Janus Henderson Funds > JANUS ASPEN SERIES
Janus Henderson Balanced Portfolio
$7.88B
Avg Monthly Net Assets
$9.16B
Total Assets
$172.18M
Total Liabilities
$8.99B
Net Assets
Janus Henderson Balanced Portfolio is an Underlying fund in JANUS ASPEN SERIES
from Janus Henderson Funds,
based in Colorado,
United States of America.
The fund has two share classes
and monthly net assets of $7.88B.
On August 29th, 2024 it reported 796 holdings, the largest
being Microsoft Corp. (6.4%), NVIDIA Corp. (5.4%) and Apple Inc. (3.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Shares | C000028717 | JABLX | |
| Service Shares | C000028716 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Abbott Laboratories COM NPV | Long | Equity-common | US | $63M | 608K | 0.70 |
| ABBV 4.8 03/15/29 (AbbVie Inc.) | Long | Debt | US | $6M | – | 0.06 |
| ABBV 4.95 03/15/31 (AbbVie Inc.) | Long | Debt | US | $5M | – | 0.05 |
| ABBV 5.4 03/15/54 (AbbVie Inc.) | Long | Debt | US | $3M | – | 0.03 |
| AbbVie Inc. COM USD0.01 | Long | Equity-common | US | $63M | 367K | 0.70 |
| Accenture PLC CLS'A'USD0.0000225 | Long | Equity-common | US | $64M | 212K | 0.72 |
| ACI 6.5 02/15/28 144A (Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)) | Long | Debt | US | $5M | – | 0.05 |
| ADI 2.95 04/01/25 (Analog Devices Inc.) | Long | Debt | US | $3M | – | 0.03 |
| ADMT 2023-NQM2 A1 (A&D MORTGAGE TRUST 2023-NQM2) | Long | ABS-other | US | $5M | – | 0.05 |
| Adobe Inc COM USD0.0001 | Long | Equity-common | US | $35M | 63K | 0.39 |
| AEP 5.625 03/01/33 (American Electric Power Co, Inc.) | Long | Debt | US | $7M | – | 0.08 |
| AER 4.625 10/15/27 (Aercap Ireland Capital DAC) | Long | Debt | IE | $3M | – | 0.04 |
| AIMCO 2020-11A AR (Aimco CLO 11 Ltd /Llc) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| AJG 5.45 07/15/34 (Gallagher Aj &Co) | Long | Debt | US | $7M | – | 0.07 |
| AJG 6.5 02/15/34 (Gallagher Aj &Co) | Long | Debt | US | $4M | – | 0.04 |
| Alphabet Inc. CAP USD0.001 CL C | Long | Equity-common | US | $279M | 2M | 3.10 |
| Amazon.com, Inc. COM USD0.01 | Long | Equity-common | US | $224M | 1M | 2.49 |
| American Express Company COM USD0.20 | Long | Equity-common | US | $129M | 558K | 1.44 |
| AMETOW 5.49 03/15/28 (American Tower Trust I) | Long | ABS-other | US | $11M | – | 0.13 |
| Amgen Inc. COM USD0.0001 | Long | Equity-common | US | $54M | 174K | 0.60 |
| AOMT 2019-5 A1 (ANGEL OAK MORTGAGE TRUST I LLC) | Long | ABS-other | US | $232K | – | 0.00 |
| AOMT 2019-6 A1 (Angel Oak Mortgage Trust 2019-6) | Long | ABS-other | US | $225K | – | 0.00 |
| AOMT 2020-3 A2 (Angel Oak Mortgage Trust 2020-3) | Long | ABS-other | US | $571K | – | 0.01 |
| AOMT 2024-3 A1 (ANGEL OAK MORTGAGE TRUST 2024-3) | Long | ABS-other | US | $1M | – | 0.02 |
| AOMT 2024-5 A1 (ANGEL OAK MORTGAGE TRUST 2024-5) | Long | ABS-other | US | $9M | – | 0.10 |
| AOMT 2024-6 A1 (ANGEL OAK MORTGAGE TRUST 2024-6) | Long | ABS-other | US | $9M | – | 0.10 |
| AON 5.3 03/01/31 (Aon North America Inc.) | Long | Debt | US | $8M | – | 0.09 |
| AON 5.45 03/01/34 (Aon North America Inc.) | Long | Debt | US | $16M | – | 0.17 |
| Apple Inc. COM USD0.00001 | Long | Equity-common | US | $301M | 1M | 3.35 |
| AQFIT 2021-A A (AQUA FINANCE TRUST) | Long | ABS-other | US | $917K | – | 0.01 |
| ARES 2016-39A AR3 (Ares Xxxix Clo. Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| ARES 2021-60A A (ARES LX CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| ARIVO 2022-1A A (Arivo Acceptance Auto Loan Receivables Trust 2022-1) | Long | ABS-other | US | $726K | – | 0.01 |
| ATH 2.646 10/04/31 144A (Athene Global Funding) | Long | Debt | US | $5M | – | 0.05 |
| ATH 2.717 01/07/29 144A (Athene Global Funding) | Long | Debt | US | $6M | – | 0.06 |
| AUTOC 2022-A A (ACC AUTO TRUST) | Long | ABS-other | US | $165K | – | 0.00 |
| Automatic Data Processing, Inc. COM USD0.10 | Long | Equity-common | US | $59M | 245K | 0.65 |
| BA 6.298 05/01/29 144A (The Boeing Company) | Long | Debt | US | $3M | – | 0.03 |
| BA 6.388 05/01/31 144A (The Boeing Company) | Long | Debt | US | $7M | – | 0.08 |
| BA 6.528 05/01/34 144A (The Boeing Company) | Long | Debt | US | $7M | – | 0.07 |
| BA 6.858 05/01/54 144A (The Boeing Company) | Long | Debt | US | $3M | – | 0.03 |
| BA 7.008 05/01/64 144A (The Boeing Company) | Long | Debt | US | $1M | – | 0.02 |
| BABSN 2018-3A A1 (Barings Clo Limited) | Long | ABS-collateralized bond/debt obligation | KY | $441K | – | 0.00 |
| BABSN 2019-3A A1R (BARINGS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| BABSN 2020-4A A (Barings CLO Ltd 2020-IV/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| BAC V5.872 09/15/34 (Bank of America Corp.) | Long | Debt | US | $6M | – | 0.07 |
| BAC V6.204 11/10/28 (Bank of America Corp.) | Long | Debt | US | $10M | – | 0.11 |
| BAC V6.25 PERP X (Bank of America Corp.) | Long | Debt | US | $7M | – | 0.08 |
| BAH 5.95 08/04/33 (Booz Allen Hamilton Inc) | Long | Debt | US | $8M | – | 0.09 |
| BALLY 2020-14A A1AR (BALLYROCK CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.13 |
| BALLY 2020-14A A1BR (BALLYROCK CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| BALN 5.125 03/26/29 144A (BAE Systems PLC) | Long | Debt | GB | $3M | – | 0.04 |
| BALN 5.25 03/26/31 144A (BAE Systems PLC) | Long | Debt | GB | $1M | – | 0.01 |
| BALN 5.3 03/26/34 144A (BAE Systems PLC) | Long | Debt | GB | $5M | – | 0.05 |
| BAMLL 2024-FRR2 E (BAMLL RE-REMIC TRUST 2024-FRR2) | Long | Debt | US | $2M | – | 0.02 |
| BAMLL 2024-FRR3 C (BAMLL RE-REMIC TRUST 2024-FRR3) | Long | ABS-other | US | $2M | – | 0.03 |
| BAMLL 2024-FRR3 D (BAMLL RE-REMIC TRUST 2024-FRR3) | Long | ABS-other | US | $2M | – | 0.02 |
| BAMLL 2024-FRR3 E (BAMLL RE-REMIC TRUST 2024-FRR3) | Long | ABS-other | US | $3M | – | 0.03 |
| BBCMS 2015-SRCH A2 (BBCMS Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| BBDBCN 7 06/01/32 144A (Bombardier Inc.) | Long | Debt | CA | $7M | – | 0.07 |
| BCRED 7.3 11/27/28 144A (Blackstone Private Credit Fund) | Long | Debt | US | $5M | – | 0.06 |
| BELL 2021-1A A23 (Taco Bell Funding Llc) | Long | ABS-other | US | $4M | – | 0.04 |
| BERY 5.8 06/15/31 144A (Berry Global Inc) | Long | Debt | US | $11M | – | 0.13 |
| BK V4.947 04/26/27 (The Bank of New York Mellon Corp.) | Long | Debt | US | $4M | – | 0.05 |
| BK V6.317 10/25/29 MTN (The Bank of New York Mellon Corp.) | Long | Debt | US | $4M | – | 0.04 |
| BK V6.474 10/25/34 MTN (The Bank of New York Mellon Corp.) | Long | Debt | US | $8M | – | 0.09 |
| BMO V3.088 01/10/37 (Bank of Montreal) | Long | Debt | CA | $5M | – | 0.05 |
| BNP V2.591 01/20/28 144A (BNP Paribas SA) | Long | Debt | FR | $4M | – | 0.04 |
| BNP V5.176 01/09/30 144A (BNP Paribas SA) | Long | Debt | FR | $5M | – | 0.06 |
| Booking Holdings Inc COM USD0.008 | Long | Equity-common | US | $85M | 22K | 0.95 |
| BPR 2022-OANA A (BPR Trust 2022-OANA) | Long | ABS-other | US | $6M | – | 0.07 |
| BPR 2023-BRK2 A (BPR TRUST 2023-BRK2) | Long | ABS-other | US | $7M | – | 0.08 |
| BRO 4.95 03/17/52 (Brown & Brown Inc) | Long | Debt | US | $5M | – | 0.05 |
| Broadcom Inc COM USD0.001 | Long | Equity-common | US | $36M | 23K | 0.41 |
| BSP 2018-15A A1R (Benefit Street Partners CLO IV) | Long | ABS-other | KY | $7M | – | 0.08 |
| BVINV 2021-5 AF (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST) | Long | ABS-other | US | $4M | – | 0.04 |
| BVINV 2022-1 A1 (OCEANVIEW MORTGAGE TRUST 2022-INV1) | Long | ABS-other | US | $2M | – | 0.02 |
| BVINV 2022-2 A1 (BAYVIEW MSR OPPURTUNITY MASTER FUND TRUST 2022-INV2) | Long | ABS-other | US | $6M | – | 0.06 |
| BX 2019-MMP C (Bx Trust 2019-MMP) | Long | ABS-other | US | $2M | – | 0.02 |
| BX 2019-OC11 B (BX TRUST) | Long | ABS-other | US | $997K | – | 0.01 |
| BX 2019-OC11 C (BX TRUST) | Long | ABS-other | US | $2M | – | 0.02 |
| BX 2020-VKNG A (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $942K | – | 0.01 |
| BX 2021-LBA AJV (BX TRUST) | Long | ABS-other | US | $5M | – | 0.06 |
| BX 2021-LBA AV (BX TRUST) | Long | ABS-other | US | $7M | – | 0.08 |
| BX 2021-VINO A (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $4M | – | 0.05 |
