HARTFORD FUNDS > Hartford Funds Exchange-Traded Trust
Hartford Total Return Bond ETF
$1.41B
Avg Monthly Net Assets
$2.05B
Total Assets
$377.20M
Total Liabilities
$1.67B
Net Assets
Hartford Total Return Bond ETF is an Exchange-Traded Fund in Hartford Funds Exchange-Traded Trust
from HARTFORD FUNDS,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $1.41B.
On September 25th, 2024 it reported 1,503 holdings, the largest
being UMBS, TBA (4.2%), UMBS, TBA (3.7%) and United States Treasury (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Hartford Total Return Bond ETF | C000189003 | ARCX | HTRB |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| 510 Asset Backed 2021-NPL1 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $888K | – | 0.05 |
| AASET 2020-1 Trust (Apollo Aviation Securitization Equity Trust) | Long | ABS-other | US | $110K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $564K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $202K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $1M | – | 0.06 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $898K | – | 0.05 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $1M | – | 0.06 |
| AGCO Corp | Long | Debt | US | $294K | – | 0.02 |
| AGCO Corp | Long | Debt | US | $182K | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| Aker BP ASA | Long | Debt | NO | $1M | – | 0.06 |
| Aker BP ASA | Long | Debt | NO | $565K | – | 0.03 |
| Aker BP ASA | Long | Debt | NO | $364K | – | 0.02 |
| Alabama Power Co | Long | Debt | US | $612K | – | 0.04 |
| Alabama Power Co | Long | Debt | US | $215K | – | 0.01 |
| Alcon Finance Corp | Long | Debt | US | $769K | – | 0.05 |
| Alcon Finance Corp | Long | Debt | US | $465K | – | 0.03 |
| Alcon Finance Corp | Long | Debt | US | $426K | – | 0.03 |
| Alcon Finance Corp | Long | Debt | US | $399K | – | 0.02 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $1M | – | 0.09 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $903K | – | 0.05 |
| Ameren Corp | Long | Debt | US | $1M | – | 0.07 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $877K | – | 0.05 |
| American Electric Power Co Inc | Long | Debt | US | $1M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $648K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $353K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $161K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $121K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $98K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $2M | – | 0.12 |
| AMSR 2021-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.20 |
| Amur Equipment Finance Receivables XIII LLC (AXIS Equipment Finance Receivables LLC) | Long | ABS-other | US | $508K | – | 0.03 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Angel Oak Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Angel Oak Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Angel Oak Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Angel Oak Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| Angel Oak Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $923K | – | 0.06 |
| Angel Oak Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Angel Oak Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $708K | – | 0.04 |
| Angel Oak Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Anglo American Capital PLC | Long | Debt | GB | $752K | – | 0.04 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | XX | $441K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $1M | – | 0.08 |
| Ares XLIII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| ARI Fleet Lease Trust 2023-A | Long | ABS-other | US | $1M | – | 0.06 |
| Arizona Public Service Co | Long | Debt | US | $355K | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $328K | – | 0.02 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $823K | – | 0.05 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.09 |
| Ashtead Capital Inc | Long | Debt | US | $598K | – | 0.04 |
| Ashtead Capital Inc | Long | Debt | US | $568K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $839K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $358K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $692K | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $577K | – | 0.03 |
| Athene Holding Ltd | Long | Debt | US | $1M | – | 0.07 |
| AutoZone Inc | Long | Debt | US | $633K | – | 0.04 |
| AutoZone Inc | Long | Debt | US | $559K | – | 0.03 |
| AutoZone Inc | Long | Debt | US | $428K | – | 0.03 |
| AutoZone Inc | Long | Debt | US | $253K | – | 0.02 |
| AutoZone Inc | Long | Debt | US | $92K | – | 0.01 |
| AutoZone Inc | Long | Debt | US | $51K | – | 0.00 |
| Auxilior Term Funding 2024-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $1M | – | 0.08 |
| Avantor Funding Inc | Long | Debt | US | $2M | – | 0.13 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $543K | – | 0.03 |
| Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV) | Long | Debt | XX | $100K | – | 0.01 |
| BAE Systems PLC | Long | Debt | GB | $833K | – | 0.05 |
| Ball Corp | Long | Debt | US | $4M | – | 0.24 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $776K | – | 0.05 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Banca Comerciala Romana SA | Long | Debt | RO | $568K | – | 0.03 |
| Banca Transilvania SA | Long | Debt | RO | $1M | – | 0.07 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.08 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| BANK 2017-BNK9 | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| BANK 2018-BNK10 | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| BANK 2020-BNK25 | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| BANK 2020-BNK28 | Long | ABS-mortgage backed security | US | $595K | – | 0.04 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $545K | – | 0.03 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $605K | – | 0.04 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $408K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $994K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $846K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $743K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $435K | – | 0.03 |
| Bank of Ireland Group PLC | Long | Debt | IE | $3M | – | 0.17 |
| Bank of Ireland Group PLC | Long | Debt | IE | $2M | – | 0.13 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $836K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $812K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $807K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $656K | – | 0.04 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.12 |
| Barings CLO Ltd 2024-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| BAT Capital Corp | Long | Debt | US | $890K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $26K | – | 0.00 |
