EQFUNDS > EQ ADVISORS TRUST
Multimanager Core Bond Portfolio
$845.98M
Avg Monthly Net Assets
$1.10B
Total Assets
$263.77M
Total Liabilities
$838.28M
Net Assets
Multimanager Core Bond Portfolio is an Underlying fund in EQ ADVISORS TRUST
from EQFUNDS,
based in New York,
United States of America.
The fund has three share classes
and monthly net assets of $845.98M.
On August 26th, 2024 it reported 3,113 holdings, the largest
being FNMA or FHLMC (2.2%), FNMA or FHLMC (2.1%) and FNMA or FHLMC (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class IA | C000138915 | ||
| Class IB | C000138916 | ||
| Class K | C000138917 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 Avenue of the Americas Trust, Series 2015-1211, Class C | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| 1211 Avenue of the Americas Trust, Series 2015-1211, Class D | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| 20 Times Square Trust, Series 2018-20TS, Class B | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| 245 Park Avenue Trust, Series 2017-245P, Class XA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| 3 Month SOFR | Derivative-interest rate | US | $-252.76 | – | -0.00 | |
| 3 Month SONIA | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| 30 Day Federal Funds | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 3M Co. | Long | Debt | US | $70K | – | 0.01 |
| AASET Trust, Series 2020-1A, Class A | Long | ABS-other | US | $352K | – | 0.04 |
| Abbott Laboratories | Long | Debt | US | $27K | – | 0.00 |
| AbbVie, Inc. | Long | Debt | US | $551K | – | 0.07 |
| AbbVie, Inc. | Long | Debt | US | $120K | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $65K | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $60K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $403K | – | 0.05 |
| ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1, Class A2C | Long | ABS-other | US | $663K | – | 0.08 |
| ACREC LLC, Series 2023-FL2, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| AEP Texas, Inc. | Long | Debt | US | $108K | – | 0.01 |
| AEP Texas, Inc., Series I | Long | Debt | US | $178K | – | 0.02 |
| AEP Transmission Co. LLC | Long | Debt | US | $128K | – | 0.02 |
| AEP Transmission Co. LLC | Long | Debt | US | $101K | – | 0.01 |
| AEP Transmission Co. LLC, Series N | Long | Debt | US | $25K | – | 0.00 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $252K | – | 0.03 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $199K | – | 0.02 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $140K | – | 0.02 |
| AES Corp. (The) | Long | Debt | US | $100K | – | 0.01 |
| African Development Bank | Long | Debt | US | $140K | – | 0.02 |
| Agilent Technologies, Inc. | Long | Debt | US | $57K | – | 0.01 |
| Agilent Technologies, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Agilent Technologies, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Agree LP | Long | Debt | US | $13K | – | 0.00 |
| AIMCO CLO, Series 2015-AA, Class X | Long | ABS-collateralized bond/debt obligation | KY | $188K | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | CA | $190K | – | 0.02 |
| Air Lease Corp. | Long | Debt | US | $100K | – | 0.01 |
| Air Lease Corp. | Long | Debt | US | $97K | – | 0.01 |
| Air Lease Corp. | Long | Debt | US | $44K | – | 0.01 |
| Air Products and Chemicals, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Air Products and Chemicals, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Alabama Power Co. | Long | Debt | US | $128K | – | 0.02 |
| Alabama Power Co., Series 20-A | Long | Debt | US | $41K | – | 0.00 |
| Alen Mortgage Trust, Series 2021-ACEN, Class A | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Alen Mortgage Trust, Series 2021-ACEN, Class D | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Algonquin Power & Utilities Corp. | Long | Debt | CA | $36K | – | 0.00 |
| Alibaba Group Holding Ltd. | Long | Debt | KY | $83K | – | 0.01 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2 | Long | ABS-other | US | $690K | – | 0.08 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B | Long | ABS-other | US | $455K | – | 0.05 |
| Alimentation Couche-Tard, Inc. | Long | Short-term investment vehicle | CA | $449K | – | 0.05 |
| Allegion US Holding Co., Inc. | Long | Debt | US | $47K | – | 0.01 |
| Allegro CLO IX Ltd., Series 2018-3A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Ally Financial, Inc. | Long | Debt | US | $603K | – | 0.07 |
| Ally Financial, Inc. | Long | Debt | US | $450K | – | 0.05 |
| Alphabet, Inc. | Long | Debt | US | $105K | – | 0.01 |
| Alternative Loan Trust, Series 2005-J14, Class A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Alternative Loan Trust, Series 2006-OA22, Class A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Alternative Loan Trust, Series 2006-OA6, Class 1A2 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Alternative Loan Trust, Series 2007-OH1, Class A1D | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Altria Group, Inc. | Long | Debt | US | $113K | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $83K | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $66K | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $42K | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $39K | – | 0.00 |
| Altria Group, Inc. | Long | Debt | US | $30K | – | 0.00 |
| Amazon.com, Inc. | Long | Debt | US | $100K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $96K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $92K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $71K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $45K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $42K | – | 0.01 |
| Amcor Finance USA, Inc. | Long | Debt | US | $56K | – | 0.01 |
| Amcor Flexibles North America, Inc. | Long | Debt | US | $29K | – | 0.00 |
| Ameren Corp. | Long | Debt | US | $396K | – | 0.05 |
| Ameren Illinois Co. | Long | Debt | US | $38K | – | 0.00 |
| American Airlines Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $179K | – | 0.02 |
| American Airlines Pass-Through Trust, Series 2015-2, Class AA | Long | ABS-other | US | $59K | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2019-1, Class A | Long | ABS-other | US | $342K | – | 0.04 |
| American Airlines Pass-Through Trust, Series 2021-1, Class A | Long | Debt | US | $625K | – | 0.07 |
| American Electric Power Co., Inc. | Long | Debt | US | $65K | – | 0.01 |
| American Electric Power Co., Inc. | Long | Debt | US | $23K | – | 0.00 |
| American Electric Power Co., Inc. | Long | Debt | US | $21K | – | 0.00 |
| American Express Co. | Long | Debt | US | $454K | – | 0.05 |
| American Express Co. | Long | Debt | US | $252K | – | 0.03 |
| American Express Co. | Long | Debt | US | $45K | – | 0.01 |
| American Home Mortgage Investment Trust, Series 2006-3, Class 11A1 | Long | ABS-mortgage backed security | US | $368K | – | 0.04 |
| American Homes 4 Rent LP | Long | Debt | US | $31K | – | 0.00 |
| American Honda Finance Corp. | Long | Debt | US | $498K | – | 0.06 |
| American Honda Finance Corp. | Long | Debt | US | $251K | – | 0.03 |
| American Honda Finance Corp. | Long | Debt | US | $9K | – | 0.00 |
| American International Group, Inc. | Long | Debt | US | $47K | – | 0.01 |
| American Municipal Power, Inc. | Long | Debt | US | $72K | – | 0.01 |
| American Tower Corp. | Long | Debt | US | $488K | – | 0.06 |
| American Tower Corp. | Long | Debt | US | $306K | – | 0.04 |
| American Tower Corp. | Long | Debt | US | $201K | – | 0.02 |
| American Tower Corp. | Long | Debt | US | $16K | – | 0.00 |
| American Water Capital Corp. | Long | Debt | US | $83K | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $658K | – | 0.08 |
| Amgen, Inc. | Long | Debt | US | $308K | – | 0.04 |
| Amgen, Inc. | Long | Debt | US | $195K | – | 0.02 |
| Amgen, Inc. | Long | Debt | US | $174K | – | 0.02 |
| Amgen, Inc. | Long | Debt | US | $50K | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $26K | – | 0.00 |
| Amgen, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Amphenol Corp. | Long | Debt | US | $49K | – | 0.01 |
| AMSR Trust, Series 2019-SFR1, Class E | Long | ABS-other | US | $3M | – | 0.33 |
| AMSR Trust, Series 2024-SFR1, Class B | Long | ABS-other | US | $1M | – | 0.13 |
| AMSR Trust, Series 2024-SFR1, Class C | Long | ABS-other | US | $953K | – | 0.11 |
| Analog Devices, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Anchorage Capital CLO Ltd., Series 2018-10A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.08 |
| Anglo American Capital plc | Long | Debt | GB | $227K | – | 0.03 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $248K | – | 0.03 |
| Antero Resources Corp. | Long | Debt | US | $266K | – | 0.03 |
| Antero Resources Corp. | Long | Debt | US | $256K | – | 0.03 |
| Aon Corp. | Long | Debt | US | $81K | – | 0.01 |
| Aon Corp. | Long | Debt | US | $24K | – | 0.00 |
| Aon North America, Inc. | Long | Debt | US | $448K | – | 0.05 |
| Apache Corp. | Long | Debt | US | $138K | – | 0.02 |
| APEX Credit CLO Ltd., Series 2018-2A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Apidos CLO XXIV, Series 2016-24A, Class A1AL | Long | ABS-collateralized bond/debt obligation | KY | $463K | – | 0.06 |
| Apidos CLO XXVII, Series 2017-27A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $137K | – | 0.02 |
| Appalachian Power Co., Series AA | Long | Debt | US | $589K | – | 0.07 |
| Apple, Inc. | Long | Debt | US | $142K | – | 0.02 |
| Apple, Inc. | Long | Debt | US | $107K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $93K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $83K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $76K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Applied Materials, Inc. | Long | Debt | US | $25K | – | 0.00 |
| Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class D | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | Long | ABS-collateralized bond/debt obligation | KY | $239K | – | 0.03 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A | Long | ABS-collateralized bond/debt obligation | KY | $136K | – | 0.02 |
| Archer-Daniels-Midland Co. | Long | Debt | US | $47K | – | 0.01 |
| AREIT Ltd., Series 2024-CRE9, Class A | Long | ABS-collateralized bond/debt obligation | KY | $419K | – | 0.05 |
| AREIT Trust, Series 2021-CRE5, Class A | Long | ABS-collateralized bond/debt obligation | KY | $279K | – | 0.03 |
| Ares Capital Corp. | Long | Debt | US | $97K | – | 0.01 |
| Ares Capital Corp. | Long | Debt | US | $91K | – | 0.01 |
| ARES Commercial Mortgage Trust, Series 2024-IND, Class A | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Ares LIX CLO Ltd., Series 2021-59A, Class B1 | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class D | Long | ABS-collateralized bond/debt obligation | JE | $253K | – | 0.03 |
| Ashford Hospitality Trust, Series 2018-ASHF, Class D | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ashford Hospitality Trust, Series 2018-KEYS, Class A | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Asian Development Bank | Long | Debt | US | $324K | – | 0.04 |
| Asian Development Bank | Long | Debt | US | $175K | – | 0.02 |
| Asian Development Bank | Long | Debt | US | $153K | – | 0.02 |
| Asian Development Bank | Long | Debt | US | $96K | – | 0.01 |
| Asian Development Bank | Long | Debt | US | $93K | – | 0.01 |
| Asian Development Bank | Long | Debt | US | $82K | – | 0.01 |
| Asian Development Bank | Long | Debt | US | $48K | – | 0.01 |
| Assurant, Inc. | Long | Debt | US | $41K | – | 0.00 |
| Astrazeneca Finance LLC | Long | Debt | US | $65K | – | 0.01 |
| AstraZeneca plc | Long | Debt | GB | $163K | – | 0.02 |
| AstraZeneca plc | Long | Debt | GB | $71K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $243K | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $185K | – | 0.02 |
| AT&T, Inc. | Long | Debt | US | $161K | – | 0.02 |
| AT&T, Inc. | Long | Debt | US | $155K | – | 0.02 |
| AT&T, Inc. | Long | Debt | US | $146K | – | 0.02 |
| AT&T, Inc. | Long | Debt | US | $124K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $116K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $97K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $96K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $401K | – | 0.05 |
| Atmos Energy Corp. | Long | Debt | US | $30K | – | 0.00 |
| Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| Atrium IX, Series 9A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $216K | – | 0.03 |
| Automatic Data Processing, Inc. | Long | Debt | US | $18K | – | 0.00 |
| AutoZone, Inc. | Long | Debt | US | $68K | – | 0.01 |
| AvalonBay Communities, Inc. | Long | Debt | US | $44K | – | 0.01 |
| AvalonBay Communities, Inc. | Long | Debt | US | $14K | – | 0.00 |
| Avangrid, Inc. | Long | Debt | US | $396K | – | 0.05 |
| Avery Dennison Corp. | Long | Debt | US | $51K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $656K | – | 0.08 |
| Aviation Capital Group LLC | Long | Debt | US | $198K | – | 0.02 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $398K | – | 0.05 |
| Bacardi Ltd. | Long | Debt | BM | $494K | – | 0.06 |
| BAE Systems plc | Long | Debt | GB | $163K | – | 0.02 |
| Baker Hughes Holdings LLC | Long | Debt | US | $94K | – | 0.01 |
| Baltimore Gas & Electric Co. | Long | Debt | US | $52K | – | 0.01 |
| Baltimore Gas & Electric Co. | Long | Debt | US | $35K | – | 0.00 |
| Baltimore Gas & Electric Co. | Long | Debt | US | $20K | – | 0.00 |
| BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class AF | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class CL | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust, Series 2021-JACX, Class A | Long | ABS-mortgage backed security | US | $758K | – | 0.09 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $109K | – | 0.01 |
| Banco Espirito Santo SA | Long | Debt | PT | $251K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $399K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $210K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $202K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $166K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $725K | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $647K | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $637K | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $537K | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $379K | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $232K | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $214K | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $211K | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $206K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $175K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $169K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $154K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $149K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $121K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $120K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $91K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $88K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $57K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $53K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $48K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $47K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $21K | – | 0.00 |
| Bank of America Corp. | Long | Debt | US | $2K | – | 0.00 |
| Bank of America Corp., Series N | Long | Debt | US | $85K | – | 0.01 |
| Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class C | Long | ABS-mortgage backed security | US | $347K | – | 0.04 |
| Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Bank of America NA | Long | Debt | US | $402K | – | 0.05 |
| Bank of Montreal | Long | Debt | CA | $47K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $46K | – | 0.01 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $71K | – | 0.01 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $50K | – | 0.01 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $48K | – | 0.01 |
| Bank of New York Mellon Corp. (The), Series J | Long | Debt | US | $122K | – | 0.01 |
| Bank of New York Mellon Corp. (The), Series J | Long | Debt | US | $44K | – | 0.01 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $100K | – | 0.01 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $98K | – | 0.01 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $92K | – | 0.01 |
| BANK, Series 2017-BNK6, Class XA | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| BANK, Series 2018-BN10, Class XA | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| BANK, Series 2019-BN19, Class AS | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| BANK, Series 2019-BN20, Class AS | Long | ABS-mortgage backed security | US | $268K | – | 0.03 |
| BANK, Series 2019-BN20, Class XB | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BANK, Series 2020-BN25, Class AS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BANK, Series 2020-BN30, Class XB | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| BANK, Series 2021-BN33, Class XB | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| BANK, Series 2022-BNK40, Class A4 | Long | ABS-mortgage backed security | US | $529K | – | 0.06 |
| BANK5 Trust, Series 2024-5YR6, Class A3 | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $302K | – | 0.04 |
| Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| Barclays plc | Long | Debt | GB | $605K | – | 0.07 |
| Barclays plc | Long | Debt | GB | $598K | – | 0.07 |
| Barclays plc | Long | Debt | GB | $315K | – | 0.04 |
| Barclays plc | Long | Debt | GB | $250K | – | 0.03 |
| Barclays plc | Long | Debt | GB | $202K | – | 0.02 |
| Barings CLO Ltd., Series 2018-3A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $20K | – | 0.00 |
| BAT Capital Corp. | Long | Debt | US | $228K | – | 0.03 |
| BAT Capital Corp. | Long | Debt | US | $225K | – | 0.03 |
| BAT Capital Corp. | Long | Debt | US | $202K | – | 0.02 |
| BAT Capital Corp. | Long | Debt | US | $197K | – | 0.02 |
| BAT Capital Corp. | Long | Debt | US | $103K | – | 0.01 |
| BAT Capital Corp. | Long | Debt | US | $95K | – | 0.01 |
| BAT Capital Corp. | Long | Debt | US | $20K | – | 0.00 |
| BAT Capital Corp. | Long | Debt | US | $20K | – | 0.00 |
| BAT International Finance plc | Long | Debt | GB | $409K | – | 0.05 |
| Baxter International, Inc. | Long | Debt | US | $92K | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $588K | – | 0.07 |
| Bayer US Finance LLC | Long | Debt | US | $303K | – | 0.04 |
| Bayer US Finance LLC | Long | Debt | US | $204K | – | 0.02 |
| BB-UBS Trust, Series 2012-SHOW, Class XA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BBCCRE Trust, Series 2015-GTP, Class A | Long | ABS-mortgage backed security | US | $867K | – | 0.10 |
| BBCMS Mortgage Trust, Series 2017-C1, Class B | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class A | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BBCMS Mortgage Trust, Series 2021-C9, Class XA | Long | ABS-mortgage backed security | US | $194K | – | 0.02 |
| BBCMS Trust, Series 2015-SRCH, Class A1 | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| BBCMS Trust, Series 2015-SRCH, Class XA | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BBCMS Trust, Series 2021-C10, Class XA | Long | ABS-mortgage backed security | US | $216K | – | 0.03 |
| BDS LLC, Series 2022-FL12, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Bear Stearns ALT-A Trust, Series 2006-4, Class 31A1 | Long | ABS-mortgage backed security | US | $622K | – | 0.07 |
| Bear Stearns ARM Trust, Series 2004-8, Class 11A2 | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Bear Stearns ARM Trust, Series 2005-1, Class 2A1 | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Becton Dickinson & Co. | Long | Debt | US | $39K | – | 0.00 |
| Becton Dickinson & Co. | Long | Debt | US | $32K | – | 0.00 |
| Becton Dickinson & Co. | Long | Debt | US | $31K | – | 0.00 |
| Becton Dickinson & Co. | Long | Debt | US | $27K | – | 0.00 |
| Becton Dickinson & Co. | Long | Debt | US | $26K | – | 0.00 |
| Bell Canada (The) | Long | Debt | CA | $98K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2019-B9, Class A5 | Long | ABS-mortgage backed security | US | $651K | – | 0.08 |
| Benchmark Mortgage Trust, Series 2019-B9, Class XA | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Benchmark Mortgage Trust, Series 2020-B16, Class XA | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| Benchmark Mortgage Trust, Series 2020-B17, Class XB | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Benchmark Mortgage Trust, Series 2020-IG3, Class XA | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2021-B23, Class XA | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2021-B24, Class XA | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2021-B27, Class XA | Long | ABS-mortgage backed security | US | $207K | – | 0.02 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $47K | – | 0.01 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $33K | – | 0.00 |
| Berkshire Hathaway, Inc. | Long | Debt | US | $34K | – | 0.00 |
| Berry Global, Inc. | Long | Debt | US | $100K | – | 0.01 |
| Berry Global, Inc. | Long | Debt | US | $57K | – | 0.01 |
| BFLD Trust, Series 2020-EYP, Class A | Long | ABS-mortgage backed security | US | $572K | – | 0.07 |
| BIG Commercial Mortgage Trust, Series 2022-BIG, Class A | Long | ABS-mortgage backed security | US | $568K | – | 0.07 |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.07 |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B | Long | ABS-other | US | $492K | – | 0.06 |
| BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD (TFDXX LEX BLACKROCK FED FUND) | Long | Short-term investment vehicle | US | $1M | – | 0.12 |
| BlackRock, Inc. | Long | Debt | US | $64K | – | 0.01 |
| BlackRock, Inc. | Long | Debt | US | $14K | – | 0.00 |
| Blackstone Private Credit Fund | Long | Debt | US | $46K | – | 0.01 |
| Blackstone Secured Lending Fund | Long | Debt | US | $65K | – | 0.01 |
| Block Financial LLC | Long | Debt | US | $9K | – | 0.00 |
| Blue Owl Capital Corp. | Long | Debt | US | $47K | – | 0.01 |
| Blue Owl Capital Corp. | Long | Debt | US | $22K | – | 0.00 |
| Blue Owl Credit Income Corp. | Long | Debt | US | $103K | – | 0.01 |
| Blue Owl Credit Income Corp. | Long | Debt | US | $37K | – | 0.00 |
| BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $209K | – | 0.02 |
| BMO Mortgage Trust, Series 2023-C5, Class XA | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $624K | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $398K | – | 0.05 |
| BNPP AM Euro CLO DAC, Series 2018-1A, Class AR | Long | ABS-collateralized bond/debt obligation | IE | $265K | – | 0.03 |