| BX 2021-VOLT B (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $5M | – | 0.06 |
| BX 2021-VOLT D (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $5M | – | 0.05 |
| BX 2022-FOX2 A2 (BX TRUST 2022-FOX2) | Long | ABS-other | US | $5M | – | 0.06 |
| BX 2023-VLT3 A (BX COMMERCIAL MORTGAGE TRUST 2023-VLT3) | Long | ABS-other | US | $6M | – | 0.07 |
| BX 2023-VLT3 B (BX COMMERCIAL MORTGAGE TRUST 2023-VLT3) | Long | ABS-other | US | $5M | – | 0.06 |
| BX 2024-VLT4 A (BX TRUST 2024-VLT4) | Long | ABS-other | US | $9M | – | 0.10 |
| BXP 2017-GM A (Bxp Tst) | Long | ABS-other | US | $1M | – | 0.01 |
| C V3.887 01/10/28 (Citigroup Inc.) | Long | Debt | US | $11M | – | 0.12 |
| C V5.827 02/13/35 (Citigroup Inc.) | Long | Debt | US | $17M | – | 0.19 |
| C V5.95 PERP P (Citigroup Inc.) | Long | Debt | US | $2M | – | 0.03 |
| C V6.3 PERP M (Citigroup Inc.) | Long | Debt | US | $554K | – | 0.01 |
| CACLN 2021-1 B (JPMorgan Chase Bank, National Association) | Long | ABS-other | US | $39K | – | 0.00 |
| CACLN 2021-2 B (JPMorgan Chase Bank, National Association) | Long | ABS-other | US | $287K | – | 0.00 |
| Cadence Design Systems, Inc. COM USD0.01 | Long | Equity-common | US | $24M | 79K | 0.27 |
| CAS 2021-R01 1M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $493K | – | 0.01 |
| CAS 2021-R02 2M2 (CONNECTICUT AVENUE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| CAS 2021-R03 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CAS 2021-R03 1M2 (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CAS 2022-R02 2M2 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CAS 2022-R03 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CAS 2022-R05 2M1 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CAS 2022-R05 2M2 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CAS 2022-R09 2M1 (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| CAS 2023-R03 2M1 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R03) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CAS 2023-R04 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R04) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| CAS 2023-R06 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CAS 2023-R07 2M1 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R07) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CAS 2023-R08 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2023-R08) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CAS 2024-R01 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R01) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CAS 2024-R03 2M1 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CAS 2024-R04 1M1 (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CBAM 2019-11RA A1 (CBAM LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| CBAM 2019-11RA B (CBAM LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CBG 5.95 08/15/34 (CBRE Services Inc) | Long | Debt | US | $18M | – | 0.20 |
| CE 6.33 07/15/29 (Celanese US Holdings Llc) | Long | Debt | US | $3M | – | 0.04 |
| CE 6.35 11/15/28 (Celanese US Holdings Llc) | Long | Debt | US | $3M | – | 0.04 |
| CE 6.55 11/15/30 (Celanese US Holdings Llc) | Long | Debt | US | $8M | – | 0.09 |
| CE 6.7 11/15/33 (Celanese US Holdings Llc) | Long | Debt | US | $8M | – | 0.09 |
| CEDF 2019-11A A1R (Cedar Funding XI CLO Ltd./ LLC) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| CENT 2023-CITY A (CENT TRUST 2023-CITY) | Long | ABS-other | US | $7M | – | 0.08 |
| CHASE 2021-CL1 M1 (JPMorgan Chase Bank, National Association) | Long | ABS-other | US | $4M | – | 0.04 |
| Chevron Corp. COM USD0.75 | Long | Equity-common | US | $56M | 356K | 0.62 |
| Chipotle Mexican Grill Inc COM USD0.01 | Long | Equity-common | US | $44M | 696K | 0.49 |
| CHTR 6.65 02/01/34 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $16M | – | 0.18 |
| CIFC 2018-3A A (Cifc Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| CIFC 2021-4A A (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| CIFC 2021-7A B (CIFC FUNDING 2021-VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CIM 2021-NR1 A1 (CIM TRUST) | Long | ABS-other | US | $1M | – | 0.01 |
| CIM 2021-NR4 A1 (CIM TRUST 2021-NR4) | Long | ABS-other | US | $1M | – | 0.01 |
| CMCSA 4.55 01/15/29 (Comcast Corporation) | Long | Debt | US | $5M | – | 0.05 |
| CME Group Inc. COM USD0.01 | Long | Equity-common | US | $47M | 238K | 0.52 |
| CNC 2.45 07/15/28 (Centene Corporation) | Long | Debt | US | $4M | – | 0.05 |
| CNC 3 10/15/30 (Centene Corporation) | Long | Debt | US | $4M | – | 0.05 |
| CNC 4.25 12/15/27 (Centene Corporation) | Long | Debt | US | $16M | – | 0.17 |
| COF V5.7 02/01/30 (Capital One Financial Corp.) | Long | Debt | US | $2M | – | 0.02 |
| COF V6.312 06/08/29 (Capital One Financial Corp.) | Long | Debt | US | $3M | – | 0.03 |
| COF V7.624 10/30/31 . (Capital One Financial Corp.) | Long | Debt | US | $8M | – | 0.09 |
| COLD 2020-ICE5 A (COLD STORAGE TRUST) | Long | ABS-other | US | $8M | – | 0.09 |
| COLD 2020-ICE5 B (COLD STORAGE TRUST) | Long | ABS-other | US | $3M | – | 0.03 |
| COLD 2020-ICE5 C (COLD STORAGE TRUST) | Long | ABS-other | US | $3M | – | 0.03 |
| COLT 2020-3 A1 (COLT 2020-3 Mortgage Loan Trust) | Long | ABS-other | US | $177K | – | 0.00 |
| COMM 2024-WCL1 A (Commercial Mortgage Trust) | Long | Debt | US | $8M | – | 0.09 |
| ConocoPhillips Co. COM USD0.01 | Long | Equity-common | US | $66M | 574K | 0.73 |
| Constellation Brands, Inc. COM USD0.01 CLASS A | Long | Equity-common | US | $43M | 168K | 0.48 |
| Copeland Term Loan B (Incremental) 250 2031-06-11 | Long | Loan | US | $10M | – | 0.12 |
| Corteva Inc COM USD0.01 | Long | Equity-common | US | $41M | 753K | 0.45 |
| Costco Wholesale Corporation COM USD0.01 | Long | Equity-common | US | $74M | 87K | 0.83 |
| CPEF 2022-1A A (CP EF ASSET SECUITIZATION LLC) | Long | ABS-other | US | $835K | – | 0.01 |
| CPEF 2023-1A A (CP EF ASSET SECURITIZATION II LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| CPGX 5.927 08/15/30 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $2M | – | 0.02 |
| CPGX 6.036 11/15/33 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $4M | – | 0.05 |
| CPGX 6.497 08/15/43 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $904K | – | 0.01 |
| CPGX 6.544 11/15/53 144A (Columbia Pipelines Operating Co. LLC) | Long | Debt | US | $5M | – | 0.05 |
| CRB 2023-1 A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.01 |
| CRSO TRUST 2023-BRND 7.1207% MTG BDS 10/07/28 USD1000 A 144A | Long | ABS-other | US | $11M | – | 0.12 |
| CSGP 2.8 07/15/30 144A (Costar Group Inc) | Long | Debt | US | $3M | – | 0.04 |
| CSUCN 5.158 02/16/29 144A (Constellation Software Inc.) | Long | Debt | CA | $2M | – | 0.02 |
| CSUCN 5.461 02/16/34 144A (Constellation Software Inc.) | Long | Debt | CA | $6M | – | 0.07 |
| CYRUS 2023-2A A2 (CYRUSONE DATA CENTERS ISSUER I LLC) | Long | ABS-other | US | $11M | – | 0.12 |
| CYRUS 2024-1A A2 (CYRUSONE DATA CENTERS ISSUER I LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| CYRUS 2024-3A A2 (CYRUSONE DATA CENTERS ISSUER I LLC) | Long | ABS-other | US | $11M | – | 0.12 |
| Danaher Corporation COM USD0.01 | Long | Equity-common | US | $25M | 101K | 0.28 |
| DATA 2024-CTR2 A (DATA TRUST 2024-CTR2) | Long | ABS-other | US | $2M | – | 0.03 |
| DC 2023-DC A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-other | US | $6M | – | 0.07 |
| Deere & Company COM USD1 | Long | Equity-common | US | $78M | 208K | 0.86 |
| DFS V7.964 11/02/34 (Discover Financial Services) | Long | Debt | US | $11M | – | 0.13 |
| DGELN 1.375 09/29/25 (Diageo Capital PLC) | Long | Debt | GB | $3M | – | 0.03 |
| DGELN 2.125 04/29/32 (Diageo Capital PLC) | Long | Debt | GB | $2M | – | 0.02 |
| DNFRA 2021-1A A (DIAMOND INFRASTRUCTURE FUNDING LLC) | Long | ABS-other | US | $4M | – | 0.05 |
| DQE 2.775 01/07/32 144A (Duquesne Light Holdings, Inc.) | Long | Debt | US | $4M | – | 0.04 |
| DROP 2021-FILE A (DROP MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.02 |
| DTMINC 4.3 04/15/32 144A (DT Midstream Inc) | Long | Debt | US | $900K | – | 0.01 |
