JPMorgan Funds > JPMorgan Institutional Trust
JPMorgan Core Bond Trust
$2.13B
Avg Monthly Net Assets
$2.33B
Total Assets
$29.78M
Total Liabilities
$2.30B
Net Assets
JPMorgan Core Bond Trust is a Mutual Fund in JPMorgan Institutional Trust
from JPMorgan Funds,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $2.13B.
On July 26th, 2024 it reported 1,821 holdings, the largest
being United States of America (2.1%), JPMorgan Prime Money Market Fund (1.9%) and United States of America (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| JPMorgan Core Bond Trust | C000020141 |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 7-Eleven, Inc. | Long | Debt | US | $447K | – | 0.02 |
| 7-Eleven, Inc. | Long | Debt | US | $376K | – | 0.02 |
| Abbott Laboratories | Long | Debt | US | $367K | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $4M | – | 0.18 |
| AbbVie, Inc. | Long | Debt | US | $694K | – | 0.03 |
| AbbVie, Inc. | Long | Debt | US | $432K | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $165K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $2M | – | 0.08 |
| ABN AMRO Bank NV | Long | Debt | NL | $911K | – | 0.04 |
| ABN AMRO Bank NV | Long | Debt | NL | $701K | – | 0.03 |
| Academic Loan Funding Trust, Series 2013-1A, Class A | Long | ABS-other | US | $429K | – | 0.02 |
| ACC Frn | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $2M | – | 0.07 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $1M | – | 0.06 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $623K | – | 0.03 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $558K | – | 0.02 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $248K | – | 0.01 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $232K | – | 0.01 |
| Aetna, Inc. | Long | Debt | US | $476K | – | 0.02 |
| AIA Group Ltd. | Long | Debt | HK | $374K | – | 0.02 |
| AIB Group plc | Long | Debt | IE | $2M | – | 0.09 |
| AIG SunAmerica Global Financing X | Long | Debt | US | $563K | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | CA | $410K | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2015-2, Class AA | Long | ABS-other | CA | $161K | – | 0.01 |
| Air Canada Pass-Through Trust, Series 2017-1, Class A | Long | ABS-other | CA | $443K | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | CA | $319K | – | 0.01 |
| Airbus SE | Long | Debt | NL | $123K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $311K | – | 0.01 |
| Alabama Power Co. | Long | Debt | US | $249K | – | 0.01 |
| Albemarle Corp. | Long | Debt | US | $136K | – | 0.01 |
| Alexander Funding Trust II | Long | Debt | US | $1M | – | 0.06 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $764K | – | 0.03 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $719K | – | 0.03 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $482K | – | 0.02 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $131K | – | 0.01 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $1M | – | 0.06 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $1M | – | 0.04 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $940K | – | 0.04 |
| Alternative Loan Trust, Series 2004-2CB, Class 1A9 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Alternative Loan Trust, Series 2005-1CB, Class 1A6 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Alternative Loan Trust, Series 2005-20CB, Class 3A8 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Alternative Loan Trust, Series 2005-22T1, Class A2 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Alternative Loan Trust, Series 2005-28CB, Class 1A4 | Long | ABS-mortgage backed security | US | $746K | – | 0.03 |
| Alternative Loan Trust, Series 2005-28CB, Class 3A5 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Alternative Loan Trust, Series 2005-37T1, Class A2 | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Alternative Loan Trust, Series 2005-54CB, Class 1A11 | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| Alternative Loan Trust, Series 2005-54CB, Class 1A2 | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Alternative Loan Trust, Series 2005-57CB, Class 3A2 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Alternative Loan Trust, Series 2005-64CB, Class 1A9 | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Alternative Loan Trust, Series 2006-26CB, Class A9 | Long | ABS-mortgage backed security | US | $433K | – | 0.02 |
| Altria Group, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Amazon.com, Inc. | Long | Debt | US | $966K | – | 0.04 |
| American Airlines Pass-Through Trust, Series 2016-3, Class AA | Long | ABS-other | US | $130K | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2019-1, Class A | Long | ABS-other | US | $2M | – | 0.09 |
| American Express Co. | Long | Debt | US | $2M | – | 0.07 |
| American Express Co. | Long | Debt | US | $1M | – | 0.06 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class A | Long | ABS-other | US | $2M | – | 0.11 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class C | Long | ABS-other | US | $495K | – | 0.02 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E | Long | ABS-other | US | $2M | – | 0.10 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A | Long | ABS-other | US | $3M | – | 0.15 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E | Long | ABS-other | US | $1M | – | 0.06 |
| American Municipal Power, Inc., Meldahl Hydroelectric Project, Series 2010B | Long | Debt | US | $2M | – | 0.07 |
| American Tower Corp. | Long | Debt | US | $880K | – | 0.04 |
| American Tower Corp. | Long | Debt | US | $524K | – | 0.02 |
| American Tower Corp. | Long | Debt | US | $318K | – | 0.01 |
| American Tower Corp. | Long | Debt | US | $298K | – | 0.01 |
| American Tower Corp. | Long | Debt | US | $201K | – | 0.01 |
| American Water Capital Corp. | Long | Debt | US | $2M | – | 0.10 |
| American Water Capital Corp. | Long | Debt | US | $774K | – | 0.03 |
| Amgen, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Amgen, Inc. | Long | Debt | US | $814K | – | 0.04 |
| Amgen, Inc. | Long | Debt | US | $551K | – | 0.02 |
| AMSR Trust, Series 2020-SFR2, Class C | Long | ABS-other | US | $3M | – | 0.15 |
| AMSR Trust, Series 2020-SFR4, Class C | Long | ABS-other | US | $4M | – | 0.16 |
| AMSR Trust, Series 2021-SFR3, Class C | Long | ABS-other | US | $1M | – | 0.06 |
| AMSR Trust, Series 2021-SFR3, Class E1 | Long | ABS-other | US | $2M | – | 0.09 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Anheuser-Busch Cos. LLC | Long | Debt | US | $2M | – | 0.11 |
| Anheuser-Busch InBev Finance, Inc. | Long | Debt | US | $62K | – | 0.00 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $665K | – | 0.03 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $1M | – | 0.05 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $676K | – | 0.03 |
| Aon North America, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Aon North America, Inc. | Long | Debt | US | $2M | – | 0.07 |
| APA Infrastructure Ltd. | Long | Debt | AU | $710K | – | 0.03 |
| Apple, Inc. | Long | Debt | US | $962K | – | 0.04 |
| Arizona Public Service Co. | Long | Debt | US | $182K | – | 0.01 |
| Ascension Health, Series B | Long | Debt | US | $378K | – | 0.02 |
| AstraZeneca plc | Long | Debt | GB | $333K | – | 0.01 |
| AstraZeneca plc | Long | Debt | GB | $201K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $2M | – | 0.09 |
| AT&T, Inc. | Long | Debt | US | $2M | – | 0.07 |
| AT&T, Inc. | Long | Debt | US | $1M | – | 0.05 |
| AT&T, Inc. | Long | Debt | US | $221K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.14 |
| Athene Global Funding | Long | Debt | US | $809K | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $234K | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $696K | – | 0.03 |
| Atmos Energy Corp. | Long | Debt | US | $104K | – | 0.00 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $257K | – | 0.01 |
| AutoZone, Inc. | Long | Debt | US | $550K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $7M | – | 0.28 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.07 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $989K | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $902K | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $580K | – | 0.03 |
| BAE Systems plc | Long | Debt | GB | $813K | – | 0.04 |
| BAE Systems plc | Long | Debt | GB | $325K | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $281K | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $275K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C | Long | ABS-mortgage backed security | US | $782K | – | 0.03 |
| Banc of America Alternative Loan Trust, Series 2004-6, Class 15PO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Banc of America Alternative Loan Trust, Series 2006-4, Class 1A4 | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Banc of America Funding Trust, Series 2004-1 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Banc of America Funding Trust, Series 2004-2, Class 30PO | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-6, Class 2A7 | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-7, Class 30PO | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-8, Class 30PO | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Banc of America Funding Trust, Series 2006-A, Class 3A2 | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Banco Nacional de Panama | Long | Debt | PA | $958K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.13 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.06 |
| Banco Santander SA | Long | Debt | ES | $397K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $183K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.12 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.12 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.11 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $924K | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $367K | – | 0.02 |
| Bank of Ireland Group plc | Long | Debt | IE | $2M | – | 0.08 |
| Bank of Ireland Group plc | Long | Debt | IE | $884K | – | 0.04 |
| Bank of Ireland Group plc | Long | Debt | IE | $694K | – | 0.03 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $1M | – | 0.05 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $1M | – | 0.05 |
| Bank of New Zealand | Long | Debt | NZ | $903K | – | 0.04 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $2M | – | 0.07 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $2M | – | 0.11 |
| Barclays plc | Long | Debt | GB | $3M | – | 0.13 |
| Barclays plc | Long | Debt | GB | $483K | – | 0.02 |
| Barrick Gold Corp. | Long | Debt | CA | $314K | – | 0.01 |
| Bastion Funding I LLC, Series 2023-1A, Class A2 | Long | ABS-other | US | $2M | – | 0.10 |
| BAT Capital Corp. | Long | Debt | US | $1M | – | 0.06 |
| BAT Capital Corp. | Long | Debt | US | $696K | – | 0.03 |
| BB-UBS Trust, Series 2012-SHOW, Class A | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Bear Stearns ARM Trust, Series 2003-7, Class 3A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-1, Class 12A1 | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-2, Class 14A | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2006-1, Class A1 | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Becton Dickinson & Co. | Long | Debt | US | $318K | – | 0.01 |
| Bedrock Abs I LLC | Long | ABS-other | US | $3M | – | 0.11 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $650K | – | 0.03 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $204K | – | 0.01 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $194K | – | 0.01 |
| Blackstone Holdings Finance Co. LLC | Long | Debt | US | $353K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.09 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $803K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $646K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $568K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $301K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.06 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.06 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.05 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $938K | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $763K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $685K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $663K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $627K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $599K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $303K | – | 0.01 |
| Bon Secours Mercy Health, Inc., Series 20-2 | Long | Debt | US | $544K | – | 0.02 |
| Boston Gas Co. | Long | Debt | US | $250K | – | 0.01 |
| Boston Scientific Corp. | Long | Debt | US | $990K | – | 0.04 |
| BP Capital Markets America, Inc. | Long | Debt | US | $1M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.09 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $798K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $652K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $628K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $590K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $383K | – | 0.02 |
| Bridge Trust, Series 2022-SFR1, Class A | Long | ABS-other | US | $3M | – | 0.13 |
| Bridge Trust, Series 2022-SFR1, Class C | Long | ABS-other | US | $4M | – | 0.18 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $1M | – | 0.06 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $955K | – | 0.04 |
| British Airways Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $986K | – | 0.04 |