| Boardwalk Pipelines LP | Long | Debt | US | $350K | – | 0.04 |
| Boardwalk Pipelines LP | Long | Debt | US | $20K | – | 0.00 |
| BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $470K | – | 0.06 |
| Boeing Co. (The) | Long | Debt | US | $438K | – | 0.05 |
| Boeing Co. (The) | Long | Debt | US | $385K | – | 0.05 |
| Boeing Co. (The) | Long | Debt | US | $269K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $120K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $98K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $96K | – | 0.01 |
| Bonos de la Tesoreria | Long | Debt | PE | $300K | – | 0.04 |
| Boston Properties LP | Long | Debt | US | $102K | – | 0.01 |
| Boston Properties LP | Long | Debt | US | $78K | – | 0.01 |
| Boston Properties LP | Long | Debt | US | $47K | – | 0.01 |
| BP Capital Markets America, Inc. | Long | Debt | US | $194K | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $150K | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $96K | – | 0.01 |
| BP Capital Markets America, Inc. | Long | Debt | US | $35K | – | 0.00 |
| BP Capital Markets America, Inc. | Long | Debt | US | $20K | – | 0.00 |
| BP Capital Markets plc | Long | Debt | GB | $47K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $415K | – | 0.05 |
| BPCE SA | Long | Debt | FR | $249K | – | 0.03 |
| BPR Trust, Series 2021-TY, Class A | Long | ABS-mortgage backed security | US | $241K | – | 0.03 |
| Brandywine Operating Partnership LP | Long | Debt | US | $272K | – | 0.03 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $11K | – | 0.00 |
| Bridge Street CLO I Ltd., Series 2020-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Bridge Street CLO IV Ltd., Series 2024-1A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.06 |
| Brighthouse Financial, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Bristol Park CLO Ltd., Series 2016-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $255K | – | 0.03 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $104K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $100K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $77K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $58K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $48K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $45K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $24K | – | 0.00 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $24K | – | 0.00 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $24K | – | 0.00 |
| Broadcom Corp. | Long | Debt | US | $97K | – | 0.01 |
| Broadcom, Inc. | Long | Debt | US | $661K | – | 0.08 |
| Broadcom, Inc. | Long | Debt | US | $392K | – | 0.05 |
| Broadcom, Inc. | Long | Debt | US | $388K | – | 0.05 |
| Broadcom, Inc. | Long | Debt | US | $337K | – | 0.04 |
| Broadcom, Inc. | Long | Debt | US | $273K | – | 0.03 |
| Broadcom, Inc. | Long | Debt | US | $102K | – | 0.01 |
| Broadcom, Inc. | Long | Debt | US | $99K | – | 0.01 |
| Broadcom, Inc. | Long | Debt | US | $68K | – | 0.01 |
| Broadcom, Inc. | Long | Debt | US | $39K | – | 0.00 |
| Broadcom, Inc. | Long | Debt | US | $25K | – | 0.00 |
| Broadridge Financial Solutions, Inc. | Long | Debt | US | $84K | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $68K | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $48K | – | 0.01 |
| Brown & Brown, Inc. | Long | Debt | US | $32K | – | 0.00 |
| BSST Mortgage Trust, Series 2021-SSCP, Class A | Long | ABS-mortgage backed security | US | $381K | – | 0.05 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $21K | – | 0.00 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $88K | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $84K | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $21K | – | 0.00 |
| BWAY Mortgage Trust, Series 2013-1515, Class A2 | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| BWAY Mortgage Trust, Series 2013-1515, Class C | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| BWAY Mortgage Trust, Series 2021-1450, Class A | Long | ABS-mortgage backed security | US | $632K | – | 0.08 |
| BX Commercial Mortgage Trust, Series 2020-VIV3, Class B | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| BX Commercial Mortgage Trust, Series 2021-CIP, Class A | Long | ABS-mortgage backed security | US | $237K | – | 0.03 |
| BX Commercial Mortgage Trust, Series 2021-VINO, Class D | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class E | Long | ABS-mortgage backed security | US | $241K | – | 0.03 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class F | Long | ABS-mortgage backed security | US | $244K | – | 0.03 |
| BX Commercial Mortgage Trust, Series 2021-XL2, Class A | Long | ABS-mortgage backed security | US | $585K | – | 0.07 |
| BX Commercial Mortgage Trust, Series 2022-AHP, Class A | Long | ABS-mortgage backed security | US | $593K | – | 0.07 |
| BX Commercial Mortgage Trust, Series 2024-KING, Class A | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| BX Commercial Mortgage Trust, Series 2024-MDHS, Class A | Long | ABS-mortgage backed security | US | $219K | – | 0.03 |
| BX Trust, Series 2019-OC11, Class E | Long | ABS-mortgage backed security | US | $275K | – | 0.03 |
| BX Trust, Series 2021-ARIA, Class A | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BX Trust, Series 2021-ARIA, Class D | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| BX Trust, Series 2021-VIEW, Class D | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| BX Trust, Series 2022-FOX2, Class A2 | Long | ABS-mortgage backed security | US | $785K | – | 0.09 |
| BX Trust, Series 2022-GPA, Class A | Long | ABS-mortgage backed security | US | $227K | – | 0.03 |
| BX Trust, Series 2022-GPA, Class XCP | Long | ABS-mortgage backed security | US | $1.31 | – | 0.00 |
| BX Trust, Series 2022-VAMF, Class B | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BX Trust, Series 2023-DELC, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| BX Trust, Series 2024-PALM, Class A | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| BX Trust, Series 2024-VLT4, Class A | Long | ABS-mortgage backed security | US | $199K | – | 0.02 |
| BXP Trust, Series 2017-CC, Class D | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| BXP Trust, Series 2017-GM, Class D | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| BXP Trust, Series 2021-601L, Class D | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class D | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Camden Property Trust | Long | Debt | US | $10K | – | 0.00 |
| Cameron LNG LLC | Long | Debt | US | $353K | – | 0.04 |
| Campbell Soup Co. | Long | Debt | US | $24K | – | 0.00 |
| Canada 10 Year Bond | Derivative-interest rate | CA | $10K | – | 0.00 | |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $201K | – | 0.02 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $46K | – | 0.01 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $17K | – | 0.00 |
| Canyon Capital CLO Ltd., Series 2021-2A, Class B1 | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $245K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $201K | – | 0.02 |
| Capital One Financial Corp. | Long | Debt | US | $190K | – | 0.02 |
| Capital One Multi-Asset Execution Trust, Series 2017-A5, Class A5 | Long | ABS-other | US | $601K | – | 0.07 |
| Cardinal Health, Inc. | Long | Debt | US | $71K | – | 0.01 |
| Carlyle Finance Subsidiary LLC | Long | Debt | US | $552K | – | 0.07 |
| Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Carlyle US CLO Ltd., Series 2017-2A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.06 |
| Carrier Global Corp. | Long | Debt | US | $221K | – | 0.03 |
| CarVal CLO IX-C Ltd., Series 2024-1A, Class B | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.12 |
| Cassia SRL, Series 2022-1A, Class A | Long | ABS-mortgage backed security | IT | $265K | – | 0.03 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $93K | – | 0.01 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $57K | – | 0.01 |
| Caterpillar Financial Services Corp. | Long | Debt | US | $45K | – | 0.01 |
| CBRE Services, Inc. | Long | Debt | US | $402K | – | 0.05 |
| CD Mortgage Trust, Series 2017-CD3, Class A4 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CDW LLC | Long | Debt | US | $66K | – | 0.01 |
| Cencora, Inc. | Long | Debt | US | $47K | – | 0.01 |
| CENT Trust, Series 2023-CITY, Class A | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Centene Corp. | Long | Debt | US | $284K | – | 0.03 |
| CenterPoint Energy Houston Electric LLC, Series AD | Long | Debt | US | $28K | – | 0.00 |
| CenterPoint Energy Houston Electric LLC, Series AG | Long | Debt | US | $43K | – | 0.01 |
| CenterPoint Energy Resources Corp. | Long | Debt | US | $50K | – | 0.01 |
| CenterPoint Energy Resources Corp. | Long | Debt | US | $50K | – | 0.01 |
| CenterPoint Energy Resources Corp. | Long | Debt | US | $42K | – | 0.01 |
| CenterPoint Energy, Inc. | Long | Debt | US | $28K | – | 0.00 |
| CFCRE Commercial Mortgage Trust, Series 2016-C3, Class A3 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Charles Schwab Corp. (The) | Long | Debt | US | $208K | – | 0.02 |
| Charles Schwab Corp. (The) | Long | Debt | US | $60K | – | 0.01 |
| Charles Schwab Corp. (The) | Long | Debt | US | $42K | – | 0.00 |
| Charles Schwab Corp. (The) | Long | Debt | US | $29K | – | 0.00 |
| Charter Communications Operating LLC | Long | Debt | US | $528K | – | 0.06 |
| Charter Communications Operating LLC | Long | Debt | US | $208K | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $150K | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $46K | – | 0.01 |
| Chase Home Lending Mortgage Trust, Series 2023-RPL2, Class A1 | Long | ABS-mortgage backed security | US | $422K | – | 0.05 |
| Chase Mortgage Finance Trust, Series 2007-S3, Class 1A12 | Long | ABS-mortgage backed security | US | $669K | – | 0.08 |
| Cheniere Corpus Christi Holdings LLC | Long | Debt | US | $375K | – | 0.04 |
| Cheniere Corpus Christi Holdings LLC | Long | Debt | US | $281K | – | 0.03 |
| Cheniere Corpus Christi Holdings LLC | Long | Debt | US | $212K | – | 0.03 |
| Cheniere Energy Partners LP | Long | Debt | US | $340K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $50K | – | 0.01 |
| Cheniere Energy, Inc. | Long | Debt | US | $849K | – | 0.10 |
| Cheniere Energy, Inc. | Long | Debt | US | $194K | – | 0.02 |
| Chevron Corp. | Long | Debt | US | $48K | – | 0.01 |
| Chevron USA, Inc. | Long | Debt | US | $62K | – | 0.01 |
| Chevron USA, Inc. | Long | Debt | US | $33K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A6 | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| CHL Mortgage Pass-Through Trust, Series 2005-24, Class A1 | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| CHL Mortgage Pass-Through Trust, Series 2006-9, Class A10 | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| Choice Hotels International, Inc. | Long | Debt | US | $539K | – | 0.06 |
| Chubb INA Holdings LLC | Long | Debt | US | $73K | – | 0.01 |
| CIFC Funding 2021-IV Ltd., Series 2021-4A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| CIFC Funding 2021-V Ltd., Series 2021-5A, Class C | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| CIFC Funding Ltd., Series 2013-3RA, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $205K | – | 0.02 |
| Cigna Group (The) | Long | Debt | US | $448K | – | 0.05 |
| Cigna Group (The) | Long | Debt | US | $330K | – | 0.04 |
| Cintas Corp. No. 2 | Long | Debt | US | $96K | – | 0.01 |
| Cisco Systems, Inc. | Long | Debt | US | $100K | – | 0.01 |
| Cisco Systems, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Cisco Systems, Inc. | Long | Debt | US | $25K | – | 0.00 |
| Citibank Credit Card Issuance Trust, Series 2018-A5, Class A5 | Long | ABS-other | US | $301K | – | 0.04 |
| Citibank NA | Long | Debt | US | $603K | – | 0.07 |
| Citibank NA | Long | Debt | US | $302K | – | 0.04 |
| Citibank NA | Long | Debt | US | $205K | – | 0.02 |
| Citigroup Commercial Mortgage Trust, Series 2013-375P, Class A | Long | ABS-mortgage backed security | US | $451K | – | 0.05 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class B | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Citigroup Commercial Mortgage Trust, Series 2020-420K, Class D | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Citigroup Commercial Mortgage Trust, Series 2020-420K, Class X | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Citigroup Commercial Mortgage Trust, Series 2021-KEYS, Class A | Long | ABS-mortgage backed security | US | $695K | – | 0.08 |
| Citigroup, Inc. | Long | Debt | US | $509K | – | 0.06 |
| Citigroup, Inc. | Long | Debt | US | $362K | – | 0.04 |
| Citigroup, Inc. | Long | Debt | US | $268K | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $261K | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $260K | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $195K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $185K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $142K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $119K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $97K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $89K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $58K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $44K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $44K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $25K | – | 0.00 |
| Citizens Financial Group, Inc. | Long | Debt | US | $94K | – | 0.01 |
| Citizens Financial Group, Inc. | Long | Debt | US | $26K | – | 0.00 |
| City of New York Municipal Water Finance Authority, Water & Sewer System, Revenue Bonds, Series BB | Long | Debt | US | $61K | – | 0.01 |
| City of San Antonio, Electric & Gas Systems, Revenue Bonds, Series 2010A (City of San Antonio TX Electric & Gas Systems Revenue) | Long | Debt | US | $61K | – | 0.01 |
| CLNC Ltd., Series 2019-FL1, Class B | Long | ABS-collateralized bond/debt obligation | KY | $144K | – | 0.02 |
| Clorox Co. (The) | Long | Debt | US | $12K | – | 0.00 |
| CNA Financial Corp. | Long | Debt | US | $17K | – | 0.00 |
| CNH Industrial Capital LLC | Long | Debt | US | $551K | – | 0.07 |
| CNH Industrial Capital LLC | Long | Debt | US | $303K | – | 0.04 |
| CNH Industrial Capital LLC | Long | Debt | US | $163K | – | 0.02 |
| CNH Industrial Capital LLC | Long | Debt | US | $45K | – | 0.01 |
| COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Coca-Cola Co. (The) | Long | Debt | US | $55K | – | 0.01 |
| Coca-Cola Co. (The) | Long | Debt | US | $47K | – | 0.01 |
| Cold Storage Trust, Series 2020-ICE5, Class A | Long | ABS-mortgage backed security | US | $235K | – | 0.03 |
| COLT Mortgage Loan Trust, Series 2020-2, Class M1 | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| COLT Mortgage Loan Trust, Series 2020-3, Class A3 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Comcast Corp. | Long | Debt | US | $237K | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $177K | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $121K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $95K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $94K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $42K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $39K | – | 0.00 |
| Comcast Corp. | Long | Debt | US | $21K | – | 0.00 |
| Comcast Corp. | Long | Debt | US | $20K | – | 0.00 |
| Comerica, Inc. | Long | Debt | US | $46K | – | 0.01 |
| Commercial Mortgage Trust, Series 2014-CR18, Class B | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| Commercial Mortgage Trust, Series 2014-UBS5, Class B | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Commercial Mortgage Trust, Series 2015-3BP, Class B | Long | ABS-mortgage backed security | US | $281K | – | 0.03 |
| Commercial Mortgage Trust, Series 2015-3BP, Class XA | Long | ABS-mortgage backed security | US | $418.53 | – | 0.00 |
| Commercial Mortgage Trust, Series 2015-CR22, Class XA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Commercial Mortgage Trust, Series 2015-CR24, Class B | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Commercial Mortgage Trust, Series 2015-CR26, Class ASB | Long | ABS-mortgage backed security | US | $407K | – | 0.05 |
| Commercial Mortgage Trust, Series 2015-DC1, Class XA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Commercial Mortgage Trust, Series 2016-COR1, Class ASB | Long | ABS-mortgage backed security | US | $444K | – | 0.05 |
| Commercial Mortgage Trust, Series 2018-COR3, Class XD | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Commercial Mortgage Trust, Series 2024-WCL1, Class A | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Commercial Mortgage Trust, Series 2024-WCL1, Class B | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Commonwealth Bank of Australia | Long | Debt | AU | $401K | – | 0.05 |
| Conagra Brands, Inc. | Long | Debt | US | $221K | – | 0.03 |
| ConocoPhillips Co. | Long | Debt | US | $217K | – | 0.03 |
| Consolidated Edison Co. of New York, Inc. | Long | Debt | US | $22K | – | 0.00 |
| Consolidated Edison Co. of New York, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Consolidated Edison Co. of New York, Inc., Series B | Long | Debt | US | $23K | – | 0.00 |
| Constellation Brands, Inc. | Long | Debt | US | $370K | – | 0.04 |
| Constellation Brands, Inc. | Long | Debt | US | $98K | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $15K | – | 0.00 |
| Constellation Energy Generation LLC | Long | Debt | US | $334K | – | 0.04 |
| Consumers Energy Co. | Long | Debt | US | $91K | – | 0.01 |
| Consumers Energy Co. | Long | Debt | US | $60K | – | 0.01 |
| Consumers Energy Co. | Long | Debt | US | $49K | – | 0.01 |
| Consumers Energy Co. | Long | Debt | US | $43K | – | 0.01 |
| Continental Resources, Inc. | Long | Debt | US | $491K | – | 0.06 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $501K | – | 0.06 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $400K | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $302K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $241K | – | 0.03 |
| COPT Defense Properties LP | Long | Debt | US | $566K | – | 0.07 |
| Corebridge Financial, Inc. | Long | Debt | US | $179K | – | 0.02 |
| Corp. Andina de Fomento | Long | Debt | US | $99K | – | 0.01 |
| Costco Wholesale Corp. | Long | Debt | US | $168K | – | 0.02 |
| Coterra Energy, Inc. | Long | Debt | US | $95K | – | 0.01 |
| Council of Europe Development Bank | Long | Debt | US | $46K | – | 0.01 |
| Council of Europe Development Bank | Long | Debt | US | $24K | – | 0.00 |
| Cox Communications, Inc. | Long | Debt | US | $378K | – | 0.05 |
| CPS Auto Receivables Trust, Series 2021-A, Class D | Long | ABS-other | US | $308K | – | 0.04 |
| CPS Auto Receivables Trust, Series 2021-A, Class E | Long | ABS-other | US | $482K | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $410K | – | 0.05 |
| Crown Castle, Inc. | Long | Debt | US | $483K | – | 0.06 |
| Crown Castle, Inc. | Long | Debt | US | $244K | – | 0.03 |
| Crown Castle, Inc. | Long | Debt | US | $83K | – | 0.01 |
| Crown Castle, Inc. | Long | Debt | US | $54K | – | 0.01 |
| Crown Castle, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Crown Castle, Inc. | Long | Debt | US | $28K | – | 0.00 |
| Crown Castle, Inc. | Long | Debt | US | $10K | – | 0.00 |
| CSAB Mortgage-Backed Trust, Series 2007-1, Class 1A1A | Long | ABS-other | US | $1M | – | 0.14 |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C | Long | ABS-mortgage backed security | US | $272K | – | 0.03 |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class XA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CSAIL Commercial Mortgage Trust, Series 2015-C4, Class D | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| CSAIL Commercial Mortgage Trust, Series 2016-C5, Class B | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CSAIL Commercial Mortgage Trust, Series 2018-C14, Class C | Long | ABS-mortgage backed security | US | $210K | – | 0.03 |
| CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| CSAIL Commercial Mortgage Trust, Series 2019-C16, Class C | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XA | Long | ABS-mortgage backed security | US | $243K | – | 0.03 |
| CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XB | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| CSAIL Commercial Mortgage Trust, Series 2019-C18, Class D | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| CSMC Trust, Series 2011-17R, Class 1A2 | Long | ABS-mortgage backed security | US | $1.26 | – | 0.00 |
| CSMC Trust, Series 2017-PFHP, Class A | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| CSMC Trust, Series 2017-TIME, Class A | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| CSMC Trust, Series 2020-NET, Class A | Long | ABS-mortgage backed security | US | $235K | – | 0.03 |
| CSMC Trust, Series 2020-NET, Class D | Long | ABS-mortgage backed security | US | $187K | – | 0.02 |
| CSMC Trust, Series 2021-ADV, Class A | Long | ABS-mortgage backed security | US | $726K | – | 0.09 |
| CSMC Trust, Series 2021-B33, Class A1 | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| CSMC Trust, Series 2021-B33, Class A2 | Long | ABS-mortgage backed security | US | $351K | – | 0.04 |
| CSMC Trust, Series 2021-JR1, Class A1 | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| CSMC Trust, Series 2021-JR2, Class A1 | Long | ABS-mortgage backed security | US | $183K | – | 0.02 |
| CSMC Trust, Series 2022-NWPT, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Cummins, Inc. | Long | Debt | US | $10K | – | 0.00 |
| CVS Health Corp. | Long | Debt | US | $181K | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $118K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $79K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $58K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $53K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $20K | – | 0.00 |
| Daimler Truck Finance North America LLC | Long | Debt | US | $397K | – | 0.05 |
| Danske Bank A/S | Long | Debt | DK | $400K | – | 0.05 |
| DataBank Issuer, Series 2021-1A, Class A2 | Long | ABS-other | US | $834K | – | 0.10 |
| DBGS Mortgage Trust, Series 2018-5BP, Class B | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| DBGS Mortgage Trust, Series 2019-1735, Class X | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| DBJPM Mortgage Trust, Series 2016-C1, Class A4 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| DBJPM Mortgage Trust, Series 2017-C6, Class XD | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| DBUBS Mortgage Trust, Series 2017-BRBK, Class D | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Dell International LLC | Long | Debt | US | $501K | – | 0.06 |
| Dell International LLC | Long | Debt | US | $126K | – | 0.01 |
