.10 |
| NMLT 2021-INV1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $211K | – | 0.12 |
| NNN REIT Inc | Long | Debt | US | $20K | – | 0.01 |
| Nomura Holdings Inc | Long | Debt | JP | $200K | – | 0.11 |
| Northrop Grumman Corp | Long | Debt | US | $162K | – | 0.09 |
| NSTAR Electric Co | Long | Debt | US | $110K | – | 0.06 |
| NVIDIA Corp | Long | Debt | US | $104K | – | 0.06 |
| O'Reilly Automotive Inc | Long | Debt | US | $87K | – | 0.05 |
| OBX 2021-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $123K | – | 0.07 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $123K | – | 0.07 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $300K | – | 0.17 |
| Octagon 61 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.16 |
| Oglethorpe Power Corp | Long | Debt | US | $111K | – | 0.06 |
| Oglethorpe Power Corp | Long | Debt | US | $15K | – | 0.01 |
| Ohio Edison Co | Long | Debt | US | $60K | – | 0.03 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $154K | – | 0.09 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $118K | – | 0.07 |
| ONEOK Inc | Long | Debt | US | $67K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $31K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $169K | – | 0.10 |
| Oracle Corp | Long | Debt | US | $131K | – | 0.08 |
| Oracle Corp | Long | Debt | US | $83K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $50K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $47K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $45K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $41K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $22K | – | 0.01 |
| Otis Worldwide Corp | Long | Debt | US | $215K | – | 0.12 |
| Ovintiv Inc | Long | Debt | US | $49K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $490K | – | 0.28 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $343K | – | 0.20 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $306K | – | 0.18 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $158K | – | 0.09 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $103K | – | 0.06 |
| Paramount Global | Long | Debt | US | $87K | – | 0.05 |
| Paramount Global | Long | Debt | US | $39K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $55K | – | 0.03 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $51K | – | 0.03 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $35K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $33K | – | 0.02 |
| Philadelphia Authority for Industrial Development (PHILADELPHIA PA AUTH FOR INDL) | Long | Debt | US | $379K | – | 0.22 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $219K | – | 0.13 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $131K | – | 0.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $85K | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $79K | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $41K | – | 0.02 |
| Phillips 66 Co | Long | Debt | US | $173K | – | 0.10 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $175K | – | 0.10 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $26K | – | 0.01 |
| PRET 2021-NPL3 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $116K | – | 0.07 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $105K | – | 0.06 |
| Pretium Mortgage Credit Partners I 2021-NPL2 LLC | Long | ABS-mortgage backed security | US | $138K | – | 0.08 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-mortgage backed security | US | $208K | – | 0.12 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $110K | – | 0.06 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $65K | – | 0.04 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $368K | – | 0.21 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $343K | – | 0.20 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $300K | – | 0.17 |
| Progress Residential 2022-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $102K | – | 0.06 |
| Progress Residential 2022-SFR4 Trust (Progress Residential Trust) | Long | ABS-other | US | $288K | – | 0.17 |
| Progress Residential 2022-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $96K | – | 0.05 |
| Progress Residential 2022-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $141K | – | 0.08 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $30K | – | 0.02 |
| Protective Life Global Funding | Long | Debt | US | $150K | – | 0.09 |
| PRPM 2020-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $88K | – | 0.05 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $158K | – | 0.09 |
| PRPM 2021-5 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $154K | – | 0.09 |
| PRPM 2021-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $122K | – | 0.07 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $206K | – | 0.12 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $268K | – | 0.15 |
| Public Service Electric and Gas Co | Long | Debt | US | $79K | – | 0.05 |
| Public Service Enterprise Group Inc | Long | Debt | US | $89K | – | 0.05 |
| Public Service Enterprise Group Inc | Long | Debt | US | $50K | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $30K | – | 0.02 |
| Puget Energy Inc | Long | Debt | US | $132K | – | 0.08 |
| Puget Energy Inc | Long | Debt | US | $45K | – | 0.03 |
| Puget Energy Inc | Long | Debt | US | $41K | – | 0.02 |
| Realty Income Corp | Long | Debt | US | $129K | – | 0.07 |
| Regal Rexnord Corp | Long | Debt | US | $274K | – | 0.16 |
| Regal Rexnord Corp | Long | Debt | US | $31K | – | 0.02 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $38K | – | 0.02 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $100K | – | 0.06 |
| Republic Services Inc | Long | Debt | US | $149K | – | 0.09 |
| Republic Services Inc | Long | Debt | US | $40K | – | 0.02 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-other | US | $305K | – | 0.17 |
| Rio Tinto Alcan Inc | Long | Debt | CA | $138K | – | 0.08 |
| Romanian Government International Bond | Long | Debt | RO | $382K | – | 0.22 |
| Romanian Government International Bond | Long | Debt | RO | $281K | – | 0.16 |
| Royalty Pharma PLC | Long | Debt | GB | $200K | – | 0.11 |