| British Airways Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $577K | – | 0.03 |
| British Airways Pass-Through Trust, Series 2018-1, Class AA | Long | ABS-other | US | $360K | – | 0.02 |
| British Airways Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $513K | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $745K | – | 0.03 |
| Brixmor Operating Partnership LP | Long | Debt | US | $394K | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $347K | – | 0.02 |
| Broadcom, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Broadcom, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Brookfield Finance, Inc. | Long | Debt | CA | $404K | – | 0.02 |
| Brookfield Finance, Inc. | Long | Debt | CA | $322K | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $75K | – | 0.00 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $331K | – | 0.01 |
| Brown & Brown, Inc. | Long | Debt | US | $1M | – | 0.07 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $1M | – | 0.06 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $735K | – | 0.03 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $436K | – | 0.02 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $339K | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $326K | – | 0.01 |
| Business Jet Securities LLC, Series 2021-1A, Class A | Long | ABS-other | US | $1M | – | 0.06 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.06 |
| Cameron LNG LLC | Long | Debt | US | $775K | – | 0.03 |
| Campbell Soup Co. | Long | Debt | US | $204K | – | 0.01 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $612K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $1M | – | 0.05 |
| Capital One Financial Corp. | Long | Debt | US | $796K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $745K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $245K | – | 0.01 |
| Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 | Long | ABS-other | US | $705K | – | 0.03 |
| Carvana Auto Receivables Trust, Series 2023-P3, Class A3 | Long | ABS-other | US | $1M | – | 0.05 |
| Cencora, Inc. | Long | Debt | US | $2M | – | 0.07 |
| CFIN Issuer LLC, Series 2022-RTL1, Class AA | Long | ABS-other | US | $2M | – | 0.08 |
| CGI, Inc. | Long | Debt | CA | $1M | – | 0.05 |
| CGI, Inc. | Long | Debt | CA | $771K | – | 0.03 |
| Charter Communications Operating LLC | Long | Debt | US | $1M | – | 0.05 |
| Charter Communications Operating LLC | Long | Debt | US | $686K | – | 0.03 |
| Charter Communications Operating LLC | Long | Debt | US | $515K | – | 0.02 |
| Chase Funding Trust, Series 2003-6, Class 1A7 | Long | ABS-other | US | $201K | – | 0.01 |
| Cheniere Energy, Inc. | Long | Debt | US | $684K | – | 0.03 |
| Children's Hospital Corp. (The), Series 2020 | Long | Debt | US | $359K | – | 0.02 |
| Children's Hospital, Series 2020 | Long | Debt | US | $415K | – | 0.02 |
| CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1 | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3 | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1 | Long | ABS-mortgage backed security | US | $484K | – | 0.02 |
| Cigna Group (The) | Long | Debt | US | $1M | – | 0.05 |
| Cisco Systems, Inc. | Long | Debt | US | $2M | – | 0.07 |
| Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3 | Long | ABS-other | US | $847K | – | 0.04 |
| Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-5, Class APO | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class APO | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1 | Long | ABS-mortgage backed security | US | $553.06 | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A6 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO2 | Long | ABS-mortgage backed security | US | $47.3 | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO3 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11 | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2 | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A6 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2015-A, Class B2 | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.07 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Citigroup, Inc. | Long | Debt | US | $854K | – | 0.04 |
| Citigroup, Inc. | Long | Debt | US | $726K | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $607K | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $262K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $209K | – | 0.01 |
| City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C | Long | Debt | US | $410K | – | 0.02 |
| CMS Energy Corp. | Long | Debt | US | $454K | – | 0.02 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $516K | – | 0.02 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $311K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.06 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.05 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.05 |
| Comcast Corp. | Long | Debt | US | $676K | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $430K | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $151K | – | 0.01 |
| Commercial Mortgage Trust, Series 2013-300P, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| CommonSpirit Health | Long | Debt | US | $525K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $473K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $411K | – | 0.02 |
| Conagra Brands, Inc. | Long | Debt | US | $206K | – | 0.01 |
| Consolidated Edison Co. of New York, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Constellation Brands, Inc. | Long | Debt | US | $287K | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $205K | – | 0.01 |
| Constellation Energy Generation LLC | Long | Debt | US | $1M | – | 0.06 |
| Constellation Energy Generation LLC | Long | Debt | US | $1M | – | 0.06 |
| Constellation Energy Generation LLC | Long | Debt | US | $229K | – | 0.01 |
| Continental Airlines Pass-Through Trust, Series 2012-2, Class A | Long | Debt | US | $2M | – | 0.07 |
| Continental Finance Credit Card ABS Master Trust, Series 2020-1A, Class A | Long | ABS-other | US | $716K | – | 0.03 |
| Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A | Long | ABS-other | US | $4M | – | 0.18 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $908K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $769K | – | 0.03 |
| COPT Defense Properties LP | Long | Debt | US | $283K | – | 0.01 |
| Corebridge Financial, Inc. | Long | Debt | US | $735K | – | 0.03 |
| Corebridge Financial, Inc. | Long | Debt | US | $508K | – | 0.02 |
| CoreVest American Finance Trust, Series 2019-2, Class D | Long | ABS-other | US | $2M | – | 0.08 |
| CoreVest American Finance Trust, Series 2020-3, Class B | Long | ABS-other | US | $3M | – | 0.11 |
| Corning, Inc. | Long | Debt | US | $788K | – | 0.03 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $933K | – | 0.04 |
| Coterra Energy, Inc. | Long | Debt | US | $897K | – | 0.04 |
| Cox Communications, Inc. | Long | Debt | US | $377K | – | 0.02 |
| CPS Auto Receivables Trust, Series 2022-D, Class C | Long | ABS-other | US | $4M | – | 0.18 |
| Credit Acceptance Auto Loan Trust | Long | ABS-other | US | $6M | – | 0.26 |
| Credit Acceptance Auto Loan Trust, Series 2021-2A, Class C | Long | ABS-other | US | $5M | – | 0.20 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class C | Long | ABS-other | US | $4M | – | 0.18 |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B | Long | ABS-other | US | $3M | – | 0.14 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A | Long | ABS-other | US | $3M | – | 0.11 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A | Long | ABS-other | US | $4M | – | 0.17 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A | Long | ABS-other | US | $3M | – | 0.13 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.10 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $840K | – | 0.04 |
| Credit Agricole SA | Long | Debt | FR | $481K | – | 0.02 |
| Credit One Ltd. | Long | ABS-mortgage backed security | NG | $4M | – | 0.17 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1 | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-25, Class 1P | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| CRH America, Inc. | Long | Debt | US | $814K | – | 0.04 |
| CRH America, Inc. | Long | Debt | US | $410K | – | 0.02 |
| Crown Castle, Inc. | Long | Debt | US | $2M | – | 0.07 |
| Crown Castle, Inc. | Long | Debt | US | $254K | – | 0.01 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A18 | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A23 | Long | ABS-mortgage backed security | US | $798K | – | 0.03 |
| CSMC Trust, Series 2021-RPL1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| CSX Corp. | Long | Debt | US | $157K | – | 0.01 |
| CSX Corp. | Long | Debt | US | $67K | – | 0.00 |
| CVS Health Corp. | Long | Debt | US | $2M | – | 0.07 |
| CVS Health Corp. | Long | Debt | US | $1M | – | 0.06 |
| CVS Health Corp. | Long | Debt | US | $165K | – | 0.01 |
| CVS Pass-Through Trust | Long | ABS-other | US | $653K | – | 0.03 |
| CVS Pass-Through Trust, Series 2013 | Long | ABS-other | US | $473K | – | 0.02 |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 | Long | ABS-other | US | $41K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $2M | – | 0.07 |
| DataBank Issuer, Series 2021-1A, Class A2 | Long | ABS-other | US | $2M | – | 0.11 |
| Dell International LLC | Long | Debt | US | $1M | – | 0.05 |
| Dell International LLC | Long | Debt | US | $1M | – | 0.05 |
| Dell International LLC | Long | Debt | US | $525K | – | 0.02 |
| Dell International LLC | Long | Debt | US | $42K | – | 0.00 |
| Delmarva Power & Light Co. | Long | Debt | US | $183K | – | 0.01 |
| Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA | Long | ABS-other | US | $196K | – | 0.01 |
| Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA | Long | ABS-other | US | $249K | – | 0.01 |
| Deutsche Bank AG | Long | Debt | DE | $1M | – | 0.05 |
| Deutsche Bank AG | Long | Debt | DE | $1M | – | 0.05 |
| Deutsche Bank AG | Long | Debt | DE | $1M | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $783K | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $661K | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $597K | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $459K | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $426K | – | 0.02 |
| Deutsche Telekom AG | Long | Debt | DE | $243K | – | 0.01 |
| Deutsche Telekom International Finance BV | Long | Debt | NL | $211K | – | 0.01 |
| DH Europe Finance II SARL | Long | Debt | LU | $786K | – | 0.03 |
| Discover Bank | Long | Debt | US | $1M | – | 0.05 |
| Discovery Communications LLC | Long | Debt | US | $502K | – | 0.02 |
| Discovery Communications LLC | Long | Debt | US | $141K | – | 0.01 |
| Diversified ABS Phase LLC, Series 2024-1A, Class A1 (Diversified ABS Phase VIII LLC) | Long | ABS-other | US | $4M | – | 0.16 |
| Diversified Abs Phase LLC, Series VI, Class A (Diversified Abs Phase VI LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| DOC DR LLC | Long | Debt | US | $415K | – | 0.02 |
| Dominion Energy, Inc., Series F | Long | Debt | US | $897K | – | 0.04 |
| DP Lion Holdco LLC, Series 2023-1A, Class A | Long | ABS-other | US | $2M | – | 0.07 |
| DT Auto Owner Trust, Series 2022-3A, Class D | Long | ABS-other | US | $4M | – | 0.16 |
| DT Midstream, Inc. | Long | Debt | US | $809K | – | 0.04 |
| DTE Electric Securitization Funding II LLC, Series A-2 | Long | Debt | US | $1M | – | 0.04 |
| Duke Energy Carolinas LLC | Long | Debt | US | $108K | – | 0.00 |
| Duke Energy Corp. | Long | Debt | US | $1M | – | 0.06 |
| Duke Energy Corp. | Long | Debt | US | $724K | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $1M | – | 0.06 |
| Duke Energy Progress LLC | Long | Debt | US | $510K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $224K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $102K | – | 0.00 |
| DuPont de Nemours, Inc. | Long | Debt | US | $986K | – | 0.04 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $702K | – | 0.03 |
| Eastern Gas Transmission & Storage, Inc. | Long | Debt | US | $571K | – | 0.02 |
| Eaton Corp. | Long | Debt | US | $159K | – | 0.01 |
| Edison International | Long | Debt | US | $1M | – | 0.05 |
| Electricite de France SA | Long | Debt | FR | $1M | – | 0.04 |
| Element Fleet Management Corp. | Long | Debt | CA | $2M | – | 0.09 |
| Elevance Health, Inc. | Long | Debt | US | $473K | – | 0.02 |
| Elevance Health, Inc. | Long | Debt | US | $442K | – | 0.02 |
| Elevance Health, Inc. | Long | Debt | US | $87K | – | 0.00 |
| Eli Lilly & Co. | Long | Debt | US | $845K | – | 0.04 |
| Emera US Finance LP | Long | Debt | US | $567K | – | 0.02 |
| Enbridge, Inc. | Long | Debt | CA | $1M | – | 0.06 |
| Enbridge, Inc. | Long | Debt | CA | $1M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $797K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $394K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $152K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $882K | – | 0.04 |
| Entergy Arkansas LLC | Long | Debt | US | $241K | – | 0.01 |
| Entergy Corp. | Long | Debt | US | $318K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $544K | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $297K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $607K | – | 0.03 |
| Entergy Texas, Inc. | Long | Debt | US | $447K | – | 0.02 |
| Equinix, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Essex Portfolio LP | Long | Debt | US | $2M | – | 0.07 |
| Evergy Missouri West Storm Funding I LLC, Series A-1 | Long | Debt | US | $2M | – | 0.07 |
| Evergy, Inc. | Long | Debt | US | $875K | – | 0.04 |
