Brighthouse Funds Trust I
JPMorgan Core Bond Portfolio
$1.32B
Avg Monthly Net Assets
$1.35B
Total Assets
$9.10M
Total Liabilities
$1.34B
Net Assets
JPMorgan Core Bond Portfolio is an Underlying fund in Brighthouse Funds Trust I
,
based in North Carolina,
United States of America.
The fund has two share classes
and monthly net assets of $1.32B.
On August 29th, 2024 it reported 1,105 holdings, the largest
being United States Treasury (2.6%), United States Treasury (2.4%) and United States Treasury (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000030600 | ||
| Class B | C000030601 |
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 |
|---|---|---|---|---|---|---|
| 7-Eleven Inc | Long | Debt | US | $320K | – | 0.02 |
| 7-Eleven Inc | Long | Debt | US | $267K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.11 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $526K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $191K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $1M | – | 0.08 |
| ABN AMRO Bank NV | Long | Debt | NL | $176K | – | 0.01 |
| Academic Loan Funding Trust 2013-1 | Long | ABS-other | US | $339K | – | 0.03 |
| Accelerated 2021-1H LLC (Accelerated Assets) | Long | ABS-other | US | $736K | – | 0.05 |
| AEP Transmission Co LLC | Long | Debt | US | $148K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $924K | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $441K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $395K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $210K | – | 0.02 |
| Aetna Inc | Long | Debt | US | $315K | – | 0.02 |
| AIG SunAmerica Global Financing X (AIG SUNAMER GLOB FIN X) | Long | Debt | US | $543K | – | 0.04 |
| Air Canada 2013-1 Class A Pass Through Trust (AIR CANADA 2013-1A PTT) | Long | Debt | CA | $580K | – | 0.04 |
| Air Canada 2017-1 Class A Pass Through Trust (AIR CANADA 2017-1A PTT) | Long | Debt | CA | $467K | – | 0.03 |
| Air Canada 2017-1 Class AA Pass Through Trust (AIR CANADA 2017-1AA PTT) | Long | Debt | CA | $336K | – | 0.03 |
| Aker BP ASA | Long | Debt | NO | $244K | – | 0.02 |
| Albemarle Corp | Long | Debt | US | $319K | – | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $556K | – | 0.04 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $420K | – | 0.03 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $308K | – | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $170K | – | 0.01 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $624K | – | 0.05 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $589K | – | 0.04 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $467K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $1M | – | 0.08 |
| Amazon.com Inc | Long | Debt | US | $1M | – | 0.08 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $396K | – | 0.03 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $299K | – | 0.02 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $248K | – | 0.02 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $81K | – | 0.01 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $1M | – | 0.08 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $497K | – | 0.04 |
| American Homes 4 Rent 2015-SFR2 Trust | Long | ABS-other | US | $2M | – | 0.14 |
| American Tower Corp | Long | Debt | US | $846K | – | 0.06 |
| American Tower Corp | Long | Debt | US | $688K | – | 0.05 |
| American Tower Corp | Long | Debt | US | $482K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $394K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $274K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $252K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $159K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $660K | – | 0.05 |
| Amgen Inc | Long | Debt | US | $507K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $493K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $390K | – | 0.03 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.15 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.12 |
| AMSR 2022-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.21 |
| Analog Devices Inc | Long | Debt | US | $509K | – | 0.04 |
| ANCHOR MTG TR 2024 RTL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $1M | – | 0.08 |
| Anheuser-Busch InBev Finance Inc | Long | Debt | US | $165K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $1M | – | 0.09 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $813K | – | 0.06 |
| Aon North America Inc | Long | Debt | US | $996K | – | 0.07 |
| APA Infrastructure Ltd | Long | Debt | AU | $692K | – | 0.05 |
| APA Infrastructure Ltd | Long | Debt | AU | $669K | – | 0.05 |
| Apple Inc | Long | Debt | US | $613K | – | 0.05 |
| AstraZeneca PLC | Long | Debt | GB | $390K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.15 |
| AT&T Inc | Long | Debt | US | $531K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $267K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.15 |
| Athene Global Funding | Long | Debt | US | $394K | – | 0.03 |
| Athene Global Funding | Long | Debt | US | $113K | – | 0.01 |
| Atmos Energy Corp | Long | Debt | US | $386K | – | 0.03 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $196K | – | 0.01 |
| AutoZone Inc | Long | Debt | US | $425K | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $696K | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.12 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $5M | – | 0.35 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.13 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.08 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $860K | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $641K | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $525K | – | 0.04 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $418K | – | 0.03 |
| BAE Systems PLC | Long | Debt | GB | $585K | – | 0.04 |
| BAE Systems PLC | Long | Debt | GB | $214K | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.11 |
| BAMLL Commercial Mortgage Securities Trust 2014-520M (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $731K | – | 0.05 |
| Banco Nacional de Panama | Long | Debt | PA | $731K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.12 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.08 |
| Banco Santander SA | Long | Debt | ES | $584K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $198K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $183K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $903K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $709K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $507K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $367K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $365K | – | 0.03 |
| Bank of Ireland Group PLC | Long | Debt | IE | $1M | – | 0.09 |
| Bank of Ireland Group PLC | Long | Debt | IE | $603K | – | 0.04 |
| Bank of Ireland Group PLC | Long | Debt | IE | $423K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $669K | – | 0.05 |
| Bank of Nova Scotia/The | Long | Debt | CA | $1M | – | 0.08 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $872K | – | 0.06 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $773K | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.13 |
| Barclays PLC | Long | Debt | GB | $381K | – | 0.03 |
| Barrick Gold Corp | Long | Debt | CA | $322K | – | 0.02 |