| DTMINC 4.375 06/15/31 144A (DT Midstream Inc) | Long | Debt | US | $5M | – | 0.05 |
| DUK 4.3 03/15/28 (Duke Energy Corp) | Long | Debt | US | $5M | – | 0.05 |
| DUK 5.45 06/15/34 (Duke Energy Corp) | Long | Debt | US | $12M | – | 0.14 |
| EART 2021-1A D (EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1) | Long | ABS-other | US | $2M | – | 0.02 |
| EDF 5.7 05/23/28 144A (Electricite de France SA) | Long | Debt | FR | $3M | – | 0.03 |
| EDF 6.25 05/23/33 144A (Electricite de France SA) | Long | Debt | FR | $5M | – | 0.05 |
| Edwards Lifesciences Corporation COM USD1 | Long | Equity-common | US | $39M | 426K | 0.44 |
| Eli Lilly & Co. COM NPV | Long | Equity-common | US | $111M | 123K | 1.24 |
| ELMW2 2019-2A AR (Elmwood Clo Ii Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| ELMW6 2020-3A ARR (Elmwood CLO 15 LTD / LLC) | Long | ABS-other | KY | $14M | – | 0.15 |
| ENBCN 6 11/15/28 (Enbridge Inc.) | Long | Debt | CA | $4M | – | 0.05 |
| EQT 5.7 04/01/28 (EQT Corporation) | Long | Debt | US | $2M | – | 0.03 |
| ESA 2021-ESH A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-other | US | $2M | – | 0.03 |
| ET 4.95 06/15/28 (Energy Transfer LP) | Long | Debt | US | $182K | – | 0.00 |
| ET 5.55 02/15/28 (Energy Transfer LP) | Long | Debt | US | $5M | – | 0.05 |
| EXC 5.45 03/15/34 (Exelon Corporation) | Long | Debt | US | $6M | – | 0.07 |
| F 5.8 03/08/29 (Ford Motor Credit Company LLC) | Long | Debt | US | $7M | – | 0.08 |
| F 6.125 03/08/34 (Ford Motor Credit Company LLC) | Long | Debt | US | $5M | – | 0.06 |
| F 7.122 11/07/33 (Ford Motor Credit Company LLC) | Long | Debt | US | $4M | – | 0.04 |
| F 7.2 06/10/30 (Ford Motor Credit Company LLC) | Long | Debt | US | $2M | – | 0.02 |
| F 7.35 03/06/30 (Ford Motor Credit Company LLC) | Long | Debt | US | $2M | – | 0.02 |
| FABSJV 5.875 01/25/34 (Foundry JV Holdco LLC.) | Long | Debt | US | $18M | – | 0.20 |
| FABSJV 5.9 01/25/30 (Foundry JV Holdco LLC.) | Long | Debt | US | $3M | – | 0.03 |
| FABSJV 6.15 01/25/32 (Foundry JV Holdco LLC.) | Long | Debt | US | $8M | – | 0.09 |
| FG Q58477 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| FI 5.45 03/02/28 (Fiserv Inc.) | Long | Debt | US | $6M | – | 0.07 |
| FIGRE 2024-HE1 A (FIGRE TRUST 2024-HE1) | Long | ABS-other | US | $4M | – | 0.05 |
| FIGRE 2024-HE2 A (FIGRE TRUST 2024-HE2) | Long | ABS-other | US | $4M | – | 0.04 |
| FITB V5.631 01/29/32 (Fifth Third Bancorp) | Long | Debt | US | $2M | – | 0.02 |
| FN 995757 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN AB7563 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FN AL5887 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $613K | – | 0.01 |
| FN AL5942 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN AL6542 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| FN AL6842 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FN AL6997 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FN AL7381 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $488K | – | 0.01 |
| FN AT2957 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FN BF0130 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FN BF0167 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN BF0189 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN BF0619 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| FN BH1902 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FN BJ4559 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| FN BJ4566 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN BJ4567 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN BJ5170 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FN BJ8459 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $673K | – | 0.01 |
| FN BJ9181 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $546K | – | 0.01 |
| FN BK1964 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $613K | – | 0.01 |
| FN BK2913 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| FN BK3211 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN BM3282 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FN BM3912 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM7069 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FN BN0012 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN BN3899 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FN BN4541 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FN BN6677 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $860K | – | 0.01 |
| FN BO2983 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FN BO3223 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FN BO4725 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FN BO5957 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FN BO7717 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FN BT2256 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| FN BT8021 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BV2962 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FN BV2965 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| FN BV4144 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN BV4203 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FN BV5152 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FN BV5379 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN BV5380 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FN BV5393 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BV5394 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FN BV6879 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FN BV7131 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FN BV7132 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FN BV7632 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FN BV8484 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FN BV8485 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $747K | – | 0.01 |
| FN BV8544 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BW0072 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FN BW0081 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FN BW0343 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| FN BW0972 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN BW1288 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $844K | – | 0.01 |
| FN BW7369 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN BX5759 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FN BX5969 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $459K | – | 0.01 |
| FN BX7860 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FN BX8071 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FN BX9351 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $535K | – | 0.01 |
| FN BY0782 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FN BY0866 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FN BY1896 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FN BY1920 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FN BY2783 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FN BY3263 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FN BY4284 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FN BY6374 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| FN BY6690 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FN BY7004 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FN CA0108 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FN CA3683 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN CA4035 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FN CA4646 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $537K | – | 0.01 |
| FN CA5573 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $686K | – | 0.01 |
| FN CA6635 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| FN CB2681 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN CB2750 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FN CB2907 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FN CB3042 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FN CB3043 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FN CB3123 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| FN CB3240 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| FN CB3837 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FN CB4076 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB4320 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $767K | – | 0.01 |