| Exelon Corp. | Long | Debt | US | $991K | – | 0.04 |
| Extra Space Storage LP | Long | Debt | US | $1M | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $804K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $395K | – | 0.02 |
| Exxon Mobil Corp. | Long | Debt | US | $929K | – | 0.04 |
| Exxon Mobil Corp. | Long | Debt | US | $679K | – | 0.03 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $581K | – | 0.03 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $469K | – | 0.02 |
| F&G Global Funding | Long | Debt | US | $687K | – | 0.03 |
| Federation des Caisses Desjardins du Quebec | Long | Debt | CA | $1M | – | 0.06 |
| Fells Point Funding Trust | Long | Debt | US | $2M | – | 0.10 |
| FHLMC | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $707K | – | 0.03 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class MA | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-1, Class MT | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FHLMC UMBS, 20 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $679K | – | 0.03 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K138, Class AM | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K754, Class AM | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FHLMC, REMIC, Series 1745, Class D | Long | ABS-mortgage backed security | US | $225.38 | – | 0.00 |
| FHLMC, REMIC, Series 1829, Class ZB | Long | ABS-mortgage backed security | US | $91.17 | – | 0.00 |
| FHLMC, REMIC, Series 1863, Class Z | Long | ABS-mortgage backed security | US | $26.85 | – | 0.00 |
| FHLMC, REMIC, Series 1890, Class H | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 1899, Class ZE | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC, REMIC, Series 1935, Class FL | Long | ABS-mortgage backed security | US | $609.55 | – | 0.00 |
| FHLMC, REMIC, Series 1963, Class Z | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC, REMIC, Series 1970, Class PG | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC, REMIC, Series 1981, Class Z | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC, REMIC, Series 1987, Class PE | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, REMIC, Series 2019, Class Z | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC, REMIC, Series 2038, Class PN | Long | ABS-mortgage backed security | US | $915.28 | – | 0.00 |
| FHLMC, REMIC, Series 2040, Class PE | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC, REMIC, Series 2043, Class CJ | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 2054, Class PV | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 2075, Class PH | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLMC, REMIC, Series 2075, Class PM | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLMC, REMIC, Series 2086, Class GB | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC, REMIC, Series 2089, Class PJ | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC, REMIC, Series 2095, Class PE | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC, REMIC, Series 2125, Class JZ | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 2132, Class SB | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 2136, Class PG | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 2141 | Long | ABS-mortgage backed security | US | $305.43 | – | 0.00 |
| FHLMC, REMIC, Series 2163, Class PC | Long | ABS-mortgage backed security | US | $433.36 | – | 0.00 |
| FHLMC, REMIC, Series 2169, Class TB | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLMC, REMIC, Series 2172, Class QC | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLMC, REMIC, Series 2176, Class OJ | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC, REMIC, Series 2201, Class C | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 2209, Class TC | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC, REMIC, Series 2210, Class Z | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLMC, REMIC, Series 2224, Class CB | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC, REMIC, Series 2230, Class Z | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLMC, REMIC, Series 2234, Class PZ | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 2247, Class Z | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 2256, Class MC | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC, REMIC, Series 2259, Class ZM | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC, REMIC, Series 2262, Class Z | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 2271, Class PC | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLMC, REMIC, Series 2296, Class PD | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLMC, REMIC, Series 2313, Class LA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 2325, Class PM | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC, REMIC, Series 2344, Class ZD | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| FHLMC, REMIC, Series 2344, Class ZJ | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC, REMIC, Series 2345, Class NE | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC, REMIC, Series 2351, Class PZ | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 2353, Class AZ | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLMC, REMIC, Series 2359, Class ZB | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLMC, REMIC, Series 2367, Class ME | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLMC, REMIC, Series 2396, Class FM | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLMC, REMIC, Series 2399, Class OH | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLMC, REMIC, Series 2399, Class TH | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class NG | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class QS | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class QX | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC, REMIC, Series 2412, Class SP | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC, REMIC, Series 2420, Class XK | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLMC, REMIC, Series 2423, Class MC | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLMC, REMIC, Series 2423, Class MT | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLMC, REMIC, Series 2430, Class WF | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLMC, REMIC, Series 2434, Class TC | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLMC, REMIC, Series 2435, Class CJ | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLMC, REMIC, Series 2436, Class MC | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC, REMIC, Series 2444, Class ES | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 2450, Class GZ | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 2450, Class SW | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 2455, Class GK | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FHLMC, REMIC, Series 2462, Class JG | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLMC, REMIC, Series 2464, Class SI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, REMIC, Series 2466, Class PH | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLMC, REMIC, Series 2474, Class NR | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLMC, REMIC, Series 2484, Class LZ | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLMC, REMIC, Series 2500, Class MC | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLMC, REMIC, Series 2543, Class YX | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FHLMC, REMIC, Series 2544, Class HC | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLMC, REMIC, Series 2552, Class ME | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FHLMC, REMIC, Series 2567, Class QD | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FHLMC, REMIC, Series 2575, Class ME | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| FHLMC, REMIC, Series 2586, Class WI | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 2596, Class QG | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC, REMIC, Series 2692, Class SC | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC, REMIC, Series 2744, Class PE | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2835, Class QO | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, REMIC, Series 2990, Class UZ | Long | ABS-mortgage backed security | US | $814K | – | 0.04 |
| FHLMC, REMIC, Series 3004, Class EK | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FHLMC, REMIC, Series 3014, Class OD | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 3047, Class OD | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| FHLMC, REMIC, Series 3064, Class MC | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FHLMC, REMIC, Series 3074, Class BH | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLMC, REMIC, Series 3085, Class WF | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLMC, REMIC, Series 3102, Class FB | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLMC, REMIC, Series 3102, Class HS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class EO | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class OK | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLMC, REMIC, Series 3122, Class ZB | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLMC, REMIC, Series 3131, Class BK | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC, REMIC, Series 3134 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 3138 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLMC, REMIC, Series 3149, Class SO | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 3152, Class MO | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLMC, REMIC, Series 3171, Class MO | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC, REMIC, Series 3179, Class OA | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC, REMIC, Series 3194, Class SA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 3211, Class SO | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FHLMC, REMIC, Series 3218, Class AO | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLMC, REMIC, Series 3219, Class DI | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 3229, Class HE | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC, REMIC, Series 3232, Class ST | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC, REMIC, Series 3233, Class OP | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC, REMIC, Series 3256 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLMC, REMIC, Series 3260, Class CS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC, REMIC, Series 3261, Class OA | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLMC, REMIC, Series 3274, Class JO | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 3275, Class FL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 3290, Class SB | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC, REMIC, Series 3315, Class HZ | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLMC, REMIC, Series 3318, Class AO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 3326, Class JO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 3331 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLMC, REMIC, Series 3385, Class SN | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC, REMIC, Series 3387, Class SA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, REMIC, Series 3404, Class SC | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 3422, Class AI | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 3424, Class PI | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 3481, Class SJ | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC, REMIC, Series 3511, Class SA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, REMIC, Series 3549, Class FA | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC, REMIC, Series 3607 | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLMC, REMIC, Series 3607, Class BO | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC, REMIC, Series 3607, Class OP | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| FHLMC, REMIC, Series 3611 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 3621, Class BO | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLMC, REMIC, Series 3720, Class A | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, REMIC, Series 3747, Class PY | Long | ABS-mortgage backed security | US | $575K | – | 0.02 |
| FHLMC, REMIC, Series 3819, Class ZQ | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| FHLMC, REMIC, Series 3852, Class QN | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLMC, REMIC, Series 3852, Class TP | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FHLMC, REMIC, Series 3920, Class LP | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| FHLMC, REMIC, Series 3925, Class FL | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC, REMIC, Series 3957, Class B | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLMC, REMIC, Series 3966, Class NA | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| FHLMC, REMIC, Series 4048, Class FJ | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| FHLMC, REMIC, Series 4217, Class KY | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FHLMC, REMIC, Series 4240, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FHLMC, REMIC, Series 4251, Class KW | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC, REMIC, Series 4928, Class PB | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| FHLMC, STRIPS, Series 233, Class 11 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLMC, STRIPS, Series 233, Class 13 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLMC, STRIPS, Series 299, Class 300 | Long | ABS-mortgage backed security | US | $929K | – | 0.04 |
