MFS Funds > MFS SERIES TRUST XIII
MFS Diversified Income Fund
$2.39B
Avg Monthly Net Assets
$2.21B
Total Assets
$40.31M
Total Liabilities
$2.17B
Net Assets
MFS Diversified Income Fund is a Mutual Fund in MFS SERIES TRUST XIII
from MFS Funds,
based in Massachusetts,
United States of America.
The fund has eight share classes
and monthly net assets of $2.39B.
On July 25th, 2024 it reported 1,351 holdings, the largest
being MFS High Yield Pooled Portfolio (22.6%), MFS Institutional Money Market Portfolio (2.6%) and Equinix, Inc. (1.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000033358 | DIFAX | |
| Class C | C000033359 | DIFCX | |
| Class I | C000033360 | DIFIX | |
| Class R1 | C000068409 | DIFDX | |
| Class R2 | C000068410 | DIFEX | |
| Class R3 | C000068411 | DIFFX | |
| Class R4 | C000068412 | DIFGX | |
| Class R6 | C000117928 | DIFHX |
Holdings
From latest NPORT-P, filed July 25th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| AbbVie, Inc. | Long | Equity-common | US | $11M | 67K | 0.50 |
| AbbVie, Inc. | Long | Debt | US | $1M | – | 0.06 |
| AbbVie, Inc. | Long | Debt | US | $727K | – | 0.03 |
| Abu Dhabi Crude Oil Pipeline LLC | Long | Debt | AE | $767K | – | 0.04 |
| Abu Dhabi Developmental Holding Co. PJSC | Long | Debt | AE | $1M | – | 0.06 |
| Abu Dhabi Developmental Holding Co. PJSC | Long | Debt | AE | $714K | – | 0.03 |
| Abu Dhabi National Energy Co. PJSC | Long | Debt | AE | $1M | – | 0.05 |
| ACREC LLC, Series 2023-FL2, Class A | Long | ABS-mortgage backed security | US | $891K | – | 0.04 |
| ACREC Ltd., Series 2021-FL1, Class A | Long | ABS-collateralized bond/debt obligation | KY | $864K | – | 0.04 |
| Acu Petroleo Luxembourg SARL | Long | Debt | LU | $351K | – | 0.02 |
| Adani Electricity Mumbai Ltd. | Long | Debt | IN | $686K | – | 0.03 |
| Adani Ports & Special Economic Zone Ltd. | Long | Debt | IN | $658K | – | 0.03 |
| Adani Transmission Step-One Ltd. | Long | Debt | IN | $2M | – | 0.09 |
| AEP Transmission Co. LLC | Long | Debt | US | $972K | – | 0.04 |
| AES Andes SA | Long | Debt | CL | $1M | – | 0.05 |
| AES Andes SA | Long | Debt | CL | $1M | – | 0.05 |
| AIA Group Ltd. | Long | Debt | HK | $310K | – | 0.01 |
| AIB Group plc | Long | Debt | IE | $3M | – | 0.14 |
| Air Canada | Long | Equity-common | CA | $2M | 142K | 0.09 |
| Aker BP ASA | Long | Equity-common | NO | $694K | 27K | 0.03 |
| Alabama Power Co. | Long | Debt | US | $2M | – | 0.08 |
| Alcon Finance Corp. | Long | Debt | US | $2M | – | 0.11 |
| Alcon Finance Corp. | Long | Debt | US | $1M | – | 0.05 |
| Alexandria Real Estate Equities, Inc. | Long | Equity-common | US | $11M | 92K | 0.50 |
| Alfa Desarrollo SpA | Long | Debt | CL | $764K | – | 0.04 |
| Algonquin Power & Utilities Corp. | Long | Debt | CA | $472K | – | 0.02 |
| Alibaba Group Holding Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $694K | – | 0.03 |
| Altria Group, Inc. | Long | Equity-common | US | $3M | 56K | 0.12 |
| Amazon.com, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Ambev SA | Long | Equity-common | BR | $2M | 1M | 0.11 |
| Ambipar Lux SARL | Long | Debt | LU | $798K | – | 0.04 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class A | Long | ABS-other | US | $313K | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class A | Long | ABS-other | US | $667K | – | 0.03 |
| American Homes 4 Rent, Class A | Long | Equity-common | US | $12M | 342K | 0.57 |
| American International Group, Inc. | Long | Debt | US | $2M | – | 0.07 |
| American Tower Corp. | Long | Debt | US | $1M | – | 0.05 |
| American Tower Corp. | Long | Debt | US | $972K | – | 0.04 |
| American Transmission Systems, Inc. | Long | Debt | US | $252K | – | 0.01 |
| AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3 | Long | ABS-other | US | $1M | – | 0.05 |
| Analog Devices, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Anglo American Capital plc | Long | Debt | GB | $1M | – | 0.06 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $3M | – | 0.12 |
| Anhui Conch Cement Co. Ltd., Class H | Long | Equity-common | CN | $3M | 1M | 0.13 |
| APA Infrastructure Ltd. | Long | Debt | AU | $1M | – | 0.05 |
| Apple, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Apple, Inc. | Long | Debt | US | $2M | – | 0.07 |
| Arab Republic of Egypt | Long | Debt | EG | $2M | – | 0.11 |
| Arab Republic of Egypt | Long | Debt | EG | $1M | – | 0.05 |
| Arab Republic of Egypt | Long | Debt | EG | $1M | – | 0.05 |
| Arab Republic of Egypt | Long | Debt | EG | $1M | – | 0.05 |
| Arab Republic of Egypt | Long | Debt | EG | $871K | – | 0.04 |
| Arab Republic of Egypt | Long | Debt | EG | $745K | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $680K | – | 0.03 |
| Arab Republic of Egypt | Long | Short-term investment vehicle | EG | $648K | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $512K | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $486K | – | 0.02 |
| Aragvi Finance International DAC | Long | Debt | IE | $684K | – | 0.03 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class A | Long | ABS-collateralized bond/debt obligation | KY | $408K | – | 0.02 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class B | Long | ABS-collateralized bond/debt obligation | KY | $976K | – | 0.05 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.02 |
| AREIT LLC, Series 2023-CRE8, Class A | Long | ABS-mortgage backed security | BM | $476K | – | 0.02 |
| AREIT Trust, Series 2022-CRE6, Class AS | Long | ABS-mortgage backed security | KY | $932K | – | 0.04 |
| Argentine Republic (Argentine Republic (The)) | Long | Debt | AR | $3M | – | 0.13 |
| Argentine Republic (Argentine Republic (The)) | Long | Debt | AR | $2M | – | 0.07 |
| Argentine Republic (The) | Long | Debt | AR | $2M | – | 0.08 |
| ARI Fleet Lease Trust, Series 2023-A, Class A2 | Long | ABS-other | US | $347K | – | 0.02 |
| ARI Fleet Lease Trust, Series 2023-B, Class A2 | Long | ABS-other | US | $301K | – | 0.01 |
| Aristocrat Leisure Ltd. | Long | Equity-common | AU | $1M | 38K | 0.05 |
| Arrow Electronics, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Arthur J Gallagher & Co. | Long | Debt | US | $1M | – | 0.05 |
| Arthur J Gallagher & Co. | Long | Debt | US | $1M | – | 0.05 |
| Ashtead Capital, Inc. | Long | Debt | US | $818K | – | 0.04 |
| Ashtead Capital, Inc. | Long | Debt | US | $391K | – | 0.02 |
| AutoZone, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Azure Power Energy Ltd. | Long | Debt | MU | $508K | – | 0.02 |
| Bacardi Ltd. | Long | Debt | BM | $3M | – | 0.12 |
| Banco del Estado de Chile | Long | Debt | CL | $629K | – | 0.03 |
| Banco do Brasil SA | Long | Debt | BR | $845K | – | 0.04 |
| Banco GNB Sudameris SA | Long | Debt | CO | $1M | – | 0.06 |
| Banco Mercantil del Norte SA | Long | Debt | MX | $948K | – | 0.04 |
| Bangkok Bank PCL | Long | Debt | TH | $1M | – | 0.05 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $1M | – | 0.05 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $776K | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.11 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.07 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $964K | – | 0.04 |
| Bank of New York Mellon Corp. (The) | Long | Equity-common | US | $7M | 124K | 0.34 |
| BANK, Series 2021-BN32, Class XA | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| BANK, Series 2022-BNK43, Class XA | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Barclays plc | Long | Debt | GB | $2M | – | 0.07 |
| BAT Capital Corp. | Long | Debt | US | $1M | – | 0.07 |
| Bayer US Finance LLC | Long | Debt | US | $879K | – | 0.04 |
| BBCMS Mortgage Trust, Series 2021-C9, Class XA | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| BBCMS Mortgage Trust, Series 2022-C18, Class XA | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| BBVA Bancomer SA | Long | Debt | MX | $1M | – | 0.05 |
| BBVA Bancomer SA | Long | Debt | MX | $380K | – | 0.02 |
| BDS Ltd., Series 2021-FL7, Class B | Long | ABS-collateralized bond/debt obligation | KY | $424K | – | 0.02 |
| Becton Dickinson & Co. | Long | Debt | US | $785K | – | 0.04 |
| Becton Dickinson & Co. | Long | Debt | US | $587K | – | 0.03 |
| Benchmark Mortgage Trust, Series 2021-B24, Class XA | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| Benchmark Mortgage Trust, Series 2021-B26, Class XA | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2021-B27, Class XA | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| Benchmark Mortgage Trust, Series 2022-B36, Class XA | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Benin Government Bond (Benin Government International Bond) | Long | Debt | BJ | $763K | – | 0.04 |
| Benin Government Bond (Republic of Benin) | Long | Debt | BJ | $701K | – | 0.03 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $338K | – | 0.02 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $249K | – | 0.01 |
| Bermuda Government Bond | Long | Debt | BM | $4M | – | 0.17 |
| Bermuda Government Bond | Long | Debt | BM | $2M | – | 0.07 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $1M | – | 0.07 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $900K | – | 0.04 |