| FN CB4329 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FN CB6686 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN CB6851 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN CB6858 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FN CB7112 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FN CB7430 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN CB7665 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $469K | – | 0.01 |
| FN CB8134 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FN CB8543 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $15M | – | 0.17 |
| FN FM1540 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $970K | – | 0.01 |
| FN FM3664 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $835K | – | 0.01 |
| FN FM4129 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FN FM5036 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN FM5076 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $566K | – | 0.01 |
| FN FM7031 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FN FM7460 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| FN FS0359 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FN FS0662 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $15M | – | 0.17 |
| FN FS1081 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FN FS1133 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $22M | – | 0.24 |
| FN FS1184 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FN FS1869 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN FS2144 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FN FS2546 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FN FS2548 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FN FS2713 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FN FS3001 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN FS3040 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $40M | – | 0.45 |
| FN FS3377 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN FS3713 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| FN FS5130 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $15M | – | 0.17 |
| FN FS5194 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS5225 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FN FS5292 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| FN FS5339 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FN FS5362 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FN FS5668 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FN FS5988 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FN FS6164 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS6248 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $772K | – | 0.01 |
| FN FS6926 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| FN FS7607 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN FS7643 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FN FS8037 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FN MA1363 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN MA3521 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN MA3687 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FN MA3774 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FN MA3908 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FN MA4079 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FN MA4121 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FN MA4378 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNR 2018-27 EA (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNR 2019-71 P (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FR QA2159 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FR QA4936 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FR QA5622 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FR QA8274 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FR QB1708 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FR QB2976 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FR QB3353 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $469K | – | 0.01 |
| FR QC5848 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $13M | – | 0.15 |
| FR QD4842 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $612K | – | 0.01 |
| FR QD6087 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $956K | – | 0.01 |
| FR QD6554 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $848K | – | 0.01 |
| FR QD6555 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| FR QD7069 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FR QD8288 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FR QD9182 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $851K | – | 0.01 |
| FR QD9191 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FR QD9513 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QE0318 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FR QE0354 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $934K | – | 0.01 |
| FR QE1072 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $929K | – | 0.01 |
| FR QE1073 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FR QF0488 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FR QF2145 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FR QF2386 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FR QF2437 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FR QF6841 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FR QF7813 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FR QF8398 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $798K | – | 0.01 |
| FR QF9871 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $768K | – | 0.01 |
| FR QG1442 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $955K | – | 0.01 |
| FR QG2380 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR QG2543 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FR QG3598 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QG3742 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FR QG3912 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $900K | – | 0.01 |
| FR QG3917 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $707K | – | 0.01 |
| FR QG4676 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FR QG4679 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $601K | – | 0.01 |
| FR QG4741 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $466K | – | 0.01 |
| FR QG4742 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $748K | – | 0.01 |
| FR QG4840 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $729K | – | 0.01 |
| FR QG5055 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| FR QG5161 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $742K | – | 0.01 |
| FR QG5487 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $577K | – | 0.01 |
| FR QG5660 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FR QG6693 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR QG7441 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FR QI2699 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FR QN0783 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FR QN0786 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| FR QN0951 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FR RA1087 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA1088 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FR RA1100 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA1188 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $911K | – | 0.01 |
| FR RA1999 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $632K | – | 0.01 |
| FR RA5906 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FR RA9851 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| FR RJ1341 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| FR SB0040 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR SB0116 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $637K | – | 0.01 |