| Bastion Funding I LLC (Bastion Funding LLC) | Long | ABS-other | US | $1M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $557K | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $417K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $280K | – | 0.02 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $323K | – | 0.02 |
| Baxalta Inc | Long | Debt | US | $25K | – | 0.00 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Becton Dickinson & Co | Long | Debt | US | $78K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $340K | – | 0.03 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $727K | – | 0.05 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $479K | – | 0.04 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $524K | – | 0.04 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $195K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $886K | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $493K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $389K | – | 0.03 |
| Boardwalk Pipelines LP | Long | Debt | US | $552K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $851K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $648K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $601K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $588K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $563K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $553K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $507K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $430K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $342K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $336K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $328K | – | 0.02 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $424K | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $800K | – | 0.06 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.09 |
| BPCE SA | Long | Debt | FR | $671K | – | 0.05 |
| BPCE SA | Long | Debt | FR | $532K | – | 0.04 |
| BPCE SA | Long | Debt | FR | $505K | – | 0.04 |
| BPCE SA | Long | Debt | FR | $400K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $369K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $335K | – | 0.02 |
| Bridge 2022-SFR1 Trust (Bridge Trust) | Long | ABS-other | US | $2M | – | 0.16 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.11 |
| Bristol-Myers Squibb Co | Long | Debt | US | $542K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $457K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $366K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $360K | – | 0.03 |
| British Airways 2018-1 Class A Pass Through Trust (BRITISH AIR 18-1 A PTT) | Long | Debt | US | $498K | – | 0.04 |
| British Airways 2018-1 Class AA Pass Through Trust (BRITISH AIR 18-1 AA PTT) | Long | Debt | US | $373K | – | 0.03 |
| British Airways 2019-1 Class AA Pass Through Trust (BRITISH AIR 19-1 AA PTT) | Long | Debt | US | $411K | – | 0.03 |
| Brixmor Operating Partnership LP | Long | Debt | US | $535K | – | 0.04 |
| Brixmor Operating Partnership LP | Long | Debt | US | $495K | – | 0.04 |
| Brixmor Operating Partnership LP | Long | Debt | US | $267K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.12 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.10 |
| Broadcom Inc | Long | Debt | US | $368K | – | 0.03 |
| Brookfield Finance Inc | Long | Debt | CA | $477K | – | 0.04 |
| Brookfield Finance Inc | Long | Debt | CA | $342K | – | 0.03 |
| Brookfield Finance Inc | Long | Debt | CA | $71K | – | 0.01 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $377K | – | 0.03 |
| Bunge Ltd Finance Corp | Long | Debt | US | $1M | – | 0.08 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.10 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $171K | – | 0.01 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $1M | – | 0.10 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $585K | – | 0.04 |
| BXG Receivables Note Trust 2023-A | Long | ABS-other | US | $2M | – | 0.14 |
| Cameron LNG LLC | Long | Debt | US | $623K | – | 0.05 |
| Campbell Soup Co | Long | Debt | US | $186K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $517K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $598K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $583K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $535K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $297K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $196K | – | 0.01 |
| Cars Net Lease Mortgage Notes Series 2020-1 (Capital Automotive LP) | Long | ABS-other | US | $532K | – | 0.04 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $2M | – | 0.13 |
| Carvana Auto Receivables Trust 2023-P4 | Long | ABS-other | US | $1M | – | 0.11 |
| CFIN 2022-RTL1 Issuer LLC | Long | ABS-other | US | $1M | – | 0.08 |
| CGI Inc | Long | Debt | CA | $943K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $686K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $516K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $511K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $378K | – | 0.03 |
| Children's Hospital Corp/The | Long | Debt | US | $268K | – | 0.02 |
| Children's Hospital/DC | Long | Debt | US | $347K | – | 0.03 |
| Chile Government International Bonds | Long | Debt | CL | $330K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $137K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $992K | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $763K | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $732K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $575K | – | 0.04 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $236K | – | 0.02 |
| Coca-Cola Femsa SAB de CV (COCA-COLA FEMSA SAB CV) | Long | Debt | MX | $400K | – | 0.03 |
| Coca-Cola Femsa SAB de CV (COCA-COLA FEMSA SAB CV) | Long | Debt | MX | $245K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $706K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $510K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $501K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $400K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $25K | – | 0.00 |
| COMM 2013-CCRE9 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COMM 2018-HOME Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| CommonSpirit Health | Long | Debt | US | $413K | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $372K | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $323K | – | 0.02 |
| Conagra Brands Inc | Long | Debt | US | $193K | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $167K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $1M | – | 0.09 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $806K | – | 0.06 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $165K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $147K | – | 0.01 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $96K | – | 0.01 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Credit Card ABS Master Trust) | Long | ABS-other | US | $291K | – | 0.02 |
| COOF Securitization Trust 2014-1 Ltd | Long | ABS-other | US | $18K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $494K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $417K | – | 0.03 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $953K | – | 0.07 |
| Corebridge Financial Inc | Long | Debt | US | $366K | – | 0.03 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $715K | – | 0.05 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $545K | – | 0.04 |