| FHLMC, STRIPS, Series 310 | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| FHLMC, STRIPS, Series 323, Class 300 | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A | Long | ABS-mortgage backed security | US | $794K | – | 0.03 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Fidelity & Guaranty Life Holdings, Inc. | Long | Debt | US | $647K | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19 | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co. | Long | Debt | US | $139K | – | 0.01 |
| FirstEnergy Transmission LLC | Long | Debt | US | $196K | – | 0.01 |
| FirstKey Homes Trust, Series 2020-SFR2, Class E | Long | ABS-other | US | $3M | – | 0.12 |
| FirstKey Homes Trust, Series 2021-SFR1, Class D | Long | ABS-other | US | $4M | – | 0.16 |
| FirstKey Homes Trust, Series 2022-SFR2, Class E1 | Long | ABS-other | US | $3M | – | 0.15 |
| FirstKey Homes Trust, Series 2022-SFR3, Class C | Long | ABS-other | US | $3M | – | 0.15 |
| Fiserv, Inc. | Long | Debt | US | $378K | – | 0.02 |
| Fiserv, Inc. | Long | Debt | US | $305K | – | 0.01 |
| Flagship Credit Auto Trust, Series 2022-4, Class C | Long | ABS-other | US | $5M | – | 0.23 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $1M | – | 0.05 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $393K | – | 0.02 |
| FMC GMSR Issuer Trust, Series 2020-GT1, Class A | Long | ABS-other | US | $5M | – | 0.20 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class A | Long | ABS-other | US | $4M | – | 0.17 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A | Long | ABS-other | US | $3M | – | 0.13 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class A | Long | ABS-other | US | $6M | – | 0.25 |
| FMC GMSR Issuer Trust, Series 2024-SAT1, Class A | Long | ABS-other | US | $6M | – | 0.25 |
| FMR LLC | Long | Debt | US | $530K | – | 0.02 |
| FNMA | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ACES, Series 2015-M10, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| FNMA ACES, Series 2017-M3, Class A2 | Long | ABS-mortgage backed security | US | $813K | – | 0.04 |
| FNMA ACES, Series 2017-M5, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA ACES, Series 2017-M8, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FNMA ACES, Series 2018-M10, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA ACES, Series 2018-M8, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA ACES, Series 2020-M50, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA ACES, Series 2020-M50, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA ACES, Series 2021-M3, Class 1A1 | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA ACES, Series 2021-M3, Class X1 | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| FNMA ACES, Series 2022-M13, Class A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| FNMA ACES, Series 2022-M1S, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FNMA ACES, Series 2022-M2S, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA ACES, Series 2023-M8, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W15, Class 2AF | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1 | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA UMBS, 15 Year | Long | ABS-mortgage backed security | US | $38.51 | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $116.7 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.39 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $784K | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $768K | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $673K | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $499K | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $474K | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $370.27 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $367.39 | – | 0.00 |
| FNMA, Grantor Trust, Series 2017-T1, Class A | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A2 | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A3 | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.41 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $830K | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $815K | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $808K | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $745K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $623K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| FNMA, REMIC, Series 1995-2, Class Z | Long | ABS-mortgage backed security | US | $226.31 | – | 0.00 |
| FNMA, REMIC, Series 1997-27, Class J | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 1997-29, Class J | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC, Series 1997-39, Class PD | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 1997-42, Class ZC | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, REMIC, Series 1997-81, Class PI | Long | ABS-mortgage backed security | US | $343.21 | – | 0.00 |
| FNMA, REMIC, Series 1998-36, Class ZB | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 1999-17, Class C | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 1999-18, Class Z | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 1999-62, Class PB | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 2000-2, Class ZE | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA, REMIC, Series 2000-20, Class SA | Long | ABS-mortgage backed security | US | $46.79 | – | 0.00 |
| FNMA, REMIC, Series 2000-52 | Long | ABS-mortgage backed security | US | $555.88 | – | 0.00 |
| FNMA, REMIC, Series 2001-30, Class PM | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA, REMIC, Series 2001-33, Class ID | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, REMIC, Series 2001-36, Class DE | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA, REMIC, Series 2001-44, Class MY | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA, REMIC, Series 2001-44, Class PD | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 2001-44, Class PU | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA, REMIC, Series 2001-49, Class Z | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2001-52, Class KB | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, REMIC, Series 2001-61, Class Z | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| FNMA, REMIC, Series 2001-7, Class PF | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, REMIC, Series 2001-72, Class SX | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2002-1, Class SA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2002-13, Class SJ | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2002-13, Class ST | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, REMIC, Series 2002-21, Class LO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2002-21, Class PE | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA, REMIC, Series 2002-28, Class PK | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA, REMIC, Series 2002-37, Class Z | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA, REMIC, Series 2002-48, Class GH | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FNMA, REMIC, Series 2002-77, Class S | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, REMIC, Series 2003-116, Class SB | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2003-130, Class SX | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2003-132, Class OA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2003-22, Class UD | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| FNMA, REMIC, Series 2003-33, Class IA | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA, REMIC, Series 2003-34, Class AX | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA, REMIC, Series 2003-34, Class ED | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| FNMA, REMIC, Series 2003-35, Class UC | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2003-39 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2003-42, Class GB | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA, REMIC, Series 2003-47, Class PE | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA, REMIC, Series 2003-52, Class SX | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA, REMIC, Series 2003-64, Class SX | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, REMIC, Series 2003-71, Class DS | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FNMA, REMIC, Series 2003-72, Class IE | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, REMIC, Series 2003-74, Class SH | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA, REMIC, Series 2003-91, Class SD | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2004-25, Class SA | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA, REMIC, Series 2004-36, Class SA | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| FNMA, REMIC, Series 2004-46, Class QB | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA, REMIC, Series 2004-46, Class SK | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FNMA, REMIC, Series 2004-51, Class SY | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA, REMIC, Series 2004-53, Class NC | Long | ABS-mortgage backed security | US | $19.36 | – | 0.00 |
| FNMA, REMIC, Series 2004-59, Class BG | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA, REMIC, Series 2004-61, Class SK | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, REMIC, Series 2005-109, Class PC | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA, REMIC, Series 2005-110, Class GL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA, REMIC, Series 2005-56, Class S | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2005-66, Class SG | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA, REMIC, Series 2005-68, Class PG | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FNMA, REMIC, Series 2005-74, Class CS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, REMIC, Series 2005-84, Class XM | Long | ABS-mortgage backed security | US | $363K | – | 0.02 |
| FNMA, REMIC, Series 2006-109 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA, REMIC, Series 2006-110 | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FNMA, REMIC, Series 2006-111, Class EO | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 2006-118, Class A2 | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA, REMIC, Series 2006-119 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA, REMIC, Series 2006-124, Class HB | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| FNMA, REMIC, Series 2006-128, Class BP | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA, REMIC, Series 2006-130, Class GI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2006-16, Class OA | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA, REMIC, Series 2006-22, Class AO | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA, REMIC, Series 2006-23, Class KO | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2006-44, Class GO | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FNMA, REMIC, Series 2006-44, Class P | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| FNMA, REMIC, Series 2006-53, Class US | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA, REMIC, Series 2006-56 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA, REMIC, Series 2006-56, Class FC | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| FNMA, REMIC, Series 2006-58 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA, REMIC, Series 2006-58, Class AP | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA, REMIC, Series 2006-58, Class FL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA, REMIC, Series 2006-60, Class DZ | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA, REMIC, Series 2006-65, Class QO | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA, REMIC, Series 2006-72, Class TO | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, REMIC, Series 2006-77, Class PC | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| FNMA, REMIC, Series 2006-79, Class DO | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA, REMIC, Series 2006-90, Class AO | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA, REMIC, Series 2007-116, Class HI | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 2007-14, Class ES | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, REMIC, Series 2007-16, Class FC | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA, REMIC, Series 2007-42, Class AO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, REMIC, Series 2007-48 | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA, REMIC, Series 2007-60, Class AX | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA, REMIC, Series 2007-7, Class SG | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA, REMIC, Series 2007-77, Class FG | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2007-81, Class GE | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA, REMIC, Series 2007-88, Class VI | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA, REMIC, Series 2007-91, Class ES | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA, REMIC, Series 2007-97, Class KI | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, REMIC, Series 2008-1, Class BI | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2008-10, Class XI | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 2008-16, Class IS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2008-27, Class SN | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, REMIC, Series 2008-42, Class AO | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, REMIC, Series 2008-44 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, REMIC, Series 2008-53, Class CI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2008-80, Class SA | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 2008-81, Class SB | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 2009-103, Class MB | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA, REMIC, Series 2009-19, Class IP | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA, REMIC, Series 2009-6, Class GS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2009-60, Class HT | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| FNMA, REMIC, Series 2009-70, Class CO | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| FNMA, REMIC, Series 2009-99, Class SC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2010-147, Class SA | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA, REMIC, Series 2010-49, Class SC | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA, REMIC, Series 2010-64, Class DM | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA, REMIC, Series 2010-71, Class HJ | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA, REMIC, Series 2011-118, Class MT | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| FNMA, REMIC, Series 2011-130, Class CA | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| FNMA, REMIC, Series 2011-2, Class WA | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA, REMIC, Series 2011-30, Class LS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2011-31, Class DB | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| FNMA, REMIC, Series 2011-75, Class FA | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA, REMIC, Series 2012-66, Class CB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, REMIC, Series 2013-101, Class AE | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA, REMIC, Series 2013-101, Class DO | Long | ABS-mortgage backed security | US | $577K | – | 0.03 |