| FR SB0866 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| FR SD0688 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FR SD0931 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FR SD0943 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR SD1041 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| FR SD1137 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FR SD1143 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FR SD1150 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FR SD1357 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FR SD1414 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FR SD1551 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR SD2551 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FR SD2897 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR SD3467 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FR SD3483 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FR SD3493 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FR SD3655 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| FR SD3925 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FR SD4009 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FR SD4247 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FR SD4294 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR SD4525 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD4668 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FR SD7548 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FR SD8040 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FR SD8212 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FR SE9056 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR SI2017 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR ZA7158 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FR ZK8962 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| FR ZK9009 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FR ZK9163 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FR ZM1434 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FR ZM5707 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $493K | – | 0.01 |
| FR ZM5865 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FR ZM5945 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| FR ZM6220 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $493K | – | 0.01 |
| FR ZM6276 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $538K | – | 0.01 |
| FR ZM6427 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| FR ZM7182 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FR ZM7926 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FR ZN2165 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $466K | – | 0.01 |
| FR ZS3695 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $729K | – | 0.01 |
| FR ZS7403 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FR ZT0534 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZT1145 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FR ZT1257 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FR ZT1320 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FR ZT1633 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FREMF 2017-K729 D (Fremf Mtg Tr 2017-K729) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FREMF 2017-K729 X2A (Fremf Mtg Tr 2017-K729) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREMF 2017-K729 X2B (Fremf Mtg Tr 2017-K729) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FSMT 2021-13IN A2 (FLAGSTAR MORTGAGE TRUST 2021-13INV) | Long | ABS-other | US | $5M | – | 0.05 |
| G2 785843 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.15 |
| G2 BB9814 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| G2 BB9817 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| G2 BB9835 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| G2 BH3672 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| G2 BH3673 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| G2 MA4068 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| G2 MA5021 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| G2 MA5192 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| G2 MA5264 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA5400 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $813K | – | 0.01 |
| G2 MA5930 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12M | – | 0.14 |
| G2 MA7255 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| G2 MA7313 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| G2 MA7473 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| G2 MA7535 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $29M | – | 0.32 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20M | – | 0.23 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| GCAT 2022-INV1 A1 (GCAT 2022-INV1 TRUST) | Long | ABS-other | US | $10M | – | 0.11 |
| GCAT 2023-INV1 A1 (GCAT 2023-INV1 TRUST) | Long | ABS-other | US | $7M | – | 0.08 |
| GCAT 2024-INV1 2A2 (GCAT 2024-INV1 TRUST) | Long | ABS-other | US | $8M | – | 0.09 |
| GD 3.5 04/01/27 (General Dynamics Corporation) | Long | Debt | US | $2M | – | 0.02 |
| General Dynamics Corporation COM USD1.00 | Long | Equity-common | US | $54M | 186K | 0.60 |
| Genesee & Wyoming Term Loan B 200 2031-03-25 | Long | Loan | US | $13M | – | 0.15 |
| GLPI 5.3 01/15/29 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $339K | – | 0.00 |
| GLPI 5.375 04/15/26 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $3M | – | 0.03 |
| GLPI 6.75 12/01/33 (GLP Capital L.P. and GLP Financing II, Inc.) | Long | Debt | US | $5M | – | 0.06 |
| GM 5.95 04/04/34 (General Motors Financial Company Inc) | Long | Debt | US | $6M | – | 0.07 |
| GN 784059 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GN 784182 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GN BB4357 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| GN BC7161 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GN BD7109 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GN BD7135 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GPIF 2024-1A A (GRACIE POINT INTERNATIONAL FUNDING 2024-1, LLC) | Long | ABS-other | US | $3M | – | 0.03 |
| GPN 2.15 01/15/27 (Global Payments Inc) | Long | Debt | US | $3M | – | 0.03 |
| GPN 4.8 04/01/26 (Global Payments Inc) | Long | Debt | US | $3M | – | 0.04 |
| GRADE 2023-FIG3 A (SALUDA GRADE ALTERNATIVE MORTGAGE T) | Long | Debt | US | $10M | – | 0.11 |
| GRADE 2023-FIG4 A (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4) | Long | ABS-other | US | $5M | – | 0.06 |
| GRADE 2024-CES1 A1 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-CES1) | Long | ABS-other | US | $4M | – | 0.04 |
| GRADE 2024-FIG5 A (SALUDA GRADE ALTERNATIVE MORTGAGE T) | Long | Debt | US | $4M | – | 0.05 |
| GRADE 2024-RTL6 A1 (SALUDA GRADE ALTERNATIVE MTG TR 202) | Long | Debt | US | $7M | – | 0.08 |
| GS 3.5 04/01/25 (Goldman Sachs Group, Inc.) | Long | Debt | US | $12M | – | 0.13 |
| GWT 2024-WLF2 A (GWT COMMERCIAL MORTGAGE TRUST 2024-WLF2) | Long | ABS-other | US | $10M | – | 0.12 |
| GXO 1.65 07/15/26 (GXO Logistics Inc.) | Long | Debt | US | $4M | – | 0.04 |
| HBCT 2015-HB10 A10 (Hudson's Bay Simon JV Trust) | Long | ABS-other | US | $3M | – | 0.03 |
| HBCT 2015-HB7 A7 (Hudson's Bay Simon JV Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| HCA 3.625 03/15/32 (HCA Inc.) | Long | Debt | US | $3M | – | 0.04 |
| HCA 5.2 06/01/28 (HCA Inc.) | Long | Debt | US | $2M | – | 0.02 |
| HCA 5.375 09/01/26 (HCA Inc.) | Long | Debt | US | $881K | – | 0.01 |
| HCA 5.45 04/01/31 (HCA Inc.) | Long | Debt | US | $4M | – | 0.04 |
| HCA 5.5 06/01/33 (HCA Inc.) | Long | Debt | US | $6M | – | 0.07 |
| HCA 5.6 04/01/34 (HCA Inc.) | Long | Debt | US | $6M | – | 0.06 |
| HCA 5.625 09/01/28 (HCA Inc.) | Long | Debt | US | $2M | – | 0.03 |
| HCA 5.875 02/01/29 (HCA Inc.) | Long | Debt | US | $2M | – | 0.02 |
| HCA 5.875 02/15/26 (HCA Inc.) | Long | Debt | US | $1M | – | 0.01 |
| HCA Healthcare Inc COM USD0.01 | Long | Equity-common | US | $31M | 96K | 0.34 |