| Biogen, Inc. | Long | Equity-common | US | $787K | 3K | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $2M | – | 0.10 |
| Boeing Co. (The) | Long | Debt | US | $863K | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $505K | – | 0.02 |
| Booking Holdings, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Booking Holdings, Inc. | Long | Debt | US | $395K | – | 0.02 |
| Boston Properties LP | Long | Debt | US | $1M | – | 0.05 |
| Boston Properties, Inc. | Long | Equity-common | US | $8M | 137K | 0.38 |
| BP Capital Markets America, Inc. | Long | Debt | US | $1M | – | 0.06 |
| BP Capital Markets America, Inc. | Long | Debt | US | $840K | – | 0.04 |
| BP Capital Markets America, Inc. | Long | Debt | US | $377K | – | 0.02 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A2 | Long | ABS-other | US | $285K | – | 0.01 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A2 | Long | ABS-other | US | $881K | – | 0.04 |
| Bridgestone Corp. | Long | Equity-common | JP | $693K | 16K | 0.03 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $623K | – | 0.03 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $368K | – | 0.02 |
| British American Tobacco plc | Long | Equity-common | GB | $4M | 144K | 0.20 |
| Brixmor Property Group, Inc. | Long | Equity-common | US | $2M | 70K | 0.07 |
| BSF Finance | Long | Debt | KY | $800K | – | 0.04 |
| Bulgaria Government Bond (Republic of Bulgaria) | Long | Debt | BG | $918K | – | 0.04 |
| Bulgarian Energy Holding EAD | Long | Debt | BG | $1M | – | 0.05 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $1M | – | 0.06 |
| Business Jet Securities LLC, Series 2024-1A, Class A | Long | ABS-other | US | $236K | – | 0.01 |
| Campbell Soup Co. | Long | Debt | US | $770K | – | 0.04 |
| Campbell Soup Co. | Long | Debt | US | $240K | – | 0.01 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $773K | – | 0.04 |
| CARS-DB4 LP, Series 2020-1A, Class A4 | Long | ABS-other | US | $496K | – | 0.02 |
| CBRE Services, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Central American Bottling Corp. | Long | Debt | VG | $2M | – | 0.09 |
| Charles Schwab Corp. (The) | Long | Debt | US | $763K | – | 0.04 |
| Charles Schwab Corp. (The) | Long | Debt | US | $728K | – | 0.03 |
| Charter Communications Operating LLC | Long | Debt | US | $2M | – | 0.09 |
| Chesapeake Funding II LLC, Series 2023-2A, Class A2 | Long | ABS-other | US | $997K | – | 0.05 |
| Chile Electricity Lux MPC SARL | Long | Debt | LU | $482K | – | 0.02 |
| China Pacific Insurance Group Co. Ltd., Class H | Long | Equity-common | CN | $1M | 443K | 0.05 |
| Chubu Electric Power Co., Inc. | Long | Equity-common | JP | $892K | 65K | 0.04 |
| Cia Cervecerias Unidas SA | Long | Debt | CL | $711K | – | 0.03 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $7M | 77K | 0.32 |
| Cie Generale des Etablissements Michelin SCA | Long | Equity-common | FR | $6M | 160K | 0.30 |
| Cigna Group (The) | Long | Equity-common | US | $7M | 20K | 0.32 |
| Cisco Systems, Inc. | Long | Debt | US | $758K | – | 0.03 |
| Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| CLP Holdings Ltd. | Long | Equity-common | HK | $690K | 87K | 0.03 |
| CNH Industrial Capital LLC | Long | Debt | US | $1M | – | 0.07 |
| CNH Industrial NV | Long | Debt | NL | $2M | – | 0.09 |
| Colgate-Palmolive Co. | Long | Equity-common | US | $8M | 84K | 0.36 |
| Columbia Pipelines Holding Co. LLC | Long | Debt | US | $315K | – | 0.01 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $2M | – | 0.09 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $434K | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.06 |
| Comcast Corp. | Long | Debt | US | $793K | – | 0.04 |
| Comcast Corp. | Long | Debt | US | $438K | – | 0.02 |
| Comcast Corp., Class A | Long | Equity-common | US | $5M | 133K | 0.25 |
| Commonwealth Bank of Australia | Long | Debt | AU | $2M | – | 0.08 |
| Commonwealth Bank of Australia | Long | Debt | AU | $2M | – | 0.08 |
| Constellation Brands, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Constellation Brands, Inc. | Long | Debt | US | $609K | – | 0.03 |
| COPT Defense Properties LP | Long | Debt | US | $1M | – | 0.05 |
| COPT Defense Properties LP | Long | Debt | US | $1M | – | 0.05 |
| Corebridge Financial, Inc. | Long | Equity-common | US | $5M | 180K | 0.24 |
| Corebridge Financial, Inc. | Long | Debt | US | $1M | – | 0.07 |
| Corebridge Financial, Inc. | Long | Debt | US | $1M | – | 0.07 |
| Corp. Financiera de Desarrollo SA | Long | Debt | PE | $1M | – | 0.05 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $608K | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $3M | – | 0.14 |
| Crown Castle, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Crown Castle, Inc. | Long | Debt | US | $951K | – | 0.04 |
| Cummins, Inc. | Long | Debt | US | $625K | – | 0.03 |
| CVS Health Corp. | Long | Debt | US | $739K | – | 0.03 |
| CVS Health Corp. | Long | Debt | US | $250K | – | 0.01 |
| Czech Republic | Long | Debt | CZ | $3M | – | 0.13 |
| Czech Republic | Long | Debt | CZ | $2M | – | 0.10 |
| Danaher Corp. | Long | Debt | US | $908K | – | 0.04 |
| DB Insurance Co. Ltd. | Long | Equity-common | KR | $2M | 20K | 0.07 |
| DBS Group Holdings Ltd. | Long | Equity-common | SG | $8M | 300K | 0.37 |
| Dell Equipment Finance Trust, Series 2023-1, Class A2 | Long | ABS-other | US | $384K | – | 0.02 |
| Dell Equipment Finance Trust, Series 2023-3, Class A2 | Long | ABS-other | US | $534K | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $990K | – | 0.05 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $906K | – | 0.04 |
| Diageo Capital plc | Long | Debt | GB | $2M | – | 0.08 |
| Diamondback Energy, Inc. | Long | Debt | US | $968K | – | 0.04 |
| Diamondback Energy, Inc. | Long | Debt | US | $526K | – | 0.02 |
| Dick's Sporting Goods, Inc. | Long | Debt | US | $976K | – | 0.05 |
| Digital Realty Trust, Inc. | Long | Equity-common | US | $15M | 101K | 0.68 |
| Discovery Communications LLC | Long | Debt | US | $346K | – | 0.02 |
| Dominican Republic Government Bond | Long | Debt | DO | $2M | – | 0.09 |
| Dominican Republic Government Bond | Long | Debt | DO | $2M | – | 0.08 |
| Dominican Republic Government Bond | Long | Debt | DO | $2M | – | 0.08 |
| Dominican Republic Government Bond | Long | Debt | DO | $1M | – | 0.05 |
| Dominican Republic Government Bond | Long | Debt | DO | $876K | – | 0.04 |
| Dominican Republic Government Bond | Long | Debt | DO | $847K | – | 0.04 |
| Dominican Republic Government Bond | Long | Debt | DO | $785K | – | 0.04 |
| Doosan Bobcat, Inc. | Long | Equity-common | KR | $3M | 67K | 0.13 |
| Douglas Emmett, Inc. | Long | Equity-common | US | $6M | 397K | 0.26 |
| Dryden 113 CLO Ltd., Series 2022-113A, Class A1R | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.12 |
| DT Auto Owner Trust, Series 2023-1A, Class A | Long | ABS-other | US | $163K | – | 0.01 |
| DT Auto Owner Trust, Series 2023-2A, Class A | Long | ABS-other | US | $489K | – | 0.02 |
| Dua Capital Ltd. | Long | Debt | MY | $745K | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.09 |
| Duke Energy Florida LLC | Long | Debt | US | $805K | – | 0.04 |
| Edison International | Long | Equity-common | US | $8M | 101K | 0.36 |
| Egypt Treasury Bill (Arab Republic of Egypt) | Long | Short-term investment vehicle | EG | $704K | – | 0.03 |
| Electricidad Firme de Mexico Holdings SA de CV | Long | Debt | MX | $920K | – | 0.04 |
| Element Fleet Management Corp. | Long | Debt | CA | $2M | – | 0.08 |
| Element Fleet Management Corp. | Long | Debt | CA | $1M | – | 0.05 |
| Elevance Health, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Elevance Health, Inc. | Long | Debt | US | $909K | – | 0.04 |
| Eli Lilly & Co. | Long | Debt | US | $2M | – | 0.08 |
| Empresa de Transmision Electrica SA | Long | Debt | PA | $1M | – | 0.06 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $1M | – | 0.05 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $799K | – | 0.04 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $662K | – | 0.03 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $609K | – | 0.03 |
| Enbridge, Inc. | Long | Debt | CA | $782K | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $776K | – | 0.04 |
| Encompass Health Corp. | Long | Equity-common | US | $9M | 107K | 0.43 |
| Enel Finance International NV | Long | Debt | NL | $1M | – | 0.06 |
| Enel Finance International NV | Long | Debt | NL | $1M | – | 0.05 |
| Enel Finance International NV | Long | Debt | NL | $1M | – | 0.05 |
| Energuate Trust | Long | Debt | KY | $968K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $984K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $855K | – | 0.04 |
| EnfraGen Energia Sur SA | Long | Debt | ES | $832K | – | 0.04 |
| Engie Energia Chile SA | Long | Debt | CL | $2M | – | 0.10 |
| Eni SpA | Long | Equity-common | IT | $7M | 463K | 0.34 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.10 |
| EPH Financing International A/S | Long | Debt | CZ | $1M | – | 0.05 |
| EPR Properties | Long | Debt | US | $943K | – | 0.04 |
| EQT Corp. | Long | Debt | US | $859K | – | 0.04 |