| FNMA, REMIC, Series 2013-101, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, REMIC, Series 2013-108, Class GU | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA, REMIC, Series 2013-128 | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| FNMA, REMIC, Series 2013-81, Class TA | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| FNMA, REMIC, Series 2013-90, Class PM | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA, REMIC, Series 2013-92 | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| FNMA, REMIC, Series G95-1, Class C | Long | ABS-mortgage backed security | US | $331.71 | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2007-101, Class A2 | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FNMA, REMIC, Whole Loan, Series 2007-106, Class A7 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2007-54, Class FA | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA, STRIPS, Series 329, Class 1 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, STRIPS, Series 345, Class 6 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, STRIPS, Series 351, Class 7 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, STRIPS, Series 355, Class 11 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, STRIPS, Series 365, Class 8 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, STRIPS, Series 374, Class 5 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, STRIPS, Series 383, Class 32 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, STRIPS, Series 383, Class 33 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, STRIPS, Series 393, Class 6 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.80 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Ford Foundation (The), Series 2020 | Long | Debt | US | $212K | – | 0.01 |
| Fortis, Inc. | Long | Debt | CA | $473K | – | 0.02 |
| Foundation Finance Trust, Series 2019-1A, Class A | Long | ABS-other | US | $16K | – | 0.00 |
| FREMF Mortgage Trust, Series 2014-K39, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FREMF Mortgage Trust, Series 2019-KBF3, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FREMF Mortgage Trust, Series 2020-K737, Class B | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $792K | – | 0.03 |
| GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class M | Long | ABS-other | US | $20K | – | 0.00 |
| General Motors Financial Co., Inc. | Long | Debt | US | $1M | – | 0.05 |
| General Motors Financial Co., Inc. | Long | Debt | US | $827K | – | 0.04 |
| General Motors Financial Co., Inc. | Long | Debt | US | $674K | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $595K | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $547K | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $534K | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $462K | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $424K | – | 0.02 |
| Gilead Sciences, Inc. | Long | Debt | US | $840K | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.05 |
| Global Payments, Inc. | Long | Debt | US | $843K | – | 0.04 |
| Global Payments, Inc. | Long | Debt | US | $434K | – | 0.02 |
| Global Payments, Inc. | Long | Debt | US | $366K | – | 0.02 |
| Global Payments, Inc. | Long | Debt | US | $236K | – | 0.01 |
| GLS Auto Receivables Issuer Trust, Series 2022-3A, Class C | Long | ABS-other | US | $2M | – | 0.10 |
| GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D | Long | ABS-other | US | $3M | – | 0.11 |
| GLS Auto Receivables Issuer Trust, Series 2023-3A, Class C | Long | ABS-other | US | $2M | – | 0.09 |
| GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4 | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| GNMA II | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GNMA II | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| GNMA II | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| GNMA II | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNMA II | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| GNMA II | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA II | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GNMA II | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GNMA II | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.35 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $861K | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $802K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $569K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $688.67 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $679.85 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $621.39 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $583.97 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $558.63 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $150.55 | – | 0.00 |
| GNMA, Series 2001-35, Class SA | Long | ABS-mortgage backed security | US | $5.29 | – | 0.00 |
| GNMA, Series 2002-52, Class GH | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| GNMA, Series 2003-112, Class SA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2003-12, Class SP | Long | ABS-mortgage backed security | US | $187.01 | – | 0.00 |
| GNMA, Series 2003-46, Class MG | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| GNMA, Series 2003-52, Class AP | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA, Series 2003-58, Class BE | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| GNMA, Series 2004-28, Class S | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNMA, Series 2004-90, Class SI | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA, Series 2005-58, Class NI | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA, Series 2005-68, Class DP | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA, Series 2005-68, Class KI | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA, Series 2005-91, Class PI | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2006-16, Class OP | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA, Series 2006-38, Class ZK | Long | ABS-mortgage backed security | US | $485K | – | 0.02 |
| GNMA, Series 2006-59, Class SD | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2006-65, Class SA | Long | ABS-mortgage backed security | US | $158.23 | – | 0.00 |
| GNMA, Series 2007-17, Class JI | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA, Series 2007-17, Class JO | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA, Series 2007-19, Class SD | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2007-26, Class SC | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2007-27, Class SA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA, Series 2007-28, Class BO | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA, Series 2007-36, Class SE | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2007-40, Class SB | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2007-42, Class SB | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2007-47, Class PH | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GNMA, Series 2007-53, Class SW | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA, Series 2007-57 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2007-72, Class US | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2007-73, Class MI | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2007-76, Class SA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2007-79, Class SY | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2008-10, Class S | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA, Series 2008-2, Class MS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2008-2, Class NS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2008-36, Class SH | Long | ABS-mortgage backed security | US | $83.39 | – | 0.00 |
| GNMA, Series 2008-40, Class SA | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA, Series 2008-55, Class SA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2008-71, Class SC | Long | ABS-mortgage backed security | US | $449.3 | – | 0.00 |
| GNMA, Series 2008-93, Class AS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA, Series 2009-12, Class IE | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA, Series 2009-14, Class KI | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA, Series 2009-14, Class NI | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2009-22, Class SA | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA, Series 2009-25, Class SE | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2009-33, Class CI | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2009-33, Class TI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2009-43, Class SA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2009-6, Class SA | Long | ABS-mortgage backed security | US | $33.91 | – | 0.00 |
| GNMA, Series 2009-72, Class SM | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA, Series 2009-79, Class OK | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA, Series 2010-130, Class CP | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA, Series 2010-14, Class CO | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA, Series 2010-157, Class OP | Long | ABS-mortgage backed security | US | $363K | – | 0.02 |
| GNMA, Series 2010-31, Class NO | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| GNMA, Series 2011-22, Class WA | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| GNMA, Series 2011-75, Class SM | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA, Series 2012-141, Class WC | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GNMA, Series 2012-H15, Class FA | Long | ABS-mortgage backed security | US | $24.81 | – | 0.00 |
| GNMA, Series 2012-H21, Class CF | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2012-H24, Class FG | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2012-H26, Class MA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2012-H28, Class FA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2012-H29, Class FA | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GNMA, Series 2012-H31, Class FD | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| GNMA, Series 2013-116, Class JY | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA, Series 2013-54, Class WA | Long | ABS-mortgage backed security | US | $913K | – | 0.04 |
| GNMA, Series 2013-75, Class WA | Long | ABS-mortgage backed security | US | $541K | – | 0.02 |
| GNMA, Series 2013-91, Class WA | Long | ABS-mortgage backed security | US | $454K | – | 0.02 |
| GNMA, Series 2013-H01, Class FA | Long | ABS-mortgage backed security | US | $179.32 | – | 0.00 |
| GNMA, Series 2013-H03, Class FA | Long | ABS-mortgage backed security | US | $90.99 | – | 0.00 |
| GNMA, Series 2013-H04, Class BA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA, Series 2013-H05, Class FB | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2013-H07, Class HA | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| GNMA, Series 2013-H08, Class FC | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| GNMA, Series 2013-H09, Class HA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2013-H18, Class JA | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| GNMA, Series 2014-188, Class W | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| GNMA, Series 2014-H01, Class FD | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNMA, Series 2014-H09, Class TA | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| GNMA, Series 2015-H15, Class FD | Long | ABS-mortgage backed security | US | $798K | – | 0.03 |