| HCSERV 2.2 06/01/30 144A (Health Care Service Corp.) | Long | Debt | US | $4M | – | 0.04 |
| HCSERV 5.2 06/15/29 144A (Health Care Service Corp.) | Long | Debt | US | $5M | – | 0.06 |
| HCSERV 5.45 06/15/34 144A (Health Care Service Corp.) | Long | Debt | US | $11M | – | 0.12 |
| HCSERV 5.875 06/15/54 144A (Health Care Service Corp.) | Long | Debt | US | $9M | – | 0.10 |
| HD 4.75 06/25/29 (Home Depot Inc) | Long | Debt | US | $3M | – | 0.03 |
| HD 4.85 06/25/31 (Home Depot Inc) | Long | Debt | US | $4M | – | 0.04 |
| HD 4.95 06/25/34 (Home Depot Inc) | Long | Debt | US | $3M | – | 0.03 |
| HD 5.3 06/25/54 (Home Depot Inc) | Long | Debt | US | $3M | – | 0.03 |
| Hershey Co (The) COM USD1.00 | Long | Equity-common | US | $30M | 166K | 0.34 |
| HESM 5.125 06/15/28 144A (Hess Midstream Operations LP) | Long | Debt | US | $4M | – | 0.04 |
| Hilton Worldwide Holdings Inc COM USD0.01 | Long | Equity-common | US | $102M | 469K | 1.14 |
| HLM 2021-16A B (Hps Loan Management) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| HLNLN 3.375 03/24/27 (Haleon US Capital LLC.) | Long | Debt | US | $3M | – | 0.04 |
| HOF 2024-RTL1 A1 (HOMEWARD OPPORTUNITIES FUND TRUST 2024-RTL1) | Long | ABS-other | US | $9M | – | 0.10 |
| Home Depot Inc COM USD0.05 | Long | Equity-common | US | $64M | 186K | 0.71 |
| Honeywell International Inc. COM USD1 | Long | Equity-common | US | $77M | 361K | 0.86 |
| HUM 5.375 04/15/31 (Humana Inc.) | Long | Debt | US | $7M | – | 0.08 |
| HUM 5.75 04/15/54 (Humana Inc.) | Long | Debt | US | $4M | – | 0.05 |
| HUM 5.875 03/01/33 (Humana Inc.) | Long | Debt | US | $2M | – | 0.02 |
| HUM 5.95 03/15/34 (Humana Inc.) | Long | Debt | US | $3M | – | 0.03 |
| ICE 5.25 06/15/31 (Intercontinental Exchange Inc) | Long | Debt | US | $9M | – | 0.10 |
| ILMN 5.8 12/12/25 (Illumina Inc) | Long | Debt | US | $4M | – | 0.04 |
| IMPRL 2023-NQM1 A1 (IMPERIAL FUND MORTGAGE TRUST 2023-NQM1) | Long | ABS-other | US | $3M | – | 0.04 |
| Intuit Inc COM USD0.01 | Long | Equity-common | US | $51M | 77K | 0.57 |
| INVH 2 08/15/31 (Invitation Homes Operating Partnership Lp) | Long | Debt | US | $4M | – | 0.05 |
| JANEST 7.125 04/30/31 144A (Jane Street Group LLC / JSG Finance Inc.) | Long | Debt | US | $15M | – | 0.17 |
| Janus Henderson Cash Liquidity Fund LLC (JANUS CAPITAL GROUP INC) | Long | Equity-common | US | $175M | 175M | 1.95 |
| JBSSBZ 3 05/15/32 (Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc) | Long | Debt | LU | $3M | – | 0.04 |
| JBSSBZ 3.625 01/15/32 (Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc) | Long | Debt | LU | $2M | – | 0.03 |
| JBSSBZ 5.5 01/15/30 (Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc) | Long | Debt | LU | $5M | – | 0.06 |
| JPM V5 PERP FF (JPMorgan Chase & Co.) | Long | Debt | US | $2M | – | 0.02 |
| JPM V5.012 01/23/30 (JPMorgan Chase & Co.) | Long | Debt | US | $4M | – | 0.04 |
| JPM V5.04 01/23/28 (JPMorgan Chase & Co.) | Long | Debt | US | $4M | – | 0.05 |
| JPM V5.299 07/24/29 (JPMorgan Chase & Co.) | Long | Debt | US | $7M | – | 0.08 |
| JPM V6.087 10/23/29 (JPMorgan Chase & Co.) | Long | Debt | US | $8M | – | 0.09 |
| JPM V6.254 10/23/34 (JPMorgan Chase & Co.) | Long | Debt | US | $7M | – | 0.08 |
| JPMCC 2020-ACE A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $7M | – | 0.07 |
| JPMCC 2020-ACE B (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $4M | – | 0.05 |
| JPMorgan Chase & Co. COM USD1.00 | Long | Equity-common | US | $120M | 591K | 1.33 |
| KLA Corp. COM USD0.001 | Long | Equity-common | US | $77M | 94K | 0.86 |
| LADAR 2021-1A A (LAD AUTO RECEIVABLES TRUST 2021-1) | Long | ABS-other | US | $115K | – | 0.00 |
| LADAR 2022-1A A (LAD AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $2M | – | 0.03 |
| Lam Research Corporation COM USD0.001 | Long | Equity-common | US | $149M | 140K | 1.66 |
| LBA 2024-BOLT A (LBA TRUST 2024-BOLT) | Long | ABS-other | US | $7M | – | 0.08 |
| LBZZ 2022-1A A (LENDBUZZ SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $2M | – | 0.02 |
| LBZZ 2023-1A A2 (LENDBUZZ SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.02 |
| LCM 24A AR (Lcm Xxiv Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $918K | – | 0.01 |
| LDOS 2.3 02/15/31 (Leidos Inc) | Long | Debt | US | $1M | – | 0.01 |
| LDOS 5.75 03/15/33 (Leidos Inc) | Long | Debt | US | $5M | – | 0.05 |
| LHOME 2024-RTL2 A1 (LHOME MORTGAGE TRUST 2024-RTL2) | Long | ABS-other | US | $2M | – | 0.03 |
| LHOME 2024-RTL3 A1 (LHOME MORTGAGE TRUST 2024-RTL3) | Long | ABS-other | US | $3M | – | 0.03 |
| LHX 5.4 07/31/33 (L3 Harris Technologies Inc) | Long | Debt | US | $6M | – | 0.06 |
| LIFE 2021-BMR A (LIFE 2021-BMR MORTGAGE TRUST) | Long | ABS-other | US | $10M | – | 0.11 |
| LIFE 2021-BMR C (LIFE 2021-BMR MORTGAGE TRUST) | Long | ABS-other | US | $4M | – | 0.05 |
| LIFE 2022-BMR2 A1 (LIFE 2022-BMR2 MORTGAGE TRUST) | Long | ABS-other | US | $11M | – | 0.12 |
| LIFE 2022-BMR2 B (LIFE 2022-BMR2 MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.02 |
| LKQ 5.75 06/15/28 (LKQ Corporation) | Long | Debt | US | $7M | – | 0.08 |
| LKQ Corp | Long | Debt | US | $7M | – | 0.07 |
| LMT 4.45 05/15/28 (Lockheed Martin Corporation) | Long | Debt | US | $3M | – | 0.03 |
| LNG 5.65 04/15/34 144A (Cheniere Energy Inc) | Long | Debt | US | $7M | – | 0.08 |
| LPLA 6 05/20/34 (LPL Holdings Inc.) | Long | Debt | US | $7M | – | 0.08 |
| LPLA 6.75 11/17/28 (LPL Holdings Inc.) | Long | Debt | US | $11M | – | 0.12 |
| Marsh & McLennan Companies, Inc. COM USD1.00 | Long | Equity-common | US | $44M | 210K | 0.49 |
| MasterCard Incorporated COM USD0.0001 CLASS A | Long | Equity-common | US | $189M | 428K | 2.10 |
| McDonald's Corporation COM USD0.01 | Long | Equity-common | US | $86M | 336K | 0.95 |
| MDPK 2019-35A A1R (Madison Park Funding Xxxv Ltd/Llc) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.12 |
| MED 2021-MDLN A (MED TRUST 2021-MDLN) | Long | ABS-other | US | $2M | – | 0.02 |
| MED 2021-MDLN E (MED TRUST 2021-MDLN) | Long | ABS-other | US | $6M | – | 0.07 |
| Medline Industries Term Loan B (Incremental) 225 2028-10-01 | Long | Loan | US | $8M | – | 0.09 |
| MELLO 2021-INV2 A11 (Mello Mortgage Capital Acceptance) | Long | ABS-other | US | $3M | – | 0.03 |
| MELLO 2021-INV3 A11 (MELLO MORTGAGE CAPITAL ACCEPTANCE) | Long | ABS-other | US | $3M | – | 0.04 |
| MELLO 2022-INV1 A2 (MELLO MORTGAGE CAPITAL ACCEPTANCE 2022-INV1) | Long | ABS-other | US | $3M | – | 0.04 |
| MELLO 2024-SD1 A1 (MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1) | Long | ABS-other | US | $3M | – | 0.03 |
| Merck & Co., Inc COM USD0.50 | Long | Equity-common | US | $63M | 511K | 0.70 |
| Meta Platforms Inc COM USD0.000006 CL 'A' | Long | Equity-common | US | $195M | 386K | 2.17 |
| MFCC 2023-1A A (MERCURY FINANCIAL CREDIT CARD MASTER TRUST) | Long | ABS-other | US | $6M | – | 0.07 |
| MFT 2023-2A B (MARLETTE FUNDING TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.02 |
| MHC 2021-MHC A (MHC COMMERCIAL MORTGAGE TRUST 2021-MHC) | Long | ABS-other | US | $6M | – | 0.07 |
| MHC 2021-MHC C (MHC COMMERCIAL MORTGAGE TRUST 2021-MHC) | Long | ABS-other | US | $4M | – | 0.04 |
| Microsoft Corp. COM USD0.00000625 | Long | Equity-common | US | $579M | 1M | 6.44 |
| Monster Beverage Corp COM USD0.005 | Long | Equity-common | US | $46M | 918K | 0.51 |
| Moodys Corp. COM USD0.01 | Long | Equity-common | US | $17M | 40K | 0.19 |
| Morgan Stanley COM USD0.01 | Long | Equity-common | US | $76M | 780K | 0.84 |
| Motorola Solutions Inc COM USD0.01 | Long | Equity-common | US | $25M | 65K | 0.28 |
| MRVL 1.65 04/15/26 (Marvell Technology Inc) | Long | Debt | US | $3M | – | 0.04 |
| MRVL 4.875 06/22/28 * (Marvell Technology Inc) | Long | Debt | US | $4M | – | 0.04 |
| MRVL 5.75 02/15/29 (Marvell Technology Inc) | Long | Debt | US | $3M | – | 0.04 |
| MS 4.35 09/08/26 GMTN (Morgan Stanley) | Long | Debt | US | $4M | – | 0.04 |
| MS V1.593 05/04/27 (Morgan Stanley) | Long | Debt | US | $3M | – | 0.03 |
| MS V2.188 04/28/26 (Morgan Stanley) | Long | Debt | US | $8M | – | 0.09 |