| Equinix, Inc. | Long | Equity-common | US | $24M | 31K | 1.10 |
| Equitable Holdings, Inc. | Long | Equity-common | US | $7M | 179K | 0.34 |
| Equity LifeStyle Properties, Inc. | Long | Equity-common | US | $14M | 216K | 0.63 |
| Erste Group Bank AG | Long | Equity-common | AT | $2M | 37K | 0.08 |
| Eskom Holdings SOC Ltd. | Long | Debt | ZA | $3M | – | 0.15 |
| Eskom Holdings SOC Ltd. | Long | Debt | ZA | $1M | – | 0.06 |
| Essex Property Trust, Inc. | Long | Equity-common | US | $11M | 42K | 0.50 |
| Eversource Energy | Long | Debt | US | $1M | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class A2 | Long | ABS-other | US | $58K | – | 0.00 |
| Export-Import Bank of India | Long | Debt | IN | $2M | – | 0.10 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.07 |
| Extra Space Storage, Inc. | Long | Equity-common | US | $17M | 116K | 0.77 |
| Exxon Mobil Corp. | Long | Equity-common | US | $2M | 17K | 0.09 |
| Fairfax Financial Holdings Ltd. | Long | Debt | CA | $939K | – | 0.04 |
| Fairfax Financial Holdings Ltd. | Long | Debt | CA | $337K | – | 0.02 |
| Farmland Partners, Inc. | Long | Equity-common | US | $3M | 281K | 0.14 |
| Federal Realty Investment Trust | Long | Equity-common | US | $12M | 119K | 0.55 |
| Federal Republic of Nigeria | Long | Debt | NG | $2M | – | 0.11 |
| Federal Republic of Nigeria | Long | Debt | NG | $765K | – | 0.04 |
| Federal Republic of Nigeria | Long | Debt | NG | $630K | – | 0.03 |
| Federative Republic of Brazil | Long | Debt | BR | $1M | – | 0.05 |
| Federative Republic of Brazil | Long | Debt | BR | $705K | – | 0.03 |
| Federative Republic of Brazil | Long | Debt | BR | $551K | – | 0.03 |
| FHLMC | Long | ABS-mortgage backed security | US | $825K | – | 0.04 |
| FHLMC | Long | ABS-mortgage backed security | US | $723K | – | 0.03 |
| FHLMC | Long | ABS-mortgage backed security | US | $529K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $941.46 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $930.36 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $870.49 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $827.31 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $625.93 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $530.63 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $448.55 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $248.45 | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class XAM | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K-159, Class XAM | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K-161, Class XAM | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K042, Class A2 | Long | ABS-mortgage backed security | US | $739K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K057, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K059, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K062, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K065, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A1 | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1 | Long | ABS-mortgage backed security | US | $654K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1 | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K072, Class X1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1 | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1 | Long | ABS-mortgage backed security | US | $595K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1 | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class A2 | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1 | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1 | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1 | Long | ABS-mortgage backed security | US | $677K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K106, Class X1 | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM | Long | ABS-mortgage backed security | US | $892K | – | 0.04 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class X1 | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1 | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K130, Class XAM | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class XAM | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K511, Class X1 | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K519, Class AS | Long | ABS-mortgage backed security | US | $821K | – | 0.04 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K727, Class X1 | Long | ABS-mortgage backed security | US | $388.22 | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K732, Class A2 | Long | ABS-mortgage backed security | US | $548K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K733, Class A2 | Long | ABS-mortgage backed security | US | $923K | – | 0.04 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K734, Class A2 | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K737, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K740, Class A2 | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KF82, Class AS | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KF83, Class AS | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KL06, Class AFL | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KPLB, Class X | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series Q025, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series X3FL, Class AFL | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV | Long | ABS-mortgage backed security | US | $729K | – | 0.03 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| FHLMC, Series 2962, Class KF | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLMC, Series 3113, Class QE | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FHLMC, Series 3233, Class PA | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| FHLMC, Series 3531, Class FA | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLMC, Series 3632, Class PK | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| FHLMC, Series 3772, Class PE | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| FHLMC, Series 3845, Class AI | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLMC, Series 3923, Class DA | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| FHLMC, Series 406, Class F36 | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FHLMC, Series 4092, Class AY | Long | ABS-mortgage backed security | US | $785K | – | 0.04 |
| FHLMC, Series 4096, Class DZ | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| FHLMC, Series 4160, Class AY | Long | ABS-mortgage backed security | US | $816K | – | 0.04 |
| FHLMC, Series 4231, Class FD | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLMC, Series 4243, Class BZ | Long | ABS-mortgage backed security | US | $848K | – | 0.04 |
| FHLMC, Series 4283, Class TZ | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FHLMC, Series 4363, Class B | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FHLMC, Series 4471, Class PI | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, Series 4474, Class HJ | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FHLMC, Series 4533, Class GA | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC, Series 4543, Class HM | Long | ABS-mortgage backed security | US | $776K | – | 0.04 |
| FHLMC, Series 4604, Class FB | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLMC, Series 4630, Class MA | Long | ABS-mortgage backed security | US | $478K | – | 0.02 |
| FHLMC, Series 4751, Class EF | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| FHLMC, Series 4751, Class FA | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| Finance Department Government of Sharjah | Long | Debt | AE | $780K | – | 0.04 |
| FirstEnergy Corp. | Long | Debt | US | $741K | – | 0.03 |
| Fiserv, Inc. | Long | Debt | US | $2M | – | 0.08 |
| Flagship Credit Auto Trust, Series 2019-3, Class D | Long | ABS-other | US | $154K | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $1M | – | 0.06 |
| FNMA, Series 2004-60, Class FW | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA, Series 2006-60, Class HF | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA, Series 2007-43, Class EB | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA, Series 2010-116, Class BM | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| FNMA, Series 2011-123, Class JF | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA, Series 2011-127, Class CY | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FNMA, Series 2011-62, Class KF | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA, Series 2012-112, Class BY | Long | ABS-mortgage backed security | US | $773K | – | 0.04 |
| FNMA, Series 2012-144, Class LB | Long | ABS-mortgage backed security | US | $725K | – | 0.03 |
| FNMA, Series 2012-150, Class YB | Long | ABS-mortgage backed security | US | $571K | – | 0.03 |
| FNMA, Series 2012-23, Class CE | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FNMA, Series 2012-40, Class PE | Long | ABS-mortgage backed security | US | $509K | – | 0.02 |
| FNMA, Series 2012-44, Class IK | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, Series 2013-1, Class YI | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA, Series 2013-102, Class GM | Long | ABS-mortgage backed security | US | $846K | – | 0.04 |