| GNMA, Series 2015-H15, Class FJ | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA, Series 2015-H16, Class FG | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA, Series 2015-H23, Class FB | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA, Series 2015-H32, Class FH | Long | ABS-mortgage backed security | US | $916K | – | 0.04 |
| GNMA, Series 2017-H08, Class XI | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| GNMA, Series 2018-160, Class PA | Long | ABS-mortgage backed security | US | $829K | – | 0.04 |
| GNMA, Series 2021-H14, Class CF | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| GNMA, Series 2022-154, Class JZ | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA, Series 2024-57, Class PT | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $3M | – | 0.12 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $835K | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $743K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $717K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $710K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $449K | – | 0.02 |
| Goodgreen Trust, Series 2017-1A, Class A | Long | ABS-other | US | $229K | – | 0.01 |
| Goodgreen, Series 2019-2A, Class A | Long | ABS-other | KY | $1M | – | 0.04 |
| Goodgreen, Series 2023-1A, Class A | Long | ABS-other | JE | $3M | – | 0.12 |
| Granite Park FX Notes Issuer LLC, Series 2024-1A, Class A | Long | ABS-other | US | $2M | – | 0.08 |
| Graphic Packaging International LLC | Long | Debt | US | $1M | – | 0.05 |
| Gray Oak Pipeline LLC | Long | Debt | US | $2M | – | 0.10 |
| Grene Energy Senio | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| GSMPS Mortgage Loan Trust, Series 2001-2, Class A | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS | Long | ABS-mortgage backed security | US | $103.75 | – | 0.00 |
| GSMPS Mortgage Loan Trust, Series 2006-RP2, Class 1AS2 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3 | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-4F, Class AP | Long | ABS-mortgage backed security | US | $2.03 | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9 | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4 | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| GTP Acquisition Partners I LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Guardian Life Insurance Co. of America (The) | Long | Debt | US | $171K | – | 0.01 |
| Hackensack Meridian Health, Inc., Series 2020 | Long | Debt | US | $991K | – | 0.04 |
| Haleon US Capital LLC | Long | Debt | US | $992K | – | 0.04 |
| Halliburton Co. | Long | Debt | US | $478K | – | 0.02 |
| Hanover Insurance Group, Inc. (The) | Long | Debt | US | $417K | – | 0.02 |
| Hartford Financial Services Group, Inc. (The) | Long | Debt | US | $336K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $1M | – | 0.05 |
| HCA, Inc. | Long | Debt | US | $1M | – | 0.05 |
| HCA, Inc. | Long | Debt | US | $673K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $604K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $276K | – | 0.01 |
| Healthcare Realty Holdings LP | Long | Debt | US | $1M | – | 0.06 |
| Healthcare Realty Holdings LP | Long | Debt | US | $479K | – | 0.02 |
| Healthpeak OP LLC | Long | Debt | US | $709K | – | 0.03 |
| Healthpeak OP LLC | Long | Debt | US | $17K | – | 0.00 |
| HERO Funding Trust, Series 2016-3A, Class A1 | Long | ABS-other | US | $234K | – | 0.01 |
| HERO Funding Trust, Series 2017-1A, Class A2 | Long | ABS-other | KY | $608K | – | 0.03 |
| HERO Funding, Series 2017-3A, Class A2 | Long | ABS-other | KY | $578K | – | 0.03 |
| HF Sinclair Corp. | Long | Debt | US | $579K | – | 0.03 |
| HGI CRE CLO Ltd., Series 2022-FL3, Class B | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| High Street Funding Trust I | Long | Debt | US | $787K | – | 0.03 |
| HINNT LLC, Series 2024-A, Class B | Long | ABS-other | US | $4M | – | 0.18 |
| Honeywell International, Inc. | Long | Debt | US | $1M | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $2M | – | 0.07 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $963K | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $922K | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $869K | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $748K | – | 0.03 |
| HSBC Holdings plc | Long | Debt | GB | $714K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $713K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $708K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $480K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $465K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $397K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $333K | – | 0.01 |
| Impac CMB Trust, Series 2004-7, Class 1A1 | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Impac CMB Trust, Series 2005-4, Class 2A1 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| ING Groep NV | Long | Debt | NL | $660K | – | 0.03 |
| ING Groep NV | Long | Debt | NL | $657K | – | 0.03 |
| ING Groep NV | Long | Debt | NL | $365K | – | 0.02 |
| Intel Corp. | Long | Debt | US | $773K | – | 0.03 |
| Intuit, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Intuit, Inc. | Long | Debt | US | $379K | – | 0.02 |
| ITC Holdings Corp. | Long | Debt | US | $2M | – | 0.07 |
| ITC Holdings Corp. | Long | Debt | US | $385K | – | 0.02 |
| J M Smucker Co. (The) | Long | Debt | US | $548K | – | 0.02 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $2M | – | 0.07 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $1M | – | 0.05 |
| Jefferies Financial Group, Inc. | Long | Debt | US | $765K | – | 0.03 |
| Jersey Central Power & Light Co. | Long | Debt | US | $549K | – | 0.02 |
| Jonah | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Jonah Energy Abs LLC, Series 2022-1, Class A1 (Jonah Energy Abs I LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| JPMorgan Prime Money Market Fund, Class Institutional | Long | Short-term investment vehicle | US | $44M | 44M | 1.90 |
| KBC Group NV | Long | Debt | BE | $2M | – | 0.09 |
| Kellanova | Long | Debt | US | $1M | – | 0.05 |
| KGS-Alpha SBA COOF Trust, Series 2012-2, Class A | Long | ABS-other | US | $16K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2013-2, Class A | Long | ABS-other | US | $28K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2015-2, Class A | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Kinder Morgan, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Kinder Morgan, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $493K | – | 0.02 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $353K | – | 0.02 |
| KLA Corp. | Long | Debt | US | $421K | – | 0.02 |
| Kraft Heinz Foods Co. | Long | Debt | US | $749K | – | 0.03 |
| Kraft Heinz Foods Co. | Long | Debt | US | $516K | – | 0.02 |
| Kroger Co. (The) | Long | Debt | US | $1M | – | 0.04 |
| L3Harris Technologies, Inc. | Long | Debt | US | $1M | – | 0.05 |
| L3Harris Technologies, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2 | Long | ABS-mortgage backed security | US | $888K | – | 0.04 |
| Lear Corp. | Long | Debt | US | $362K | – | 0.02 |
| Lehman Mortgage Trust, Series 2006-2, Class 1A1 | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Lehman Mortgage Trust, Series 2008-2, Class 1A6 | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Leidos, Inc. | Long | Debt | US | $637K | – | 0.03 |
| Leidos, Inc. | Long | Debt | US | $381K | – | 0.02 |
| Lending Funding Trust, Series 2020-2A, Class C | Long | ABS-other | US | $2M | – | 0.07 |
| Lendingpoint Asset Securitization Trust, Series 2022-B, Class B | Long | ABS-other | US | $5M | – | 0.21 |
| Lendingpoint Asset Securitization Trust, Series 2022-C, Class B | Long | ABS-other | US | $4M | – | 0.17 |
| Liberty Mutual Group, Inc. | Long | Debt | US | $655K | – | 0.03 |
| Liberty Mutual Group, Inc. | Long | Debt | US | $394K | – | 0.02 |
| Liberty Mutual Insurance Co. | Long | Debt | US | $102K | – | 0.00 |
| LL ABS Trust, Series 2022-1A, Class B | Long | ABS-other | US | $3M | – | 0.13 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group plc | Long | Debt | GB | $907K | – | 0.04 |
| Lloyds Banking Group plc | Long | Debt | GB | $756K | – | 0.03 |
| Lloyds Banking Group plc | Long | Debt | GB | $459K | – | 0.02 |
| Lloyds Banking Group plc | Long | Debt | GB | $393K | – | 0.02 |
| Macquarie Bank Ltd. | Long | Debt | AU | $477K | – | 0.02 |
| Macquarie Group Ltd. | Long | Debt | AU | $687K | – | 0.03 |
| Macquarie Group Ltd. | Long | Debt | AU | $476K | – | 0.02 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class C | Long | ABS-other | US | $2M | – | 0.09 |
| Martin Marietta Materials, Inc. | Long | Debt | US | $733K | – | 0.03 |
| Marvell Technology, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Masco Corp. | Long | Debt | US | $635K | – | 0.03 |
| Masco Corp. | Long | Debt | US | $277K | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-15, Class 3A1 | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-4, Class 2A1 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2003-3, Class 1A1 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2003-9, Class 8A1 | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-10, Class 1A1 | Long | ABS-mortgage backed security | US | $721.48 | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-3, Class 2A1 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-6, Class 30PO | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-6, Class 7A1 | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| MASTR Alternative Loan Trust, Series 2004-7, Class 30PO | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-8, Class 6A1 | Long | ABS-mortgage backed security | US | $846.33 | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2003-12, Class 30PO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-1, Class 30PO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-6, Class 15PO | Long | ABS-mortgage backed security | US | $126.05 | – | 0.00 |
| MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F | Long | ABS-mortgage backed security | US | $551K | – | 0.02 |
| MASTR Resecuritization Trust, Series 2005-PO, Class 3PO | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Mayo Clinic, Series 2016 | Long | Debt | US | $186K | – | 0.01 |
| McDonald's Corp. | Long | Debt | US | $1M | – | 0.04 |
| McDonald's Corp. | Long | Debt | US | $660K | – | 0.03 |
| Memorial Health Services | Long | Debt | US | $980K | – | 0.04 |
| Memorial Sloan-Kettering Cancer Center, Series 2015 | Long | Debt | US | $165K | – | 0.01 |
| Merck & Co., Inc. | Long | Debt | US | $809K | – | 0.04 |
| Merck & Co., Inc. | Long | Debt | US | $637K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1 | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Meta Platforms, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Mid-America Apartments LP | Long | Debt | US | $876K | – | 0.04 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $301K | – | 0.01 |
| Mid-State Capital Corp. Trust, Series 2006-1, Class M1 | Long | ABS-other | US | $306K | – | 0.01 |
| MidAmerican Energy Co. | Long | Debt | US | $635K | – | 0.03 |
| Mitsubishi HC Finance America LLC | Long | Debt | US | $449K | – | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $866K | – | 0.04 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $635K | – | 0.03 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.07 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $973K | – | 0.04 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $846K | – | 0.04 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $634K | – | 0.03 |
| MMAF Equipment Finance LLC, Series 2024-A, Class A4 | Long | ABS-other | US | $1M | – | 0.05 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $2M | – | 0.08 |
| Molson Coors Beverage Co. | Long | Debt | US | $840K | – | 0.04 |
| Monongahela Power Co. | Long | Debt | US | $425K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $416K | – | 0.02 |
| MPLX LP | Long | Debt | US | $2M | – | 0.07 |
| MPLX LP | Long | Debt | US | $443K | – | 0.02 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MVW LLC, Series 2019-2A, Class B | Long | ABS-other | US | $856K | – | 0.04 |
| MyMichigan Health, Series 2020 | Long | Debt | US | $221K | – | 0.01 |
| NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Nasdaq, Inc. | Long | Debt | US | $449K | – | 0.02 |
| Nationwide Building Society | Long | Debt | GB | $914K | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $2M | – | 0.09 |
| NatWest Group plc | Long | Debt | GB | $1M | – | 0.06 |
| NatWest Group plc | Long | Debt | GB | $1M | – | 0.05 |
| NatWest Group plc | Long | Debt | GB | $887K | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $686K | – | 0.03 |
| NatWest Group plc | Long | Debt | GB | $673K | – | 0.03 |
| NatWest Markets plc | Long | Debt | GB | $2M | – | 0.11 |
| NatWest Markets plc | Long | Debt | GB | $398K | – | 0.02 |
| Nevada Power Co. | Long | Debt | US | $569K | – | 0.02 |
| Nevada Power Co. | Long | Debt | US | $292K | – | 0.01 |
| Nevada Power Co., Series N | Long | Debt | US | $108K | – | 0.00 |
| New Century Home Equity Loan Trust, Series 2003-5, Class AI6 | Long | ABS-other | US | $181K | – | 0.01 |
| New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series 2010D | Long | Debt | US | $361K | – | 0.02 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.10 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Niagara Mohawk Power Corp. | Long | Debt | US | $827K | – | 0.04 |
| Niagara Mohawk Power Corp. | Long | Debt | US | $441K | – | 0.02 |
| NiSource, Inc. | Long | Debt | US | $587K | – | 0.03 |
| NNN REIT, Inc. | Long | Debt | US | $765K | – | 0.03 |