| Dell International LLC | Long | Debt | US | $101K | – | 0.01 |
| Dell International LLC | Long | Debt | US | $81K | – | 0.01 |
| Dell International LLC | Long | Debt | US | $26K | – | 0.00 |
| Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA | Long | ABS-other | US | $35K | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3, Class 2A5 | Long | ABS-mortgage backed security | US | $426K | – | 0.05 |
| Deutsche Bank AG | Long | Debt | DE | $694K | – | 0.08 |
| Deutsche Bank AG | Long | Debt | DE | $664K | – | 0.08 |
| Deutsche Bank AG | Long | Debt | DE | $155K | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $150K | – | 0.02 |
| Devon Energy Corp. | Long | Debt | US | $25K | – | 0.00 |
| Diageo Capital plc | Long | Debt | GB | $177K | – | 0.02 |
| Diamondback Energy, Inc. | Long | Debt | US | $2M | – | 0.19 |
| Diamondback Energy, Inc. | Long | Debt | US | $792K | – | 0.09 |
| Diamondback Energy, Inc. | Long | Debt | US | $415K | – | 0.05 |
| Diamondback Energy, Inc. | Long | Debt | US | $270K | – | 0.03 |
| Diamondback Energy, Inc. | Long | Debt | US | $191K | – | 0.02 |
| Diamondback Energy, Inc. | Long | Debt | US | $61K | – | 0.01 |
| Diamondback Energy, Inc. | Long | Debt | US | $40K | – | 0.00 |
| Digital Realty Trust LP | Long | Debt | US | $50K | – | 0.01 |
| Discover Financial Services | Long | Debt | US | $38K | – | 0.00 |
| Dollar General Corp. | Long | Debt | US | $74K | – | 0.01 |
| DOLP Trust, Series 2021-NYC, Class A | Long | ABS-mortgage backed security | US | $834K | – | 0.10 |
| Dominion Energy South Carolina, Inc. | Long | Debt | US | $38K | – | 0.00 |
| Dominion Energy, Inc., Series A | Long | Debt | US | $37K | – | 0.00 |
| Dominion Energy, Inc., Series C | Long | Debt | US | $37K | – | 0.00 |
| Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2 | Long | ABS-other | US | $437K | – | 0.05 |
| Dover Corp. | Long | Debt | US | $48K | – | 0.01 |
| Dow Chemical Co. (The) | Long | Debt | US | $98K | – | 0.01 |
| DR Horton, Inc. | Long | Debt | US | $48K | – | 0.01 |
| DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD (DREYFUS TREASURY & AGENCY LEX) | Long | Short-term investment vehicle | US | $1M | – | 0.13 |
| Dryden 50 Senior Loan Fund, Series 2017-50A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.04 |
| DTE Electric Co., Series A | Long | Debt | US | $58K | – | 0.01 |
| DTE Electric Co., Series B | Long | Debt | US | $21K | – | 0.00 |
| DTE Energy Co. | Long | Debt | US | $396K | – | 0.05 |
| Duke Energy Carolinas LLC | Long | Debt | US | $115K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $80K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $43K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $22K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $21K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $21K | – | 0.00 |
| Duke Energy Corp. | Long | Debt | US | $71K | – | 0.01 |
| Duke Energy Corp. | Long | Debt | US | $28K | – | 0.00 |
| Duke Energy Corp. | Long | Debt | US | $21K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $187K | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $58K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $20K | – | 0.00 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $135K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $86K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $65K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $49K | – | 0.01 |
| DXC Technology Co. | Long | Debt | US | $46K | – | 0.01 |
| Eastman Chemical Co. | Long | Debt | US | $21K | – | 0.00 |
| Eastman Chemical Co. | Long | Debt | US | $21K | – | 0.00 |
| eBay, Inc. | Long | Debt | US | $402K | – | 0.05 |
| eBay, Inc. | Long | Debt | US | $93K | – | 0.01 |
| Ecolab, Inc. | Long | Debt | US | $92K | – | 0.01 |
| Edison International | Long | Debt | US | $773K | – | 0.09 |
| Edison International | Long | Debt | US | $109K | – | 0.01 |
| Edison International | Long | Debt | US | $99K | – | 0.01 |
| Edison International | Long | Debt | US | $38K | – | 0.00 |
| Elevance Health, Inc. | Long | Debt | US | $191K | – | 0.02 |
| Elevance Health, Inc. | Long | Debt | US | $119K | – | 0.01 |
| Elevation CLO Ltd., Series 2018-9A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $410K | – | 0.05 |
| Eli Lilly and Co. | Long | Debt | US | $98K | – | 0.01 |
| Eli Lilly and Co. | Long | Debt | US | $12K | – | 0.00 |
| ELM Trust, Series 2024-ELM, Class A10 | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| ELM Trust, Series 2024-ELM, Class A15 | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| ELM Trust, Series 2024-ELM, Class XP10 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Emera US Finance LP | Long | Debt | US | $48K | – | 0.01 |
| Emerson Electric Co. | Long | Debt | US | $23K | – | 0.00 |
| Enbridge, Inc. | Long | Debt | CA | $150K | – | 0.02 |
| Enbridge, Inc. | Long | Debt | CA | $97K | – | 0.01 |
| Enel Finance International NV | Long | Debt | NL | $571K | – | 0.07 |
| Enel Finance International NV | Long | Debt | NL | $488K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $595K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $543K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $206K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $92K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $25K | – | 0.00 |
| Entergy Corp. | Long | Debt | US | $90K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $99K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $98K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $27K | – | 0.00 |
| EOG Resources, Inc. | Long | Debt | US | $196K | – | 0.02 |
| EPH Financing International A/S | Long | Debt | CZ | $443K | – | 0.05 |
| EPR Properties | Long | Debt | US | $583K | – | 0.07 |
| EPR Properties | Long | Debt | US | $493K | – | 0.06 |
| EQT Corp. | Long | Debt | US | $477K | – | 0.06 |
| EQT Corp. | Long | Debt | US | $403K | – | 0.05 |
| EQT Corp. | Long | Debt | US | $323K | – | 0.04 |
| EQT Corp. | Long | Debt | US | $287K | – | 0.03 |
| Equifax, Inc. | Long | Debt | US | $100K | – | 0.01 |
| Equinix, Inc. | Long | Debt | US | $95K | – | 0.01 |
| Equinix, Inc. | Long | Debt | US | $22K | – | 0.00 |
| Equinix, Inc. | Long | Debt | US | $18K | – | 0.00 |
| Equinor ASA | Long | Debt | NO | $95K | – | 0.01 |
| Equinor ASA | Long | Debt | NO | $52K | – | 0.01 |
| EQUS Mortgage Trust, Series 2021-EQAZ, Class A | Long | ABS-mortgage backed security | US | $494K | – | 0.06 |
| Essent Group Ltd. | Long | Debt | BM | $400K | – | 0.05 |
| Essential Utilities, Inc. | Long | Debt | US | $174K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $24K | – | 0.00 |
| Estee Lauder Cos., Inc. (The) | Long | Debt | US | $37K | – | 0.00 |
| Euro-BTP | Derivative-interest rate | DE | $17K | – | 0.00 | |
| Euro-Bund | Derivative-interest rate | DE | $13K | – | 0.00 | |
| Euro-Buxl | Derivative-interest rate | DE | $-13K | – | -0.00 | |
| Euro-OAT | Derivative-interest rate | DE | $-14K | – | -0.00 | |
| Eurohome UK Mortgages plc, Series 2007-1, Class A | Long | ABS-mortgage backed security | GB | $104K | – | 0.01 |
| EuroMASTR plc, Series 2007-1V, Class A2 | Long | ABS-mortgage backed security | GB | $161K | – | 0.02 |
| European Bank for Reconstruction & Development | Long | Debt | US | $187K | – | 0.02 |
| European Investment Bank | Long | Debt | US | $239K | – | 0.03 |
| European Investment Bank | Long | Debt | US | $169K | – | 0.02 |
| European Investment Bank | Long | Debt | US | $127K | – | 0.02 |
| European Investment Bank | Long | Debt | US | $125K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $99K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $80K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $72K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $69K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $69K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $48K | – | 0.01 |
| European Investment Bank | Long | Debt | US | $47K | – | 0.01 |
| European Union | Long | Debt | BE | $161K | – | 0.02 |
| European Union | Long | Debt | BE | $149K | – | 0.02 |
| Eurosail-UK plc, Series 2007-4X, Class A3 | Long | ABS-mortgage backed security | GB | $353K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $98K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $48K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $42K | – | 0.00 |
| Eversource Energy, Series M | Long | Debt | US | $140K | – | 0.02 |
| Exelon Corp. | Long | Debt | US | $188K | – | 0.02 |
| Expedia Group, Inc. | Long | Debt | US | $564K | – | 0.07 |
| Expedia Group, Inc. | Long | Debt | US | $180K | – | 0.02 |
| Export Development Canada | Long | Debt | CA | $146K | – | 0.02 |
| Export Development Canada | Long | Debt | CA | $61K | – | 0.01 |
| Export-Import Bank of Korea | Long | Debt | KR | $186K | – | 0.02 |
| Extended Stay America Trust, Series 2021-ESH, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Extra Space Storage LP | Long | Debt | US | $101K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $24K | – | 0.00 |
| Exxon Mobil Corp. | Long | Debt | US | $189K | – | 0.02 |
| Exxon Mobil Corp. | Long | Debt | US | $49K | – | 0.01 |
| Exxon Mobil Corp. | Long | Debt | US | $48K | – | 0.01 |
| FactSet Research Systems, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Fairfax Financial Holdings Ltd. | Long | Debt | CA | $24K | – | 0.00 |
| Federative Republic of Brazil | Long | Debt | BR | $384K | – | 0.05 |
| Federative Republic of Brazil | Long | Short-term investment vehicle | BR | $281K | – | 0.03 |
| FedEx Corp. | Long | Debt | US | $97K | – | 0.01 |
| FFCB | Long | Debt | US | $250K | – | 0.03 |
| FFCB | Long | Debt | US | $214K | – | 0.03 |
| FFCB | Long | Debt | US | $204K | – | 0.02 |
| FHLB | Long | Debt | US | $250K | – | 0.03 |
| FHLB | Long | Debt | US | $239K | – | 0.03 |
| FHLB | Long | Debt | US | $180K | – | 0.02 |
| FHLB | Long | Debt | US | $114K | – | 0.01 |
| FHLB | Long | Debt | US | $99K | – | 0.01 |
| FHLMC | Long | Debt | US | $2M | – | 0.29 |
| FHLMC | Long | Debt | US | $2M | – | 0.29 |
| FHLMC | Long | Debt | US | $2M | – | 0.28 |
| FHLMC | Long | Debt | US | $2M | – | 0.23 |
| FHLMC (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| FHLMC (FHLMC Pool) | Long | ABS-mortgage backed security | US | $989K | – | 0.12 |
| FHLMC | Long | ABS-mortgage backed security | US | $876K | – | 0.10 |
| FHLMC | Long | Debt | US | $799K | – | 0.10 |
| FHLMC (FHLMC Pool) | Long | ABS-mortgage backed security | US | $791K | – | 0.09 |
| FHLMC | Long | ABS-mortgage backed security | US | $471K | – | 0.06 |
| FHLMC (FHLMC Pool) | Long | ABS-mortgage backed security | US | $294K | – | 0.04 |
| FHLMC | Long | Debt | US | $217K | – | 0.03 |
| FHLMC | Long | ABS-mortgage backed security | US | $211K | – | 0.03 |
| FHLMC | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 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 | $15K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $12K | – | 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 | $10K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $10K | – | 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 | $9K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $8K | – | 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 | $7K | – | 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 | $7K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $5K | – | 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 | $4K | – | 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 | $4K | – | 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 | $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 | $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 | $2K | – | 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 | $2K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $824.62 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $622.33 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $575.54 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $525.07 | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $162.55 | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K053, Class A2 | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K120, Class X1 | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series K121, Class X1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KJ48, Class A2 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KL05, Class X1P | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KL06, Class XFX | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC STACR REMIC Trust, Series 2021-HQA2, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| FHLMC, Series 2708, Class ZD | Long | ABS-mortgage backed security | US | $496K | – | 0.06 |
| FHLMC, Series 4116, Class AP | Long | ABS-mortgage backed security | US | $700K | – | 0.08 |
| FHLMC, Series 4438, Class B | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FHLMC, Series 4790, Class F | Long | ABS-mortgage backed security | US | $216K | – | 0.03 |
| FHLMC, Series 4989, Class FA | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| FHLMC, Series 4989, Class FB | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FHLMC, Series 5004, Class LS | Long | ABS-mortgage backed security | US | $350K | – | 0.04 |
| Fifth Third Bancorp | Long | Debt | US | $57K | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust, Series 2007-FA3, Class A8 | Long | ABS-mortgage backed security | US | $230K | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust, Series 2007-FA3, Class A8 | Long | ABS-mortgage backed security | US | $221.06 | – | 0.00 |
| FirstEnergy Corp., Series C | Long | Debt | US | $81K | – | 0.01 |
| FirstEnergy Corp., Series C | Long | Debt | US | $20K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co. | Long | Debt | US | $467K | – | 0.06 |
| FirstEnergy Pennsylvania Electric Co. | Long | Debt | US | $199K | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $181K | – | 0.02 |
| Fiserv, Inc. | Long | Debt | US | $398K | – | 0.05 |
| Fiserv, Inc. | Long | Debt | US | $226K | – | 0.03 |
| Florida Power & Light Co. | Long | Debt | US | $302K | – | 0.04 |
| Florida Power & Light Co. | Long | Debt | US | $102K | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $97K | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $71K | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $25K | – | 0.00 |
| Florida Power & Light Co. | Long | Debt | US | $21K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $4M | – | 0.53 |
| FNMA | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| FNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FNMA | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| FNMA | Long | Debt | US | $405K | – | 0.05 |
| FNMA | Long | ABS-mortgage backed security | US | $386K | – | 0.05 |
| FNMA | Long | ABS-mortgage backed security | US | $263K | – | 0.03 |
| FNMA | Long | Debt | US | $228K | – | 0.03 |
| FNMA | Long | Debt | US | $221K | – | 0.03 |
| FNMA | Long | ABS-mortgage backed security | US | $216K | – | 0.03 |
| FNMA | Long | Debt | US | $105K | – | 0.01 |
| FNMA | Long | Debt | US | $94K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $879.61 | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $561.93 | – | 0.00 |
| FNMA ACES, Series 2020-M15, Class X1 | Long | ABS-mortgage backed security | US | $221K | – | 0.03 |
| FNMA ACES, Series 2022-M4, Class A1X | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FNMA, Series 2011-86, Class NF | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FNMA, Series 2013-123, Class PZ | Long | ABS-mortgage backed security | US | $5M | – | 0.56 |
| FNMA, Series 2015-11, Class A | Long | ABS-mortgage backed security | US | $247K | – | 0.03 |
| FNMA, Series 2020-77, Class S | Long | ABS-mortgage backed security | US | $293K | – | 0.04 |
| FNMA, Series 426, Class C57 | Long | ABS-mortgage backed security | US | $673K | – | 0.08 |
| FNMA, Series 437, Class C11 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, Series 437, Class C8 | Long | ABS-mortgage backed security | US | $713K | – | 0.09 |
| FNMA/FHLMC UMBS, 15 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FNMA/FHLMC UMBS, 15 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $925.78 | – | 0.00 |
| FNMA/FHLMC UMBS, 15 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-30K | – | -0.00 |
| FNMA/FHLMC UMBS, 15 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-42K | – | -0.00 |
| FNMA/FHLMC UMBS, 15 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-205K | – | -0.02 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $19M | – | 2.23 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $16M | – | 1.96 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $799K | – | 0.10 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $281K | – | 0.03 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-234K | – | -0.03 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-462K | – | -0.06 |
| Ford Motor Co. | Long | Debt | US | $200K | – | 0.02 |
| Ford Motor Co. | Long | Debt | US | $165K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $695K | – | 0.08 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $424K | – | 0.05 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $399K | – | 0.05 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $206K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $100K | – | 0.01 |
| FORESEA Holding SA | Long | Debt | LU | $30K | – | 0.00 |
| Formentera Issuer plc, Series 2022-1, Class A | Long | ABS-mortgage backed security | GB | $415K | – | 0.05 |
| Fortis, Inc. | Long | Debt | CA | $71K | – | 0.01 |
| Fortune Brands Innovations, Inc. | Long | Debt | US | $45K | – | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $99K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $96K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $42K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $28K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $13K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $10K | – | 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 | $6K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $976.91 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $690.33 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $637.06 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $580.39 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $461.2 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $414.96 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $393.76 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $327.47 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $307.91 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $267.7 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $232.46 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $207.05 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $204 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $179.65 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $89.72 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $83.15 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $69.93 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $22.8 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4.34 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-19.15 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-56.74 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-90.41 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-99.74 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-104.51 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-106.13 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-186.72 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-260.4 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-267.51 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-273.19 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-345.39 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-361.17 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-391.23 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-443.06 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-448.75 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-565.95 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-655.04 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-742.98 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -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 | $-2K | – | -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 | $-9K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-28K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-46K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-46K | – | -0.01 | ||
| Foundry JV Holdco LLC | Long | Debt | US | $409K | – | 0.05 |
| Fox Corp. | Long | Debt | US | $98K | – | 0.01 |
| Freeport-McMoRan, Inc. | Long | Debt | US | $193K | – | 0.02 |
| FS KKR Capital Corp. | Long | Debt | US | $43K | – | 0.01 |
| FS Rialto Issuer LLC, Series 2022-FL5, Class A | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.01 |
| FS Rialto Issuer LLC, Series 2022-FL6, Class A | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.01 |
| FS Rialto Issuer LLC, Series 2022-FL7, Class A | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FS RIALTO, Series 2021-FL2, Class A | Long | ABS-collateralized bond/debt obligation | KY | $305K | – | 0.04 |
| Galaxy XXVII CLO Ltd., Series 2018-27A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $159K | – | 0.02 |
| Gartner, Inc. | Long | Debt | US | $499K | – | 0.06 |
| GATX Corp. | Long | Debt | US | $48K | – | 0.01 |
| GATX Corp. | Long | Debt | US | $35K | – | 0.00 |
| GCAT Trust, Series 2019-NQM3, Class M1 | Long | ABS-mortgage backed security | US | $440K | – | 0.05 |
| GCAT Trust, Series 2022-INV2, Class A5 | Long | ABS-mortgage backed security | US | $436K | – | 0.05 |
| GCAT Trust, Series 2022-NQM4, Class A1 | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| GCT Commercial Mortgage Trust, Series 2021-GCT, Class C | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| General Dynamics Corp. | Long | Debt | US | $187K | – | 0.02 |
| General Mills, Inc. | Long | Debt | US | $208K | – | 0.02 |
| General Motors Co. | Long | Debt | US | $251K | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $403K | – | 0.05 |
| General Motors Financial Co., Inc. | Long | Debt | US | $221K | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $101K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $85K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $50K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $47K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $45K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $42K | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $30K | – | 0.00 |