| FNMA, Series 2013-43, Class MA | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| FNMA, Series 2013-56, Class PK | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| FNMA, Series 2013-81, Class EF | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA, Series 2013-84, Class CY | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNMA, Series 2013-91, Class A | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| FNMA, Series 2015-3, Class PC | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| FNMA, Series 2015-61, Class PA | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA, Series 2015-68, Class BW | Long | ABS-mortgage backed security | US | $603K | – | 0.03 |
| FNMA, Series 2015-87, Class BF | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA, Series 2015-90, Class UQ | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FNMA, Series 2016-30, Class PA | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| FNMA, Series 2016-4, Class LI | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, Series 2017-30, Class VH | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| FNMA, Series 2018-44, Class PZ | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA, Series 2018-73, Class MV | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| FNMA, Series 2020-49, Class JA | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FNMA, Series 2021-10, Class AC | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| FNMA, Series 2022-29, Class MG | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA, Series 2023-53, Class FB | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| Ford Motor Co. | Long | Debt | US | $514K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $2M | – | 0.08 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $796K | – | 0.04 |
| Fortescue Ltd. | Long | Equity-common | AU | $5M | 312K | 0.24 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $106K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $51K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $35K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $24K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $17K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $9K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $8K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $8K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $8K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $6K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $5K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $673.79 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $658.09 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $216.07 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-15K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-34K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-50K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-196K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-287K | – | -0.01 | ||
| Freeport Indonesia PT | Long | Debt | ID | $769K | – | 0.04 |
| FS Luxembourg SARL | Long | Debt | LU | $914K | – | 0.04 |
| Gaci First Investment Co. | Long | Debt | KY | $578K | – | 0.03 |
| Gaci First Investment Co. | Long | Debt | KY | $560K | – | 0.03 |
| Gaci First Investment Co. | Long | Debt | KY | $557K | – | 0.03 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $2M | – | 0.07 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $1M | – | 0.06 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $1M | – | 0.05 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $810K | – | 0.04 |
| GCC SAB de CV | Long | Debt | MX | $425K | – | 0.02 |
| General Dynamics Corp. | Long | Equity-common | US | $9M | 30K | 0.42 |
| General Dynamics Corp. | Long | Debt | US | $1M | – | 0.06 |
| General Mills, Inc. | Long | Equity-common | US | $10M | 150K | 0.47 |
| Georgia Power Co. | Long | Debt | US | $2M | – | 0.10 |
| Georgia Power Co. | Long | Debt | US | $1M | – | 0.05 |
| Gerdau SA (Preference) | Long | Equity-common | BR | $3M | 914K | 0.15 |
| GLS Auto Receivables Issuer Trust, Series 2024-2A, Class A2 | Long | ABS-other | US | $1M | – | 0.05 |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $490K | – | 0.02 |
| GLS Auto Select Receivables Trust, Series 2023-2A, Class A2 | Long | ABS-other | US | $434K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GNMA | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $987K | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $963K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $940K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $845K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $819K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $740K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $610K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $485K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA, Series 2009-121, Class MI | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2009-68, Class PN | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| GNMA, Series 2010-103, Class WA | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| GNMA, Series 2010-29, Class FA | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA, Series 2011-123, Class MA | Long | ABS-mortgage backed security | US | $341K | – | 0.02 |
| GNMA, Series 2011-52, Class GT | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| GNMA, Series 2012-108, Class KI | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA, Series 2012-12, Class KN | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| GNMA, Series 2012-77, Class MY | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNMA, Series 2013-6, Class GI | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| GNMA, Series 2013-81, Class PI | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2021-83, Class FM | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNMA, Series 2022-159, Class MV | Long | ABS-mortgage backed security | US | $844K | – | 0.04 |
| GNMA, Series 2023-40, Class FX | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA, Series 2023-79, Class JI | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA, Series 2024-20, Class PD | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA, Series 2024-26, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GNMA, Series 2024-51, Class CF | Long | ABS-mortgage backed security | US | $526K | – | 0.02 |
| GNMA, Series 2024-51, Class FJ | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA, Series 2024-84, Class AT | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Golden State Tobacco Securitization Corp. | Long | Debt | US | $715K | – | 0.03 |
| Greenko Dutch BV | Long | Debt | NL | $682K | – | 0.03 |
| Greenko Power II Ltd. | Long | Debt | MU | $814K | – | 0.04 |
| Grupo Axo SAPI de CV | Long | Debt | MX | $353K | – | 0.02 |
| GXO Logistics, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Harbour Energy plc | Long | Equity-common | GB | $1M | 283K | 0.06 |
| Hartford Financial Services Group, Inc. (The) | Long | Equity-common | US | $3M | 31K | 0.15 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $371K | – | 0.02 |
| Hazine Mustesarligi Varlik Kiralama A/S | Long | Debt | TR | $811K | – | 0.04 |
| Heidelberg Materials AG | Long | Equity-common | DE | $5M | 51K | 0.24 |
| Hellenic Telecommunications Organization SA | Long | Equity-common | GR | $3M | 172K | 0.12 |
| Highwoods Properties, Inc. | Long | Equity-common | US | $1M | 47K | 0.06 |
| Home Depot, Inc. (The) | Long | Equity-common | US | $3M | 10K | 0.15 |
| Home Depot, Inc. (The) | Long | Debt | US | $1M | – | 0.06 |
| Hon Hai Precision Industry Co. Ltd. | Long | Equity-common | TW | $11M | 2M | 0.52 |
| Howard University, Series 2020 | Long | Debt | US | $273K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.06 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.05 |
| Humana, Inc. | Long | Debt | US | $711K | – | 0.03 |
| Humana, Inc. | Long | Debt | US | $250K | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $2M | – | 0.10 |
| Hungary Government Bond | Long | Debt | HU | $1M | – | 0.05 |
| Hungary Government Bond | Long | Debt | HU | $750K | – | 0.03 |
| Hungary Government Bond | Long | Debt | HU | $689K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.06 |
| Iberdrola SA | Long | Equity-common | ES | $3M | 248K | 0.15 |
| Icon Investments Six DAC | Long | Debt | IE | $1M | – | 0.07 |
| Icon Investments Six DAC | Long | Debt | IE | $479K | – | 0.02 |
| Indian Railway Finance Corp. Ltd. | Long | Debt | IN | $1M | – | 0.05 |
| Indofood CBP Sukses Makmur Tbk. PT | Long | Debt | ID | $1M | – | 0.06 |
| Indofood CBP Sukses Makmur Tbk. PT | Long | Debt | ID | $1M | – | 0.05 |
| Indonesia Asahan Aluminium PT | Long | Debt | ID | $957K | – | 0.04 |
| Ingersoll Rand, Inc. | Long | Debt | US | $449K | – | 0.02 |
| Inner Mongolia Yili Industrial Group Co. Ltd., Class A | Long | Equity-common | CN | $1M | 337K | 0.06 |
| Intel Corp. | Long | Debt | US | $2M | – | 0.08 |