| Coterra Energy Inc | Long | Debt | US | $683K | – | 0.05 |
| Cottage Health Obligated Group (COTTAGE HEALTH SYSTEM) | Long | Debt | US | $358K | – | 0.03 |
| Cox Communications Inc | Long | Debt | US | $374K | – | 0.03 |
| Credit Acceptance Auto Loan Trust 2022-3 | Long | ABS-other | US | $3M | – | 0.20 |
| Credit Acceptance Auto Loan Trust 2023-3 | Long | ABS-other | US | $2M | – | 0.12 |
| Credit Acceptance Auto Loan Trust 2023-5 | Long | ABS-other | US | $2M | – | 0.18 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.18 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.16 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.10 |
| Credit Agricole SA | Long | Debt | FR | $292K | – | 0.02 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $722K | – | 0.05 |
| CRH America Finance Inc | Long | Debt | US | $204K | – | 0.02 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $760K | – | 0.06 |
| CSX Corp | Long | Debt | US | $361K | – | 0.03 |
| CSX Corp | Long | Debt | US | $317K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.13 |
| CVS Health Corp | Long | Debt | US | $173K | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $529K | – | 0.04 |
| CVS Pass-Through Trust Series 2009 (CVS PASS THRU TR 2009) | Long | Debt | US | $112K | – | 0.01 |
| CVS Pass-Through Trust Series 2013 (CVS PASS-THROUGH TR 2013) | Long | Debt | US | $532K | – | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $923K | – | 0.07 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $2M | – | 0.13 |
| Delmarva Power & Light Co (DELMARVA PWR & LIGHT CO) | Long | Debt | US | $399K | – | 0.03 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $286K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.10 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $454K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $288K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $288K | – | 0.02 |
| Deutsche Telekom AG | Long | Debt | DE | $203K | – | 0.02 |
| Discover Bank | Long | Debt | US | $1M | – | 0.09 |
| Diversified Abs Phase VI LLC | Long | ABS-other | US | $1M | – | 0.09 |
| Diversified ABS Phase VIII LLC (Diversified ABS VIII LLC) | Long | ABS-other | US | $3M | – | 0.21 |
| DNB Bank ASA | Long | Debt | NO | $927K | – | 0.07 |
| DOC DR LLC | Long | Debt | US | $335K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $174K | – | 0.01 |
| DP Lion Holdco LLC | Long | ABS-other | US | $1M | – | 0.08 |
| DREYFUS TREASURY & AGENCY LEX | Long | Short-term investment vehicle | US | $300K | 300K | 0.02 |
| Drive Auto Receivables Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.10 |
| DT Auto Owner Trust 2021-2 | Long | ABS-other | US | $181K | – | 0.01 |
| DT Auto Owner Trust 2022-2 | Long | ABS-other | US | $1M | – | 0.11 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.18 |
| DTE Electric Co | Long | Debt | US | $304K | – | 0.02 |
| DTE Electric Securitization Funding II LLC (DTE ELECT SECUR FND II) | Long | Debt | US | $645K | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $670K | – | 0.05 |
| Duke Energy Indiana LLC | Long | Debt | US | $265K | – | 0.02 |
| Duke Energy Progress LLC (DUKE ENERGY PROGRESS INC) | Long | Debt | US | $361K | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $291K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $205K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $162K | – | 0.01 |
| DuPont de Nemours Inc | Long | Debt | US | $589K | – | 0.04 |
| Duquesne Light Holdings Inc | Long | Debt | US | $987K | – | 0.07 |
| Duquesne Light Holdings Inc | Long | Debt | US | $379K | – | 0.03 |
| Duquesne Light Holdings Inc | Long | Debt | US | $227K | – | 0.02 |
| Electricite de France SA | Long | Debt | FR | $583K | – | 0.04 |
| Element Fleet Management Corp | Long | Debt | CA | $631K | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $445K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $282K | – | 0.02 |
| Emera US Finance LP | Long | Debt | US | $411K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $704K | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $685K | – | 0.05 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $435K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $489K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $419K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $337K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $260K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $180K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $166K | – | 0.01 |
| Entergy Corp | Long | Debt | US | $184K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $236K | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $170K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $318K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $186K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $158K | – | 0.01 |
| EQT Corp | Long | Debt | US | $191K | – | 0.01 |
| Equinix Inc | Long | Debt | US | $1M | – | 0.09 |
| Equinix Inc | Long | Debt | US | $826K | – | 0.06 |
| ERAC USA Finance LLC | Long | Debt | US | $566K | – | 0.04 |
| Essex Portfolio LP | Long | Debt | US | $468K | – | 0.03 |
| Exeter Automobile Receivables Trust 2022-4 | Long | ABS-other | US | $3M | – | 0.21 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $2M | – | 0.12 |
| Exeter Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $3M | – | 0.19 |
| Extra Space Storage LP | Long | Debt | US | $962K | – | 0.07 |
| Extra Space Storage LP | Long | Debt | US | $664K | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $320K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $524K | – | 0.04 |
| F&G Annuities & Life Inc | Long | Debt | US | $329K | – | 0.02 |
| F&G Global Funding | Long | Debt | US | $597K | – | 0.04 |
| F&G Global Funding | Long | Debt | US | $538K | – | 0.04 |
| Fannie Mae Benchmark REMIC | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| Fannie Mae Grantor Trust 2017-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $868K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $813K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $659K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $525K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $461K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $336K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $776K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $715K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $683K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $478K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $432K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $412K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $232K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $799K | – | 0.06 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $739K | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $627K | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $489K | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $708K | – | 0.05 |
| Fells Point Funding Trust | Long | Debt | US | $2M | – | 0.13 |
| FHF Issuer Trust 2024-1 (First Help Financial LLC) | Long | ABS-other | US | $3M | – | 0.22 |
| Fifth Third Bancorp | Long | Debt | US | $237K | – | 0.02 |