| Generate CLO 9 Ltd., Series 9A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Georgia Municipal Electric Authority, Revenue Bonds, Series 2010A | Long | Debt | US | $47K | – | 0.01 |
| Georgia Power Co. | Long | Debt | US | $398K | – | 0.05 |
| Georgia Power Co. | Long | Debt | US | $301K | – | 0.04 |
| Georgia Power Co. | Long | Debt | US | $48K | – | 0.01 |
| Georgia Power Co. | Long | Debt | US | $41K | – | 0.00 |
| Georgia Power Co. | Long | Debt | US | $32K | – | 0.00 |
| Gilead Sciences, Inc. | Long | Debt | US | $134K | – | 0.02 |
| Gilead Sciences, Inc. | Long | Debt | US | $121K | – | 0.01 |
| Gilead Sciences, Inc. | Long | Debt | US | $119K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $196K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $140K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $62K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $44K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $40K | – | 0.00 |
| Global Payments, Inc. | Long | Short-term investment vehicle | US | $498K | – | 0.06 |
| Global Payments, Inc. | Long | Debt | US | $90K | – | 0.01 |
| Global Payments, Inc. | Long | Debt | US | $70K | – | 0.01 |
| Globe Life, Inc. | Long | Debt | US | $40K | – | 0.00 |
| GLP Capital LP | Long | Debt | US | $396K | – | 0.05 |
| GLP Capital LP | Long | Debt | US | $15K | – | 0.00 |
| GLP Capital LP | Long | Debt | US | $10K | – | 0.00 |
| GLS Auto Receivables Issuer Trust, Series 2022-3A, Class A2 | Long | ABS-other | US | $10K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| GNMA | Long | ABS-mortgage backed security | US | $859K | – | 0.10 |
| GNMA | Long | ABS-mortgage backed security | US | $858K | – | 0.10 |
| GNMA | Long | ABS-mortgage backed security | US | $847K | – | 0.10 |
| GNMA | Long | ABS-mortgage backed security | US | $757K | – | 0.09 |
| GNMA | Long | ABS-mortgage backed security | US | $613K | – | 0.07 |
| GNMA | Long | ABS-mortgage backed security | US | $607K | – | 0.07 |
| GNMA | Long | ABS-mortgage backed security | US | $566K | – | 0.07 |
| GNMA | Long | ABS-mortgage backed security | US | $486K | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $481K | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $470K | – | 0.06 |
| GNMA | Long | ABS-mortgage backed security | US | $429K | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $401K | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $397K | – | 0.05 |
| GNMA | Long | ABS-mortgage backed security | US | $344K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $336K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $305K | – | 0.04 |
| GNMA | Long | ABS-mortgage backed security | US | $285K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $263K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $262K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $214K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $210K | – | 0.03 |
| GNMA | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $170K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $161K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| GNMA | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $18K | – | 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 | $15K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $6K | – | 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 | $3K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $959.1 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $954.48 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $931.57 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $918.41 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $388.78 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $353.68 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $79.22 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $74.7 | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $64.62 | – | 0.00 |
| GNMA, Series 2012-74, Class LF | Long | ABS-mortgage backed security | US | $503K | – | 0.06 |
| GNMA, Series 2013-116, Class LS | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GNMA, Series 2013-26, Class MS | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GNMA, Series 2013-30 | Long | ABS-mortgage backed security | US | $858.89 | – | 0.00 |
| GNMA, Series 2014-20, Class TS | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GNMA, Series 2015-H15, Class FC | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| GNMA, Series 2015-H16, Class FM | Long | ABS-mortgage backed security | US | $282K | – | 0.03 |
| GNMA, Series 2015-H18, Class FB | Long | ABS-mortgage backed security | US | $149K | – | 0.02 |
| GNMA, Series 2015-H19, Class FK | Long | ABS-mortgage backed security | US | $284K | – | 0.03 |
| GNMA, Series 2015-H20, Class FB | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| GNMA, Series 2015-H20, Class FC | Long | ABS-mortgage backed security | US | $758K | – | 0.09 |
| GNMA, Series 2015-H22, Class FC | Long | ABS-mortgage backed security | US | $377K | – | 0.04 |
| GNMA, Series 2015-H29, Class FA | Long | ABS-mortgage backed security | US | $647.75 | – | 0.00 |
| GNMA, Series 2016-96 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA, Series 2016-H11, Class F | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| GNMA, Series 2016-H14, Class FA | Long | ABS-mortgage backed security | US | $177K | – | 0.02 |
| GNMA, Series 2016-H15, Class FA | Long | ABS-mortgage backed security | US | $193K | – | 0.02 |
| GNMA, Series 2016-H23, Class F | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| GNMA, Series 2020-129, Class IW | Long | ABS-mortgage backed security | US | $687K | – | 0.08 |
| GNMA, Series 2021-143 | Long | ABS-mortgage backed security | US | $494K | – | 0.06 |
| GNMA, Series 2021-16, Class KI | Long | ABS-mortgage backed security | US | $637K | – | 0.08 |
| GNMA, Series 2021-160, Class TI | Long | ABS-mortgage backed security | US | $811K | – | 0.10 |
| GNMA, Series 2021-165, Class ID | Long | ABS-mortgage backed security | US | $459K | – | 0.05 |
| GNMA, Series 2021-20 | Long | ABS-mortgage backed security | US | $418K | – | 0.05 |
| GNMA, Series 2021-208 | Long | ABS-mortgage backed security | US | $461K | – | 0.05 |
| GNMA, Series 2021-22 | Long | ABS-mortgage backed security | US | $436K | – | 0.05 |
| GNMA, Series 2021-30, Class KI | Long | ABS-mortgage backed security | US | $653K | – | 0.08 |
| GNMA, Series 2021-52 | Long | ABS-mortgage backed security | US | $333K | – | 0.04 |
| GNMA, Series 2021-57, Class IA | Long | ABS-mortgage backed security | US | $569K | – | 0.07 |
| GNMA, Series 2021-58, Class IY | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA, Series 2021-71 | Long | ABS-mortgage backed security | US | $447K | – | 0.05 |
| GNMA, Series 2021-78, Class IP | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA, Series 2021-81, Class IM | Long | ABS-mortgage backed security | US | $870K | – | 0.10 |
| GNMA, Series 2021-83, Class PI | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2021-97, Class LI | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA, Series 2022-174, Class AZ | Long | ABS-mortgage backed security | US | $4M | – | 0.52 |
| GNMA, Series 2022-49 | Long | ABS-mortgage backed security | US | $460K | – | 0.05 |
| GNMA, Series 2022-78 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA, Series 2022-85, Class IK | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA, Series 2022-H02, Class FN | Long | ABS-mortgage backed security | US | $262K | – | 0.03 |
| GNMA, Series 2022-H22, Class EF | Long | ABS-mortgage backed security | US | $270K | – | 0.03 |
| GNMA, Series 2022-H25, Class FA | Long | ABS-mortgage backed security | US | $512K | – | 0.06 |
| GNMA, Series 2022-H26, Class DF | Long | ABS-mortgage backed security | US | $307K | – | 0.04 |
| GNMA, Series 2023-118, Class BA | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2023-19 | Long | ABS-mortgage backed security | US | $655K | – | 0.08 |
| GNMA, Series 2023-H01, Class FA | Long | ABS-mortgage backed security | US | $402K | – | 0.05 |
| GNMA, Series 2023-H02, Class FA | Long | ABS-mortgage backed security | US | $305K | – | 0.04 |
| GNMA, Series 2023-H02, Class FB | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA, Series 2023-H03, Class FA | Long | ABS-mortgage backed security | US | $202K | – | 0.02 |
| GNMA, Series 2023-H28, Class F | Long | ABS-mortgage backed security | US | $406K | – | 0.05 |
| GNMA, Series 2023-H28, Class GF | Long | ABS-mortgage backed security | US | $815K | – | 0.10 |
| Golden State Tobacco Securitization Corp., Series 2021 B-1 | Long | Debt | US | $155K | – | 0.02 |
| Goldman Sachs Bank USA | Long | Debt | US | $100K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.15 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $617K | – | 0.07 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $581K | – | 0.07 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $311K | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $300K | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $286K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $275K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $266K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $257K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $236K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $209K | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $201K | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $117K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $107K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $62K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $52K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $43K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $38K | – | 0.00 |
| Golub Capital BDC, Inc. | Long | Debt | US | $14K | – | 0.00 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A | Long | ABS-other | US | $451K | – | 0.05 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class B | Long | ABS-other | US | $280K | – | 0.03 |
| GoodLeap Sustainable Home Solutions Trust, Series 2023-1GS, Class A | Long | ABS-other | US | $51K | – | 0.01 |
| Grace Trust, Series 2020-GRCE, Class D | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Great Hall Mortgages No. 1 plc, Series 2007-2X, Class AC | Long | ABS-mortgage backed security | GB | $58K | – | 0.01 |
| Greystone Commercial Real Estate Notes Ltd., Series 2019-FL2, Class B | Long | ABS-collateralized bond/debt obligation | KY | $145K | – | 0.02 |
| Grippen Park CLO Ltd., Series 2017-1A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $48K | – | 0.01 |
| GS Mortgage Securities Corp. II, Series 2005-ROCK, Class A | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| GS Mortgage Securities Corp. Trust, Series 2018-TWR, Class D | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GS Mortgage Securities Corp. Trust, Series 2022-AGSS, Class A | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GS Mortgage Securities Corp. Trust, Series 2022-ECI, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GS Mortgage Securities Trust, Series 2014-GC20, Class B | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2015-GC28, Class XA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2015-GC32, Class C | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2015-GS1, Class XA | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2016-GS3, Class XA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2017-GS7, Class XA | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| GS Mortgage Securities Trust, Series 2019-GSA1, Class XA | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2020-GC45, Class XA | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GS Mortgage-Backed Securities Trust, Series 2022-NQM1, Class A4 | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| GSAA Home Equity Trust, Series 2006-5, Class 2A1 | Long | ABS-other | US | $3K | – | 0.00 |
| GSAA Home Equity Trust, Series 2007-10, Class A2A | Long | ABS-other | US | $829K | – | 0.10 |
| GSAA Home Equity Trust, Series 2007-8, Class A2 | Long | ABS-other | US | $53K | – | 0.01 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2006-AR2, Class 2A1 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GWT, Series 2024-WLF2, Class A | Long | ABS-mortgage backed security | US | $366K | – | 0.04 |
| GXO Logistics, Inc. | Long | Debt | US | $408K | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $238K | – | 0.03 |
| Halliburton Co. | Long | Debt | US | $2K | – | 0.00 |
| Hanover Insurance Group, Inc. (The) | Long | Debt | US | $49K | – | 0.01 |
| HarborView Mortgage Loan Trust, Series 2004-10, Class 3A1A | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Harvest CLO XXV DAC, Series 25A, Class AR | Long | ABS-collateralized bond/debt obligation | IE | $532K | – | 0.06 |
| Hasbro, Inc. | Long | Debt | US | $14K | – | 0.00 |
| HCA, Inc. | Long | Debt | US | $2M | – | 0.20 |
| HCA, Inc. | Long | Debt | US | $176K | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $119K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $88K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $82K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $65K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $44K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $20K | – | 0.00 |
| HCA, Inc. | Long | Debt | US | $19K | – | 0.00 |
| Healthpeak OP LLC | Long | Debt | US | $57K | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $10K | – | 0.00 |
| HEICO Corp. | Long | Debt | US | $301K | – | 0.04 |
| Hertz Vehicle Financing III LP, Series 2021-2A, Class C | Long | ABS-other | US | $340K | – | 0.04 |
| Hertz Vehicle Financing LLC, Series 2021-1A, Class C | Long | ABS-other | US | $370K | – | 0.04 |
| Hewlett Packard Enterprise Co. | Long | Debt | US | $126K | – | 0.02 |
| Hewlett Packard Enterprise Co. | Long | Debt | US | $50K | – | 0.01 |
| HIG RCP LLC, Series 2023-FL1, Class A | Long | Debt | US | $72K | – | 0.01 |
| HILT Commercial Mortgage Trust, Series 2024-ORL, Class D | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| HIT Trust, Series 2022-HI32, Class A | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| HMH Trust, Series 2017-NSS, Class A | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Home Depot, Inc. (The) | Long | Debt | US | $69K | – | 0.01 |
| Home Depot, Inc. (The) | Long | Debt | US | $61K | – | 0.01 |
| Home Depot, Inc. (The) | Long | Debt | US | $57K | – | 0.01 |
| Home Depot, Inc. (The) | Long | Debt | US | $45K | – | 0.01 |
| Home Depot, Inc. (The) | Long | Debt | US | $40K | – | 0.00 |
| Home Depot, Inc. (The) | Long | Debt | US | $28K | – | 0.00 |
| Home Depot, Inc. (The) | Long | Debt | US | $19K | – | 0.00 |
| Home Partners of America Trust, Series 2021-1, Class D | Long | ABS-other | US | $471K | – | 0.06 |
| Home Partners of America Trust, Series 2021-1, Class F | Long | ABS-other | US | $395K | – | 0.05 |
| Homeward Opportunities Fund Trust, Series 2022-1, Class A1 | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| Honeywell International, Inc. | Long | Debt | US | $151K | – | 0.02 |
| Hormel Foods Corp. | Long | Debt | US | $62K | – | 0.01 |
| HP, Inc. | Long | Debt | US | $46K | – | 0.01 |
| HPS Loan Management Ltd., Series 11A-17, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $86K | – | 0.01 |
| HPS Loan Management Ltd., Series 6A-2015, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $109K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $834K | – | 0.10 |
| HSBC Holdings plc | Long | Debt | GB | $740K | – | 0.09 |
| HSBC Holdings plc | Long | Debt | GB | $391K | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $201K | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $197K | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $167K | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $100K | – | 0.01 |
| HSI Asset Securitization Corp. Trust, Series 2006-HE1, Class 1A1 | Long | ABS-other | US | $2M | – | 0.26 |
| Humana, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Humana, Inc. | Long | Debt | US | $39K | – | 0.00 |
| Humana, Inc. | Long | Debt | US | $23K | – | 0.00 |
| Humana, Inc. | Long | Debt | US | $19K | – | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $7K | – | 0.00 |
| Huntington Bancshares, Inc. | Long | Debt | US | $76K | – | 0.01 |
| Huntington Bancshares, Inc. | Long | Debt | US | $33K | – | 0.00 |
| Huntington Ingalls Industries, Inc. | Long | Debt | US | $615K | – | 0.07 |
| Huntington Ingalls Industries, Inc. | Long | Short-term investment vehicle | US | $400K | – | 0.05 |
| Hyatt Hotels Corp. | Long | Debt | US | $30K | – | 0.00 |
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A3 | Long | ABS-other | US | $498K | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $501K | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $301K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $300K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $299K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $202K | – | 0.02 |
| IBM International Capital Pte. Ltd. | Long | Debt | SG | $97K | – | 0.01 |
| Illinois Tool Works, Inc. | Long | Debt | US | $48K | – | 0.01 |
| ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Imperial Brands Finance plc | Long | Debt | GB | $499K | – | 0.06 |
| Imperial Brands Finance plc | Long | Debt | GB | $383K | – | 0.05 |
| Indiana Michigan Power Co. | Long | Debt | US | $24K | – | 0.00 |
| IndyMac IMSC Mortgage Loan Trust, Series 2007-AR1, Class 2A1 | Long | ABS-mortgage backed security | US | $0.73 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust, Series 2007-FLX1, Class A4 | Long | ABS-mortgage backed security | US | $520K | – | 0.06 |
| ING Groep NV | Long | Debt | NL | $199K | – | 0.02 |
| Ingersoll Rand, Inc. | Long | Debt | US | $257K | – | 0.03 |
| Intel Corp. | Long | Debt | US | $402K | – | 0.05 |
| Intel Corp. | Long | Debt | US | $200K | – | 0.02 |
| Intel Corp. | Long | Debt | US | $98K | – | 0.01 |
| Intel Corp. | Long | Debt | US | $96K | – | 0.01 |
| Intel Corp. | Long | Debt | US | $94K | – | 0.01 |
| Intel Corp. | Long | Debt | US | $49K | – | 0.01 |
| Intel Corp. | Long | Debt | US | $20K | – | 0.00 |
| Intel Corp. | Long | Debt | US | $18K | – | 0.00 |
| Inter-American Development Bank | Long | Debt | US | $477K | – | 0.06 |
| Inter-American Development Bank | Long | Debt | US | $197K | – | 0.02 |
| Inter-American Development Bank | Long | Debt | US | $179K | – | 0.02 |
| Inter-American Development Bank | Long | Debt | US | $45K | – | 0.01 |
| Inter-American Investment Corp. | Long | Debt | US | $99K | – | 0.01 |
| Inter-American Investment Corp. | Long | Debt | US | $49K | – | 0.01 |
| Intercontinental Exchange, Inc. | Long | Debt | US | $30K | – | 0.00 |
| Intercontinental Exchange, Inc. | Long | Debt | US | $29K | – | 0.00 |
| International Bank for Reconstruction & Development | Long | Debt | US | $196K | – | 0.02 |
| International Bank for Reconstruction & Development | Long | Debt | US | $192K | – | 0.02 |
| International Bank for Reconstruction & Development | Long | Debt | US | $176K | – | 0.02 |
| International Bank for Reconstruction & Development | Long | Debt | US | $175K | – | 0.02 |
| International Bank for Reconstruction & Development | Long | Debt | US | $141K | – | 0.02 |
| International Bank for Reconstruction & Development | Long | Debt | US | $137K | – | 0.02 |
| International Bank for Reconstruction & Development | Long | Debt | US | $95K | – | 0.01 |
| International Bank for Reconstruction & Development | Long | Debt | US | $84K | – | 0.01 |
| International Bank for Reconstruction & Development | Long | Debt | US | $80K | – | 0.01 |
| International Bank for Reconstruction & Development | Long | Debt | US | $73K | – | 0.01 |
| International Bank for Reconstruction & Development | Long | Debt | US | $24K | – | 0.00 |
| International Business Machines Corp. | Long | Debt | US | $187K | – | 0.02 |
| International Business Machines Corp. | Long | Debt | US | $97K | – | 0.01 |
| International Finance Corp. | Long | Debt | US | $80K | – | 0.01 |
| International Finance Corp. | Long | Debt | US | $79K | – | 0.01 |
| International Finance Corp. | Long | Debt | US | $73K | – | 0.01 |
| Interpublic Group of Cos., Inc. (The) | Long | Debt | US | $99K | – | 0.01 |
| Interpublic Group of Cos., Inc. (The) | Long | Debt | US | $15K | – | 0.00 |
| Invesco Euro CLO, Series 6A, Class D | Long | ABS-collateralized bond/debt obligation | IE | $251K | – | 0.03 |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD (INVESCO GOVT AND AGCY LEX) | Long | Short-term investment vehicle | US | $2M | – | 0.29 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $197K | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $13K | – | 0.00 |
| IPALCO Enterprises, Inc. | Long | Debt | US | $556K | – | 0.07 |
| ITC Holdings Corp. | Long | Debt | US | $24K | – | 0.00 |
| J M Smucker Co. (The) | Long | Debt | US | $13K | – | 0.00 |
| Jabil, Inc. | Long | Debt | US | $95K | – | 0.01 |
| Japan 10 Year Bond | Derivative-interest rate | JP | $8K | – | 0.00 | |
| Japan Bank for International Cooperation | Long | Debt | JP | $191K | – | 0.02 |
| Japan Bank for International Cooperation | Long | Debt | JP | $191K | – | 0.02 |
| Japan Bank for International Cooperation | Long | Debt | JP | $190K | – | 0.02 |
| Japan Bank for International Cooperation | Long | Debt | JP | $47K | – | 0.01 |
| Japan Government Bond | Long | Debt | JP | $513K | – | 0.06 |
| Japan International Cooperation Agency | Long | Debt | JP | $565K | – | 0.07 |
| JBS USA Holding Lux Sarl | Long | Debt | LU | $99K | – | 0.01 |
| JDE Peet's NV | Long | Debt | NL | $436K | – | 0.05 |
| Jefferies Financial Group, Inc. | Long | Debt | US | $81K | – | 0.01 |
| John Deere Capital Corp. | Long | Debt | US | $199K | – | 0.02 |
| John Deere Capital Corp. | Long | Debt | US | $187K | – | 0.02 |
| John Deere Capital Corp. | Long | Debt | US | $46K | – | 0.01 |
| John Deere Capital Corp. | Long | Debt | US | $9K | – | 0.00 |
| Johnson & Johnson | Long | Debt | US | $120K | – | 0.01 |
| Johnson & Johnson | Long | Debt | US | $95K | – | 0.01 |
| Johnson Controls International plc | Long | Debt | IE | $24K | – | 0.00 |
| JP Morgan Alternative Loan Trust, Series 2008-R2, Class A1 | Long | ABS-mortgage backed security | US | $545K | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class B | Long | ABS-mortgage backed security | US | $287K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class D | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-ACE, Class C | Long | ABS-mortgage backed security | US | $182K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-LOOP, Class E | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class D | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A | Long | ABS-mortgage backed security | US | $537K | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A | Long | ABS-mortgage backed security | US | $233K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust, Series 2006-RM1, Class A5 | Long | ABS-other | US | $2M | – | 0.20 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | Long | ABS-mortgage backed security | US | $294K | – | 0.04 |
| JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP Morgan Mortgage Trust, Series 2021-7, Class A3 | Long | ABS-mortgage backed security | US | $439K | – | 0.05 |
| JP Morgan Mortgage Trust, Series 2021-INV5, Class A2A | Long | ABS-mortgage backed security | US | $888K | – | 0.11 |
| JP Morgan Mortgage Trust, Series 2021-INV7, Class A3A | Long | ABS-mortgage backed security | US | $508K | – | 0.06 |
| JP Morgan Mortgage Trust, Series 2021-INV7, Class A4A | Long | ABS-mortgage backed security | US | $167K | – | 0.02 |
| JP Morgan Mortgage Trust, Series 2021-INV7, Class A5A | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1 | Long | ABS-mortgage backed security | US | $491K | – | 0.06 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D | Long | ABS-mortgage backed security | US | $323K | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class XA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C32, Class XA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D1 | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class C | Long | ABS-mortgage backed security | US | $262K | – | 0.03 |
| JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class XA | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $643K | – | 0.08 |
| JPMorgan Chase & Co. | Long | Debt | US | $599K | – | 0.07 |
| JPMorgan Chase & Co. | Long | Debt | US | $456K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $407K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $397K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $396K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $326K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $248K | – | 0.03 |
| JPMorgan Chase & Co. | Long | Debt | US | $223K | – | 0.03 |
| JPMorgan Chase & Co. | Long | Debt | US | $202K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $188K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $175K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $134K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $126K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $121K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $120K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $98K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $97K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $95K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $87K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $85K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $82K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $81K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $72K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $66K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $54K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $49K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $42K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $37K | – | 0.00 |
| JPMorgan Chase & Co. | Long | Debt | US | $23K | – | 0.00 |
| JPMorgan Prime Money Market Fund, IM Shares (JP MORGAN PRIME VAR 12/50) | Long | Short-term investment vehicle | US | $4M | 4M | 0.47 |
| Juniper Networks, Inc. | Long | Debt | US | $20K | – | 0.00 |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class A | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class D | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Jyske Realkredit A/S, Series CCE | Long | Debt | DK | $0.22 | – | 0.00 |
| KBC Group NV | Long | Debt | BE | $201K | – | 0.02 |
| Kemper Corp. | Long | Debt | US | $20K | – | 0.00 |
| Keurig Dr Pepper, Inc. | Long | Short-term investment vehicle | US | $498K | – | 0.06 |
| Keurig Dr Pepper, Inc. | Long | Debt | US | $95K | – | 0.01 |
| KeyCorp | Long | Debt | US | $255K | – | 0.03 |
| Keysight Technologies, Inc. | Long | Debt | US | $74K | – | 0.01 |
| Kilroy Realty LP | Long | Debt | US | $491K | – | 0.06 |
| Kimberly-Clark Corp. | Long | Debt | US | $47K | – | 0.01 |
| Kimberly-Clark Corp. | Long | Debt | US | $21K | – | 0.00 |
| Kimberly-Clark Corp. | Long | Debt | US | $10K | – | 0.00 |
| Kimco Realty OP LLC | Long | Debt | US | $45K | – | 0.01 |
| Kinder Morgan, Inc. | Long | Debt | US | $128K | – | 0.02 |
| Kinder Morgan, Inc. | Long | Debt | US | $78K | – | 0.01 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $391K | – | 0.05 |
| Kinross Gold Corp. | Long | Debt | CA | $104K | – | 0.01 |
| KLA Corp. | Long | Debt | US | $102K | – | 0.01 |
| KLA Corp. | Long | Debt | US | $22K | – | 0.00 |
| Korea Development Bank (The) | Long | Debt | KR | $197K | – | 0.02 |
| Korea National Oil Corp. | Long | Debt | KR | $396K | – | 0.05 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $195K | – | 0.02 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $172K | – | 0.02 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $126K | – | 0.02 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $98K | – | 0.01 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $85K | – | 0.01 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $84K | – | 0.01 |
| Kreditanstalt fuer Wiederaufbau | Long | Debt | DE | $58K | – | 0.01 |
| KREST Commercial Mortgage Securities Trust, Series 2021-CHIP, Class A | Long | ABS-mortgage backed security | US | $514K | – | 0.06 |
| Kroger Co. (The) | Long | Debt | US | $47K | – | 0.01 |
| Kroger Co. (The) | Long | Debt | US | $25K | – | 0.00 |
| L3Harris Technologies, Inc. | Long | Debt | US | $425K | – | 0.05 |
| L3Harris Technologies, Inc. | Long | Debt | US | $300K | – | 0.04 |
| L3Harris Technologies, Inc. | Long | Debt | US | $161K | – | 0.02 |
| L3Harris Technologies, Inc. | Long | Debt | US | $50K | – | 0.01 |
| Labrador Aviation Finance Ltd., Series 2016-1A, Class A1 | Long | ABS-other | US | $985K | – | 0.12 |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class XA | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Lam Research Corp. | Long | Debt | US | $49K | – | 0.01 |
| Lam Research Corp. | Long | Debt | US | $29K | – | 0.00 |
| Landwirtschaftliche Rentenbank | Long | Debt | DE | $81K | – | 0.01 |
| Landwirtschaftliche Rentenbank | Long | Debt | DE | $71K | – | 0.01 |
| Landwirtschaftliche Rentenbank | Long | Debt | DE | $19K | – | 0.00 |
| Landwirtschaftliche Rentenbank, Series 37 | Long | Debt | DE | $47K | – | 0.01 |
| Las Vegas Sands Corp. | Long | Debt | US | $551K | – | 0.07 |
| Las Vegas Sands Corp. | Long | Debt | US | $402K | – | 0.05 |
| LBA Trust, Series 2024-BOLT, Class A | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| LCCM Trust, Series 2017-LC26, Class C | Long | ABS-mortgage backed security | US | $263K | – | 0.03 |
| LCCM Trust, Series 2021-FL3, Class A | Long | ABS-collateralized bond/debt obligation | US | $327K | – | 0.04 |
| LeasePlan Corp. NV | Long | Debt | NL | $594K | – | 0.07 |
| Legacy Mortgage Asset Trust, Series 2020-GS4, Class A1 | Long | ABS-mortgage backed security | US | $435K | – | 0.05 |
| Leggett & Platt, Inc. | Long | Debt | US | $23K | – | 0.00 |
| Lehman Brothers Holdings, Inc. | Long | Debt | US | $500 | – | 0.00 |
| Lehman Brothers Holdings, Inc., Series 1 | Long | Debt | US | $765 | – | 0.00 |
| Lehman Mortgage Trust, Series 2007-1, Class 1A2 | Long | ABS-mortgage backed security | US | $693K | – | 0.08 |
| Lendmark Funding Trust, Series 2021-1A, Class A | Long | ABS-other | US | $639K | – | 0.08 |
| Lendmark Funding Trust, Series 2022-1A, Class A | Long | ABS-other | US | $214K | – | 0.03 |
| Lennar Corp. | Long | Debt | US | $98K | – | 0.01 |
| LFT CRE Ltd., Series 2021-FL1, Class B | Long | ABS-collateralized bond/debt obligation | KY | $244K | – | 0.03 |
| Lincoln National Corp. | Long | Debt | US | $43K | – | 0.01 |
| Linde, Inc. | Long | Debt | US | $50K | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $529K | – | 0.06 |
| Lloyds Banking Group plc | Long | Debt | GB | $469K | – | 0.06 |
| Lloyds Banking Group plc | Long | Debt | GB | $200K | – | 0.02 |
| Lockheed Martin Corp. | Long | Debt | US | $97K | – | 0.01 |
| Lockheed Martin Corp. | Long | Debt | US | $45K | – | 0.01 |
| Lockheed Martin Corp. | Long | Debt | US | $34K | – | 0.00 |
| Lockheed Martin Corp. | Long | Debt | US | $34K | – | 0.00 |
| Lockheed Martin Corp. | Long | Debt | US | $25K | – | 0.00 |
| Loews Corp. | Long | Debt | US | $49K | – | 0.01 |
| Long Beach Mortgage Loan Trust, Series 2006-9, Class 2A2 | Long | ABS-other | US | $781K | – | 0.09 |
| Long Gilt | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| Los Angeles Community College District | Long | Debt | US | $28K | – | 0.00 |
| Louisiana Local Government Environmental Facilities & Community Development Authority Systems, Series 2023 | Long | Debt | US | $502K | – | 0.06 |
| Lowe's Cos., Inc. | Long | Debt | US | $188K | – | 0.02 |
| Lowe's Cos., Inc. | Long | Debt | US | $188K | – | 0.02 |
| Lowe's Cos., Inc. | Long | Debt | US | $95K | – | 0.01 |
| Lowe's Cos., Inc. | Long | Debt | US | $93K | – | 0.01 |
| Lowe's Cos., Inc. | Long | Debt | US | $51K | – | 0.01 |
| Lowe's Cos., Inc. | Long | Debt | US | $41K | – | 0.00 |
| Lowe's Cos., Inc. | Long | Debt | US | $39K | – | 0.00 |
| Lowe's Cos., Inc. | Long | Debt | US | $25K | – | 0.00 |
| Lowe's Cos., Inc. | Long | Debt | US | $22K | – | 0.00 |
| Lseg US Fin Corp. | Long | Debt | US | $396K | – | 0.05 |
| LSTAR Commercial Mortgage Trust, Series 2017-5, Class X | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ludgate Funding plc, Series 2007-1, Class A2A | Long | ABS-mortgage backed security | GB | $81K | – | 0.01 |
| Ludgate Funding plc, Series 2008-W1X, Class A1 | Long | ABS-mortgage backed security | GB | $206K | – | 0.02 |
| LYB International Finance III LLC | Long | Debt | US | $203K | – | 0.02 |
| M&T Bank Corp. | Long | Debt | US | $115K | – | 0.01 |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class B1R | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Madison Park Funding XXXVI Ltd., Series 2019-36A, Class B1R | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.04 |
| Magna International, Inc. | Long | Debt | CA | $102K | – | 0.01 |
| Magnetite XL Ltd., Series 2024-40A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Marathon Petroleum Corp. | Long | Debt | US | $100K | – | 0.01 |
| Marathon Petroleum Corp. | Long | Debt | US | $14K | – | 0.00 |
| Marble Point CLO XXII Ltd., Series 2021-2A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Marble Point CLO XXV Ltd., Series 2022-2A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $504K | – | 0.06 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class A | Long | ABS-other | US | $648K | – | 0.08 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class A | Long | ABS-other | US | $107K | – | 0.01 |
| Markel Group, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Marriott International, Inc. | Long | Debt | US | $152K | – | 0.02 |
| Marriott International, Inc. | Long | Debt | US | $55K | – | 0.01 |
| Marriott International, Inc. | Long | Debt | US | $51K | – | 0.01 |
| Marriott International, Inc., Series FF | Long | Debt | US | $24K | – | 0.00 |
| Marriott International, Inc., Series II | Long | Debt | US | $23K | – | 0.00 |
| Marriott International, Inc., Series X | Long | Debt | US | $24K | – | 0.00 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $122K | – | 0.01 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $102K | – | 0.01 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $21K | – | 0.00 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $10K | – | 0.00 |
| Martin Marietta Materials, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Martin Marietta Materials, Inc., Series CB | Long | Debt | US | $30K | – | 0.00 |
| Masco Corp. | Long | Debt | US | $21K | – | 0.00 |
| MassMutual Global Funding II | Long | Debt | US | $403K | – | 0.05 |
| Mastercard, Inc. | Long | Debt | US | $82K | – | 0.01 |
| Mastercard, Inc. | Long | Debt | US | $48K | – | 0.01 |
| MASTR Alternative Loan Trust, Series 2005-2, Class 5A1 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| McDonald's Corp. | Long | Debt | US | $73K | – | 0.01 |
| McDonald's Corp. | Long | Debt | US | $53K | – | 0.01 |
| McDonald's Corp. | Long | Debt | US | $36K | – | 0.00 |
| McKesson Corp. | Long | Debt | US | $150K | – | 0.02 |
| McKesson Corp. | Long | Debt | US | $37K | – | 0.00 |
| MCR Mortgage Trust, Series 2024-TWA, Class A | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MCR Mortgage Trust, Series 2024-TWA, Class XA | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Med Trust, Series 2021-MDLN, Class A | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| Med Trust, Series 2021-MDLN, Class G | Long | ABS-mortgage backed security | US | $364K | – | 0.04 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $496K | – | 0.06 |
| Merck & Co., Inc. | Long | Debt | US | $94K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-A1, Class 3A | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2006-HE4, Class A1 | Long | ABS-other | US | $2M | – | 0.20 |
| Meta Platforms, Inc. | Long | Debt | US | $272K | – | 0.03 |
| Meta Platforms, Inc. | Long | Debt | US | $99K | – | 0.01 |
| Meta Platforms, Inc. | Long | Debt | US | $28K | – | 0.00 |
| MetLife, Inc. | Long | Debt | US | $196K | – | 0.02 |
| Metropolitan Transportation Authority, Revenue Bonds, Series 2010E | Long | Debt | US | $60K | – | 0.01 |
| Mex Bonos Desarr Fix Rt | Long | Debt | MX | $1M | – | 0.15 |
| Mex Bonos Desarr Fix Rt | Long | Debt | MX | $679K | – | 0.08 |
| Mex Bonos Desarr Fix Rt | Long | Debt | MX | $146K | – | 0.02 |
| Mex Bonos Desarr Fix Rt | Long | Debt | MX | $146K | – | 0.02 |
| Mex Bonos Desarr Fix Rt, Series M 20 | Long | Debt | MX | $565K | – | 0.07 |
| Mexican Udibonos | Long | Debt | MX | $527K | – | 0.06 |
| Mexican Udibonos | Long | Debt | MX | $249K | – | 0.03 |
| Mexican Udibonos | Long | Debt | MX | $160K | – | 0.02 |
| Mexican Udibonos | Long | Debt | MX | $56K | – | 0.01 |
| MF1 LLC, Series 2022-FL9, Class A | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.01 |
| MF1 LLC, Series 2023-FL12, Class A | Long | ABS-collateralized bond/debt obligation | US | $120K | – | 0.01 |
| MF1 Ltd., Series 2021-FL7, Class A | Long | ABS-collateralized bond/debt obligation | KY | $164K | – | 0.02 |
| MF1 Ltd., Series 2022-FL8, Class A | Long | ABS-collateralized bond/debt obligation | KY | $87K | – | 0.01 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class A | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| MHC Trust, Series 2021-MHC2, Class A | Long | ABS-mortgage backed security | US | $234K | – | 0.03 |
| Micron Technology, Inc. | Long | Debt | US | $100K | – | 0.01 |
| Micron Technology, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Microsoft Corp. | Long | Debt | US | $96K | – | 0.01 |
| Microsoft Corp. | Long | Debt | US | $95K | – | 0.01 |
| Microsoft Corp. | Long | Debt | US | $29K | – | 0.00 |
| Microsoft Corp. | Long | Debt | US | $10K | – | 0.00 |
| Mid-America Apartments LP | Long | Debt | US | $48K | – | 0.01 |
| MidAmerican Energy Co. | Long | Debt | US | $153K | – | 0.02 |
| MidAmerican Energy Co. | Long | Debt | US | $94K | – | 0.01 |
| MidAmerican Energy Co. | Long | Debt | US | $74K | – | 0.01 |
| Midocean Credit CLO IX, Series 2018-9A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $324K | – | 0.04 |
| MIRA Trust, Series 2023-MILE, Class A | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $300K | – | 0.04 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $202K | – | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $184K | – | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $94K | – | 0.01 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $636K | – | 0.08 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $582K | – | 0.07 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $203K | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $192K | – | 0.02 |
| Mohawk Industries, Inc. | Long | Debt | US | $23K | – | 0.00 |
| Molson Coors Beverage Co. | Long | Debt | US | $96K | – | 0.01 |
| Mondelez International, Inc. | Long | Debt | US | $436K | – | 0.05 |
| Mondelez International, Inc. | Long | Debt | US | $177K | – | 0.02 |
| Moody's Corp. | Long | Debt | US | $128K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $836K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $532K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $518K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $503K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $398K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $375K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $336K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $215K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $186K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $150K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $145K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $140K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $120K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $118K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $101K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $95K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $89K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $79K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $64K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $50K | – | 0.01 |
| Morgan Stanley Bank NA | Long | Debt | US | $403K | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class ASB | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class XA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class ASB | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class ASB | Long | ABS-mortgage backed security | US | $384K | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2017-H1, Class B | Long | ABS-mortgage backed security | US | $181K | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2017-H1, Class XD | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Morgan Stanley Capital I Trust, Series 2017-HR2, Class D | Long | ABS-mortgage backed security | US | $168K | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2018-MP, Class A | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2019-H6, Class XB | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Morgan Stanley Capital I Trust, Series 2019-L2, Class XA | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| Morgan Stanley Capital I Trust, Series 2019-L3, Class XA | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Morgan Stanley Capital I Trust, Series 2020-L4, Class B | Long | ABS-mortgage backed security | US | $173K | – | 0.02 |
| Morgan Stanley IXIS Real Estate Capital Trust, Series 2006-1, Class A3 | Long | ABS-other | US | $1M | – | 0.15 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1 | Long | ABS-mortgage backed security | US | $622K | – | 0.07 |
| Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85 | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| MortgageIT Trust, Series 2005-4, Class A1 | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Mosaic Solar Loan Trust, Series 2022-1A, Class A | Long | ABS-other | US | $453K | – | 0.05 |
| Mosaic Solar Loan Trust, Series 2023-1A, Class A | Long | ABS-other | US | $83K | – | 0.01 |
| Motorola Solutions, Inc. | Long | Debt | US | $72K | – | 0.01 |
| Motorola Solutions, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Motorola Solutions, Inc. | Long | Debt | US | $42K | – | 0.01 |
| MPLX LP | Long | Debt | US | $191K | – | 0.02 |
| MSC Trust, Series 2021-ILP, Class D | Long | ABS-mortgage backed security | US | $360K | – | 0.04 |
| MSCI, Inc. | Long | Debt | US | $537K | – | 0.06 |
| MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD (MS GOVT US LEX) | Long | Short-term investment vehicle | US | $1M | – | 0.12 |
| MSWF Commercial Mortgage Trust, Series 2023-2, Class XA | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Mutual of Omaha Cos. Global Funding | Long | Debt | US | $400K | – | 0.05 |
| Nasdaq, Inc. | Long | Debt | US | $202K | – | 0.02 |
| Nasdaq, Inc. | Long | Debt | US | $97K | – | 0.01 |
| National Fuel Gas Co. | Long | Debt | US | $587K | – | 0.07 |
| National Fuel Gas Co. | Long | Debt | US | $48K | – | 0.01 |
| National Grid plc | Long | Debt | GB | $301K | – | 0.04 |
| National Grid plc | Long | Debt | GB | $98K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $46K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $15K | – | 0.00 |
| National Securities Clearing Corp. | Long | Debt | US | $400K | – | 0.05 |
| Nationwide Building Society | Long | Debt | GB | $408K | – | 0.05 |
| Natixis Commercial Mortgage Securities Trust, Series 2018-SOX, Class A | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust, Series 2021-APPL, Class A | Long | ABS-mortgage backed security | US | $658K | – | 0.08 |
| NatWest Group plc | Long | Debt | GB | $401K | – | 0.05 |
| NatWest Group plc | Long | Debt | GB | $196K | – | 0.02 |
| NatWest Group plc | Long | Debt | GB | $50K | – | 0.01 |
| Navient Private Education Loan Trust, Series 2015-BA, Class A3 | Long | ABS-other | US | $357K | – | 0.04 |
| Navient Private Education Refi Loan Trust, Series 2018-DA, Class A2A | Long | ABS-other | US | $33K | – | 0.00 |
| Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2 | Long | ABS-other | US | $45K | – | 0.01 |
| Navient Private Education Refi Loan Trust, Series 2024-A, Class A | Long | ABS-other | US | $106K | – | 0.01 |
| NBC Funding LLC, Series 2021-1, Class A2 | Long | ABS-other | US | $915K | – | 0.11 |
| New Jersey Turnpike Authority, Revenue Bonds, Series 2009F | Long | Debt | US | $88K | – | 0.01 |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | Long | ABS-mortgage backed security | US | $392K | – | 0.05 |
| New Residential Mortgage Loan Trust, Series 2015-1A, Class A1 | Long | ABS-mortgage backed security | US | $153K | – | 0.02 |
| New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1 | Long | ABS-mortgage backed security | US | $226K | – | 0.03 |
| New York & New Jersey Port Authority, Consolidated Bonds, Series 181 | Long | Debt | US | $38K | – | 0.00 |
| New York State Dormitory Authority | Long | Debt | US | $44K | – | 0.01 |
| Newmont Corp. | Long | Debt | US | $88K | – | 0.01 |
| Newmont Corp. | Long | Debt | US | $55K | – | 0.01 |
| Nexi SpA | Long | Debt | IT | $387K | – | 0.05 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $533K | – | 0.06 |