| Intel Corp. | Long | Debt | US | $865K | – | 0.04 |
| International Flavors & Fragrances, Inc. | Long | Debt | US | $754K | – | 0.03 |
| International Flavors & Fragrances, Inc. | Long | Debt | US | $570K | – | 0.03 |
| International Flavors & Fragrances, Inc. | Long | Debt | US | $426K | – | 0.02 |
| International Flavors & Fragrances, Inc. | Long | Debt | US | $370K | – | 0.02 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.06 |
| Investment Energy Resources Ltd. | Long | Debt | BM | $389K | – | 0.02 |
| Ipoteka-Bank ATIB | Long | Debt | UZ | $1M | – | 0.07 |
| IQVIA, Inc. | Long | Debt | US | $1M | – | 0.05 |
| IRB Infrastructure Developers Ltd. | Long | Debt | IN | $741K | – | 0.03 |
| IRS | Derivative-interest rate | US | $23K | – | 0.00 | |
| IRS | Derivative-interest rate | US | $14K | – | 0.00 | |
| IRS | Derivative-interest rate | US | $10K | – | 0.00 | |
| IRS | Derivative-interest rate | US | $7K | – | 0.00 | |
| IRS | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRS | Derivative-interest rate | US | $-14K | – | -0.00 | |
| Islamic Republic of Pakistan | Long | Debt | PK | $1M | – | 0.05 |
| Islamic Republic of Pakistan | Long | Debt | PK | $713K | – | 0.03 |
| Islamic Republic of Pakistan | Long | Debt | PK | $503K | – | 0.02 |
| Japan Tobacco, Inc. | Long | Equity-common | JP | $3M | 105K | 0.14 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $942K | – | 0.04 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $574K | – | 0.03 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $492K | – | 0.02 |
| JDE Peet's NV | Long | Debt | NL | $965K | – | 0.04 |
| Jersey Central Power & Light Co. | Long | Debt | US | $2M | – | 0.09 |
| Johnson & Johnson | Long | Equity-common | US | $7M | 47K | 0.32 |
| JPMorgan Chase & Co. | Long | Debt | US | $3M | – | 0.15 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co. | Long | Debt | US | $797K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $667K | – | 0.03 |
| JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD (JPMORGAN US GOVERNMENT MONEY MKT FD) | Long | Short-term investment vehicle | US | $3M | 3M | 0.13 |
| KazMunayGas National Co. JSC | Long | Debt | KZ | $1M | – | 0.06 |
| KazMunayGas National Co. JSC | Long | Debt | KZ | $691K | – | 0.03 |
| KazMunayGas National Co. JSC | Long | Debt | KZ | $680K | – | 0.03 |
| KB Financial Group, Inc. | Long | Equity-common | KR | $2M | 37K | 0.10 |
| KDDI Corp. | Long | Equity-common | JP | $8M | 297K | 0.38 |
| Kenvue, Inc. | Long | Debt | US | $2M | – | 0.07 |
| Kenvue, Inc. | Long | Debt | US | $981K | – | 0.05 |
| Kenvue, Inc. | Long | Equity-common | US | $956K | 50K | 0.04 |
| Kenvue, Inc. | Long | Debt | US | $902K | – | 0.04 |
| Kimberly-Clark Corp. | Long | Equity-common | US | $12M | 88K | 0.54 |
| Kimco Realty Corp. | Long | Equity-common | US | $9M | 476K | 0.43 |
| Kingdom of Morocco | Long | Debt | MA | $1M | – | 0.05 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $3M | – | 0.15 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $2M | – | 0.10 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $1M | – | 0.06 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $1M | – | 0.06 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $883K | – | 0.04 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $761K | – | 0.04 |
| Kirin Holdings Co. Ltd. | Long | Equity-common | JP | $4M | 262K | 0.17 |
| Kraft Heinz Foods Co. | Long | Debt | US | $1M | – | 0.07 |
| Kraft Heinz Foods Co. | Long | Debt | US | $713K | – | 0.03 |
| KREF Ltd., Series 2021-FL2, Class A | Long | ABS-collateralized bond/debt obligation | KY | $470K | – | 0.02 |
| KREF Ltd., Series 2021-FL2, Class AS | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.02 |
| KSA Sukuk Ltd. | Long | Debt | KY | $908K | – | 0.04 |
| L3Harris Technologies, Inc. | Long | Debt | US | $2M | – | 0.07 |
| L3Harris Technologies, Inc. | Long | Debt | US | $885K | – | 0.04 |
| LAD Auto Receivables Trust, Series 2022-1A, Class A | Long | ABS-other | US | $158K | – | 0.01 |
| LAD Auto Receivables Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $125K | – | 0.01 |
| LAD Auto Receivables Trust, Series 2023-2A, Class A2 | Long | ABS-other | US | $745K | – | 0.03 |
| Lam Research Corp. | Long | Equity-common | US | $5M | 6K | 0.24 |
| Lam Research Corp. | Long | Debt | US | $1M | – | 0.07 |
| Lam Research Corp. | Long | Debt | US | $325K | – | 0.02 |
| Lamar Advertising Co., Class A | Long | Equity-common | US | $5M | 44K | 0.24 |
| Las Vegas Sands Corp. | Long | Debt | US | $901K | – | 0.04 |
| Las Vegas Sands Corp. | Long | Debt | US | $584K | – | 0.03 |
| Latvia Government Bond (Republic of Latvia) | Long | Debt | LV | $963K | – | 0.04 |
| Liberty Costa Rica Senior Secured Finance | Long | Debt | KY | $600K | – | 0.03 |
| Lincoln National Corp. | Long | Debt | US | $1M | – | 0.06 |
| LoanCore Issuer Ltd., Series 2021-CRE5, Class AS | Long | ABS-collateralized bond/debt obligation | KY | $746K | – | 0.03 |
| LPL Holdings, Inc. | Long | Debt | US | $1M | – | 0.05 |
| LPL Holdings, Inc. | Long | Debt | US | $1M | – | 0.05 |
| LPL Holdings, Inc. | Long | Debt | US | $340K | – | 0.02 |
| Lseg US Fin Corp. | Long | Debt | US | $513K | – | 0.02 |
| LUKOIL PJSC | Long | Equity-common | RU | $0 | 18K | – |
| M&T Bank Corp. | Long | Equity-common | US | $2M | 14K | 0.10 |
| Macquarie Group Ltd. | Long | Debt | AU | $1M | – | 0.05 |
| Magyar Export-Import Bank Zrt. | Long | Debt | HU | $800K | – | 0.04 |
| Magyar Export-Import Bank Zrt. | Long | Debt | HU | $615K | – | 0.03 |
| Manufacturers & Traders Trust Co. | Long | Debt | US | $1M | – | 0.05 |
| Manulife Financial Corp. | Long | Equity-common | CA | $12M | 475K | 0.57 |
| Marin General Hospital, Series 2023 | Long | Debt | US | $982K | – | 0.05 |
| Marriott International, Inc., Series GG | Long | Debt | US | $548K | – | 0.03 |
| Marriott International, Inc., Series HH | Long | Debt | US | $913K | – | 0.04 |
| Mars, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Mars, Inc. | Long | Debt | US | $2M | – | 0.08 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $565K | – | 0.03 |
| Masco Corp. | Long | Equity-common | US | $2M | 26K | 0.08 |
| Massachusetts Educational Financing Authority | Long | Debt | US | $237K | – | 0.01 |
| Mastercard, Inc. | Long | Debt | US | $801K | – | 0.04 |
| Mattel, Inc. | Long | Debt | US | $1M | – | 0.06 |
| McKesson Corp. | Long | Equity-common | US | $7M | 13K | 0.33 |
| MDGH GMTN RSC Ltd. | Long | Debt | AE | $277K | – | 0.01 |
| Medco Laurel Tree Pte. Ltd. | Long | Debt | SG | $567K | – | 0.03 |
| Medco Maple Tree Pte. Ltd. | Long | Debt | SG | $823K | – | 0.04 |
| Meituan | Long | Debt | KY | $346K | – | 0.02 |
| Melco Resorts Finance Ltd. | Long | Debt | KY | $707K | – | 0.03 |
| Merck & Co., Inc. | Long | Debt | US | $513K | – | 0.02 |
| Mercury Chile Holdco LLC | Long | Debt | US | $1M | – | 0.05 |
| MetLife, Inc. | Long | Equity-common | US | $5M | 64K | 0.21 |
| Mex Bonos Desarr Fix Rt (United Mexican States) | Long | Debt | MX | $2M | – | 0.09 |
| Mex Bonos Desarr Fix Rt (United Mexican States) | Long | Debt | MX | $2M | – | 0.08 |
| Mex Bonos Desarr Fix Rt (United Mexican States) | Long | Debt | MX | $2M | – | 0.08 |
| MF1 Ltd., Series 2020-FL4, Class A | Long | ABS-collateralized bond/debt obligation | KY | $571K | – | 0.03 |
| MF1 Ltd., Series 2022-FL8, Class A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS | Long | ABS-mortgage backed security | US | $979K | – | 0.05 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| MFS High Yield Pooled Portfolio | Long | Investment company | US | $489M | 60M | 22.56 |
| MFS Institutional Money Market Portfolio, Class A | Long | Short-term investment vehicle | US | $57M | 57M | 2.62 |
| Michigan Finance Authority | Long | Debt | US | $193K | – | 0.01 |
| Microsoft Corp. | Long | Debt | US | $2M | – | 0.09 |
| Microsoft Corp. | Long | Debt | US | $985K | – | 0.05 |
| Mid-America Apartment Communities, Inc. | Long | Equity-common | US | $12M | 93K | 0.58 |
| MidAmerican Energy Co. | Long | Debt | US | $1M | – | 0.07 |
| Mitsubishi Electric Corp. | Long | Equity-common | JP | $2M | 87K | 0.07 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.10 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $707K | – | 0.03 |
| Morgan Stanley Capital I Trust, Series 2018-H4, Class XA | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Morgan Stanley Capital I Trust, Series 2021-L5, Class XA | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $963K | – | 0.04 |
| Muthoot Finance Ltd. | Long | Debt | IN | $717K | – | 0.03 |
| MVM Energetika Zrt. | Long | Debt | HU | $846K | – | 0.04 |
| National Australia Bank Ltd. | Long | Debt | AU | $2M | – | 0.07 |
| National Central Cooling Co. PJSC | Long | Debt | AE | $859K | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $959K | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $805K | – | 0.04 |
| Navistar Financial Dealer Note Master Owner Trust II, Series 2023-1, Class A | Long | ABS-other | US | $395K | – | 0.02 |