| Royalty Pharma PLC | Long | Debt | GB | $65K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $39K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $29K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $12K | – | 0.01 |
| RR 23 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $423K | – | 0.24 |
| RR 26 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.14 |
| RTX Corp | Long | Debt | US | $51K | – | 0.03 |
| Sabey Data Center Issuer LLC | Long | ABS-other | US | $50K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $114K | – | 0.07 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $190K | – | 0.11 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $196K | – | 0.11 |
| SBA Tower Trust | Long | Debt | US | $152K | – | 0.09 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $70K | – | 0.04 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $101K | – | 0.06 |
| Schlumberger Investment SA | Long | Debt | LU | $109K | – | 0.06 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $156K | – | 0.09 |
| SG Commercial Mortgage Securities Trust 2016-C5 | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| SG Commercial Mortgage Securities Trust 2020-COVE | Long | ABS-mortgage backed security | US | $322K | – | 0.18 |
| SG Residential Mortgage Trust 2021-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $180K | – | 0.10 |
| Shell International Finance BV | Long | Debt | NL | $126K | – | 0.07 |
| Shell International Finance BV | Long | Debt | NL | $33K | – | 0.02 |
| Sherwin-Williams Co/The | Long | Debt | US | $168K | – | 0.10 |
| Smith & Nephew PLC | Long | Debt | GB | $54K | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $242K | – | 0.14 |
| Societe Generale SA | Long | Debt | FR | $199K | – | 0.11 |
| Solventum Corp | Long | Debt | US | $155K | – | 0.09 |
| Solventum Corp | Long | Debt | US | $45K | – | 0.03 |
| Sound Point CLO XXIX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $410K | – | 0.24 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $215K | – | 0.12 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $191K | – | 0.11 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $115K | – | 0.07 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $93K | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $67K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $61K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $45K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $34K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $32K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $781.51 | – | 0.00 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $277K | – | 0.16 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $178K | – | 0.10 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $50K | – | 0.03 |
| Southern Co Gas Capital Corp | Long | Debt | US | $36K | – | 0.02 |
| Southern Co/The | Long | Debt | US | $194K | – | 0.11 |
| Southern Co/The | Long | Debt | US | $109K | – | 0.06 |
| Southern Co/The | Long | Debt | US | $34K | – | 0.02 |
| Southwest Gas Corp | Long | Debt | US | $107K | – | 0.06 |
| Southwest Gas Corp | Long | Debt | US | $19K | – | 0.01 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $131K | – | 0.08 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $178K | – | 0.10 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $101K | – | 0.06 |
| Standard Chartered PLC | Long | Debt | GB | $213K | – | 0.12 |
| Standard Chartered PLC | Long | Debt | GB | $199K | – | 0.11 |
| STAR 2021-1 Trust (Starwood Residential Mortgage) | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| Starwood Mortgage Residential Trust 2020-3 | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Starwood Mortgage Residential Trust 2021-6 | Long | ABS-mortgage backed security | US | $216K | – | 0.12 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $240K | – | 0.14 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $69K | – | 0.04 |
| Subway Funding LLC | Long | ABS-other | US | $273K | – | 0.16 |
| Summit Issuer LLC (Summit Issuer, LLC) | Long | ABS-other | US | $95K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $129K | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $126K | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $59K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $58K | – | 0.03 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $630K | – | 0.36 |
| Tapestry Inc | Long | Debt | US | $41K | – | 0.02 |
| Tapestry Inc | Long | Debt | US | $29K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $52K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $162K | – | 0.09 |
| Texas Debt Capital CLO 2023-I Ltd (Texas Debt Capital CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.14 |
| Texas Natural Gas Securitization Finance Corp (TEXAS NATURAL GAS SECURITIZTN) | Long | Debt | US | $218K | – | 0.13 |
| Time Warner Cable LLC | Long | Debt | US | $37K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $25K | – | 0.01 |
| TotalEnergies Capital SA | Long | Debt | FR | $135K | – | 0.08 |
| Towd Point Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Towd Point Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Towd Point Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Towd Point Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $165K | – | 0.09 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $106K | – | 0.06 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $334K | – | 0.19 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $30K | – | 0.02 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $23K | – | 0.01 |
| Tricolor Auto Securitization Trust 2023-1 | Long | ABS-other | US | $18K | – | 0.01 |
| Tricon Residential 2022-SFR1 Trust | Long | ABS-other | US | $483K | – | 0.28 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $336K | – | 0.19 |
| Tyson Foods Inc | Long | Debt | US | $70K | – | 0.04 |
| Tyson Foods Inc | Long | Debt | US | $20K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $789K | – | 0.45 |