| FIGXX FID INST GOVT LEX | Long | Short-term investment vehicle | US | $400K | 400K | 0.03 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $106K | – | 0.01 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $4M | – | 0.26 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $1M | – | 0.10 |
| Fiserv Inc | Long | Debt | US | $239K | – | 0.02 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $6M | – | 0.46 |
| Flagship Credit Auto Trust 2020-4 | Long | ABS-other | US | $622K | – | 0.05 |
| Flagship Credit Auto Trust 2021-4 | Long | ABS-other | US | $3M | – | 0.26 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $915K | – | 0.07 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $308K | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $1M | – | 0.10 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.25 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.22 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.21 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.18 |
| Ford Foundation/The | Long | Debt | US | $160K | – | 0.01 |
| Fortis Inc/Canada | Long | Debt | CA | $881K | – | 0.07 |
| Foundation Finance Trust 2019-1 | Long | ABS-other | US | $3K | – | 0.00 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $934K | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $888K | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $868K | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $815K | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $796K | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $749K | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $693K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $596K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $545K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $385K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $7M | – | 0.53 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $379K | – | 0.03 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $675K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $627K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $545K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $250K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $934K | – | 0.07 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $240K | – | 0.02 |
| FREMF 2014-K40 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREMF 2016-K59 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREMF 2017-K729 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FREMF 2018-KW05 Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GAIF Bond Issuer Pty Ltd (GAIF BOND ISSUER P/L) | Long | Debt | AU | $605K | – | 0.05 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $585K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $868K | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $639K | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $348K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $300K | – | 0.02 |
| Gilead Sciences Inc | Long | Debt | US | $651K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $815K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $483K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.14 |
| Glencore Funding LLC | Long | Debt | US | $601K | – | 0.04 |
| Global Mortgage Securitization Ltd | Long | ABS-mortgage backed security | KY | $63K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $1M | – | 0.10 |
| Global Payments Inc | Long | Debt | US | $338K | – | 0.03 |
| Global Payments Inc | Long | Debt | US | $270K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $184K | – | 0.01 |
| GLS Auto Receivables Issuer Trust 2021-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $822K | – | 0.06 |
| GLS Auto Receivables Issuer Trust 2021-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $2M | – | 0.16 |
| GLS Auto Receivables Issuer Trust 2021-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $4M | – | 0.31 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $1M | – | 0.09 |
| Goldman Sachs Fin Square Govt Fd | Long | Short-term investment vehicle | US | $400K | 400K | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.19 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $877K | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $858K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $771K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $721K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $393K | – | 0.03 |
| GOODGREEN 2017 R1 (Goodgreen Trust) | Long | ABS-other | US | $558K | – | 0.04 |
| Goodgreen 2017-1 Trust (Goodgreen Trust) | Long | ABS-other | US | $186K | – | 0.01 |
| Goodgreen 2017-2 Trust (Goodgreen Trust) | Long | ABS-other | KY | $889K | – | 0.07 |
| Goodgreen 2019-2 (Goodgreen Trust) | Long | ABS-other | KY | $762K | – | 0.06 |
| Goodgreen 2023-1 (Goodgreen Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| Goodman US Finance Three LLC (GOODMAN US FIN THREE) | Long | Debt | US | $363K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $824K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $758K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $740K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $677K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $642K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $591K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $589K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $577K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $488K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $462K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $429K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $400K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $375K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $358K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $344K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $240K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $319.47 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69.14 | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $828K | – | 0.06 |
| Gray Oak Pipeline LLC | Long | Debt | US | $1M | – | 0.09 |
| GRENE ENERGY SENIO 11.0 17JAN6 | Long | ABS-other | US | $73K | – | 0.01 |
| Guardian Life Insurance Co of America/The | Long | Debt | US | $130K | – | 0.01 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $826K | – | 0.06 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $460K | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $724K | – | 0.05 |
| Halliburton Co | Long | Debt | US | $257K | – | 0.02 |
| Halliburton Co | Long | Debt | US | $189K | – | 0.01 |
| Hanover Insurance Group Inc/The | Long | Debt | US | $320K | – | 0.02 |
| HarborView Mortgage Loan Trust 2004-3 | Long | ABS-mortgage backed security | US | $239K | – | 0.02 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $338K | – | 0.03 |
| Hartford HealthCare Corp | Long | Debt | US | $785K | – | 0.06 |
| HCA Inc | Long | Debt | US | $523K | – | 0.04 |
| HCA Inc | Long | Debt | US | $411K | – | 0.03 |
| HCA Inc | Long | Debt | US | $265K | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $370K | – | 0.03 |
| Healthpeak OP LLC | Long | Debt | US | $554K | – | 0.04 |
| Hero Funding 2017-3 (HERO Funding Trust) | Long | ABS-other | KY | $582K | – | 0.04 |
| HERO Funding Trust 2016-3 | Long | ABS-other | US | $153K | – | 0.01 |
| HERO Funding Trust 2017-1A | Long | ABS-other | US | $493K | – | 0.04 |
| HF Sinclair Corp | Long | Debt | US | $410K | – | 0.03 |