| MS V2.943 01/21/33 (Morgan Stanley) | Long | Debt | US | $5M | – | 0.05 |
| MS V3.772 01/24/29 GMTN (Morgan Stanley) | Long | Debt | US | $695K | – | 0.01 |
| MS V5.164 04/20/29 MTN (Morgan Stanley) | Long | Debt | US | $7M | – | 0.08 |
| MS V5.424 07/21/34 MTN (Morgan Stanley) | Long | Debt | US | $6M | – | 0.07 |
| MSCI 3.625 09/01/30 144A (MSCI Inc.) | Long | Debt | US | $8M | – | 0.09 |
| MSCI 3.875 02/15/31 144A (MSCI Inc.) | Long | Debt | US | $5M | – | 0.06 |
| MSCI 4 11/15/29 144A (MSCI Inc.) | Long | Debt | US | $1M | – | 0.02 |
| MTLRF 2023-1A A2 (M&T EQUIPMENT 2023-LEAF1 LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| MTLRF 2023-1A A3 (M&T EQUIPMENT 2023-LEAF1 LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| MUFG V4.788 07/18/25 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $5M | – | 0.06 |
| NAB 2.99 05/21/31 144A (National Australia Bank Ltd.) | Long | Debt | AU | $7M | – | 0.08 |
| NCMF 2022-MFP A (NCMF TRUST 2022-MFP) | Long | ABS-other | US | $3M | – | 0.04 |
| NDAFH 5.375 09/22/27 144A (Nordea Bank ABP) | Long | Debt | FI | $10M | – | 0.11 |
| NDAQ 5.55 02/15/34 (Nasdaq Inc) | Long | Debt | US | $11M | – | 0.12 |
| NESNVX 4.75 03/12/31 144A (Nestle Capital Corporation) | Long | Debt | US | $11M | – | 0.12 |
| NESNVX 4.875 03/12/34 144A (Nestle Capital Corporation) | Long | Debt | US | $11M | – | 0.12 |
| Netflix, Inc. COM USD0.001 | Long | Equity-common | US | $44M | 65K | 0.49 |
| NGGLN 5.602 06/12/28 (National Grid PLC) | Long | Debt | GB | $3M | – | 0.03 |
| NGGLN 5.809 06/12/33 (National Grid PLC) | Long | Debt | GB | $6M | – | 0.06 |
| Nike, Inc. CLASS'B'COM NPV | Long | Equity-common | US | $61M | 808K | 0.68 |
| NRTH 2024-PARK A (NRTH 2024-PARK MORTGAGE TRUST) | Long | ABS-other | US | $12M | – | 0.14 |
| NRZT 2018-2A A1 (New Residential Mtge Loan Tst) | Long | ABS-other | US | $321K | – | 0.00 |
| NVIDIA Corp. COM USD0.001 | Long | Equity-common | US | $482M | 4M | 5.37 |
| NZES 2020-PLS1 A (HLSS HOLDINGS LLC) | Long | ABS-other | US | $647K | – | 0.01 |
| NZES 2021-FHT1 A (NRZ FHT EXCESS LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| OAKIG 2020-1A A1 (OAK STREET INVESTMENT GRADE NET LEASE FUND) | Long | ABS-other | US | $3M | – | 0.04 |
| OASIS 2022-2A A (LIBRA SOLUTIONS 2022-2 LLC) | Long | ABS-other | US | $578K | – | 0.01 |
| OBX 2022-INV1 A1 (OBX 2022-INV1 TRUST) | Long | ABS-other | US | $7M | – | 0.08 |
| OBX 2022-INV1 A18 (OBX 2022-INV1 TRUST) | Long | ABS-other | US | $3M | – | 0.03 |
| OCINCC 4.7 02/08/27 * (Blue Owl Credit Income Corp.) | Long | Debt | US | $835K | – | 0.01 |
| OCINCC 7.75 09/16/27 * (Blue Owl Credit Income Corp.) | Long | Debt | US | $5M | – | 0.06 |
| OCINCC 7.95 06/13/28 (Blue Owl Credit Income Corp.) | Long | Debt | US | $3M | – | 0.04 |
| OGN 6.75 05/15/34 144A (Organon & Co. / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $6M | – | 0.06 |
| OGN 7.875 05/15/34 144a (Organon & Co. / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $8M | – | 0.09 |
| OPEN 2023-AIR A (OPEN TRUST 2023-AIR) | Long | ABS-other | US | $4M | – | 0.05 |
| OPEN 2023-AIR C (OPEN TRUST 2023-AIR) | Long | ABS-other | US | $2M | – | 0.02 |
| Oracle Corp. COM USD0.01 | Long | Equity-common | US | $58M | 411K | 0.65 |
| OWL 6.25 04/18/34 144A (Blue Owl Finance Llc) | Long | Debt | US | $13M | – | 0.15 |
| OXY 6.125 01/01/31 (Occidental Petroleum Corporation) | Long | Debt | US | $5M | – | 0.05 |
| OXY 6.625 09/01/30 (Occidental Petroleum Corporation) | Long | Debt | US | $3M | – | 0.03 |
| OXY 8.875 07/15/30 (Occidental Petroleum Corporation) | Long | Debt | US | $4M | – | 0.05 |
| PAID 2022-1 A (PAGAYA AI DEBT TRUST 2022-1) | Long | ABS-other | US | $225K | – | 0.00 |
| PII 6.95 03/15/29 (Polaris Inc.) | Long | Debt | US | $7M | – | 0.08 |
| PNC V6.875 10/20/34 (PNC Financial Services Group Inc.) | Long | Debt | US | $8M | – | 0.09 |
| PPC 6.25 07/01/33 (Pilgrims Pride Corporation) | Long | Debt | US | $8M | – | 0.09 |
| PRET 2023-RN1 A1 (Pret 2023-Rn1 Llc) | Long | ABS-other | US | $8M | – | 0.09 |
| PRK 2017-280P A (280 Park Avenue Trust) | Long | ABS-other | US | $3M | – | 0.03 |
| PRPM 2020-4 A1 (PRPM LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| PRPM 2021-10 A1 (PRPM 2021-10 LLC) | Long | ABS-other | US | $6M | – | 0.06 |
| PRPM 2021-9 A1 (PRPM LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| PRPM 2022-2 A1 (PRPM 2022-2 LLC) | Long | ABS-other | US | $6M | – | 0.07 |
| PRPM 2024-RCF2 A1 (PRPM 2024-RCF2 LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| RAD 2023-21A A (RAD CLO 21 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| RCKT 2021-3 A21 (RCKT MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.03 |
| RCKT 2023-CES1 A1A (RCKT MORTGAGE TRUST 2023-CES1) | Long | ABS-other | US | $4M | – | 0.04 |
| RCKT 2023-CES2 A1A (RCKT MORTGAGE TRUST 2023-CES2) | Long | ABS-other | US | $6M | – | 0.07 |
| RCKT 2023-CES3 A1A (RCKT MORTGAGE TRUST 2023-CES3) | Long | ABS-other | US | $11M | – | 0.12 |
| RCKT 2024-CES1 A1A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-other | US | $5M | – | 0.05 |
| RCKT 2024-CES2 A1A (RCKT MORTGAGE TRUST 2024-CES2) | Long | ABS-other | US | $16M | – | 0.18 |
| RCKT 2024-CES3 A1A (RCKT MORTGAGE TRUST 2024-CES3) | Long | ABS-other | US | $5M | – | 0.06 |
| REG11 2018-1A AR (Regatta XI funding LTD) | Long | Debt | KY | $12M | – | 0.13 |
| REG23 2021-4A B (Regatta XXIII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| RPRX 3.55 09/02/50 (Royalty Pharma PLC) | Long | Debt | GB | $3M | – | 0.03 |
| RRAM 2022-21A A1AR (RR 21 Ltd.) | Long | Debt | BM | $7M | – | 0.08 |
| RRX 6.05 04/15/28 (Regal Rexnord Corporation) | Long | Debt | US | $6M | – | 0.06 |
| RTX 5.75 01/15/29 (RTX Corp.) | Long | Debt | US | $3M | – | 0.03 |
| RTX 6 03/15/31 (RTX Corp.) | Long | Debt | US | $6M | – | 0.07 |
| SBCLN 2021-1A B (Santander Bank National Association) | Long | ABS-other | US | $195K | – | 0.00 |
| SBCLN 2022-A B (Santander Bank National Association) | Long | ABS-other | US | $2M | – | 0.02 |
| SBCLN 2022-B A2 (Santander Bank National Association) | Long | ABS-other | US | $838K | – | 0.01 |
| Schlumberger Limited COM USD0.01 | Long | Equity-common | US | $33M | 701K | 0.37 |
| SEMT 2013-5 A1 (Sequoia Mtg Trust) | Long | ABS-other | US | $494K | – | 0.01 |
| SEMT 2020-2 A19 (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $190K | – | 0.00 |
| Servicenow Inc COM USD0.001 | Long | Equity-common | US | $24M | 30K | 0.27 |
| SLST 2020-2 M1 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SMRT 2022-MINI A (SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI) | Long | ABS-other | US | $11M | – | 0.12 |
| SNDPT 2019-1A AR (Sound Point CLO XXII Ltd/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| SNLN 5.4 03/20/34 (Smith & Nephew PLC) | Long | Debt | GB | $10M | – | 0.11 |
| SO 4.65 05/16/28 (Georgia Power Company) | Long | Debt | US | $4M | – | 0.04 |
| SO 4.95 05/17/33 (Georgia Power Company) | Long | Debt | US | $6M | – | 0.06 |
| SO 5.25 03/15/34 (Georgia Power Company) | Long | Debt | US | $5M | – | 0.05 |
| SO 5.7 03/15/34 (Southern Co.) | Long | Debt | US | $5M | – | 0.06 |
| SOLV 5.4 03/01/29 144A (Solventum Corp.) | Long | Debt | US | $7M | – | 0.08 |
| SOLV 5.45 03/13/31 144A (Solventum Corp.) | Long | Debt | US | $10M | – | 0.12 |
| SOLV 5.6 03/23/34 144A (Solventum Corp.) | Long | Debt | US | $14M | – | 0.15 |
| SOLV 6 05/15/64 144A (Solventum Corp.) | Long | Debt | US | $5M | – | 0.05 |
| SORT 2020-1 A1 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $3M | – | 0.03 |
| SORT 2020-1 B1 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $286K | – | 0.00 |
| SORT 2021-1A A1 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| SORT 2021-1A B1 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $1M | – | 0.02 |
| SORT 2022-1A A1 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $5M | – | 0.06 |
| SORT 2022-1A A2 (CF HIPPOLYTA ISSUER LLC) | Long | ABS-other | US | $16M | – | 0.17 |
| SREIT 2021-MFP A (SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP) | Long | ABS-other | US | $674K | – | 0.01 |