| Bayer US Finance LLC | Long | Debt | US | $490K | – | 0.03 |
| BBCMS Mortgage Trust 2022-C15 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $481K | – | 0.03 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $676K | – | 0.04 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $804K | – | 0.05 |
| Bear Stearns ARM Trust 2005-6 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Benchmark 2018-B2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Benchmark 2018-B4 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $497K | – | 0.03 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| Benefit Street Partners CLO XXXI Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.08 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $1M | – | 0.08 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $740K | – | 0.04 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $386K | – | 0.02 |
| BHG Securitization Trust 2021-B (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $67K | – | 0.00 |
| BINOM Securitization Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| Block Inc | Long | Debt | US | $3M | – | 0.18 |
| BlueMountain CLO XXIV Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| BMO 2024-C9 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| BMO 2024-C9 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $670K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $763K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $499K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $203K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $89K | – | 0.01 |
| Booz Allen Hamilton Inc | Long | Debt | US | $805K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.07 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $729K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $613K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $377K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $374K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $273K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $88K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.16 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.13 |
| BPCE SA | Long | Debt | FR | $972K | – | 0.06 |
| BPCE SA | Long | Debt | FR | $361K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $324K | – | 0.02 |
| BPR Trust 2022-STAR | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BPR Trust 2023-BRK2 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $467K | – | 0.03 |
| BRAVO Residential Funding Trust 2021-NQM1 | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $4M | – | 0.24 |
| Bridgecrest Lending Auto Securitization Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.09 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Bristol-Myers Squibb Co | Long | Debt | US | $611K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $495K | – | 0.03 |
| Brookfield Finance Inc | Long | Debt | CA | $2M | – | 0.10 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $2M | – | 0.12 |
| Builders FirstSource Inc | Long | Debt | US | $3M | – | 0.17 |
| BX Trust 2018-GW | Long | ABS-mortgage backed security | US | $577K | – | 0.03 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| CaixaBank SA | Long | Debt | ES | $361K | – | 0.02 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $395K | – | 0.02 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $781K | – | 0.05 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $479K | – | 0.03 | |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.07 |
| Capital One Financial Corp | Long | Debt | US | $624K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $507K | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $459K | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $424K | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $274K | – | 0.02 |
| Cascade MH Asset Trust 2021-MH1 | Long | ABS-other | US | $349K | – | 0.02 |
| CBAM 2017-2 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $700K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $625K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $42K | – | 0.00 |
| Cencosud SA | Long | Debt | CL | $491K | – | 0.03 |
| Centene Corp | Long | Debt | US | $2M | – | 0.11 |
| Centene Corp | Long | Debt | US | $341K | – | 0.02 |
| Centene Corp | Long | Debt | US | $208K | – | 0.01 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $733K | – | 0.04 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $570K | – | 0.03 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $381K | – | 0.02 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $238K | – | 0.01 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $174K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.20 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $894K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $663K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $661K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $440K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $270K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $239K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $238K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $204K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $236K | – | 0.01 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $1M | – | 0.07 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $900K | – | 0.05 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $216K | – | 0.01 |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE (Chicago Transit Authority Sales Tax Receipts Fund) | Long | Debt | US | $217K | – | 0.01 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $890K | – | 0.05 |
| Chile Government International Bonds | Long | Debt | CL | $331K | – | 0.02 |
| CHNGE Mortgage Trust 2022-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $17K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $10K | – | 0.00 |
| Cirrus Funding 2018-1 Ltd (Cirrus Funding 2018-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $332K | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $845K | – | 0.05 |
| Cisco Systems Inc | Long | Debt | US | $465K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $606K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $701K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $175K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2018-RP3 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $959K | – | 0.06 |
| Citizens Financial Group Inc | Long | Debt | US | $1M | – | 0.07 |
| Citizens Financial Group Inc | Long | Debt | US | $943K | – | 0.06 |
| Citizens Financial Group Inc | Long | Debt | US | $488K | – | 0.03 |