| Navistar Financial Dealer Note Master Owner Trust II, Series 2023-1, Class B | Long | ABS-other | US | $218K | – | 0.01 |
| NBK SPC Ltd. | Long | Debt | AE | $426K | – | 0.02 |
| NBN Co. Ltd. | Long | Debt | AU | $2M | – | 0.07 |
| New Hampshire Business Finance Authority, Series 2024 A | Long | Debt | US | $1M | – | 0.05 |
| Nexa Resources SA | Long | Debt | LU | $558K | – | 0.03 |
| Next plc | Long | Equity-common | GB | $2M | 18K | 0.10 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $979K | – | 0.05 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $781K | – | 0.04 |
| Nigeria Government Bond (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.07 |
| Nigeria Government Bond (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.07 |
| Nigeria Government Bond (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.06 |
| Nigeria Government Bond (Federal Republic of Nigeria) | Long | Debt | NG | $781K | – | 0.04 |
| NNN REIT, Inc. | Long | Equity-common | US | $11M | 275K | 0.53 |
| NNN REIT, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Nomad Foods Ltd. | Long | Equity-common | VG | $718K | 41K | 0.03 |
| Nordea Bank Abp | Long | Debt | FI | $3M | – | 0.15 |
| Northern Star Resources Ltd. | Long | Debt | AU | $2M | – | 0.07 |
| Northern Trust Corp. | Long | Equity-common | US | $2M | 25K | 0.10 |
| Notas do Tesouro Nacional (Federative Republic of Brazil) | Long | Debt | BR | $3M | – | 0.14 |
| Notas do Tesouro Nacional (Federative Republic of Brazil) | Long | Debt | BR | $2M | – | 0.11 |
| Notas do Tesouro Nacional (Federative Republic of Brazil) | Long | Debt | BR | $1M | – | 0.06 |
| Novatek Microelectronics Corp. | Long | Equity-common | TW | $2M | 135K | 0.11 |
| NPC Ukrenergo | Long | Debt | UA | $330K | – | 0.02 |
| Nutrien Ltd. | Long | Equity-common | CA | $695K | 12K | 0.03 |
| nVent Finance SARL | Long | Debt | LU | $1M | – | 0.06 |
| NVIDIA Corp. | Long | Equity-common | US | $4M | 4K | 0.19 |
| OBX Trust, Series 2024-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $717K | – | 0.03 |
| OBX Trust, Series 2024-NQM1, Class A2 | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| OBX Trust, Series 2024-NQM2, Class A1 | Long | ABS-mortgage backed security | US | $774K | – | 0.04 |
| OBX Trust, Series 2024-NQM3, Class A1 | Long | ABS-mortgage backed security | US | $499K | – | 0.02 |
| OBX Trust, Series 2024-NQM5, Class A1 | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| OBX Trust, Series 2024-NQM6, Class A1 | Long | ABS-mortgage backed security | US | $826K | – | 0.04 |
| Occidental Petroleum Corp. | Long | Debt | US | $1M | – | 0.05 |
| Occidental Petroleum Corp. | Long | Debt | US | $768K | – | 0.04 |
| OCP SA | Long | Debt | MA | $2M | – | 0.08 |
| OCP SA | Long | Debt | MA | $1M | – | 0.07 |
| OCP SA | Long | Debt | MA | $1M | – | 0.06 |
| OCP SA | Long | Debt | MA | $1M | – | 0.05 |
| Omnicom Group, Inc. | Long | Equity-common | US | $8M | 90K | 0.39 |
| Ontario Teachers' Cadillac Fairview Properties Trust | Long | Debt | CA | $2M | – | 0.07 |
| Oracle Corp. | Long | Debt | US | $857K | – | 0.04 |
| Organon & Co. | Long | Equity-common | US | $8M | 366K | 0.36 |
| Oriental Republic of Uruguay | Long | Debt | UY | $2M | – | 0.10 |
| Oriental Republic of Uruguay | Long | Debt | UY | $2M | – | 0.07 |
| Oriental Republic of Uruguay | Long | Debt | UY | $852K | – | 0.04 |
| Oriental Republic of Uruguay | Long | Debt | UY | $680K | – | 0.03 |
| Oryx Funding Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Oversea-Chinese Banking Corp. Ltd. | Long | Debt | SG | $689K | – | 0.03 |
| Oversea-Chinese Banking Corp. Ltd. | Long | Debt | SG | $655K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $1M | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $726K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $542K | – | 0.02 |
| PDD Holdings, Inc. | Long | Equity-common | KY | $1M | 7K | 0.05 |
| Pertamina Persero PT | Long | Debt | ID | $913K | – | 0.04 |
| Peru LNG Srl | Long | Debt | PE | $1M | – | 0.05 |
| Petra Diamonds US Treasury plc | Long | Debt | GB | $1M | – | 0.05 |
| PetroChina Co. Ltd., Class H | Long | Equity-common | CN | $8M | 8M | 0.38 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $677K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $652K | – | 0.03 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $390K | – | 0.02 |
| Pfizer, Inc. | Long | Equity-common | US | $4M | 138K | 0.18 |
| Pfizer, Inc. | Long | Debt | US | $573K | – | 0.03 |
| PFP Ltd., Series 2021-8, Class A | Long | ABS-mortgage backed security | KY | $155K | – | 0.01 |
| PFP Ltd., Series 2021-8, Class AS | Long | ABS-mortgage backed security | KY | $984K | – | 0.05 |
| PFS Financing Corp., Series 2023-C, Class B | Long | ABS-other | US | $208K | – | 0.01 |
| PG&E Corp. | Long | Equity-common | US | $2M | 91K | 0.08 |
| PG&E Corp. | Long | Debt | US | $979K | – | 0.05 |
| Philip Morris International, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Philip Morris International, Inc. | Long | Debt | US | $616K | – | 0.03 |
| Phillips 66 | Long | Equity-common | US | $10M | 72K | 0.47 |
| Pioneer Natural Resources Co. | Long | Debt | US | $1M | – | 0.06 |
| Pioneer Natural Resources Co. | Long | Debt | US | $635K | – | 0.03 |
| Plains All American Pipeline LP | Long | Debt | US | $2M | – | 0.08 |
| Plains All American Pipeline LP | Long | Debt | US | $557K | – | 0.03 |
| Pluxee NV | Long | Equity-common | NL | $2M | 53K | 0.08 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $1M | – | 0.06 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $794K | – | 0.04 |
| Popular, Inc. | Long | Equity-common | PR | $1M | 13K | 0.05 |
| PPL Electric Utilities Corp. | Long | Debt | US | $983K | – | 0.05 |
| Prologis LP | Long | Debt | US | $2M | – | 0.08 |
| Prologis, Inc. | Long | Equity-common | US | $23M | 209K | 1.07 |
| Prosus NV | Long | Debt | NL | $759K | – | 0.04 |
| Prosus NV | Long | Debt | NL | $756K | – | 0.03 |
| PVH Corp. | Long | Equity-common | US | $911K | 8K | 0.04 |
| QatarEnergy | Long | Debt | QA | $1M | – | 0.05 |
| QatarEnergy | Long | Debt | QA | $721K | – | 0.03 |
| QNB Finance Ltd. | Long | Debt | KY | $1M | – | 0.05 |
| Raizen Fuels Finance SA | Long | Debt | LU | $915K | – | 0.04 |
| Raizen Fuels Finance SA | Long | Debt | LU | $583K | – | 0.03 |
| Rayonier, Inc. | Long | Equity-common | US | $6M | 195K | 0.27 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class AS | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Regal Rexnord Corp. | Long | Debt | US | $1M | – | 0.05 |
| Regal Rexnord Corp. | Long | Debt | US | $978K | – | 0.05 |
| RenaissanceRe Holdings Ltd. | Long | Debt | BM | $1M | – | 0.05 |
| ReNew Wind Energy AP2 | Long | Debt | IN | $690K | – | 0.03 |
| Republic of Albania | Long | Debt | AL | $674K | – | 0.03 |
| Republic of Angola | Long | Debt | AO | $3M | – | 0.13 |
| Republic of Angola | Long | Debt | AO | $2M | – | 0.09 |
| Republic of Angola | Long | Debt | AO | $1M | – | 0.06 |
| Republic of Azerbaijan | Long | Debt | AZ | $721K | – | 0.03 |
| Republic of Chile | Long | Debt | CL | $2M | – | 0.07 |
| Republic of Chile | Long | Debt | CL | $1M | – | 0.06 |
| Republic of Colombia | Long | Debt | CO | $2M | – | 0.07 |
| Republic of Colombia | Long | Debt | CO | $1M | – | 0.05 |
| Republic of Costa Rica | Long | Debt | CR | $2M | – | 0.09 |
| Republic of Costa Rica | Long | Debt | CR | $1M | – | 0.06 |
| Republic of Costa Rica | Long | Debt | CR | $995K | – | 0.05 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.06 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.06 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.05 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $812K | – | 0.04 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $516K | – | 0.02 |
| Republic of Ecuador | Long | Debt | EC | $3M | – | 0.14 |
| Republic of Ecuador | Long | Debt | EC | $1M | – | 0.06 |
| Republic of Ghana | Long | Debt | GH | $786K | – | 0.04 |
| Republic of Guatemala | Long | Debt | GT | $753K | – | 0.03 |
| Republic of Guatemala | Long | Debt | GT | $701K | – | 0.03 |
| Republic of India | Long | Debt | IN | $698K | – | 0.03 |
| Republic of Indonesia | Long | Debt | ID | $893K | – | 0.04 |
| Republic of Indonesia | Long | Debt | ID | $626K | – | 0.03 |
| Republic of Kenya | Long | Debt | KE | $637K | – | 0.03 |
| Republic of Panama | Long | Debt | PA | $2M | – | 0.11 |
| Republic of Panama | Long | Debt | PA | $750K | – | 0.03 |
| Republic of Panama | Long | Debt | PA | $514K | – | 0.02 |
| Republic of Panama | Long | Debt | PA | $336K | – | 0.02 |
| Republic of Panama | Long | Debt | PA | $334K | – | 0.02 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $3M | – | 0.13 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $1M | – | 0.05 |
| Republic of Paraguay | Long | Debt | PY | $966K | – | 0.04 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $935K | – | 0.04 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $926K | – | 0.04 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $653K | – | 0.03 |
| Republic of Philippines (Republic of the Philippines) | Long | Debt | PH | $826K | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $1M | – | 0.05 |