| STACR 2021-DNA6 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STACR 2021-DNA6 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STACR 2021-DNA7 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| STACR 2021-HQA3 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STACR 2021-HQA4 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| STACR 2021-HQA4 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| STACR 2022-DNA2 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| STACR 2022-DNA3 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| STACR 2022-HQA1 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| STACR 2022-HQA3 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STACR 2023-DNA2 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| STACR 2023-HQA2 M1A (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $456K | – | 0.01 |
| STACR 2023-HQA3 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| STACR 2024-DNA2 M1 (Freddie Mac Stacr Remic Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Stryker Corporation COM USD0.10 | Long | Equity-common | US | $51M | 149K | 0.56 |
| SUI 2.7 07/15/31 (Sun Communities Operating Limited Partnership) | Long | Debt | US | $5M | – | 0.06 |
| SUMIBK 5.852 07/13/30 (Sumitomo Mitsui Financial Group Inc.) | Long | Debt | JP | $3M | – | 0.03 |
| SUN 7 05/01/29 144A (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $8M | – | 0.09 |
| SUN 7.25 05/01/32 144A (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $5M | – | 0.05 |
| Sysco Corporation COM USD1 | Long | Equity-common | US | $44M | 619K | 0.49 |
| T 3.65 09/15/59 (AT&T Inc) | Long | Debt | US | $405K | – | 0.00 |
| TDG 6.375 03/01/29 144A (TransDigm, Inc.) | Long | Debt | US | $2M | – | 0.02 |
| TDG 6.625 03/01/32 144A (TransDigm, Inc.) | Long | Debt | US | $9M | – | 0.11 |
| Texas Instruments Incorporated COM USD1.00 | Long | Equity-common | US | $69M | 352K | 0.76 |
| TFC V5.435 01/24/30 MTN (Truist Financial Corp.) | Long | Debt | US | $3M | – | 0.04 |
| TFC V5.711 01/24/35 MTN (Truist Financial Corp.) | Long | Debt | US | $3M | – | 0.03 |
| TFC V6.047 06/08/27 MTN (Truist Financial Corp.) | Long | Debt | US | $4M | – | 0.05 |
| THE 2023-MIC A (THE 2023-MIC TRUST) | Long | ABS-other | US | $5M | – | 0.06 |
| The Charles Schwab Corporation COM USD0.01 | Long | Equity-common | US | $38M | 516K | 0.42 |
| The Procter & Gamble Company COM NPV | Long | Equity-common | US | $67M | 405K | 0.74 |
| The Progressive Corporation COM USD1.00 | Long | Equity-common | US | $130M | 625K | 1.45 |
| The TJX Companies Inc. COM USD1 | Long | Equity-common | US | $68M | 614K | 0.75 |
| Thermo Fisher Scientific Inc COM USD1 | Long | Equity-common | US | $52M | 94K | 0.58 |
| TMUS 4.85 01/15/29 (T-Mobile USA, Inc.) | Long | Debt | US | $5M | – | 0.06 |
| TMUS 5.15 04/15/34 (T-Mobile USA, Inc.) | Long | Debt | US | $4M | – | 0.05 |
| Trane Technologies PLC COM USD1 | Long | Equity-common | US | $50M | 153K | 0.56 |
| TRMB 4.75 12/01/24 (Trimble Inc) | Long | Debt | US | $5M | – | 0.06 |
| TRMB 4.9 06/15/28 (Trimble Inc) | Long | Debt | US | $3M | – | 0.03 |
| TRMB 6.1 03/15/33 (Trimble Inc) | Long | Debt | US | $9M | – | 0.10 |
| TYSN 2023-CRNR A (TYSN 2023-CRNR MORTGAGE TRUST) | Long | ABS-other | US | $8M | – | 0.09 |
| Uber Technologies Inc COM USD0.00001 | Long | Equity-common | US | $28M | 385K | 0.31 |
| UBS V5.428 02/08/30 144A (UBS Group AG) | Long | Debt | CH | $6M | – | 0.07 |
| UBS V5.699 02/08/35 144A (UBS Group AG) | Long | Debt | CH | $5M | – | 0.06 |
| UHS 2.65 10/15/30 (Universal Health Services, Inc.) | Long | Debt | US | $9M | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $115M | – | 1.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $110M | – | 1.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $69M | – | 0.77 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $62M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.08 |
| UnitedHealth Group Inc. COM USD0.01 | Long | Equity-common | US | $154M | 303K | 1.72 |
| UPST 2022-1 A (UPSTART SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $697K | – | 0.01 |
| UPST 2022-2 A (UPSTART SECURITIZATION TRUST 2022-2) | Long | ABS-other | US | $31K | – | 0.00 |
| US T-BOND 30YR | Derivative-interest rate | US | $6M | – | 0.06 | |
| US T-BOND ULTRA | Derivative-interest rate | US | $2M | – | 0.03 | |
| US T-NOTE 10YR | Derivative-interest rate | US | $1K | – | 0.00 | |
| US T-NOTE 2YR | Derivative-interest rate | US | $2M | – | 0.02 | |
| US T-NOTE 5YR | Derivative-interest rate | US | $5M | – | 0.05 | |
| US T-NOTE ULTRA 10Y | Derivative-interest rate | US | $-4M | – | -0.05 | |
| USB V2.491 11/03/36 (U.S. Bancorp.) | Long | Debt | US | $5M | – | 0.06 |
| USB V5.384 01/23/30 (U.S. Bancorp.) | Long | Debt | US | $7M | – | 0.08 |
| USB V5.678 01/23/35 (U.S. Bancorp.) | Long | Debt | US | $5M | – | 0.05 |
| USRE 2021-1 B1 (NEW ECONOMY ASSETS - PHASE 1 ISSUER, LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| UWM 2021-INV1 A9 (UWM MORTGAGE TRUST 2021-INVI) | Long | ABS-other | US | $3M | – | 0.04 |
| VASA 2021-VASA A (VASA TRUST 2021-VASA) | Long | ABS-other | US | $2M | – | 0.02 |
| VCAT 2021-NPL1 A1 (VCAT LLC) | Long | ABS-other | US | $297K | – | 0.00 |
| VDC 2020-1A A2 (VANTAGE DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $5M | – | 0.05 |
| VDC 2020-2A A2 (VANTAGE DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $3M | – | 0.03 |
| Vertex Pharmaceuticals Incorporated COM USD0.01 | Long | Equity-common | US | $48M | 102K | 0.53 |
| VMC 2021-HT1 A (VMC FINANCE 2021-HT1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| VNOM 7.375 11/01/31 144A (Viper Energy Inc.) | Long | Debt | US | $7M | – | 0.08 |
| Walt Disney Company COM DISNEY USD0.01 | Long | Equity-common | US | $22M | 226K | 0.25 |
| WB 2024-HQ A (WB COMMERCIAL MORTGAGE TRUST 2024-HQ) | Long | ABS-other | US | $6M | – | 0.07 |
| WCC 6.375 03/15/29 144A (Wesco Distribution, Inc.) | Long | Debt | US | $4M | – | 0.04 |
| WCC 6.625 03/15/32 144A (Wesco Distribution, Inc.) | Long | Debt | US | $5M | – | 0.06 |
| WDAY 3.5 04/01/27 (Workday Inc) | Long | Debt | US | $2M | – | 0.03 |
| WDAY 3.8 04/01/32 (Workday Inc) | Long | Debt | US | $4M | – | 0.04 |
| WEN 2021-1A A2II (Wendys Funding Llc) | Long | ABS-other | US | $3M | – | 0.03 |
| WESTR 2022-1A A (Westgate Resorts 2022-1 Llc) | Long | ABS-other | US | $758K | – | 0.01 |
| WFC V5.198 01/23/30 (Wells Fargo & Co.) | Long | Debt | US | $10M | – | 0.11 |
| WFCM 2021-SAVE A (WELLS FARGO COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.01 |
| WINDR 2019-1A AR (Wind River 2019-1 CLO Ltd/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| WLAKE 2023-3A A2A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $3M | – | 0.03 |
| XEL 5.45 08/15/33 (Xcel Energy Inc) | Long | Debt | US | $12M | – | 0.14 |
| ZFFNGR 6.75 04/23/30 144A (ZF North America Capital, Inc.) | Long | Debt | US | $7M | – | 0.07 |
| ZFFNGR 6.875 04/23/32 144A (ZF North America Capital, Inc.) | Long | Debt | US | $4M | – | 0.04 |
| Zoetis Inc. COM USD0.01 CL 'A' | Long | Equity-common | US | $30M | 171K | 0.33 |
Address
JANUS ASPEN SERIES
151 DETROIT STREET
DENVER
Colorado
80206
United States of America
Directors
William F. McCalpin
Alan A. Brown
William D. Cvengros
Raudline Etienne
Gary A. Poliner
Diane L. Wallace
Cheryl D. Alston
Darrell B. Jackson
Transfer Agents
JANUS HENDERSON SERVICES US LLC
Pricing Services
Refinitiv US Holdings Inc.
Virtu ITG LLC
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
Markit North America, Inc
Custodians
Depository Trust and Clearing Corporation
DEUTSCHE BANK AG, INDONESIA
Euroclear Bank
Federal Reserve Bank
BNP Paribas Securities Services SCA, London Branch
BNP Paribas New York Branch
Shareholder Servicing Agents
JANUS HENDERSON SERVICES US LLC
Admins
JANUS HENDERSON INVESTORS US LLC
BNP Paribas Financial Services LLC
Brokers
Morgan Stanley
Merrill Lynch, Pierce, Fenner & Smith Inc.
Goldman Sachs & Co. LLC
Jefferies LLC
Citigroup Global Markets Inc.
UBS Securities LLC
JP Morgan Securities LLC
William Blair & Company, LLC
Cowen and Company
RBC Capital Markets, LLC