| Clean Harbors Inc | Long | Debt | US | $2M | – | 0.12 |
| Clean Harbors Inc | Long | Debt | US | $1M | – | 0.09 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $436K | – | 0.03 |
| CNH Equipment Trust 2023-A | Long | ABS-other | US | $399K | – | 0.02 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.07 |
| Colombia Government International Bonds | Long | Debt | CO | $837K | – | 0.05 |
| Colombia Government International Bonds | Long | Debt | CO | $633K | – | 0.04 |
| COLT 2021-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $598K | – | 0.04 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $734K | – | 0.04 |
| COLT 2021-2R Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| COLT 2021-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| COLT 2022-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| COLT 2022-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $2M | – | 0.10 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $715K | – | 0.04 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $707K | – | 0.04 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $473K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $269K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $751K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $482K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $432K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $381K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $179K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $56K | – | 0.00 |
| Comerica Inc | Long | Debt | US | $430K | – | 0.03 |
| COMM 2014-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COMM 2015-3BP Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $658K | – | 0.04 |
| COMM 2022-HC Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| COMM 2022-HC Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| COMM 2024-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Commercial Equipment Finance 2024-1 LLC | Long | ABS-other | US | $1M | – | 0.09 |
| CommonSpirit Health | Long | Debt | US | $56K | – | 0.00 |
| Conagra Brands Inc | Long | Debt | US | $618K | – | 0.04 |
| Conagra Brands Inc | Long | Debt | US | $102K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $468K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $432K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $268K | – | 0.02 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $84K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $514K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $235K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $211K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $131K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $123K | – | 0.01 |
| Constellation Software Inc/Canada | Long | Debt | CA | $510K | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $253K | – | 0.02 |
| Corebridge Financial Inc | Long | Debt | US | $1M | – | 0.07 |
| Corebridge Financial Inc | Long | Debt | US | $338K | – | 0.02 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $1M | – | 0.07 |
| Costa Rica Government International Bond | Long | Debt | CR | $1M | – | 0.09 |
| Cox Communications Inc | Long | Debt | US | $577K | – | 0.03 |
| Cox Communications Inc | Long | Debt | US | $204K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $67K | – | 0.00 |
| CPS Auto Receivables Trust 2023-B (CPS Auto Trust) | Long | ABS-other | US | $923K | – | 0.06 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.08 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.09 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $773K | – | 0.05 |
| Crown Castle Inc | Long | Debt | US | $365K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $190K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $163K | – | 0.01 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| CSMC 2021-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $749K | – | 0.04 |
| CSMC 2021-NQM4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $895K | – | 0.05 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $542K | – | 0.03 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $763K | – | 0.05 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $441K | – | 0.03 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| CVS Health Corp | Long | Debt | US | $560K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $519K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $506K | – | 0.03 |
| DAE Funding LLC | Long | Debt | US | $2M | – | 0.10 |
| Danske Bank A/S | Long | Debt | DK | $454K | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $364K | – | 0.02 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $647K | – | 0.04 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| Deephaven Residential Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $635K | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $554K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $511K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $392K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $212K | – | 0.01 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $689K | – | 0.04 |
| Discovery Communications LLC | Long | Debt | US | $1M | – | 0.07 |
| Discovery Communications LLC | Long | Debt | US | $71K | – | 0.00 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $769K | – | 0.05 |
| Dominion Energy Inc | Long | Debt | US | $1M | – | 0.08 |
| Dominion Energy Inc | Long | Debt | US | $380K | – | 0.02 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $4M | – | 0.25 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $619K | – | 0.04 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $46K | – | 0.00 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $658K | – | 0.04 |
| DT Auto Owner Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.06 |
| Duke Energy Carolinas LLC | Long | Debt | US | $344K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.12 |
| Duke Energy Corp | Long | Debt | US | $1M | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $937K | – | 0.06 |
| Duke Energy Corp | Long | Debt | US | $366K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $309K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $283K | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $702K | – | 0.04 |
| Duke Energy Indiana LLC | Long | Debt | US | $143K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $434K | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $337K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $293K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $4M | – | 0.21 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.08 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.08 |