| NNN REIT, Inc. | Long | Debt | US | $597K | – | 0.03 |
| NNN REIT, Inc. | Long | Debt | US | $595K | – | 0.03 |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Nomura Holdings, Inc. | Long | Debt | JP | $1M | – | 0.05 |
| Nomura Holdings, Inc. | Long | Debt | JP | $593K | – | 0.03 |
| Nordea Bank Abp | Long | Debt | FI | $866K | – | 0.04 |
| Norfolk Southern Corp. | Long | Debt | US | $461K | – | 0.02 |
| Northern Natural Gas Co. | Long | Debt | US | $235K | – | 0.01 |
| Northwestern Mutual Global Funding | Long | Debt | US | $695K | – | 0.03 |
| NRG Energy, Inc. | Long | Debt | US | $714K | – | 0.03 |
| NRG Energy, Inc. | Long | Debt | US | $668K | – | 0.03 |
| NRG Energy, Inc. | Long | Debt | US | $579K | – | 0.03 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $650K | – | 0.03 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A | Long | ABS-other | US | $2M | – | 0.10 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A | Long | ABS-other | US | $1M | – | 0.05 |
| Nutrien Ltd. | Long | Debt | CA | $404K | – | 0.02 |
| Nutrien Ltd. | Long | Debt | CA | $204K | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $168K | – | 0.01 |
| nVent Finance SARL | Long | Debt | LU | $437K | – | 0.02 |
| NXP BV | Long | Debt | US | $1M | – | 0.05 |
| NXP BV | Long | Debt | US | $1M | – | 0.05 |
| NXP BV | Long | Debt | US | $448K | – | 0.02 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $411K | – | 0.02 |
| Occidental Petroleum Corp. | Long | Debt | US | $408K | – | 0.02 |
| Ohio State University (The), General Receipts, Series 2011A | Long | Debt | US | $1M | – | 0.06 |
| Ohio University, General Receipts, Federally Taxable | Long | Debt | US | $194K | – | 0.01 |
| Oklahoma Development Finance Authority, Natural Gas Co., Series 2022 | Long | Debt | US | $529K | – | 0.02 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $113K | – | 0.00 |
| OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B | Long | ABS-other | US | $4M | – | 0.16 |
| ONEOK Partners LP | Long | Debt | US | $367K | – | 0.02 |
| OneSky Loan Trust, 1st Lien Term Loan | Long | Loan | US | $3M | – | 0.11 |
| Oracle Corp. | Long | Debt | US | $1M | – | 0.05 |
| Oracle Corp. | Long | Debt | US | $869K | – | 0.04 |
| Oracle Corp. | Long | Debt | US | $770K | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $701K | – | 0.03 |
| Otis Worldwide Corp. | Long | Debt | US | $1M | – | 0.05 |
| P4 SFR (P -stla) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.11 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.09 |
| Pacific Gas and Electric Co. | Long | Debt | US | $992K | – | 0.04 |
| Pacific Gas and Electric Co. | Long | Debt | US | $776K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $548K | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $404K | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $225K | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $74K | – | 0.00 |
| Pacific Life Global Funding II | Long | Debt | US | $1M | – | 0.04 |
| Pacific Life Insurance Co. | Long | Debt | US | $203K | – | 0.01 |
| Packaging Corp. of America | Long | Debt | US | $658K | – | 0.03 |
| Pagaya AI Technology in Housing Trust, Series 2022-1, Class A | Long | ABS-other | US | $2M | – | 0.11 |
| Paramount Global | Long | Debt | US | $383K | – | 0.02 |
| Paramount Global | Long | Debt | US | $104K | – | 0.00 |
| Parker-Hannifin Corp. | Long | Debt | US | $508K | – | 0.02 |
| PECO Energy Co. | Long | Debt | US | $258K | – | 0.01 |
| Pendoor Proper | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $1M | – | 0.05 |
| Pepco Holdings LLC | Long | Debt | US | $344K | – | 0.01 |
| Pepperdine University, Series 2020 | Long | Debt | US | $394K | – | 0.02 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $2M | – | 0.09 |
| PG&E Recovery Funding LLC, Series A-3 | Long | Debt | US | $1M | – | 0.06 |
| PG&E Wildfire Recovery Funding LLC, Series A-2 | Long | Debt | US | $593K | – | 0.03 |
| PG&E Wildfire Recovery Funding LLC, Series A-4 | Long | Debt | US | $400K | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC, Series A-5 | Long | Debt | US | $757K | – | 0.03 |
| Phillips 66 Co. | Long | Debt | US | $885K | – | 0.04 |
| Phillips 66 Co. | Long | Debt | US | $264K | – | 0.01 |
| Pioneer Natural Resources Co. | Long | Debt | US | $878K | – | 0.04 |
| PNM Energy Transition Bond Co. I LLC, Series A-2 | Long | Debt | US | $3M | – | 0.12 |
| Pnmac jun26 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A | Long | ABS-other | US | $3M | – | 0.15 |
| Port Authority of New York and New Jersey, Consolidated, Series 164 (Port Authority of New York & New Jersey) | Long | Debt | US | $2M | – | 0.08 |
| Port Authority of New York and New Jersey, Consolidated, Series 165 (Port Authority of New York & New Jersey) | Long | Debt | US | $455K | – | 0.02 |
| Port Authority of New York and New Jersey, Consolidated, Series 174 (Port Authority of New York & New Jersey) | Long | Debt | US | $2M | – | 0.08 |
| Potomac Electric Power Co. | Long | Debt | US | $1M | – | 0.05 |
| PPL Electric Utilities Corp. | Long | Debt | US | $849K | – | 0.04 |
| Prestige Auto Receivables Trust, Series 2022-1A, Class C | Long | ABS-other | US | $4M | – | 0.18 |
| PRET LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $1M | – | 0.06 |
| PRET LLC, Series 2021-RN3, Class A1 | Long | ABS-other | US | $3M | – | 0.13 |
| PRET LLC, Series 2021-RN4, Class A1 | Long | ABS-other | US | $5M | – | 0.20 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $2M | – | 0.10 |
| Pricoa Global Funding I | Long | Debt | US | $905K | – | 0.04 |
| Principal Life Global Funding II | Long | Debt | US | $792K | – | 0.03 |
| Progress Energy, Inc. | Long | Debt | US | $329K | – | 0.01 |
| Progress Residential Trust, Series 2020-SFR3, Class C | Long | ABS-other | US | $3M | – | 0.13 |
| Progress Residential Trust, Series 2021-SFR6, Class E1 | Long | ABS-other | US | $3M | – | 0.14 |
| Progress Residential Trust, Series 2022-SFR2, Class E1 | Long | ABS-other | US | $4M | – | 0.16 |
| Progress Residential Trust, Series 2022-SFR3, Class E2 | Long | ABS-other | US | $3M | – | 0.11 |
| Progress Residential Trust, Series 2022-SFR5, Class E1 | Long | ABS-other | US | $4M | – | 0.16 |
| Prologis LP | Long | Debt | US | $589K | – | 0.03 |
| Prologis LP | Long | Debt | US | $340K | – | 0.01 |
| Prudential Financial, Inc. | Long | Debt | US | $231K | – | 0.01 |
| Prudential Insurance Co. of America (The) | Long | Debt | US | $2M | – | 0.08 |
| Public Service Co. of Colorado | Long | Debt | US | $148K | – | 0.01 |
| Public Service Co. of Oklahoma | Long | Debt | US | $945K | – | 0.04 |
| Public Service Co. of Oklahoma, Series G | Long | Debt | US | $3M | – | 0.11 |
| Public Service Electric and Gas Co. | Long | Debt | US | $1M | – | 0.06 |
| Public Service Electric and Gas Co. | Long | Debt | US | $308K | – | 0.01 |
| Public Storage Operating Co. | Long | Debt | US | $539K | – | 0.02 |
| Public Storage Operating Co. | Long | Debt | US | $422K | – | 0.02 |
| Quanta Services, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Quanta Services, Inc. | Long | Debt | US | $886K | – | 0.04 |
| RALI Trust, Series 2002-QS16, Class A3 | Long | ABS-mortgage backed security | US | $11.45 | – | 0.00 |
| RALI Trust, Series 2003-QS12, Class A2A | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| RALI Trust, Series 2003-QS12, Class A5 | Long | ABS-mortgage backed security | US | $0 | – | – |
| RALI Trust, Series 2003-QS9, Class A3 | Long | ABS-mortgage backed security | US | $0 | – | – |
| RALI Trust, Series 2004-QA6, Class NB2 | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A | Long | ABS-mortgage backed security | US | $604K | – | 0.03 |
| Realty Income Corp. | Long | Debt | US | $396K | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $665K | – | 0.03 |
| Regeneron Pharmaceuticals, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Reliance, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2 | Long | ABS-other | US | $70K | – | 0.00 |
| Renew, Series 2017-1A, Class A | Long | ABS-other | KY | $301K | – | 0.01 |
| Renew, Series 2024-1A, Class A | Long | ABS-other | US | $4M | – | 0.19 |
| Republic of Chile | Long | Debt | CL | $414K | – | 0.02 |
| Republic of Peru | Long | Debt | PE | $85K | – | 0.00 |
| Republic of Poland | Long | Debt | PL | $883K | – | 0.04 |
| Reynolds American, Inc. | Long | Debt | US | $105K | – | 0.00 |
| RFMSI Trust, Series 2005-SA4, Class 1A1 | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| Rogers Communications, Inc. | Long | Debt | CA | $607K | – | 0.03 |
| Roper Technologies, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Roper Technologies, Inc. | Long | Debt | US | $474K | – | 0.02 |
| Royalty Pharma plc | Long | Debt | GB | $334K | – | 0.01 |
| RT Fin LLC | Long | ABS-other | US | $3M | – | 0.11 |
| RTX Corp. | Long | Debt | US | $2M | – | 0.11 |
| RTX Corp. | Long | Debt | US | $919K | – | 0.04 |
| RTX Corp. | Long | Debt | US | $438K | – | 0.02 |
| RTX Corp. | Long | Debt | US | $164K | – | 0.01 |
| RWE Finance US LLC | Long | Debt | US | $1M | – | 0.06 |
| Sabra Health Care LP | Long | Debt | US | $680K | – | 0.03 |
| Safehold GL Holdings LLC | Long | Debt | US | $2M | – | 0.11 |
| San Diego Gas & Electric Co. | Long | Debt | US | $678K | – | 0.03 |
| San Diego Gas & Electric Co. | Long | Debt | US | $303K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class A3 | Long | ABS-other | US | $2M | – | 0.08 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class D | Long | ABS-other | US | $5M | – | 0.20 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class D | Long | ABS-other | US | $6M | – | 0.25 |
| Santander Holdings USA, Inc. | Long | Debt | US | $2M | – | 0.07 |
| Santander Holdings USA, Inc. | Long | Debt | US | $671K | – | 0.03 |
| Santander UK Group Holdings plc | Long | Debt | GB | $3M | – | 0.15 |
| Santander UK Group Holdings plc | Long | Debt | GB | $2M | – | 0.09 |
| SART | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Saudi Arabian Oil Co. | Long | Debt | SA | $263K | – | 0.01 |
| SCE Recovery Funding LLC, Series A-1 | Long | Debt | US | $983K | – | 0.04 |
| SCE Recovery Funding LLC, Series A-2 | Long | Debt | US | $478K | – | 0.02 |
| Scentre Group Trust 1 | Long | Debt | AU | $413K | – | 0.02 |
| Scentre Group Trust 2 | Long | Debt | AU | $608K | – | 0.03 |
| SCF Equipment Leasing LLC, Series 2022-1A, Class A3 | Long | ABS-other | US | $390K | – | 0.02 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class C | Long | ABS-other | US | $4M | – | 0.16 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class C | Long | ABS-other | US | $4M | – | 0.17 |
| Schlumberger Holdings Corp. | Long | Debt | US | $1M | – | 0.05 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2 | Long | ABS-other | US | $113K | – | 0.00 |
| Siemens Financieringsmaatschappij NV | Long | Debt | NL | $453K | – | 0.02 |
| Sierra Pacific Power Co. | Long | Debt | US | $1M | – | 0.04 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class C | Long | ABS-other | US | $386K | – | 0.02 |
| Sigeco Securitization I LLC, Series A1 | Long | Debt | US | $862K | – | 0.04 |
| Sigeco Securitization I LLC, Series A2 | Long | Debt | US | $104K | – | 0.00 |
| SITE Centers Corp. | Long | Debt | US | $327K | – | 0.01 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $2M | – | 0.08 |
| SLG Office Trust, Series 2021-OVA, Class A | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Smithfield Foods, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.16 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $878K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $364K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $203K | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.08 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.08 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.07 |
| Southern California Edison Co. | Long | Debt | US | $439K | – | 0.02 |
| Southern California Edison Co., Series 08-A | Long | Debt | US | $202K | – | 0.01 |
| Southern California Edison Co., Series B | Long | Debt | US | $378K | – | 0.02 |
| Southern California Gas Co. | Long | Debt | US | $1M | – | 0.06 |
| Southern Co. (The) | Long | Debt | US | $2M | – | 0.08 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $777K | – | 0.03 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $243K | – | 0.01 |
| Southern Co. Gas Capital Corp., Series 21A | Long | Debt | US | $265K | – | 0.01 |
| Southwestern Public Service Co. | Long | Debt | US | $167K | – | 0.01 |
| Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | US | $239K | – | 0.01 |
| Sprint Capital Corp. | Long | Debt | US | $624K | – | 0.03 |
| Sprint LLC | Long | Debt | US | $416K | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $2M | – | 0.10 |
| Standard Chartered plc | Long | Debt | GB | $1M | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $1M | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $558K | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $452K | – | 0.02 |
| Starbucks Corp. | Long | Debt | US | $985K | – | 0.04 |
| State of California, Various Purpose | Long | Debt | US | $403K | – | 0.02 |
| Stellantis Finance US, Inc. | Long | Debt | US | $653K | – | 0.03 |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.07 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $1M | – | 0.07 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $1M | – | 0.05 |
| Suncor Energy, Inc. | Long | Debt | CA | $1M | – | 0.06 |
| Swiss Re Finance Luxembourg SA | Long | Debt | LU | $192K | – | 0.01 |