| NextEra Energy Capital Holdings, Inc. | Long | Short-term investment vehicle | US | $397K | – | 0.05 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $101K | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $98K | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $98K | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $24K | – | 0.00 |
| NGPL PipeCo LLC | Long | Debt | US | $421K | – | 0.05 |
| NGPL PipeCo LLC | Long | Debt | US | $63K | – | 0.01 |
| NGPL PipeCo LLC | Long | Debt | US | $62K | – | 0.01 |
| NiSource, Inc. | Long | Debt | US | $135K | – | 0.02 |
| NiSource, Inc. | Long | Debt | US | $57K | – | 0.01 |
| NiSource, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Nissan Motor Co. Ltd. | Long | Debt | JP | $650K | – | 0.08 |
| Nissan Motor Co. Ltd. | Long | Debt | JP | $412K | – | 0.05 |
| Nomura Asset Acceptance Corp. | Long | ABS-mortgage backed security | US | $843K | – | 0.10 |
| Nomura Asset Acceptance Corp., Series 2006-AP1, Class A5 | Long | ABS-mortgage backed security | US | $633K | – | 0.08 |
| Nomura Holdings, Inc. | Long | Debt | JP | $590K | – | 0.07 |
| Nomura Holdings, Inc. | Long | Debt | JP | $500K | – | 0.06 |
| Nomura Home Equity Loan, Inc. Home Equity Loan Trust, Series 2007-1, Class 2A1A | Long | ABS-other | US | $850K | – | 0.10 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $0.19 | – | 0.00 |
| Nordic Investment Bank | Long | Debt | US | $198K | – | 0.02 |
| Norfolk Southern Corp. | Long | Debt | US | $141K | – | 0.02 |
| Norfolk Southern Corp. | Long | Debt | US | $33K | – | 0.00 |
| Norfolk Southern Corp. | Long | Debt | US | $28K | – | 0.00 |
| Norfolk Southern Corp. | Long | Debt | US | $24K | – | 0.00 |
| Norfolk Southern Corp. | Long | Debt | US | $21K | – | 0.00 |
| Norfolk Southern Corp. | Long | Debt | US | $20K | – | 0.00 |
| Northern States Power Co. | Long | Debt | US | $24K | – | 0.00 |
| Northern States Power Co. | Long | Debt | US | $20K | – | 0.00 |
| Northern Trust Corp. | Long | Debt | US | $34K | – | 0.00 |
| Northern Trust Corp. | Long | Debt | US | $23K | – | 0.00 |
| Northrop Grumman Corp. | Long | Debt | US | $35K | – | 0.00 |
| Northrop Grumman Corp. | Long | Debt | US | $20K | – | 0.00 |
| Northrop Grumman Corp. | Long | Debt | US | $20K | – | 0.00 |
| Northwest Pipeline LLC | Long | Debt | US | $529K | – | 0.06 |
| Northwoods Capital XI-B Ltd., Series 2018-11BA, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $431K | – | 0.05 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $394K | – | 0.05 |
| Nucor Corp. | Long | Debt | US | $49K | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $20K | – | 0.00 |
| NVIDIA Corp. | Long | Debt | US | $42K | – | 0.01 |
| NXP BV | Long | Debt | US | $777K | – | 0.09 |
| NXP BV | Long | Debt | US | $70K | – | 0.01 |
| NXP BV | Long | Debt | US | $39K | – | 0.00 |
| NXP BV | Long | Debt | US | $25K | – | 0.00 |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $49K | – | 0.01 |
| OCP CLO Ltd., Series 2017-13A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $440K | – | 0.05 |
| Octagon Investment Partners 18-R Ltd., Series 2018-18A, Class A1A | Long | ABS-collateralized bond/debt obligation | KY | $194K | – | 0.02 |
| Octagon Investment Partners 30 Ltd., Series 2017-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $191K | – | 0.02 |
| Octagon Investment Partners XIV Ltd., Series 2012-1A, Class AARR | Long | ABS-collateralized bond/debt obligation | KY | $84K | – | 0.01 |
| Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $344K | – | 0.04 |
| Oesterreichische Kontrollbank AG | Long | Debt | AT | $85K | – | 0.01 |
| Oesterreichische Kontrollbank AG | Long | Debt | AT | $74K | – | 0.01 |
| Oesterreichische Kontrollbank AG | Long | Debt | AT | $35K | – | 0.00 |
| OHA Loan Funding Ltd., Series 2016-1A, Class A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Ohio Power Co., Series P | Long | Debt | US | $61K | – | 0.01 |
| Ohio Power Co., Series Q | Long | Debt | US | $115K | – | 0.01 |
| Ohio Power Co., Series R | Long | Debt | US | $172K | – | 0.02 |
| Oklahoma Gas & Electric Co. | Long | Debt | US | $180K | – | 0.02 |
| Oleoducto Central SA | Long | Debt | CO | $13K | – | 0.00 |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class XA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Omega Healthcare Investors, Inc. | Long | Debt | US | $496K | – | 0.06 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $33K | – | 0.00 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $24K | – | 0.00 |
| ONE Gas, Inc. | Long | Debt | US | $22K | – | 0.00 |
| One Market Plaza Trust, Series 2017-1MKT, Class XCP | Long | ABS-mortgage backed security | US | $0.83 | – | 0.00 |
| One Market Plaza Trust, Series 2017-1MKT, Class XNCP | Long | ABS-mortgage backed security | US | $381.76 | – | 0.00 |
| ONE Mortgage Trust, Series 2021-PARK, Class A | Long | ABS-mortgage backed security | US | $580K | – | 0.07 |
| OneMain Financial Issuance Trust, Series 2020-2A, Class A | Long | ABS-other | US | $154K | – | 0.02 |
| ONEOK, Inc. | Long | Debt | US | $65K | – | 0.01 |
| ONEOK, Inc. | Long | Debt | US | $48K | – | 0.01 |
| ONEOK, Inc. | Long | Debt | US | $13K | – | 0.00 |
| Open Text Corp. | Long | Debt | CA | $723K | – | 0.09 |
| Oracle Corp. | Long | Debt | US | $347K | – | 0.04 |
| Oracle Corp. | Long | Debt | US | $314K | – | 0.04 |
| Oracle Corp. | Long | Debt | US | $138K | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $114K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $105K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $88K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $67K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $63K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $59K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $43K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $41K | – | 0.00 |
| Oracle Corp. | Long | Debt | US | $41K | – | 0.00 |
| Oracle Corp. | Long | Debt | US | $40K | – | 0.00 |
| Oracle Corp. | Long | Debt | US | $34K | – | 0.00 |
| Oracle Corp. | Long | Debt | US | $23K | – | 0.00 |
| Oriental Republic of Uruguay | Long | Debt | UY | $111K | – | 0.01 |
| Oriental Republic of Uruguay | Long | Debt | UY | $73K | – | 0.01 |
| Ovintiv, Inc. | Long | Debt | US | $139K | – | 0.02 |
| Ovintiv, Inc. | Long | Debt | US | $35K | – | 0.00 |
| Ovintiv, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Owens Corning | Long | Debt | US | $114K | – | 0.01 |
| OZLM XVII Ltd., Series 2017-17A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| PACCAR Financial Corp. | Long | Debt | US | $25K | – | 0.00 |
| Pacific Gas and Electric Co. | Long | Debt | US | $774K | – | 0.09 |
| Pacific Gas and Electric Co. | Long | Debt | US | $478K | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $413K | – | 0.05 |
| Pacific Gas and Electric Co. | Long | Debt | US | $270K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $262K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $195K | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $145K | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $83K | – | 0.01 |
| Pacific Life Global Funding II | Long | Debt | US | $304K | – | 0.04 |
| PacifiCorp | Long | Debt | US | $398K | – | 0.05 |
| Packaging Corp. of America | Long | Debt | US | $33K | – | 0.00 |
| Palmer Square Loan Funding Ltd., Series 2023-2A, Class C | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.03 |
| Paramount Global | Long | Debt | US | $175K | – | 0.02 |
| Paramount Global | Long | Debt | US | $92K | – | 0.01 |
| Paramount Global | Long | Debt | US | $36K | – | 0.00 |
| Paramount Global | Long | Debt | US | $11K | – | 0.00 |
| Paramount Global | Long | Debt | US | $11K | – | 0.00 |
| Paramount Global | Long | Debt | US | $8K | – | 0.00 |
| Paramount Global | Long | Debt | US | $8K | – | 0.00 |
| Parker-Hannifin Corp. | Long | Debt | US | $95K | – | 0.01 |
| PayPal Holdings, Inc. | Long | Debt | US | $95K | – | 0.01 |
| PayPal Holdings, Inc. | Long | Debt | US | $19K | – | 0.00 |
| PECO Energy Co. | Long | Debt | US | $57K | – | 0.01 |
| PECO Energy Co. | Long | Debt | US | $24K | – | 0.00 |
| PECO Energy Co. | Long | Debt | US | $22K | – | 0.00 |
| Penske Truck Leasing Co. LP | Long | Short-term investment vehicle | US | $496K | – | 0.06 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $399K | – | 0.05 |
| PepsiCo, Inc. | Long | Debt | US | $179K | – | 0.02 |
| PepsiCo, Inc. | Long | Debt | US | $94K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $200K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $81K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $43K | – | 0.01 |
| Petroleos Mexicanos, Series 13-2 | Long | Debt | MX | $27K | – | 0.00 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $197K | – | 0.02 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $103K | – | 0.01 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $79K | – | 0.01 |
| Pfizer, Inc. | Long | Debt | US | $106K | – | 0.01 |
| Pfizer, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Pfizer, Inc. | Long | Debt | US | $40K | – | 0.00 |
| Pfizer, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Pfizer, Inc. | Long | Debt | US | $21K | – | 0.00 |
| PFP Ltd., Series 2021-8, Class A | Long | ABS-mortgage backed security | KY | $111K | – | 0.01 |
| PFP Ltd., Series 2022-9, Class A | Long | ABS-mortgage backed security | BM | $120K | – | 0.01 |
| PGA Trust, Series 2024-RSR2, Class A | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Philip Morris International, Inc. | Long | Debt | US | $199K | – | 0.02 |
| Philip Morris International, Inc. | Long | Debt | US | $98K | – | 0.01 |
| Philip Morris International, Inc. | Long | Debt | US | $54K | – | 0.01 |
| Philip Morris International, Inc. | Long | Debt | US | $42K | – | 0.00 |
| Phillips 66 Co. | Long | Debt | US | $24K | – | 0.00 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $36K | – | 0.00 |
| Piedmont Operating Partnership LP | Long | Debt | US | $20K | – | 0.00 |
| Pioneer Natural Resources Co. | Long | Debt | US | $200K | – | 0.02 |
| Pioneer Natural Resources Co. | Long | Debt | US | $42K | – | 0.00 |
| Plains All American Pipeline LP | Long | Debt | US | $49K | – | 0.01 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $193K | – | 0.02 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $54K | – | 0.01 |
| PPG Industries, Inc. | Long | Debt | US | $90K | – | 0.01 |
| PPL Capital Funding, Inc. | Long | Debt | US | $48K | – | 0.01 |
| Principal Financial Group, Inc. | Long | Debt | US | $9K | – | 0.00 |
| PRKCM Trust, Series 2022-AFC2, Class A1 | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| PRKCM Trust, Series 2023-AFC3, Class A1 | Long | ABS-mortgage backed security | US | $343K | – | 0.04 |
| Procter & Gamble Co. (The) | Long | Debt | US | $47K | – | 0.01 |
| Procter & Gamble Co. (The) | Long | Debt | US | $41K | – | 0.00 |
| Progress Residential Trust, Series 2021-SFR5, Class F | Long | ABS-other | US | $2M | – | 0.22 |
| Prologis LP | Long | Debt | US | $96K | – | 0.01 |
| Prologis LP | Long | Debt | US | $41K | – | 0.00 |
| Prologis LP | Long | Debt | US | $29K | – | 0.00 |
| Prospect Capital Corp. | Long | Debt | US | $21K | – | 0.00 |
| Protective Life Global Funding | Long | Debt | US | $299K | – | 0.04 |
| Province of Alberta | Long | Debt | CA | $206K | – | 0.02 |
| Province of British Columbia | Long | Debt | CA | $230K | – | 0.03 |
| Province of British Columbia | Long | Debt | CA | $144K | – | 0.02 |
| Province of Manitoba | Long | Debt | CA | $61K | – | 0.01 |
| Province of Ontario | Long | Debt | CA | $239K | – | 0.03 |
| Province of Ontario | Long | Debt | CA | $102K | – | 0.01 |
| Province of Ontario | Long | Debt | CA | $83K | – | 0.01 |
| Province of Quebec | Long | Debt | CA | $249K | – | 0.03 |
| Province of Quebec | Long | Debt | CA | $96K | – | 0.01 |
| Province of Quebec | Long | Debt | CA | $48K | – | 0.01 |
| Province of Quebec | Long | Debt | CA | $47K | – | 0.01 |
| Provincia de Buenos Aires | Long | Debt | AR | $176.49 | – | 0.00 |
| Prudential Financial, Inc. | Long | Debt | US | $184K | – | 0.02 |
| Prudential Financial, Inc. | Long | Debt | US | $66K | – | 0.01 |
| Public Service Co. of New Hampshire | Long | Debt | US | $20K | – | 0.00 |
| Public Service Electric & Gas Co. | Long | Debt | US | $92K | – | 0.01 |
| Public Service Electric & Gas Co. | Long | Debt | US | $46K | – | 0.01 |
| Public Service Enterprise Group, Inc. | Long | Debt | US | $400K | – | 0.05 |
| Public Service Enterprise Group, Inc. | Long | Debt | US | $208K | – | 0.02 |
| Public Storage Operating Co. | Long | Debt | US | $101K | – | 0.01 |
| Public Storage Operating Co. | Long | Debt | US | $23K | – | 0.00 |
| Public Storage Operating Co. | Long | Debt | US | $14K | – | 0.00 |
| QUALCOMM, Inc. | Long | Debt | US | $86K | – | 0.01 |
| QUALCOMM, Inc. | Long | Debt | US | $72K | – | 0.01 |
| Quest Diagnostics, Inc. | Long | Debt | US | $29K | – | 0.00 |
| Race Point IX CLO Ltd., Series 2015-9A, Class A1A2 | Long | ABS-collateralized bond/debt obligation | KY | $166K | – | 0.02 |
| RALI Trust, Series 2006-QO3, Class A1 | Long | ABS-mortgage backed security | US | $935K | – | 0.11 |
| RALI Trust, Series 2007-QS6, Class A29 | Long | ABS-mortgage backed security | US | $782K | – | 0.09 |
| Ralph Lauren Corp. | Long | Debt | US | $13K | – | 0.00 |
| RASC Trust, Series 2007-EMX1, Class A13 | Long | ABS-other | US | $440K | – | 0.05 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A | Long | ABS-mortgage backed security | US | $438K | – | 0.05 |
| Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A | Long | ABS-mortgage backed security | US | $510K | – | 0.06 |
| Ready Capital Mortgage Financing LLC, Series 2022-FL9, Class A | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Realkredit Danmark A/S, Series 23S | Long | Debt | DK | $0.11 | – | 0.00 |
| Realty Income Corp. | Long | Debt | US | $101K | – | 0.01 |
| Realty Income Corp. | Long | Debt | US | $96K | – | 0.01 |
| Realty Income Corp. | Long | Debt | US | $45K | – | 0.01 |
| Realty Income Corp. | Long | Debt | US | $29K | – | 0.00 |
| Realty Income Corp. | Long | Debt | US | $10K | – | 0.00 |
| Regal Rexnord Corp. | Long | Debt | US | $128K | – | 0.02 |
| Regatta XIII Funding Ltd., Series 2018-2A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.05 |
| Regatta XVIII Funding Ltd., Series 2021-1A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Regency Centers LP | Long | Debt | US | $22K | – | 0.00 |
| Regeneron Pharmaceuticals, Inc. | Long | Debt | US | $742K | – | 0.09 |
| Regional Management Issuance Trust, Series 2020-1, Class A | Long | ABS-other | US | $28K | – | 0.00 |
| Regional Management Issuance Trust, Series 2021-1, Class A | Long | ABS-other | US | $64K | – | 0.01 |
| Regional Management Issuance Trust, Series 2022-1, Class A | Long | ABS-other | US | $298K | – | 0.04 |
| Reinsurance Group of America, Inc. | Long | Debt | US | $18K | – | 0.00 |
| Reinsurance Group of America, Inc. | Long | Debt | US | $9K | – | 0.00 |
| Reliance, Inc. | Long | Debt | US | $502K | – | 0.06 |
| RELX Capital, Inc. | Long | Debt | US | $45K | – | 0.01 |
| RenaissanceRe Holdings Ltd. | Long | Debt | BM | $46K | – | 0.01 |
| Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Reperforming Loan REMIC Trust, Series 2006-R1, Class AF1 | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Republic of Chile | Long | Debt | CL | $96K | – | 0.01 |
| Republic of Indonesia | Long | Debt | ID | $192K | – | 0.02 |
| Republic of Indonesia | Long | Debt | ID | $177K | – | 0.02 |
| Republic of Indonesia | Long | Debt | ID | $135K | – | 0.02 |
| Republic of Korea | Long | Debt | KR | $165K | – | 0.02 |
| Republic of Panama | Long | Debt | PA | $156K | – | 0.02 |
| Republic of Panama | Long | Debt | PA | $130K | – | 0.02 |
| Republic of Peru | Long | Debt | PE | $163K | – | 0.02 |
| Republic of Peru | Long | Debt | PE | $83K | – | 0.01 |
| Republic of Peru | Long | Debt | PE | $73K | – | 0.01 |
| Republic of Peru | Long | Debt | PE | $60K | – | 0.01 |
| Republic of Peru | Long | Debt | PE | $55K | – | 0.01 |
| Republic of Peru | Long | Debt | PE | $42K | – | 0.01 |
| Republic of Philippines | Long | Debt | PH | $173K | – | 0.02 |
| Republic of Philippines | Long | Debt | PH | $143K | – | 0.02 |
| Republic of Philippines (Republic of the Philippines) | Long | Debt | PH | $101K | – | 0.01 |
| Republic of Poland | Long | Debt | PL | $198K | – | 0.02 |
| Republic of Poland | Long | Debt | PL | $26K | – | 0.00 |
| Republic of Serbia | Long | Debt | RS | $637K | – | 0.08 |
| Republic Services, Inc. | Long | Debt | US | $14K | – | 0.00 |
| Residential Asset Securitization Trust, Series 2006-A12, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Residential Asset Securitization Trust, Series 2006-A12, Class A2 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Residential Asset Securitization Trust, Series 2006-A9CB, Class A7 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Residential Asset Securitization Trust, Series 2006-A9CB, Class A7 | Long | ABS-mortgage backed security | US | $319.17 | – | 0.00 |
| Resloc UK plc, Series 2007-1X, Class A3B | Long | ABS-mortgage backed security | GB | $85K | – | 0.01 |
| Revvity, Inc. | Long | Debt | US | $29K | – | 0.00 |
| Revvity, Inc. | Long | Debt | US | $14K | – | 0.00 |
| RFMSI Trust, Series 2006-S10, Class 1A1 | Long | ABS-mortgage backed security | US | $262K | – | 0.03 |
| RIAL Issuer Ltd., Series 2022-FL8, Class A | Long | ABS-collateralized bond/debt obligation | BM | $203K | – | 0.02 |
| Ripon 1RA | Long | Debt | GB | $1M | – | 0.15 |
| Ripon Mortgages plc, Series 1RA, Class A | Long | ABS-mortgage backed security | GB | $2M | – | 0.20 |
| Roche Holdings, Inc. | Long | Debt | US | $398K | – | 0.05 |
| Rockford Tower CLO Ltd., Series 2018-1A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.04 |
| Rogers Communications, Inc. | Long | Debt | CA | $233K | – | 0.03 |
| Rogers Communications, Inc. | Long | Debt | CA | $61K | – | 0.01 |
| Rolls-Royce plc | Long | Debt | GB | $501K | – | 0.06 |
| Romania Government Bond | Long | Debt | RO | $643K | – | 0.08 |
| Romark WM-R Ltd., Series 2018-1A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $203K | – | 0.02 |
| Roper Technologies, Inc. | Long | Debt | US | $161K | – | 0.02 |
| Roper Technologies, Inc. | Long | Debt | US | $29K | – | 0.00 |
| Ross Stores, Inc. | Long | Debt | US | $46K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $397K | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $323K | – | 0.04 |
| Royal Bank of Canada | Long | Debt | CA | $247K | – | 0.03 |
| Royal Bank of Canada | Long | Debt | CA | $146K | – | 0.02 |
| Royal Bank of Canada | Long | Debt | CA | $74K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $46K | – | 0.01 |
| Royalty Pharma plc | Long | Debt | GB | $67K | – | 0.01 |
| RPM International, Inc. | Long | Debt | US | $24K | – | 0.00 |
| RR 18 Ltd., Series 2021-18A, Class A2 | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| RTX Corp. | Long | Debt | US | $513K | – | 0.06 |
| RTX Corp. | Long | Debt | US | $206K | – | 0.02 |
| RTX Corp. | Long | Debt | US | $193K | – | 0.02 |
| RTX Corp. | Long | Debt | US | $171K | – | 0.02 |
| RTX Corp. | Long | Debt | US | $152K | – | 0.02 |
| RTX Corp. | Long | Debt | US | $95K | – | 0.01 |
| Russian Federation | Long | Debt | RU | $15K | – | 0.00 |
| S&P Global, Inc. | Long | Debt | US | $66K | – | 0.01 |
| S&P Global, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $398K | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $322K | – | 0.04 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $243K | – | 0.03 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $193K | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $187K | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $64K | – | 0.01 |
| Sabra Health Care LP | Long | Debt | US | $23K | – | 0.00 |
| Sales Tax Securitization Corp. | Long | Debt | US | $510K | – | 0.06 |
| Salesforce, Inc. | Long | Debt | US | $33K | – | 0.00 |
| Salesforce, Inc. | Long | Debt | US | $31K | – | 0.00 |
| San Diego Gas & Electric Co. | Long | Debt | US | $29K | – | 0.00 |
| San Diego Gas & Electric Co. | Long | Debt | US | $20K | – | 0.00 |
| San Francisco Bay Area Toll Authority, Subordinate Toll Bridge, Revenue Bonds, Series 2010-S1 | Long | Debt | US | $71K | – | 0.01 |
| Sanofi SA | Long | Debt | FR | $24K | – | 0.00 |
| Santander Holdings USA, Inc. | Long | Debt | US | $382K | – | 0.05 |
| Santander Holdings USA, Inc. | Long | Debt | US | $49K | – | 0.01 |
| Santander UK Group Holdings plc | Long | Debt | GB | $719K | – | 0.09 |
| Santander UK Group Holdings plc | Long | Debt | GB | $185K | – | 0.02 |
| SBA Tower Trust | Long | ABS-other | US | $795K | – | 0.09 |
| Schlumberger Finance Canada Ltd. | Long | Debt | CA | $24K | – | 0.00 |
| Schlumberger Investment SA | Long | Debt | LU | $176K | – | 0.02 |
| Scholar Funding Trust, Series 2013-A, Class A | Long | ABS-other | US | $71K | – | 0.01 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-FR4, Class A2B | Long | ABS-other | US | $687K | – | 0.08 |
| Sequoia Mortgage Trust, Series 10, Class 2A1 | Long | ABS-mortgage backed security | US | $540.01 | – | 0.00 |
| Sequoia Mortgage Trust, Series 2003-4, Class 2A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Sequoia Mortgage Trust, Series 6, Class A | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class D | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| SG Residential Mortgage Trust, Series 2021-2, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Shell International Finance BV | Long | Debt | NL | $48K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $47K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $44K | – | 0.01 |
| Sherwin-Williams Co. (The) | Long | Debt | US | $72K | – | 0.01 |
| Shinhan Bank Co. Ltd. | Long | Debt | KR | $467K | – | 0.06 |
| Shire Acquisitions Investments Ireland DAC | Long | Debt | IE | $48K | – | 0.01 |
| Simon Property Group LP | Long | Debt | US | $91K | – | 0.01 |
| Simon Property Group LP | Long | Debt | US | $73K | – | 0.01 |
| Simon Property Group LP | Long | Debt | US | $72K | – | 0.01 |
| Sixth Street CLO XX Ltd., Series 2021-20A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| SLM Private Education Loan Trust, Series 2010-C, Class A5 | Long | ABS-other | US | $170K | – | 0.02 |
| SMB Private Education Loan Trust, Series 2015-B, Class B | Long | ABS-other | US | $58K | – | 0.01 |
| SMB Private Education Loan Trust, Series 2016-B, Class A2A | Long | ABS-other | US | $10K | – | 0.00 |
| SMB Private Education Loan Trust, Series 2016-C, Class A2A | Long | ABS-other | US | $28K | – | 0.00 |
| SMB Private Education Loan Trust, Series 2020-PTA, Class A2A | Long | ABS-other | US | $105K | – | 0.01 |