| Republic of Poland | Long | Debt | PL | $970K | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $954K | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $933K | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $798K | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $699K | – | 0.03 |
| Republic of Poland | Long | Debt | PL | $654K | – | 0.03 |
| Republic of Serbia | Long | Debt | RS | $903K | – | 0.04 |
| Republic of Serbia | Long | Debt | RS | $718K | – | 0.03 |
| Republic of Serbia (Serbia International Bond) | Long | Debt | RS | $349K | – | 0.02 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $2M | – | 0.09 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $2M | – | 0.08 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $1M | – | 0.06 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $1M | – | 0.06 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $1M | – | 0.05 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $1M | – | 0.05 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $887K | – | 0.04 |
| Republic of Turkey (Republic of Turkiye (The)) | Long | Debt | TR | $388K | – | 0.02 |
| Republic of Turkiye (The) | Long | Debt | TR | $1M | – | 0.06 |
| Republic of Turkiye (The) | Long | Debt | TR | $1M | – | 0.05 |
| Republic of Uzbekistan (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $1M | – | 0.05 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $885K | – | 0.04 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $689K | – | 0.03 |
| Republic of Zambia | Long | Debt | ZM | $2M | – | 0.10 |
| Rexford Industrial Realty, Inc. | Long | Equity-common | US | $8M | 182K | 0.38 |
| Rio Tinto plc | Long | Equity-common | GB | $10M | 140K | 0.45 |
| Roche Holding AG | Long | Equity-common | CH | $12M | 48K | 0.57 |
| Roche Holdings, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Roche Holdings, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Rogers Communications, Inc. | Long | Debt | CA | $904K | – | 0.04 |
| Romania Government Bond | Long | Debt | RO | $1M | – | 0.06 |
| Romania Government Bond | Long | Debt | RO | $1M | – | 0.06 |
| Romania Government Bond | Long | Debt | RO | $1M | – | 0.06 |
| Romania Government Bond | Long | Debt | RO | $1M | – | 0.05 |
| Romania Government Bond | Long | Debt | RO | $1M | – | 0.05 |
| Romania Government Bond | Long | Debt | RO | $584K | – | 0.03 |
| Romania Government Bond | Long | Debt | RO | $552K | – | 0.03 |
| Romania Government Bond | Long | Debt | RO | $442K | – | 0.02 |
| Romania Government Bond | Long | Debt | RO | $432K | – | 0.02 |
| Ross Stores, Inc. | Long | Equity-common | US | $2M | 14K | 0.09 |
| Royal Bank of Canada | Long | Debt | CA | $1M | – | 0.06 |
| Royal Capital BV | Long | Debt | NL | $383K | – | 0.02 |
| Ryman Hospitality Properties, Inc. | Long | Equity-common | US | $7M | 62K | 0.30 |
| Samarco Mineracao SA | Long | Debt | BR | $955K | – | 0.04 |
| Samsung Electronics Co. Ltd. | Long | Equity-common | KR | $3M | 58K | 0.14 |
| Samsung Fire & Marine Insurance Co. Ltd. | Long | Equity-common | KR | $2M | 9K | 0.11 |
| SAN Miguel Industrias Pet SA | Long | Debt | PE | $2M | – | 0.08 |
| Sands China Ltd. | Long | Debt | KY | $1M | – | 0.06 |
| Sands China Ltd. | Long | Debt | KY | $960K | – | 0.04 |
| Sanofi SA | Long | Equity-common | FR | $3M | 26K | 0.12 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class A2 | Long | ABS-other | US | $336K | – | 0.02 |
| Santen Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $866K | 83K | 0.04 |
| Santos Finance Ltd. | Long | Debt | AU | $950K | – | 0.04 |
| Sasol Financing USA LLC | Long | Debt | US | $498K | – | 0.02 |
| Saudi Arabian Oil Co. | Long | Debt | SA | $1M | – | 0.05 |
| SBA Communications Corp. | Long | Equity-common | US | $7M | 37K | 0.34 |
| Sberbank of Russia PJSC | Long | Equity-common | RU | $0 | 2M | – |
| SBNA Auto Lease Trust, Series 2023-A, Class A2 | Long | ABS-other | US | $709K | – | 0.03 |
| SBNA Auto Lease Trust, Series 2024-A, Class A2 | Long | ABS-other | US | $447K | – | 0.02 |
| SCSK Corp. | Long | Equity-common | JP | $1M | 53K | 0.05 |
| Shimamura Co. Ltd. | Long | Equity-common | JP | $1M | 21K | 0.05 |
| Shriram Finance Ltd. | Long | Debt | IN | $551K | – | 0.03 |
| SierraCol Energy Andina LLC | Long | Debt | US | $666K | – | 0.03 |
| Sisecam UK plc | Long | Debt | GB | $829K | – | 0.04 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $1M | – | 0.06 |
| Socialist Republic of Vietnam | Long | Debt | VN | $1M | – | 0.05 |
| Sodexo SA | Long | Equity-common | FR | $7M | 72K | 0.31 |
| Southern California Edison Co. | Long | Debt | US | $568K | – | 0.03 |
| Southern California Edison Co. | Long | Debt | US | $390K | – | 0.02 |
| Southern Gas Corridor CJSC | Long | Debt | AZ | $2M | – | 0.07 |
| Sri Lanka Government Bond (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $1M | – | 0.06 |
| Sri Lanka Government Bond (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $1M | – | 0.05 |
| State Board of Administration Finance Corp. | Long | Debt | US | $567K | – | 0.03 |
| State of Qatar | Long | Debt | QA | $745K | – | 0.03 |
| State of Qatar | Long | Debt | QA | $563K | – | 0.03 |
| State of Qatar | Long | Debt | QA | $556K | – | 0.03 |
| Stellantis NV | Long | Equity-common | NL | $3M | 128K | 0.13 |
| Store Capital LLC | Long | Debt | US | $2M | – | 0.07 |
| Store Capital LLC | Long | Debt | US | $306K | – | 0.01 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $4M | – | 0.19 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $4M | – | 0.17 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $2M | – | 0.09 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $1M | – | 0.06 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.09 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $2M | – | 0.09 |
| Sun Communities, Inc. | Long | Equity-common | US | $13M | 114K | 0.62 |
| Suncor Energy, Inc. | Long | Equity-common | CA | $3M | 76K | 0.14 |
| Sweihan PV Power Co. PJSC | Long | Debt | AE | $771K | – | 0.04 |
| Sysco Corp. | Long | Debt | US | $529K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $1M | – | 0.06 |
| T-Mobile USA, Inc. | Long | Debt | US | $1M | – | 0.05 |
| T-Mobile USA, Inc. | Long | Debt | US | $678K | – | 0.03 |
| Tapestry, Inc. | Long | Debt | US | $635K | – | 0.03 |
| Targa Resources Corp. | Long | Debt | US | $1M | – | 0.06 |
| Target Corp. | Long | Equity-common | US | $5M | 34K | 0.25 |
| Telefonica Celular del Paraguay SA | Long | Debt | PY | $1M | – | 0.05 |
| Tengizchevroil Finance Co. International Ltd. | Long | Debt | BM | $2M | – | 0.09 |
| Tengizchevroil Finance Co. International Ltd. | Long | Debt | BM | $1M | – | 0.05 |
| Termocandelaria Power Ltd. | Long | Debt | KY | $800K | – | 0.04 |
| Tesco plc | Long | Equity-common | GB | $8M | 2M | 0.38 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $465K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $465K | – | 0.02 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $2M | – | 0.08 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $593K | – | 0.03 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $404K | – | 0.02 |
| Tobacco Settlement Finance Authority | Long | Debt | US | $210K | – | 0.01 |
| Tobacco Settlement Finance Authority | Long | Debt | US | $168K | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $2M | – | 0.08 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $804K | – | 0.04 |
| TotalEnergies SE | Long | Equity-common | FR | $6M | 86K | 0.29 |
| Toyota Lease Owner Trust, Series 2023-A, Class A2 | Long | ABS-other | US | $538K | – | 0.02 |
| Toyota Tsusho Corp. | Long | Equity-common | JP | $5M | 85K | 0.24 |
| Trident Energy Finance plc | Long | Debt | GB | $583K | – | 0.03 |
| TriNet Group, Inc. | Long | Equity-common | US | $1M | 11K | 0.06 |
| Truist Financial Corp. | Long | Debt | US | $1M | – | 0.05 |
| Truist Financial Corp. | Long | Debt | US | $682K | – | 0.03 |
| Trustees of the University of Pennsylvania (The), Series 2020 | Long | Debt | US | $1M | – | 0.06 |
| Turkiye Ihracat Kredi Bankasi A/S | Long | Debt | TR | $1M | – | 0.05 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-214K | – | -0.01 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $58K | – | 0.00 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $7K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $14K | – | 0.00 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $7M | – | 0.32 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $6M | – | 0.28 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.25 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.12 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $527K | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $112K | – | 0.01 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $-8K | – | -0.00 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $13M | – | 0.60 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $11M | – | 0.50 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $8M | – | 0.38 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $7M | – | 0.34 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $6M | – | 0.29 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 0.21 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.19 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-200K | – | -0.01 | |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $953K | – | 0.04 |