| UBS Group AG | Long | Debt | CH | $256K | – | 0.15 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $4M | – | 2.06 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $925K | – | 0.53 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $296K | – | 0.17 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $186K | – | 0.11 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $62K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 2.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 2.59 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 2.34 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 1.79 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.86 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.72 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.69 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.65 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.62 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.61 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $970K | – | 0.56 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $839K | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $768K | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $737K | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $706K | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $673K | – | 0.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $651K | – | 0.37 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $597K | – | 0.34 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $581K | – | 0.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $563K | – | 0.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $515K | – | 0.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $489K | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $383K | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $187K | – | 0.11 |
| UnitedHealth Group Inc | Long | Debt | US | $171K | – | 0.10 |
| UnitedHealth Group Inc | Long | Debt | US | $94K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $66K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $47K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $27K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $26K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $8K | – | 0.00 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | US | $8K | – | 0.00 | |
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | US | $-20K | – | -0.01 | |
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $16K | – | 0.01 | |
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $19K | – | 0.01 | |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | US | $-15K | – | -0.01 | |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $205K | – | 0.12 |
| VCAT 2021-NPL2 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| VCAT 2021-NPL3 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $115K | – | 0.07 |
| VCAT 2021-NPL4 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $145K | – | 0.08 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $214K | – | 0.12 |
| VCAT 2021-NPL6 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $288K | – | 0.16 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $410K | – | 0.24 |
| Verus Securitization Trust 2019-4 | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Verus Securitization Trust 2021-2 | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $86K | – | 0.05 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $228K | – | 0.13 |
| Verus Securitization Trust 2021-8 | Long | ABS-mortgage backed security | US | $153K | – | 0.09 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Verus Securitization Trust 2022-1 | Long | ABS-mortgage backed security | US | $239K | – | 0.14 |
| VICI Properties LP | Long | Debt | US | $72K | – | 0.04 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $205K | – | 0.12 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $156K | – | 0.09 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $28K | – | 0.02 |
| VOLT C LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| VOLT CIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $137K | – | 0.08 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $119K | – | 0.07 |
| Warnermedia Holdings Inc | Long | Debt | US | $114K | – | 0.07 |
| Warnermedia Holdings Inc | Long | Debt | US | $83K | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $49K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $43K | – | 0.02 |
| Waste Management Inc | Long | Debt | US | $194K | – | 0.11 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $369K | – | 0.21 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $174K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $173K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $152K | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $90K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $87K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $86K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $86K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $85K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $82K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $72K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $67K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $15K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $259K | – | 0.15 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $70K | – | 0.04 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $60K | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $40K | – | 0.02 |
| Willis North America Inc | Long | Debt | US | $175K | – | 0.10 |
| Wingstop Funding LLC | Long | ABS-other | US | $180K | – | 0.10 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $100K | – | 0.06 |
| World Omni Auto Receivables Trust 2023-A | Long | ABS-other | US | $99K | – | 0.06 |
| Xcel Energy Inc | Long | Debt | US | $52K | – | 0.03 |
Address
GPS Funds I
1655 Grant Street
10th Floor
Concord
California
94520
United States of America
Websites
Directors
David M. Dunford
Paul S. Feinberg
Dennis G. Schmal
Carrie E. Hansen
Transfer Agents
U.S. Bancorp Fund Services LLC
Pricing Services
Intercontinental Exchange Inc.
Thomson Reuters Corporation
Bloomberg
Custodians
U.S. Bank National Association
Shareholder Servicing Agents
U.S. Bancorp Fund Services LLC
Admins
U.S. Bancorp Fund Services LLC
Brokers
Morgan Stanley & Co., LLC.
Instinet, LLC.
Barclays Capital Inc.
Citigroup Global Markets Inc.
UBS Securities LLC
JP Morgan Securities, LLC