| SMB Private Education Loan Trust, Series 2021-A, Class C | Long | ABS-other | US | $132K | – | 0.02 |
| SMB Private Education Loan Trust, Series 2021-A, Class D1 | Long | ABS-other | US | $38K | – | 0.00 |
| Societe Generale SA | Long | Debt | FR | $516K | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $305K | – | 0.04 |
| SoFi Professional Loan Program LLC, Series 2017-F, Class BFX | Long | ABS-other | US | $910K | – | 0.11 |
| Soho Trust, Series 2021-SOHO, Class B | Long | ABS-mortgage backed security | US | $253K | – | 0.03 |
| Solventum Corp. | Long | Debt | US | $103K | – | 0.01 |
| Solventum Corp. | Long | Debt | US | $40K | – | 0.00 |
| Sound Point CLO XXI Ltd., Series 2018-3A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.06 |
| Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A | Long | ABS-collateralized bond/debt obligation | KY | $442K | – | 0.05 |
| Soundview Home Loan Trust, Series 2006-1, Class 2A1 | Long | ABS-other | US | $833K | – | 0.10 |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 2A2 | Long | ABS-other | US | $2M | – | 0.27 |
| Southern California Edison Co. | Long | Debt | US | $632K | – | 0.08 |
| Southern California Edison Co. | Long | Debt | US | $111K | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $91K | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $78K | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $60K | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $36K | – | 0.00 |
| Southern California Edison Co., Series A | Long | Debt | US | $72K | – | 0.01 |
| Southern California Edison Co., Series G | Long | Debt | US | $106K | – | 0.01 |
| Southern California Gas Co. | Long | Debt | US | $659K | – | 0.08 |
| Southern California Gas Co., Series XX | Long | Debt | US | $174K | – | 0.02 |
| Southern Co. (The) | Long | Debt | US | $100K | – | 0.01 |
| Southern Co. (The) | Long | Debt | US | $96K | – | 0.01 |
| Southern Co. (The), Series A | Long | Debt | US | $554K | – | 0.07 |
| Southwest Airlines Co. | Long | Debt | US | $50K | – | 0.01 |
| Southwestern Electric Power Co., Series N | Long | Debt | US | $94K | – | 0.01 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $467K | – | 0.06 |
| Sprint LLC | Long | Debt | US | $969K | – | 0.12 |
| Sprint LLC | Long | Debt | US | $574K | – | 0.07 |
| SREIT Trust, Series 2021-MFP, Class D | Long | ABS-mortgage backed security | US | $346K | – | 0.04 |
| Standard Chartered plc | Long | Debt | GB | $613K | – | 0.07 |
| Standard Chartered plc | Long | Debt | GB | $402K | – | 0.05 |
| STAR Trust, Series 2021-SFR1, Class G | Long | ABS-other | US | $2M | – | 0.23 |
| Starbucks Corp. | Long | Debt | US | $94K | – | 0.01 |
| Starbucks Corp. | Long | Debt | US | $47K | – | 0.01 |
| Starbucks Corp. | Long | Debt | US | $17K | – | 0.00 |
| Starwood Mortgage Residential Trust, Series 2020-1, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| State of California Federally Taxable General Obligation Refunding Bonds Various Purpose | Long | Debt | US | $94K | – | 0.01 |
| State of California, Various Purposes, General Obligation Bonds, Series 2009 | Long | Debt | US | $155K | – | 0.02 |
| State of Illinois, General Obligation Bonds | Long | Debt | US | $249K | – | 0.03 |
| State of Israel Government Bond | Long | Debt | IL | $382K | – | 0.05 |
| State of Israel Government Bond | Long | Debt | IL | $190K | – | 0.02 |
| State of Qatar | Long | Debt | QA | $487K | – | 0.06 |
| State of Texas | Long | Debt | US | $82K | – | 0.01 |
| Store Capital LLC | Long | Debt | US | $40K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-4, Class 2A | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 1A3 | Long | ABS-mortgage backed security | US | $384K | – | 0.05 |
| Stryker Corp. | Long | Debt | US | $168K | – | 0.02 |
| Stryker Corp. | Long | Debt | US | $49K | – | 0.01 |
| Subway Funding LLC, Series 2024-1A, Class A2II | Long | ABS-other | US | $63K | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $694K | – | 0.08 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $576K | – | 0.07 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $202K | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $199K | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $184K | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $97K | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $95K | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $94K | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $83K | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $45K | – | 0.01 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $505K | – | 0.06 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $399K | – | 0.05 |
| Sun Communities Operating LP | Long | Debt | US | $49K | – | 0.01 |
| Sunnova Helios IV Issuer LLC, Series 2020-AA, Class A | Long | ABS-other | US | $277K | – | 0.03 |
| Sunrun Demeter Issuer LLC, Series 2021-2A, Class A | Long | ABS-other | US | $502K | – | 0.06 |
| Suzano Austria GmbH | Long | Debt | AT | $87K | – | 0.01 |
| Suzano International Finance BV | Long | Debt | NL | $25K | – | 0.00 |
| Svensk Exportkredit AB | Long | Debt | SE | $190K | – | 0.02 |
| Symphony CLO XV Ltd., Series 2014-15A, Class AR3 | Long | ABS-collateralized bond/debt obligation | KY | $241K | – | 0.03 |
| Synchrony Financial | Long | Debt | US | $48K | – | 0.01 |
| Sysco Corp. | Long | Debt | US | $47K | – | 0.01 |
| T-Mobile US Trust, Series 2024-1A, Class A | Long | ABS-other | US | $399K | – | 0.05 |
| T-Mobile USA, Inc. | Long | Debt | US | $648K | – | 0.08 |
| T-Mobile USA, Inc. | Long | Debt | US | $469K | – | 0.06 |
| T-Mobile USA, Inc. | Long | Debt | US | $226K | – | 0.03 |
| T-Mobile USA, Inc. | Long | Debt | US | $192K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $143K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $141K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $118K | – | 0.01 |
| Taco Bell Funding LLC, Series 2021-1A, Class A23 | Long | ABS-other | US | $403K | – | 0.05 |
| Taco Bell Funding LLC, Series 2021-1A, Class A2I | Long | ABS-other | US | $670K | – | 0.08 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $50K | – | 0.01 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $338K | – | 0.04 |
| Targa Resources Corp. | Long | Debt | US | $408K | – | 0.05 |
| Targa Resources Corp. | Long | Short-term investment vehicle | US | $398K | – | 0.05 |
| Targa Resources Corp. | Long | Debt | US | $339K | – | 0.04 |
| Targa Resources Corp. | Long | Debt | US | $206K | – | 0.02 |
| Target Corp. | Long | Debt | US | $94K | – | 0.01 |
| Target Corp. | Long | Debt | US | $48K | – | 0.01 |
| Taubman Centers Commercial Mortgage Trust, Series 2022-DPM, Class A | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| Tennessee Valley Authority | Long | Debt | US | $37K | – | 0.00 |
| Texas Instruments, Inc. | Long | Debt | US | $57K | – | 0.01 |
| Texas Instruments, Inc. | Long | Debt | US | $50K | – | 0.01 |
| Texas Instruments, Inc. | Long | Debt | US | $27K | – | 0.00 |
| Texas Natural Gas Securitization Finance Corp., Revenue Bonds, Series 2023 | Long | Debt | US | $301K | – | 0.04 |
| Textron, Inc. | Long | Debt | US | $29K | – | 0.00 |
| Textron, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Thames Water Utilities Finance plc | Long | Debt | GB | $367K | – | 0.04 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $89K | – | 0.01 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $31K | – | 0.00 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Thomson Reuters Corp. | Long | Debt | CA | $29K | – | 0.00 |
| TIF Funding II LLC, Series 2021-1A, Class A | Long | ABS-other | US | $411K | – | 0.05 |
| Titulos de Tesoreria | Long | Debt | CO | $52K | – | 0.01 |
| Titulos de Tesoreria | Long | Debt | CO | $47K | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $187K | – | 0.02 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $173K | – | 0.02 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $46K | – | 0.01 |
| TotalEnergies Capital International SA | Long | Debt | FR | $94K | – | 0.01 |
| Towd Point Mortgage Funding plc, Series 2024-GR6A, Class A1 | Long | ABS-mortgage backed security | GB | $633K | – | 0.08 |
| Towd Point Mortgage Funding, Series 2019-A13A, Class A1 | Long | ABS-mortgage backed security | GB | $594K | – | 0.07 |
| Towd Point Mortgage Trust, Series 2019-1, Class M1 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Towd Point Mortgage Trust, Series 2022-1, Class A1 | Long | ABS-mortgage backed security | US | $292K | – | 0.03 |
| Toyota Motor Corp. | Long | Debt | JP | $156K | – | 0.02 |
| Toyota Motor Credit Corp. | Long | Debt | US | $100K | – | 0.01 |
| Toyota Motor Credit Corp. | Long | Debt | US | $96K | – | 0.01 |
| Toyota Motor Credit Corp. | Long | Debt | US | $90K | – | 0.01 |
| Toyota Motor Credit Corp. | Long | Debt | US | $64K | – | 0.01 |
| Toyota Motor Credit Corp. | Long | Debt | US | $47K | – | 0.01 |
| Toyota Motor Credit Corp. | Long | Debt | US | $32K | – | 0.00 |
| TPGI Trust, Series 2021-DGWD, Class D | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| Tractor Supply Co. | Long | Debt | US | $5K | – | 0.00 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $97K | – | 0.01 |
| Transcontinental Gas Pipe Line Co. LLC | Long | Debt | US | $210K | – | 0.03 |
| Transcontinental Gas Pipe Line Co. LLC | Long | Debt | US | $126K | – | 0.02 |
| Transcontinental Gas Pipe Line Co. LLC | Long | Debt | US | $106K | – | 0.01 |
| Transcontinental Gas Pipe Line Co. LLC | Long | Debt | US | $77K | – | 0.01 |
| Tricon Residential Trust, Series 2021-SFR1, Class E1 | Long | ABS-other | US | $1M | – | 0.14 |
| Trinitas CLO VI Ltd., Series 2017-6A, Class ARRR | Long | ABS-collateralized bond/debt obligation | KY | $599K | – | 0.07 |
| Trinity Acquisition plc | Long | Debt | GB | $49K | – | 0.01 |
| Truist Bank | Long | Debt | US | $20K | – | 0.00 |
| Truist Financial Corp. | Long | Debt | US | $199K | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $143K | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $110K | – | 0.01 |
| Truist Financial Corp. | Long | Debt | US | $39K | – | 0.00 |
| Turkish Airlines Pass-Through Trust, Series 2015-1, Class A | Long | ABS-other | TR | $328K | – | 0.04 |
| TWDC Enterprises 18 Corp. | Long | Debt | US | $73K | – | 0.01 |
| Tyco Electronics Group SA | Long | Debt | LU | $30K | – | 0.00 |
| U.K. Treasury Bonds (United Kingdom of Great Britain and Northern Ireland) | Long | Debt | GB | $2M | – | 0.20 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $1K | – | 0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $1K | – | 0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $1K | – | 0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-437.5 | – | -0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-531.25 | – | -0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-968.75 | – | -0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-970.17 | – | -0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-11K | – | -0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-152K | – | -0.02 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $27K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $70K | – | 0.01 | |
| U.S. Treasury Bills (United States of America) | Long | Short-term investment vehicle | US | $2M | – | 0.30 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $8M | – | 0.94 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $8M | – | 0.90 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $7M | – | 0.88 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $7M | – | 0.82 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.52 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.50 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.38 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.25 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.25 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.19 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.12 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $901K | – | 0.11 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $785K | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $773K | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $709K | – | 0.08 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $701K | – | 0.08 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $638K | – | 0.08 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $634K | – | 0.08 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $628K | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $602K | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $552K | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $511K | – | 0.06 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $489K | – | 0.06 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $422K | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $405K | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $402K | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $325K | – | 0.04 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $297K | – | 0.04 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $293K | – | 0.03 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $269K | – | 0.03 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $224K | – | 0.03 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $216K | – | 0.03 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $205K | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $185K | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $149K | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $129K | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $104K | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $88K | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $86K | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4K | – | 0.00 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $351K | – | 0.04 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $301K | – | 0.04 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $225K | – | 0.03 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $95K | – | 0.01 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $64K | – | 0.01 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $7M | – | 0.86 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $5M | – | 0.54 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.29 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.23 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.20 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $472K | – | 0.06 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $294K | – | 0.04 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $20K | – | 0.00 | |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $-33K | – | -0.00 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $8M | – | 0.90 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $7M | – | 0.78 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $6M | – | 0.69 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $6M | – | 0.66 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.53 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.52 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.52 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.47 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.44 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.43 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $4M | – | 0.42 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.41 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.41 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.41 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.40 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.38 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.38 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.37 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.35 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.35 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.34 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.33 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.33 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.32 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.32 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.31 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.31 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.29 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.28 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.28 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.27 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.25 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.22 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.20 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.19 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.19 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.19 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $2M | – | 0.18 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.18 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.18 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.17 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.17 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.15 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.15 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.15 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.14 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.14 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1000K | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $996K | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $989K | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $987K | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $985K | – | 0.12 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $954K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $918K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $900K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $898K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $890K | – | 0.11 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $872K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $868K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $860K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $845K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $833K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $829K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $818K | – | 0.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $795K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $773K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $770K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $741K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $740K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $736K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $718K | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $704K | – | 0.08 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $701K | – | 0.08 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $689K | – | 0.08 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $670K | – | 0.08 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $667K | – | 0.08 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $662K | – | 0.08 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $623K | – | 0.07 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $590K | – | 0.07 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $575K | – | 0.07 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $555K | – | 0.07 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $533K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $518K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $513K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $512K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $506K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $501K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $498K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $498K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $492K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $489K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $484K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $482K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $466K | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $445K | – | 0.05 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $443K | – | 0.05 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $402K | – | 0.05 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $388K | – | 0.05 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $260K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $255K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $254K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $252K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $247K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $218K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $213K | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $177K | – | 0.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $170K | – | 0.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $160K | – | 0.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $151K | – | 0.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $149K | – | 0.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $122K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $92K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $85K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $78K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $73K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $69K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $66K | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $27K | – | 0.00 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $20K | – | 0.00 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $16K | – | 0.00 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $13K | – | 0.00 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $12K | – | 0.00 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $6K | – | 0.00 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $20K | – | 0.00 | |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-12K | – | -0.00 | |
| UBS AG | Long | Debt | CH | $987K | – | 0.12 |
| UBS AG | Long | Debt | CH | $535K | – | 0.06 |
| UBS Commercial Mortgage Trust, Series 2018-C12, Class B | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| UBS Commercial Mortgage Trust, Series 2018-C8, Class C | Long | ABS-mortgage backed security | US | $199K | – | 0.02 |