| UBS Group AG (Registered) | Long | Equity-common | CH | $2M | 76K | 0.11 |
| Ukraine Government Bond | Long | Debt | UA | $1M | – | 0.05 |
| Ukraine Government Bond | Long | Debt | UA | $714K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $973K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $937K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $888K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $869K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $823K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $809K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $801K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $746K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $735K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $707K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $698K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $657K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $639K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $638K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $629K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $627K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $619K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $607K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $603K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $598K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $592K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $537K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $537K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $514K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $509K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $433K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $433K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $412K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $394K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $334K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $920.83 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $723.24 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $602.18 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $570.64 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $501.14 | – | 0.00 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $714K | – | 0.03 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| UniCredit SpA | Long | Debt | IT | $2M | – | 0.08 |
| UniCredit SpA | Long | Debt | IT | $759K | – | 0.04 |
| United Group BV | Long | Debt | NL | $243K | – | 0.01 |
| United Mexican States | Long | Debt | MX | $2M | – | 0.08 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.05 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.05 |
| United Mexican States | Long | Debt | MX | $749K | – | 0.03 |
| United Overseas Bank Ltd. | Long | Debt | SG | $2M | – | 0.07 |
| United Overseas Bank Ltd. | Long | Debt | SG | $887K | – | 0.04 |
| United States Small Business Administration, Series 2008-20B, Class 1 | Long | ABS-other | US | $10K | – | 0.00 |
| United States Small Business Administration, Series 2013-20B, Class 1 | Long | ABS-other | US | $66K | – | 0.00 |
| United States Small Business Administration, Series 2013-20C, Class 1 | Long | ABS-other | US | $107K | – | 0.00 |
| United States Small Business Administration, Series 2013-20G, Class 1 | Long | ABS-other | US | $128K | – | 0.01 |
| United States Small Business Administration, Series 2013-20H, Class 1 | Long | ABS-other | US | $163K | – | 0.01 |
| United States Small Business Administration, Series 2013-20I, Class 1 | Long | ABS-other | US | $125K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $2M | – | 0.08 |
| UnitedHealth Group, Inc. | Long | Debt | US | $1M | – | 0.06 |
| UnitedHealth Group, Inc. | Long | Debt | US | $1M | – | 0.05 |
| UnitedHealth Group, Inc. | Long | Debt | US | $526K | – | 0.02 |
| Universal Health Services, Inc., Class B | Long | Equity-common | US | $8M | 42K | 0.36 |
| Unum Group | Long | Debt | US | $47K | – | 0.00 |
| Uzbekneftegaz JSC | Long | Debt | UZ | $1M | – | 0.05 |
| Vale SA | Long | Equity-common | BR | $3M | 276K | 0.15 |
| Valero Energy Corp. | Long | Equity-common | US | $5M | 34K | 0.25 |
| Venezuela Government Bond (Bolivarian Republic of Venezuela) | Long | Debt | VE | $959K | – | 0.04 |
| Ventas, Inc. | Long | Equity-common | US | $6M | 110K | 0.26 |
| Verisk Analytics, Inc. | Long | Equity-common | US | $2M | 6K | 0.08 |
| Verus Securitization Trust, Series 2024-1, Class A1 | Long | ABS-mortgage backed security | US | $937K | – | 0.04 |
| Verus Securitization Trust, Series 2024-1, Class A2 | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| Verus Securitization Trust, Series 2024-4, Class A1 | Long | ABS-mortgage backed security | US | $934K | – | 0.04 |
| VICI Properties LP | Long | Debt | US | $661K | – | 0.03 |
| Virginia Power Fuel Securitization LLC, Series A-1 | Long | Debt | US | $468K | – | 0.02 |
| Visa, Inc. | Long | Debt | US | $1M | – | 0.06 |
| Visa, Inc. | Long | Debt | US | $972K | – | 0.04 |
| Visa, Inc. | Long | Debt | US | $624K | – | 0.03 |
| Vistra Corp. | Long | Equity-common | US | $3M | 26K | 0.12 |
| Vodafone Group plc | Long | Debt | GB | $2M | – | 0.09 |
| Volkswagen Group of America Finance LLC | Long | Debt | US | $707K | – | 0.03 |
| Volvo AB, Class B | Long | Equity-common | SE | $5M | 197K | 0.24 |
| Vulcan Materials Co. | Long | Debt | US | $739K | – | 0.03 |
| Vulcan Materials Co. | Long | Debt | US | $273K | – | 0.01 |
| Walt Disney Co. (The) | Long | Debt | US | $2M | – | 0.08 |
| Walt Disney Co. (The) | Long | Debt | US | $1M | – | 0.05 |
| Walt Disney Co. (The) | Long | Debt | US | $1M | – | 0.05 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $882K | – | 0.04 |
| Waste Management, Inc. | Long | Debt | US | $2M | – | 0.08 |
| WEC Energy Group, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Weibo Corp. | Long | Debt | KY | $1M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $1M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $1M | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $611K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $2M | – | 0.08 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $701K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class A2B | Long | ABS-other | US | $62K | – | 0.00 |
| Westlake Automobile Receivables Trust, Series 2024-1A, Class A2B | Long | ABS-other | US | $679K | – | 0.03 |
| Weyerhaeuser Co. | Long | Equity-common | US | $6M | 212K | 0.29 |
| WH Group Ltd. | Long | Equity-common | KY | $752K | 1M | 0.03 |
| World Omni Select Auto Trust, Series 2023-A, Class A2B | Long | ABS-other | US | $643K | – | 0.03 |
| Wynn Macau Ltd. | Long | Debt | KY | $249K | – | 0.01 |
| Xcel Energy, Inc. | Long | Equity-common | US | $1M | 20K | 0.05 |
| Xcel Energy, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Xcel Energy, Inc. | Long | Debt | US | $639K | – | 0.03 |
| Yinson Boronia Production BV | Long | Debt | NL | $829K | – | 0.04 |
Address
MFS SERIES TRUST XIII
111 Huntington Avenue
Boston
Massachusetts
02199
United States of America
Websites
Directors
Michael W. Roberge
John A. Caroselli
James W. Kilman, Jr.
Steven E. Buller
Clarence Otis, Jr.
Peter D. Jones
Maureen R. Goldfarb
Laurie J. Thomsen
John P. Kavanaugh
Maryanne L. Roepke
Transfer Agents
MFS Service Center, Inc.
Pricing Services
LSEG
ICE Data Pricing & Reference Data, LLC
Custodians
Citibank, National Association (Singapore, SG, Branch)
State Street Trust Company Canada
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Standard Chartered Bank (Thai) Public Company Limited
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Citibank Europe Public Limited Company
BNP Paribas
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Skandinaviska Enskilda Banken AB
Royal Bank of Canada
The Hongkong and Shanghai Banking Corporation Limited
Bank Hapoalim B.M.
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Deutsche Bank AG
State Street Bank International GmbH
Euroclear
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Skandinaviska Enskilda Banken AB
Intesa Sanpaolo S.p.A.
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
State Street Bank and Trust Company
Skandinaviska Enskilda Banken A/S
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Mizuho Bank, Ltd.
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
BNP Paribas
UBS Switzerland AG
UniCredit Bank Austria AG
Shareholder Servicing Agents
MFS Service Center, Inc.
Admins
Massachusetts Financial Services
Brokers
Goldman Sachs & Co. LLC
Morgan Stanley & Co. LLC
BMO Capital Markets Corp.
J.P. Morgan Securities LLC
BTIG, LLC
Cowen and Company, LLC
UBS Securities LLC
Jefferies LLC
BofA Securities, Inc.
Citigroup Global Markets Inc.