| Ecopetrol SA | Long | Debt | CO | $377K | – | 0.02 |
| Edison International | Long | Debt | US | $2M | – | 0.13 |
| Edison International | Long | Debt | US | $1M | – | 0.09 |
| Edison International | Long | Debt | US | $254K | – | 0.02 |
| Edison International | Long | Debt | US | $223K | – | 0.01 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $1M | – | 0.08 |
| Elevance Health Inc | Long | Debt | US | $1M | – | 0.08 |
| Ellington Financial Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Elmwood CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Elmwood CLO 23 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Emera Inc | Long | Debt | CA | $512K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.13 |
| Enbridge Inc | Long | Debt | CA | $1M | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $863K | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $51K | – | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $1M | – | 0.07 |
| Energean Israel Finance Ltd | Long | Debt | IL | $572K | – | 0.03 |
| Energo-Pro AS (ENERGO PRO AS) | Long | Debt | CZ | $1M | – | 0.07 |
| Energo-Pro AS (ENERGO PRO AS) | Long | Debt | CZ | $711K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $926K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $611K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $386K | – | 0.02 |
| Eni SpA | Long | Debt | IT | $2M | – | 0.10 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $892K | – | 0.05 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $505K | – | 0.03 |
| EQM Midstream Partners LP | Long | Debt | US | $260K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $60K | – | 0.00 |
| Equinor ASA | Long | Debt | NO | $349K | – | 0.02 |
| Equinor ASA | Long | Debt | NO | $160K | – | 0.01 |
| Equitable Financial Life Global Funding | Long | Debt | US | $1M | – | 0.06 |
| Equitable Holdings Inc | Long | Debt | US | $818K | – | 0.05 |
| ERAC USA Finance LLC | Long | Debt | US | $329K | – | 0.02 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-97K | – | -0.01 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-180K | – | -0.01 | |
| Evergy Inc | Long | Debt | US | $935K | – | 0.06 |
| Evergy Metro Inc | Long | Debt | US | $97K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.10 |
| Eversource Energy | Long | Debt | US | $706K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $410K | – | 0.02 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $402K | – | 0.02 |
| Fair Isaac Corp | Long | Debt | US | $3M | – | 0.19 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $838K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $619K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $531K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $433K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $286K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $321K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.75 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $997K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $995K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $989K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $981K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $980K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $968K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $954K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $940K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $908K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $885K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $854K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $844K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $839K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $831K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $823K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $815K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $789K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $787K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $783K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $782K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $761K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $749K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $746K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $740K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $734K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $733K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $729K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $722K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $694K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $688K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $684K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $668K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $664K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $645K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $643K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $579K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $579K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $578K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $561K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $537K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $524K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $519K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $511K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $495K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $486K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $482K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $460K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $459K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $454K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $446K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $445K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $432K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $415K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $909K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $853K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $806K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $798K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $698K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $534K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $513K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FirstCash Inc | Long | Debt | US | $3M | – | 0.17 |