| High Street Funding Trust I (HIGH STREET FNDG TRUST I) | Long | Debt | US | $475K | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $521K | – | 0.04 |
| Honeywell International Inc | Long | Debt | US | $670K | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $962K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $952K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $744K | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $554K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $416K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $394K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $295K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $598K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $563K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $365K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $226K | – | 0.02 |
| Impac CMB Trust Series 2004-7 | Long | ABS-mortgage backed security | US | $427K | – | 0.03 |
| Independence Plaza Trust 2018-INDP | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| ING Financial Markets LLC | Long | Repurchase agreement | US | $84K | – | 0.01 |
| ING Groep NV | Long | Debt | NL | $267K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $243K | – | 0.02 |
| Intel Corp | Long | Debt | US | $786K | – | 0.06 |
| ITC Holdings Corp | Long | Debt | US | $291K | – | 0.02 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $341K | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $965K | – | 0.07 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $665K | – | 0.05 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $207K | – | 0.02 |
| JONAH 7.8 10NOV37 144A | Long | ABS-other | US | $2M | – | 0.11 |
| Jonah Energy Abs I LLC (Jonah Energy LLC) | Long | ABS-other | US | $1M | – | 0.09 |
| JP Morgan Mortgage Trust 2006-A2 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Kellanova | Long | Debt | US | $742K | – | 0.06 |
| KeyCorp | Long | Debt | US | $155K | – | 0.01 |
| KeySpan Gas East Corp | Long | Debt | US | $325K | – | 0.02 |
| KGS-Alpha SBA COOF Trust | Long | ABS-other | US | $11K | – | 0.00 |
| KGS-Alpha SBA COOF Trust 2012-2 | Long | ABS-other | US | $13K | – | 0.00 |
| KGS-Alpha SBA COOF Trust 2013-2 | Long | ABS-other | US | $23K | – | 0.00 |
| KGS-Alpha SBA COOF Trust 2014-2 | Long | ABS-other | US | $9K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $680K | – | 0.05 |
| Kinder Morgan Inc | Long | Debt | US | $219K | – | 0.02 |
| KLA Corp | Long | Debt | US | $429K | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $531K | – | 0.04 |
| Kraft Heinz Foods Co | Long | Debt | US | $374K | – | 0.03 |
| Kroger Co/The | Long | Debt | US | $684K | – | 0.05 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $702K | – | 0.05 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $638K | – | 0.05 |
| Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust (Ladder Capital Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $688K | – | 0.05 |
| Lear Corp | Long | Debt | US | $291K | – | 0.02 |
| Leidos Inc | Long | Debt | US | $301K | – | 0.02 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.15 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.08 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| Liberty Mutual Insurance Co | Long | Debt | US | $816K | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $792K | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $728K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $681K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $669K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $393K | – | 0.03 |
| LSEGA Financing PLC | Long | Debt | GB | $1M | – | 0.10 |
| Macquarie Bank Ltd | Long | Debt | AU | $685K | – | 0.05 |
| Macquarie Group Ltd | Long | Debt | AU | $2M | – | 0.13 |
| Macquarie Group Ltd | Long | Debt | AU | $914K | – | 0.07 |
| Martin Marietta Materials Inc | Long | Debt | US | $477K | – | 0.04 |
| Masco Corp | Long | Debt | US | $766K | – | 0.06 |
| Masco Corp | Long | Debt | US | $214K | – | 0.02 |
| Massachusetts Electric Co | Long | Debt | US | $306K | – | 0.02 |
| McCormick & Co Inc/MD | Long | Debt | US | $1M | – | 0.08 |
| McDonald's Corp | Long | Debt | US | $163K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $151K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $80K | – | 0.01 |
| Memorial Health Services | Long | Debt | US | $738K | – | 0.05 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $2M | – | 0.18 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Meta Platforms Inc | Long | Debt | US | $852K | – | 0.06 |
| Mexico Government International Bonds | Long | Debt | MX | $738K | – | 0.05 |
| Mexico Government International Bonds | Long | Debt | MX | $696K | – | 0.05 |
| Mexico Government International Bonds | Long | Debt | MX | $469K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $412K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $382K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $170K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $152K | – | 0.01 |
| Mid-America Apartments LP | Long | Debt | US | $377K | – | 0.03 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $327K | – | 0.02 |
| Mitsubishi HC Finance America LLC (MITSUBISHI HC FIN AMER) | Long | Debt | US | $929K | – | 0.07 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $852K | – | 0.06 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $611K | – | 0.05 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $514K | – | 0.04 |
| Mizuho Financial Group Inc | Long | Debt | JP | $801K | – | 0.06 |
| Mizuho Financial Group Inc | Long | Debt | JP | $770K | – | 0.06 |
| Mizuho Financial Group Inc | Long | Debt | JP | $714K | – | 0.05 |
| Mizuho Financial Group Inc | Long | Debt | JP | $477K | – | 0.04 |
| MNR ABS ISSUER I LLC | Long | ABS-other | US | $1M | – | 0.09 |
| Molson Coors Beverage Co | Long | Debt | US | $199K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $760K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $447K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $378K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $339K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $277K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $265K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $251K | – | 0.02 |
| MPLX LP | Long | Debt | US | $945K | – | 0.07 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| MS GOVT US LEX | Long | Short-term investment vehicle | US | $400K | 400K | 0.03 |
| MultiCare Health System | Long | Debt | US | $220K | – | 0.02 |
| Mylan Inc | Long | Debt | US | $337K | – | 0.03 |
| MyMichigan Health | Long | Debt | US | $171K | – | 0.01 |
| Nasdaq Inc | Long | Debt | US | $300K | – | 0.02 |
| National Bank Of Canada | Long | Repurchase agreement | US | $500K | – | 0.04 |
| Nationwide Children's Hospital Inc (NATIONWIDE CHILDREN HOSP) | Long | Debt | US | $163K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.08 |
| NatWest Group PLC | Long | Debt | GB | $577K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $557K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $555K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $481K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $283K | – | 0.02 |
| NatWest Markets PLC | Long | Debt | GB | $1M | – | 0.10 |
| NBN Co Ltd | Long | Debt | AU | $1M | – | 0.10 |
| Nevada Power Co | Long | Debt | US | $388K | – | 0.03 |