| T-Mobile USA, Inc. | Long | Debt | US | $3M | – | 0.12 |
| T-Mobile USA, Inc. | Long | Debt | US | $813K | – | 0.04 |
| T-Mobile USA, Inc. | Long | Debt | US | $616K | – | 0.03 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $927K | – | 0.04 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $397K | – | 0.02 |
| Teachers Insurance & Annuity Association of America | Long | Debt | US | $322K | – | 0.01 |
| Tennessee Valley Authority | Long | Debt | US | $7M | – | 0.32 |
| Tennessee Valley Authority | Long | Debt | US | $273K | – | 0.01 |
| Tennessee Valley Authority STRIPS | Long | Debt | US | $453K | – | 0.02 |
| Texas Health Resources | Long | Debt | US | $251K | – | 0.01 |
| Texas Instruments, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-1 | Long | Debt | US | $663K | – | 0.03 |
| Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2 | Long | Debt | US | $1M | – | 0.05 |
| Thornburg Mortgage Securities Trust, Series 2003-4, Class A1 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Time Warner Cable Enterprises LLC | Long | Debt | US | $775K | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $379K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $300K | – | 0.01 |
| Toledo Edison Co. (The) | Long | Debt | US | $313K | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $598K | – | 0.03 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $494K | – | 0.02 |
| TotalEnergies Capital International SA | Long | Debt | FR | $874K | – | 0.04 |
| TotalEnergies Capital International SA | Long | Debt | FR | $801K | – | 0.03 |
| TotalEnergies Capital International SA | Long | Debt | FR | $591K | – | 0.03 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Trane Technologies Financing Ltd. | Long | Debt | IE | $651K | – | 0.03 |
| Tricon Residential Trust, Series 2022-SFR1, Class D | Long | ABS-other | US | $2M | – | 0.08 |
| Triton Container International Ltd. | Long | Debt | BM | $1M | – | 0.05 |
| Truist Financial Corp. | Long | Debt | US | $1M | – | 0.05 |
| Truist Financial Corp. | Long | Debt | US | $819K | – | 0.04 |
| Truist Financial Corp. | Long | Debt | US | $729K | – | 0.03 |
| Truist Financial Corp. | Long | Debt | US | $725K | – | 0.03 |
| Truist Financial Corp. | Long | Debt | US | $261K | – | 0.01 |
| Tyson Foods, Inc. | Long | Debt | US | $915K | – | 0.04 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $2K | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-25K | – | -0.00 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $17K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $179K | – | 0.01 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $35M | – | 1.51 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $13M | – | 0.57 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $13M | – | 0.57 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $11M | – | 0.48 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $11M | – | 0.46 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $10M | – | 0.42 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 0.41 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 0.41 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 0.38 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $6M | – | 0.28 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $6M | – | 0.25 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.21 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.21 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.18 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $415K | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $332K | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $284K | – | 0.01 |
| U.S. Treasury Inflation Indexed Bonds (United States of America) | Long | Debt | US | $2M | – | 0.07 |
| U.S. Treasury Inflation Indexed Bonds (United States of America) | Long | Debt | US | $443K | – | 0.02 |
| U.S. Treasury Inflation Indexed Bonds (United States of America) | Long | Debt | US | $439K | – | 0.02 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $43K | – | 0.00 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $48M | – | 2.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $42M | – | 1.82 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $40M | – | 1.74 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $37M | – | 1.63 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $28M | – | 1.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $28M | – | 1.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $23M | – | 0.98 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $22M | – | 0.95 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $18M | – | 0.79 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $18M | – | 0.78 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $16M | – | 0.70 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $14M | – | 0.61 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $12M | – | 0.51 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $12M | – | 0.50 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $11M | – | 0.49 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $9M | – | 0.38 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $8M | – | 0.36 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.18 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.15 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $944K | – | 0.04 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $834K | – | 0.04 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $761K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $120K | – | 0.01 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $7M | – | 0.30 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $2M | – | 0.07 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $214K | – | 0.01 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-99K | – | -0.00 | |
| UBS AG | Long | Debt | CH | $400K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $904K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $472K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $456K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $444K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $422K | – | 0.02 |
| UBS-BAMLL Trust, Series 2012-WRM, Class A | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| UDR, Inc. | Long | Debt | US | $495K | – | 0.02 |
| UDR, Inc. | Long | Debt | US | $361K | – | 0.02 |
| UDR, Inc. | Long | Debt | US | $261K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $868K | – | 0.04 |
| UniCredit SpA | Long | Debt | IT | $618K | – | 0.03 |
| Union Carbide Corp. | Long | Debt | US | $1M | – | 0.04 |
| United Airlines Pass-Through Trust, Series 2016-1, Class A | Long | ABS-other | US | $469K | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2016-2, Class A | Long | Debt | US | $794K | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2016-2, Class B | Long | ABS-other | US | $643K | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $1M | – | 0.05 |
| United Airlines Pass-Through Trust, Series 2018-1, Class AA | Long | ABS-other | US | $505K | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2018-1, Class B | Long | ABS-other | US | $393K | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2019-1, Class A | Long | ABS-other | US | $673K | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $734K | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2019-2, Class AA | Long | ABS-other | US | $908K | – | 0.04 |
| United Mexican States | Long | Debt | MX | $2M | – | 0.07 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.05 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.04 |
| United Mexican States | Long | Debt | MX | $886K | – | 0.04 |
| United Mexican States | Long | Debt | MX | $480K | – | 0.02 |
| United Mexican States | Long | Debt | MX | $296K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $673K | – | 0.03 |
| UnitedHealth Group, Inc. | Long | Debt | US | $657K | – | 0.03 |
| UnitedHealth Group, Inc. | Long | Debt | US | $384K | – | 0.02 |
| University of Miami, Series 2022 | Long | Debt | US | $385K | – | 0.02 |
| University of Southern California, Series A | Long | Debt | US | $338K | – | 0.01 |
| UOG ABS Issuer I LLC, Series 2023-1, Class A1 | Long | ABS-other | US | $2M | – | 0.08 |
| Upstart Structured Pass-Through Trust, Series 2022-4A, Class A | Long | ABS-other | US | $437K | – | 0.02 |
| US Auto Funding Trust, Series 2022-1A, Class B | Long | ABS-other | US | $2M | – | 0.07 |
| US Bancorp | Long | Debt | US | $963K | – | 0.04 |
| Vale Overseas Ltd. | Long | Debt | KY | $606K | – | 0.03 |
| Valero Energy Corp. | Long | Debt | US | $460K | – | 0.02 |
| Valero Energy Corp. | Long | Debt | US | $198K | – | 0.01 |
| Vendee Mortgage Trust, Series 1996-1, Class 1Z | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Vendee Mortgage Trust, Series 1996-2, Class 1Z | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Vendee Mortgage Trust, Series 1997-1, Class 2Z | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Vendee Mortgage Trust, Series 1998-1, Class 2E | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Vendee Mortgage Trust, Series 1999-1, Class 2Z | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Vendee Mortgage Trust, Series 2003-2, Class Z | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ventas Realty LP | Long | Debt | US | $531K | – | 0.02 |
| Ventas Realty LP | Long | Debt | US | $276K | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $238K | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $111K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $811K | – | 0.04 |
| Verizon Communications, Inc. | Long | Debt | US | $737K | – | 0.03 |
| Verizon Communications, Inc. | Long | Debt | US | $681K | – | 0.03 |
| Virginia Electric and Power Co. | Long | Debt | US | $2M | – | 0.09 |
| Vistra Operations Co. LLC | Long | Debt | US | $221K | – | 0.01 |
| Viterra Finance BV | Long | Debt | NL | $1M | – | 0.06 |
| VM Master Issuer LLC, Series 2022-1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| vMobo, Inc. | Long | ABS-other | US | $6M | – | 0.24 |
| VMware LLC | Long | Debt | US | $539K | – | 0.02 |
| Vodafone Group plc | Long | Debt | GB | $963K | – | 0.04 |
| Vodafone Group plc | Long | Debt | GB | $241K | – | 0.01 |
| Volkswagen Group of America Finance LLC | Long | Debt | US | $333K | – | 0.01 |
| VOLT CI LLC, Series 2021-NP10, Class A1 | Long | ABS-other | US | $1M | – | 0.05 |
| VOLT XCIII LLC, Series 2021-NPL2, Class A1 | Long | ABS-other | US | $3M | – | 0.11 |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | Long | ABS-other | US | $2M | – | 0.08 |
| VOLT XCVI LLC, Series 2021-NPL5, Class A1 | Long | ABS-other | US | $1M | – | 0.06 |
| VOLT XCVII LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $2M | – | 0.07 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8 | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 2P | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR12, Class 2P | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates, Series 2004-RS2, Class A4 | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 1A4 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 2A3 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-3, Class CX | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CX | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A4 | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A9 | Long | ABS-mortgage backed security | US | $514K | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $4M | – | 0.18 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.10 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.08 |
| Wells Fargo & Co. | Long | Debt | US | $1M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $590K | – | 0.03 |
| Wells Fargo & Co. | Long | Debt | US | $415K | – | 0.02 |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $375K | – | 0.02 |
| Westlake Automobile Receivables Trust, Series 2022-2A, Class D | Long | ABS-other | US | $5M | – | 0.21 |
| Westlake Automobile Receivables Trust, Series 2023-2A, Class D | Long | ABS-other | US | $3M | – | 0.13 |
| Westlake Automobile Receivables Trust, Series 2023-3A, Class C | Long | ABS-other | US | $3M | – | 0.15 |
| Westlake Automobile Receivables Trust, Series 2023-4A, Class C | Long | ABS-other | US | $3M | – | 0.12 |
| WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| WP Carey, Inc. | Long | Debt | US | $898K | – | 0.04 |
| WP Carey, Inc. | Long | Debt | US | $340K | – | 0.01 |
| WRKCo, Inc. | Long | Debt | US | $394K | – | 0.02 |
| WRKCo, Inc. | Long | Debt | US | $161K | – | 0.01 |
| Yale-New Haven Health Services Corp., Series 2020 | Long | Debt | US | $463K | – | 0.02 |
| Zoetis, Inc. | Long | Debt | US | $635K | – | 0.03 |
Address
JPMorgan Institutional Trust
277 Park Avenue
New York
New York
10172
United States of America
Websites
N/A
Directors
Lawrence R. Maffia
Robert J. Grassi
John F. Finn
Marian U. Pardo
Frankie D. Hughes
Raymond Kanner
Stephen P. Fisher
Nina O. Shenker
Emily A. Youssouf
Gary L. French
Marilyn McCoy
Kathleen M. Gallagher
Mary E. Martinez
Robert F. Deutsch
Thomas P. Lemke
Dr. Robert A. Oden, Jr.
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
Bloomberg L.P.
PricingDirect Inc.
LSEG
ICE Data Pricing & Reference Data, LLC
Custodians
BofA Securities, Inc.
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
N/A
Admins
J.P. Morgan Investment Management Inc.
JPMorgan Chase Bank, N.A.
Brokers
Goldman Sachs & Co. LLC
Citigroup Global Markets Inc.
Deutsche Bank Securities Inc.
Barclays Capital, Inc.