| FirstCash Inc | Long | Debt | US | $1M | – | 0.07 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| FirstKey Homes 2021-SFR3 Trust | Long | ABS-other | US | $1M | – | 0.08 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $651K | – | 0.04 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.14 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $6M | – | 0.34 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $308K | – | 0.02 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $826K | – | 0.05 |
| Flagship Credit Auto Trust 2023-3 | Long | ABS-other | US | $963K | – | 0.06 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $1M | – | 0.08 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $575K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.77 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $996K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $988K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $970K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $951K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $930K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $929K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $927K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $903K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $895K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $883K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $876K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $872K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $817K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $778K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $766K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $720K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $701K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $699K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $674K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $657K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $649K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $637K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $631K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $622K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $609K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $601K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $547K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $480K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $479K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $461K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $460K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $442K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $893K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $850K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $574K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $531K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $477K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $300K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $251K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $435K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $792K | – | 0.05 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $752K | – | 0.04 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $500K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $929K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $850K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2023-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac STACR REMIC Trust 2023-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2023-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $575K | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2023-4SZN) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| GA Global Funding Trust | Long | Debt | US | $325K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $423K | – | 0.03 |
| Gartner Inc | Long | Debt | US | $2M | – | 0.11 |
| GCAT 2021-NQM1 Trust | Long | ABS-mortgage backed security | US | $419K | – | 0.03 |
| GCAT 2021-NQM2 Trust | Long | ABS-mortgage backed security | US | $502K | – | 0.03 |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $684K | – | 0.04 |
| GCAT 2021-NQM4 Trust | Long | ABS-mortgage backed security | US | $977K | – | 0.06 |
| GCAT 2021-NQM7 Trust | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Gen Digital Inc | Long | Debt | US | $2M | – | 0.15 |
| Gen Digital Inc | Long | Debt | US | $1M | – | 0.09 |
| Georgia Power Co | Long | Debt | US | $477K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $382K | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $339K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.78 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.78 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.77 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.59 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.59 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-990K | – | -0.06 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-3M | – | -0.20 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $891K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $866K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $831K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $827K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $787K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $771K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $696K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $664K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $633K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $631K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $605K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $574K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $574K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $524K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $508K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $500K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $441K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $428K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.11 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.10 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.08 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $620K | – | 0.04 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $170K | – | 0.01 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $459K | – | 0.03 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $2M | – | 0.14 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $1M | – | 0.07 |
| Goldentree Loan Management US Clo 15 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $965K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $981K | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $591K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $501K | – | 0.03 |