| Nevada Power Co | Long | Debt | US | $213K | – | 0.02 |
| New England Power Co | Long | Debt | US | $208K | – | 0.02 |
| New Residential Mortgage Loan Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $453K | – | 0.03 |
| New York Life Insurance Co | Long | Debt | US | $503K | – | 0.04 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $409K | – | 0.03 |
| Niagara Mohawk Power Corp | Long | Debt | US | $582K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $453K | – | 0.03 |
| NiSource Inc | Long | Debt | US | $418K | – | 0.03 |
| NNN REIT Inc | Long | Debt | US | $435K | – | 0.03 |
| Nomura Holdings Inc | Long | Debt | JP | $831K | – | 0.06 |
| Nomura Holdings Inc | Long | Debt | JP | $459K | – | 0.03 |
| Nordea Bank Abp | Long | Debt | FI | $558K | – | 0.04 |
| Norfolk Southern Corp | Long | Debt | US | $169K | – | 0.01 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $655K | – | 0.05 |
| Northrop Grumman Corp | Long | Debt | US | $142K | – | 0.01 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $547K | – | 0.04 |
| NRG Energy Inc | Long | Debt | US | $564K | – | 0.04 |
| NRG Energy Inc | Long | Debt | US | $530K | – | 0.04 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $2M | – | 0.14 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $1M | – | 0.08 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $855K | – | 0.06 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $938K | – | 0.07 |
| Nutrien Ltd | Long | Debt | CA | $553K | – | 0.04 |
| nVent Finance Sarl | Long | Debt | LU | $546K | – | 0.04 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $909K | – | 0.07 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $813K | – | 0.06 |
| NYU Langone Hospitals | Long | Debt | US | $283K | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $388K | – | 0.03 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $446K | – | 0.03 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.14 |
| ONEOK Partners LP | Long | Debt | US | $1M | – | 0.07 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $583K | – | 0.04 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $269K | – | 0.02 |
| Oportun Issuance Trust 2022-3 (Oportun Funding LLC) | Long | ABS-other | US | $4M | – | 0.27 |
| Oracle Corp | Long | Debt | US | $795K | – | 0.06 |
| Oracle Corp | Long | Debt | US | $741K | – | 0.06 |
| Oracle Corp | Long | Debt | US | $570K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $549K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $105K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $94K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $92K | – | 0.01 |
| Orange Lake Country Club, Inc Term Loan A | Long | ABS-other | US | $275K | – | 0.02 |
| Otis Worldwide Corp | Long | Debt | US | $974K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.14 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.09 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $780K | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $585K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $323K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $176K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $42K | – | 0.00 |
| Pacific Life Insurance Co | Long | Debt | US | $156K | – | 0.01 |
| Paramount Global | Long | Debt | US | $183K | – | 0.01 |
| Paramount Global | Long | Debt | US | $100K | – | 0.01 |
| Parker-Hannifin Corp | Long | Debt | US | $284K | – | 0.02 |
| Pepperdine University | Long | Debt | US | $287K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $1M | – | 0.09 |
| PG&E Recovery Funding LLC (PG&E RECOVERY FND LLC) | Long | Debt | US | $637K | – | 0.05 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $646K | – | 0.05 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $434K | – | 0.03 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $348K | – | 0.03 |
| Phillips 66 Co | Long | Debt | US | $492K | – | 0.04 |
| Phillips 66 Co | Long | Debt | US | $299K | – | 0.02 |
| Phillips 66 Co | Long | Debt | US | $97K | – | 0.01 |
| Piedmont Healthcare Inc | Long | Debt | US | $392K | – | 0.03 |
| Pioneer Natural Resources Co | Long | Debt | US | $670K | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $932K | – | 0.07 |
| PNMAC GMSR ISSUER TRUST 2022-GT1 | Long | ABS-other | US | $3M | – | 0.20 |
| PRET 2021-RN4 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $4M | – | 0.27 |
| Progress Energy Inc | Long | Debt | US | $217K | – | 0.02 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| Progress Residential 2022-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.21 |
| Progress Residential 2022-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.17 |
| Progress Residential 2024-SFR4 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| Progress Residential Trust | Long | ABS-other | US | $2M | – | 0.17 |
| Prologis LP | Long | Debt | US | $172K | – | 0.01 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $198K | – | 0.01 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $788K | – | 0.06 |
| PRPM 2023-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $773K | – | 0.06 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $643K | – | 0.05 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $339K | – | 0.03 |
| Puget Energy Inc | Long | Debt | US | $761K | – | 0.06 |
| QUALCOMM Inc | Long | Debt | US | $397K | – | 0.03 |
| Quanta Services Inc | Long | Debt | US | $978K | – | 0.07 |
| Quanta Services Inc | Long | Debt | US | $695K | – | 0.05 |
| RBC US GOVT MONEY MKT FUND | Long | Short-term investment vehicle | US | $300K | 300K | 0.02 |
| RBS Commercial Funding Inc 2013-SMV Trust (RBSCF Trust) | Long | ABS-mortgage backed security | US | $483K | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $189K | – | 0.01 |
| Regency Centers LP | Long | Debt | US | $503K | – | 0.04 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $824K | – | 0.06 |
| Regional Management Issuance Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.23 |
| Reliance Inc | Long | Debt | US | $2M | – | 0.13 |
| Renew 2017-1 (Renew Financial) | Long | ABS-other | KY | $246K | – | 0.02 |
| Reynolds American Inc | Long | Debt | US | $588K | – | 0.04 |
| Rogers Communications Inc | Long | Debt | CA | $445K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $358K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $288K | – | 0.02 |
| RT FIN 2023 LLC | Long | ABS-other | US | $2M | – | 0.12 |
| RTX Corp | Long | Debt | US | $767K | – | 0.06 |
| RTX Corp | Long | Debt | US | $576K | – | 0.04 |
| RTX Corp | Long | Debt | US | $476K | – | 0.04 |
| RTX Corp | Long | Debt | US | $412K | – | 0.03 |
| RTX Corp | Long | Debt | US | $110K | – | 0.01 |
| S&P Global Inc | Long | Debt | US | $502K | – | 0.04 |
| Sabra Health Care LP | Long | Debt | US | $549K | – | 0.04 |
| Safehold GL Holdings LLC | Long | Debt | US | $2M | – | 0.14 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $411K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-4 | Long | ABS-other | US | $1M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $3M | – | 0.25 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $3M | – | 0.23 |
| Santander Holdings USA Inc | Long | Debt | US | $907K | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $1M | – | 0.10 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $883K | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $629K | – | 0.05 |