| UBS Commercial Mortgage Trust, Series 2019-C17, Class XA | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| UBS Commercial Mortgage Trust, Series 2019-C18, Class XA | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $500K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $427K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $406K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $406K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $300K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $245K | – | 0.03 |
| UDR, Inc. | Long | Debt | US | $94K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.49 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.41 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.39 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.37 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.37 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $915K | – | 0.11 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $839K | – | 0.10 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $833K | – | 0.10 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $770K | – | 0.09 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $768K | – | 0.09 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $701K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $694K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $678K | – | 0.08 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $663K | – | 0.08 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $641K | – | 0.08 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $604K | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $557K | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $553K | – | 0.07 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $545K | – | 0.07 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $510K | – | 0.06 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $510K | – | 0.06 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $489K | – | 0.06 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $473K | – | 0.06 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $460K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $440K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $434K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $422K | – | 0.05 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $401K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $388K | – | 0.05 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $387K | – | 0.05 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $355K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $345K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $342K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $338K | – | 0.04 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $326K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $321K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $294K | – | 0.04 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $289K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $278K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $277K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $269K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $266K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $264K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $263K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $260K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $258K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $253K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $243K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $240K | – | 0.03 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $236K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $233K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $232K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $225K | – | 0.03 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $206K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $202K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $181K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $181K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $176K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $169K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $168K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $168K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $166K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $165K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $159K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $158K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $149K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $144K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $41K | – | 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 | $39K | – | 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 | $38K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $38K | – | 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 (FHLMC Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $32K | – | 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 (FHLMC Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $29K | – | 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 (FNMA) | 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 | $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 (FNMA) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS (FNMA) | 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 | $26K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $26K | – | 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 (FHLMC Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| UMBS (FNMA) | 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 | $24K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| UMBS (FHLMC Pool) | 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 | $23K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $22K | – | 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 (FNMA) | Long | ABS-mortgage backed security | US | $21K | – | 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 (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS (FNMA) | 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 | $16K | – | 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 | $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 | $15K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| UMBS (FHLMC Pool) | 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 | $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 (FHLMC Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $14K | – | 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 | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $13K | – | 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 | $12K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $12K | – | 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 (FHLMC Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 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 (FHLMC Pool) | 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 (FHLMC Pool) | 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 | $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 | $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 | $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 (FHLMC Pool) | 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 | $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 | $7K | – | 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 | $7K | – | 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 | $7K | – | 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 | $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 | $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 (FHLMC Pool) | 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 | $5K | – | 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 | $5K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| UMBS (FHLMC Pool) | 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 (FHLMC Pool) | 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 | $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 (FHLMC Pool) | 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 | $3K | – | 0.00 |
| UMBS (FHLMC Pool) | 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 | $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 | $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 (FHLMC Pool) | 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 | $1K | – | 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 | $1K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| UMBS (FHLMC Pool) | 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 | $1K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $911.1 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $880.84 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $864.27 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $830.16 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $825.65 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $821.72 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $711.62 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $655.79 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $634.21 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $609.08 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $605.3 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $550.06 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $481.68 | – | 0.00 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| UMBS, 15 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| UMBS, 15 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $18M | – | 2.11 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $17M | – | 1.99 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $12M | – | 1.40 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $9M | – | 1.03 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $6M | – | 0.68 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $3M | – | 0.32 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $404K | – | 0.05 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Short | ABS-mortgage backed security | US | $-75K | – | -0.01 |
| Unilever Capital Corp. | Long | Debt | US | $95K | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $223K | – | 0.03 |
| Union Electric Co. | Long | Debt | US | $21K | – | 0.00 |
| Union Pacific Corp. | Long | Debt | US | $101K | – | 0.01 |
| Union Pacific Corp. | Long | Debt | US | $98K | – | 0.01 |
| Union Pacific Corp. | Long | Debt | US | $65K | – | 0.01 |
| Union Pacific Corp. | Long | Debt | US | $37K | – | 0.00 |
| Union Pacific Corp. | Long | Debt | US | $8K | – | 0.00 |
| Union Pacific Railroad Co. Pass-Through Trust, Series 2014-1 | Long | ABS-other | US | $55K | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $326K | – | 0.04 |
| United Airlines Pass-Through Trust, Series 2019-2, Class AA | Long | ABS-other | US | $139K | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2020-1, Class A | Long | ABS-other | US | $517K | – | 0.06 |
| United Mexican States | Long | Debt | MX | $436K | – | 0.05 |
| United Mexican States | Long | Debt | MX | $301K | – | 0.04 |
| United Mexican States | Long | Debt | MX | $206K | – | 0.02 |
| United Mexican States | Long | Debt | MX | $195K | – | 0.02 |
| United Mexican States | Long | Debt | MX | $189K | – | 0.02 |
| United Mexican States | Long | Debt | MX | $189K | – | 0.02 |
| United Mexican States | Long | Debt | MX | $176K | – | 0.02 |
| United Parcel Service, Inc. | Long | Debt | US | $47K | – | 0.01 |
| United Parcel Service, Inc. | Long | Debt | US | $40K | – | 0.00 |
| United States Small Business Administration, Series 2005-20B, Class 1 | Long | ABS-other | US | $1K | – | 0.00 |
| United States Small Business Administration, Series 2008-20G, Class 1 | Long | ABS-other | US | $29K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $584K | – | 0.07 |
| UnitedHealth Group, Inc. | Long | Debt | US | $106K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $94K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $93K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $80K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $74K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $48K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $47K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $35K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $30K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $24K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $20K | – | 0.00 |
| University of California, General Revenue Bonds, Series 2012-AD | Long | Debt | US | $50K | – | 0.01 |
| Upstart Securitization Trust, Series 2020-2, Class A | Long | ABS-other | US | $3K | – | 0.00 |
| Uropa Securities plc, Series 2007-1, Class A3A | Long | ABS-mortgage backed security | GB | $400K | – | 0.05 |
| US Bancorp | Long | Debt | US | $160K | – | 0.02 |
| US Bancorp | Long | Debt | US | $101K | – | 0.01 |
| US Bancorp | Long | Debt | US | $49K | – | 0.01 |
| US Bancorp, Series V | Long | Debt | US | $142K | – | 0.02 |
| Utah Acquisition Sub, Inc. | Long | Debt | US | $49K | – | 0.01 |
| UWM Mortgage Trust, Series 2021-INV2, Class A9 | Long | ABS-mortgage backed security | US | $614K | – | 0.07 |
| UWM Mortgage Trust, Series 2021-INV3, Class A9 | Long | ABS-mortgage backed security | US | $540K | – | 0.06 |
| Vale Overseas Ltd. | Long | Debt | KY | $101K | – | 0.01 |
| Vale Overseas Ltd. | Long | Debt | KY | $90K | – | 0.01 |
| Vale Overseas Ltd. | Long | Debt | KY | $5K | – | 0.00 |
| Valero Energy Corp. | Long | Debt | US | $62K | – | 0.01 |
| Velocity Commercial Capital Loan Trust, Series 2019-1, Class A | Long | ABS-mortgage backed security | US | $259K | – | 0.03 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $181K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $85K | – | 0.01 |
| Venture Global LNG, Inc. | Long | Debt | US | $308K | – | 0.04 |
| Venture XVII CLO Ltd., Series 2014-17A, Class ARR | Long | ABS-collateralized bond/debt obligation | KY | $2K | – | 0.00 |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | Long | ABS-collateralized bond/debt obligation | JE | $600K | – | 0.07 |
| Verisk Analytics, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $561K | – | 0.07 |
| Verizon Communications, Inc. | Long | Debt | US | $407K | – | 0.05 |
| Verizon Communications, Inc. | Long | Debt | US | $367K | – | 0.04 |
| Verizon Communications, Inc. | Long | Debt | US | $228K | – | 0.03 |
| Verizon Communications, Inc. | Long | Debt | US | $146K | – | 0.02 |
| Verizon Communications, Inc. | Long | Debt | US | $115K | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $54K | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $37K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $23K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Verizon Master Trust, Series 2024-1, Class A1A | Long | ABS-other | US | $1M | – | 0.14 |
| Verus Securitization Trust, Series 2021-6, Class B1 | Long | ABS-mortgage backed security | US | $758K | – | 0.09 |
| Verus Securitization Trust, Series 2023-1, Class A1 | Long | ABS-mortgage backed security | US | $395K | – | 0.05 |
| Verus Securitization Trust, Series 2024-1, Class A1 | Long | ABS-mortgage backed security | US | $925K | – | 0.11 |
| Viatris, Inc. | Long | Debt | US | $169K | – | 0.02 |
| Vibrant CLO XR Ltd., Series 2018-10RA, Class A1 | Long | ABS-collateralized bond/debt obligation | JE | $502K | – | 0.06 |
| Virginia Electric and Power Co. | Long | Debt | US | $83K | – | 0.01 |
| Virginia Electric and Power Co. | Long | Debt | US | $41K | – | 0.00 |
| Virginia Electric and Power Co. | Long | Debt | US | $29K | – | 0.00 |
| Virginia Power Fuel Securitization LLC, Series A-1 | Long | Debt | US | $398K | – | 0.05 |
| Visa, Inc. | Long | Debt | US | $97K | – | 0.01 |
| Visa, Inc. | Long | Debt | US | $56K | – | 0.01 |
| Visa, Inc. | Long | Debt | US | $40K | – | 0.00 |
| Vistra Operations Co. LLC | Long | Debt | US | $137K | – | 0.02 |
| VMware LLC | Long | Debt | US | $96K | – | 0.01 |
| VMware LLC | Long | Debt | US | $22K | – | 0.00 |
| VMware LLC | Long | Debt | US | $18K | – | 0.00 |
| VNDO Trust, Series 2016-350P, Class D | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| VOLT C LLC, Series 2021-NPL9, Class A1 | Long | ABS-other | US | $262K | – | 0.03 |
| VOLT XCIX LLC, Series 2021-NPL8, Class A1 | Long | ABS-other | US | $175K | – | 0.02 |
| VOLT XCVI LLC, Series 2021-NPL5, Class A1 | Long | ABS-other | US | $275K | – | 0.03 |
| Voya CLO Ltd., Series 2013-1A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $126K | – | 0.02 |
| Voya CLO Ltd., Series 2014-1A, Class AAR2 | Long | ABS-collateralized bond/debt obligation | KY | $147K | – | 0.02 |
| Voya CLO Ltd., Series 2021-1A, Class X | Long | ABS-collateralized bond/debt obligation | KY | $58K | – | 0.01 |
| Voya Financial, Inc. | Long | Debt | US | $48K | – | 0.01 |
| VR Funding LLC, Series 2020-1A, Class A | Long | ABS-other | US | $529K | – | 0.06 |
| VW Credit, Inc. | Long | Short-term investment vehicle | US | $397K | – | 0.05 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $94K | – | 0.01 |
| Walmart, Inc. | Long | Debt | US | $188K | – | 0.02 |
| Walmart, Inc. | Long | Debt | US | $39K | – | 0.00 |
| Walmart, Inc. | Long | Debt | US | $12K | – | 0.00 |
| Walmart, Inc. | Long | Debt | US | $3K | – | 0.00 |
| Walt Disney Co. (The) | Long | Debt | US | $237K | – | 0.03 |
| Wand NewCo 3, Inc. | Long | Debt | US | $310K | – | 0.04 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $130K | – | 0.02 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $87K | – | 0.01 |
| Waste Management, Inc. | Long | Debt | US | $62K | – | 0.01 |
| Waste Management, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Waste Management, Inc. | Long | Debt | US | $47K | – | 0.01 |
| WEC Energy Group, Inc. | Long | Debt | US | $443K | – | 0.05 |
| WEC Energy Group, Inc. | Long | Debt | US | $88K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $606K | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $483K | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $383K | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $376K | – | 0.04 |
| Wells Fargo & Co. | Long | Debt | US | $192K | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $181K | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $125K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $98K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $97K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $95K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $75K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $71K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $48K | – | 0.01 |
| Wells Fargo Bank NA | Long | Debt | US | $404K | – | 0.05 |
| Wells Fargo Bank NA | Long | Debt | US | $201K | – | 0.02 |
| Wells Fargo Bank NA | Long | Debt | US | $200K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class XA | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-LC20, Class C | Long | ABS-mortgage backed security | US | $207K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class XA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class XA | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class A3FL | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class XA | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A3FL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class XA | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class XA | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A | Long | ABS-mortgage backed security | US | $524K | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class B | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class B | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class B | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class XA | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class AS | Long | ABS-mortgage backed security | US | $177K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class XA | Long | ABS-mortgage backed security | US | $212K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class XA | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA | Long | ABS-mortgage backed security | US | $205K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class D | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class C | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class D | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class E | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $26K | – | 0.00 |
| Western Digital Corp. | Long | Debt | US | $26K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $20K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $585K | – | 0.07 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $15K | – | 0.00 |
| Westlake Corp. | Long | Debt | US | $27K | – | 0.00 |
| Westpac Banking Corp. | Long | Debt | AU | $200K | – | 0.02 |
| Westpac Banking Corp. | Long | Debt | AU | $71K | – | 0.01 |
| Westpac Banking Corp. | Long | Debt | AU | $46K | – | 0.01 |
| Weyerhaeuser Co. | Long | Debt | US | $99K | – | 0.01 |
| WFRBS Commercial Mortgage Trust, Series 2014-C24, Class A5 | Long | ABS-mortgage backed security | US | $246K | – | 0.03 |
| Whitebox CLO II Ltd., Series 2020-2A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.04 |
| Williams Cos., Inc. (The) | Long | Debt | US | $97K | – | 0.01 |
| Williams Cos., Inc. (The) | Long | Debt | US | $55K | – | 0.01 |
| Wisconsin Power & Light Co. | Long | Debt | US | $70K | – | 0.01 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class B | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Worldline SA | Long | Debt | FR | $212K | – | 0.03 |
| WP Carey, Inc. | Long | Debt | US | $47K | – | 0.01 |
| WRKCo., Inc. | Long | Debt | US | $48K | – | 0.01 |
| Wyeth LLC | Long | Debt | US | $20K | – | 0.00 |
| Xcel Energy, Inc. | Long | Debt | US | $246K | – | 0.03 |
| Zoetis, Inc. | Long | Debt | US | $47K | – | 0.01 |
| Zoetis, Inc. | Long | Debt | US | $42K | – | 0.01 |
Address
EQ ADVISORS TRUST
1345 AVENUE OF THE AMERICAS
NEW YORK
New York
10105
United States of America
Websites
Directors
Michael B. Clement
Jeffery S. Perry
Steven M. Joenk
Mark A. Barnard
Patricia M. Haverland
Donald E. Foley
Kathleen Stephansen
H. Thomas McMeekin
Gary S. Schpero
Transfer Agents
Equitable Financial Life Insurance Company
Pricing Services
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
Custodians
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
Equitable Financial Life Insurance Company
Admins
Equitable Investment Management, LLC
Brokers
J.P. Morgan Securities LLC
Morgan Stanley & Co. LLC