| SART 2018 1 | Long | ABS-other | US | $101K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $391K | – | 0.03 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $1M | – | 0.11 |
| SCE Recovery Funding LLC | Long | Debt | US | $595K | – | 0.04 |
| Scentre Group Trust 1 / Scentre Group Trust 2 (SCENTRE GROUP TRUST 1/2) | Long | Debt | AU | $710K | – | 0.05 |
| Scentre Group Trust 2 | Long | Debt | AU | $295K | – | 0.02 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $2M | – | 0.19 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $1M | – | 0.10 |
| Sequoia Mortgage Trust 2003-1 | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Sequoia Mortgage Trust 2003-3 | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| Sequoia Mortgage Trust 2003-8 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Sequoia Mortgage Trust 2004-11 | Long | ABS-mortgage backed security | US | $245K | – | 0.02 |
| Sequoia Mortgage Trust 2004-9 | Long | ABS-mortgage backed security | US | $275K | – | 0.02 |
| Series RR 2015-1 Trust (Series RR Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.62 |
| Sierra Timeshare 2020-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $347K | – | 0.03 |
| Sigeco Securitization I LLC | Long | Debt | US | $579K | – | 0.04 |
| SITE Centers Corp | Long | Debt | US | $224K | – | 0.02 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Smithfield Foods Inc | Long | Debt | US | $1M | – | 0.08 |
| Smithfield Foods Inc | Long | Debt | US | $985K | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.11 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.10 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $772K | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $664K | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $711K | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $496K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $474K | – | 0.04 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $722K | – | 0.05 |
| Southern Co Gas Capital Corp | Long | Debt | US | $1M | – | 0.07 |
| Southern Co Gas Capital Corp | Long | Debt | US | $309K | – | 0.02 |
| Southern Co Gas Capital Corp | Long | Debt | US | $159K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $666K | – | 0.05 |
| Southern Power Co | Long | Debt | US | $370K | – | 0.03 |
| Southwest Gas Corp | Long | Debt | US | $244K | – | 0.02 |
| Southwestern Public Service Co | Long | Debt | US | $209K | – | 0.02 |
| Spirit Airlines Pass Through Trust 2017-1AA (SPIRIT AIR 2017-1 PTT AA) | Long | Debt | US | $181K | – | 0.01 |
| Sprint Capital Corp | Long | Debt | US | $384K | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.11 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $745K | – | 0.06 |
| Standard Chartered PLC | Long | Debt | GB | $727K | – | 0.05 |
| Standard Chartered PLC | Long | Debt | GB | $401K | – | 0.03 |
| STATE STREET INST US GOVT FUND | Long | Short-term investment vehicle | US | $400K | 400K | 0.03 |
| Steel Dynamics Inc | Long | Debt | US | $562K | – | 0.04 |
| Stellantis Finance US Inc (STELLANTIS FIN US INC) | Long | Debt | US | $501K | – | 0.04 |
| Structured Asset Mortgage Investments II Trust 2003-AR4 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $351K | – | 0.03 |
| Structured Asset Mortgage Investments II Trust 2004-AR1 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| Structured Asset Mortgage Investments Trust 2002-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A (Structured Asset Securities Corporation) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $979K | – | 0.07 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $970K | – | 0.07 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $920K | – | 0.07 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $201K | – | 0.01 |
| Suncor Energy Inc | Long | Debt | CA | $682K | – | 0.05 |
| Suncor Energy Inc | Long | Debt | CA | $566K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $885K | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $488K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $260K | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $684K | – | 0.05 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $292K | – | 0.02 |
| Tampa Electric Co | Long | Debt | US | $419K | – | 0.03 |
| TCI Communications Inc | Long | Debt | US | $861K | – | 0.06 |
| TD Prime Services LLC | Long | Repurchase agreement | US | $500K | – | 0.04 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $2M | – | 0.13 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $690K | – | 0.05 |
| Tennessee Valley Authority Principal Strip (TVA PRIN STRIP) | Long | Debt | US | $430K | – | 0.03 |
| Texas Health Resources | Long | Debt | US | $211K | – | 0.02 |
| Texas Health Resources | Long | Debt | US | $196K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $633K | – | 0.05 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $721K | – | 0.05 |
| Thornburg Mortgage Securities Trust 2003-4 | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Thornburg Mortgage Securities Trust 2004-4 | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| Thornburg Mortgage Securities Trust 2005-1 | Long | ABS-mortgage backed security | US | $355K | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $833K | – | 0.06 |
| Toledo Edison Co/The (TOLEDO EDISON COMPANY) | Long | Debt | US | $420K | – | 0.03 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $526K | – | 0.04 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $656K | – | 0.05 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $587K | – | 0.04 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $480K | – | 0.04 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $274K | – | 0.02 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.08 |
| Truist Financial Corp | Long | Debt | US | $906K | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $478K | – | 0.04 |
| Tyson Foods Inc | Long | Debt | US | $518K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20M | – | 1.52 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.67 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.63 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.60 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.59 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.57 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.54 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.44 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.43 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.41 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.39 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.39 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.38 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.32 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.28 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.28 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.22 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $939K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $719K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $520K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $393K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $358K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $342K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $262K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $212K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $194K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $194K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $186K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $110K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $736K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $34M | – | 2.56 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $32M | – | 2.40 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $22M | – | 1.60 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.95 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.71 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 0.63 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.61 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.56 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.51 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.49 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.47 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.46 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $948K | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $625K | – | 0.05 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $13M | – | 0.94 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $9M | – | 0.69 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $5M | – | 0.37 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $4M | – | 0.31 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $3M | – | 0.22 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $2M | – | 0.18 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $2M | – | 0.16 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $2M | – | 0.12 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.10 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.10 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $659K | – | 0.05 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $566K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $541K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $491K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $348K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $267K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $209K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $854K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $755K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $728K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $348K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $275K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $270K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $257K | – | 0.02 |
| UDR Inc | Long | Debt | US | $565K | – | 0.04 |
| UDR Inc | Long | Debt | US | $368K | – | 0.03 |
| UDR Inc | Long | Debt | US | $221K | – | 0.02 |
| UDR Inc | Long | Debt | US | $82K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $681K | – | 0.05 |
| UniCredit SpA | Long | Debt | IT | $322K | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $151K | – | 0.01 |
| United Airlines 2013-1 Class A Pass Through Trust (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $434K | – | 0.03 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $295K | – | 0.02 |
| United Airlines 2016-2 Class A Pass Through Trust (UNITED AIR 2016-2 A PTT) | Long | Debt | US | $578K | – | 0.04 |
| United Airlines 2018-1 Class A Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | Debt | US | $817K | – | 0.06 |
| United Airlines 2018-1 Class AA Pass Through Trust (UNITED AIR 2018-1 AA PTT) | Long | Debt | US | $605K | – | 0.05 |
| United Airlines 2018-1 Class B Pass Through Trust (UNITED AIR 2018-1 B PTT) | Long | Debt | US | $402K | – | 0.03 |
| United Airlines 2019-1 Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $923K | – | 0.07 |
| UnitedHealth Group Inc | Long | Debt | US | $618K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $421K | – | 0.03 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $263K | – | 0.02 |
| Valero Energy Corp | Long | Debt | US | $142K | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $355K | – | 0.03 |
| Ventas Realty LP | Long | Debt | US | $194K | – | 0.01 |
| Verisk Analytics Inc | Long | Debt | US | $652K | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $537K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $225K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $110K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $706K | – | 0.05 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $106K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $90K | – | 0.01 |
| VM DEBT 2019 1 TR | Long | ABS-other | US | $4M | – | 0.28 |
| VM Master Issuer LLC (VM Master Issuer, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| VMware LLC | Long | Debt | US | $1M | – | 0.09 |
| VMware LLC | Long | Debt | US | $418K | – | 0.03 |
| Vodafone Group PLC | Long | Debt | GB | $531K | – | 0.04 |
| Vodafone Group PLC | Long | Debt | GB | $263K | – | 0.02 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $266K | – | 0.02 |
| VOLT C LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $717K | – | 0.05 |
| VOLT CI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $878K | – | 0.07 |
| VOLT XCII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $414K | – | 0.03 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $2M | – | 0.12 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $1M | – | 0.09 |
| VOLT XCV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $479K | – | 0.04 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $1M | – | 0.09 |
| VSE 2018-A VOI Mortgage LLC (VSE VOI Mortgage LLC) | Long | ABS-other | US | $197K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $425K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2021-SAVE | Long | ABS-mortgage backed security | US | $966K | – | 0.07 |
| WELLS FARGO GOVT FD LEX | Long | Short-term investment vehicle | US | $400K | 400K | 0.03 |
| Welltower OP LLC | Long | Debt | US | $399K | – | 0.03 |
| Welltower OP LLC | Long | Debt | US | $243K | – | 0.02 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.16 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $2M | – | 0.12 |
| WFRBS Commercial Mortgage Trust 2013-C11 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| WP Carey Inc | Long | Debt | US | $651K | – | 0.05 |
| WP Carey Inc | Long | Debt | US | $278K | – | 0.02 |
| WW Grainger Inc | Long | Debt | US | $170K | – | 0.01 |
| Yale-New Haven Health Services Corp (YALE-NEW HAVEN HLTH SRVC) | Long | Debt | US | $347K | – | 0.03 |
| Zoetis Inc | Long | Debt | US | $497K | – | 0.04 |
Address
Brighthouse Funds Trust I
Brighthouse Investment Advisers, LLC
11225 North Community House Road
Charlotte
North Carolina
28277
United States of America
Websites
Directors
Dawn M. Vroegop
Robert J. Boulware
Nancy Hawthorne
John Rosenthal
Susan C. Gause
Stephen M. Alderman
Transfer Agents
Brighthouse Life Insurance Company
Pricing Services
London Stock Exchange Group PLC
Bloomberg L.P.
Statpro Group Limited
Virtu ITG LLC
PricingDirect Inc.
ICE Data Services, Inc.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Brighthouse Financial, Inc.
Admins
State Street Bank and Trust Company
Brokers
UBS Securities LLC
Virtu Americas LLC
Goldman Sachs & Co. LLC
Citadel Securities LLC
Nomura Securities International, Inc.
Morgan Stanley & Co. LLC
Citigroup Global Markets Inc.
BofA Securities, Inc.
Broadcort Capital Corp.
J.P. Morgan Securities LLC