| Golub Capital Partners CLO 68B Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $700K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $350K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1 (GREAT AMERICA LEASING RECEIVABLES) | Long | ABS-other | US | $453K | – | 0.03 |
| Greenko Power II Ltd | Long | Debt | MU | $707K | – | 0.04 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $1M | – | 0.09 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $1M | – | 0.08 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $778K | – | 0.05 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $885K | – | 0.05 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Haleon US Capital LLC | Long | Debt | US | $358K | – | 0.02 |
| Hanesbrands Inc | Long | Debt | US | $402K | – | 0.02 |
| HCA Inc | Long | Debt | US | $1M | – | 0.08 |
| HCA Inc | Long | Debt | US | $897K | – | 0.05 |
| HCA Inc | Long | Debt | US | $137K | – | 0.01 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $3M | – | 0.16 |
| Hess Corp | Long | Debt | US | $1M | – | 0.08 |
| Hess Corp | Long | Debt | US | $815K | – | 0.05 |
| Hess Midstream Operations LP | Long | Debt | US | $2M | – | 0.11 |
| Hess Midstream Operations LP | Long | Debt | US | $283K | – | 0.02 |
| Hologic Inc | Long | Debt | US | $626K | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $184K | – | 0.01 |
| Howard University | Long | Debt | US | $287K | – | 0.02 |
| Howard University | Long | Debt | US | $201K | – | 0.01 |
| Howard University | Long | Debt | US | $91K | – | 0.01 |
| Howard University | Long | Debt | US | $91K | – | 0.01 |
| Howard University | Long | Debt | US | $89K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $669K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $254K | – | 0.02 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $917K | – | 0.05 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| Humana Inc | Long | Debt | US | $491K | – | 0.03 |
| Humana Inc | Long | Debt | US | $322K | – | 0.02 |
| Humana Inc | Long | Debt | US | $61K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $3M | – | 0.16 |
| Hungary Government International Bond | Long | Debt | HU | $944K | – | 0.06 |
| Huntington National Bank/The | Long | Debt | US | $597K | – | 0.04 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $2M | – | 0.10 |
| Icon Investments Six DAC | Long | Debt | IE | $341K | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | IE | $208K | – | 0.01 |
| IHS Holding Ltd | Long | Debt | KY | $1M | – | 0.07 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $66K | – | 0.00 |
| Imperial Fund Mortgage Trust 2021-NQM2 (IMPERIAL FUND LLC) | Long | ABS-mortgage backed security | US | $545K | – | 0.03 |
| Imperial Fund Mortgage Trust 2022-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $2M | – | 0.13 |
| Insight Enterprises Inc (INSIGHT ENTERPRS) | Long | Debt | US | $3M | – | 0.19 |
| Intel Corp | Long | Debt | US | $661K | – | 0.04 |
| Intel Corp | Long | Debt | US | $482K | – | 0.03 |
| Intel Corp | Long | Debt | US | $256K | – | 0.02 |
| Intel Corp | Long | Debt | US | $138K | – | 0.01 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $2M | – | 0.13 |
| International Airport Finance SA (INTL AIRPORT FINANCE SA) | Long | Debt | ES | $1M | – | 0.07 |
| International Airport Finance SA (INTL AIRPORT FINANCE SA) | Long | Debt | ES | $537K | – | 0.03 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $951K | – | 0.06 |
| Invesco US CLO 2023-2 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $783K | – | 0.05 |
| Investment Energy Resources Ltd (INVEST ENERGY RES LTD) | Long | Debt | BM | $526K | – | 0.03 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $784K | – | 0.05 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $209K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $1M | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $366K | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $992K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $949K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $921K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $905K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $754K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $695K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $617K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $614K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $567K | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $730K | – | 0.04 |
| Kaiser Foundation Hospitals | Long | Debt | US | $740.59 | – | 0.00 |
| KeySpan Gas East Corp | Long | Debt | US | $167K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $352K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $1M | – | 0.07 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $897K | – | 0.05 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $26K | – | 0.00 |
| Lamar Media Corp | Long | Debt | US | $2M | – | 0.15 |
| Lamar Media Corp | Long | Debt | US | $78K | – | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $272K | – | 0.02 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| Legacy Mortgage Asset Trust 2021-GS3 | Long | ABS-mortgage backed security | US | $586K | – | 0.04 |
| Legacy Mortgage Asset Trust 2021-GS4 | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| Leviathan Bond Ltd | Long | Debt | IL | $1M | – | 0.07 |
| Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F 2.88000 99D0UTL09 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $549K | – | 0.03 | |
| Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F 2.97000 99D0UXBE1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $622K | – | 0.04 | |
| Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $236K | – | 0.01 | |
| Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F 3.59000 99D0WFLF4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $122K | – | 0.01 | |
| Long: B9D0Y3KM5 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D0Y3KM5 CDS USD P F 1.00000 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $307K | – | 0.02 | |
| Long: B9D0YMEM0 IRS USD R V 12MSOFR 99D0YMEK4 CCPOIS / Short: B9D0YMEM0 IRS USD P F 3.74300 99D0YMEM0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-59K | – | -0.00 | |
| Long: B9D0YMUK6 IRS USD R V 12MSOFR 99D0YMUJ9 CCPOIS / Short: B9D0YMUK6 IRS USD P F 3.87300 99D0YMUK6 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-206K | – | -0.01 | |
| Long: B9D0YMVE9 IRS USD R V 12MSOFR 99D0YMVD1 CCPOIS / Short: B9D0YMVE9 IRS USD P F 3.87800 99D0YMVE9 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-70K | – | -0.00 | |
| Long: B9D0YMVQ2 IRS USD R V 12MSOFR 99D0YMVP4 CCPOIS / Short: B9D0YMVQ2 IRS USD P F 3.67150 99D0YMVQ2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-51K | – | -0.00 | |
| Long: B9D0YN4S6 IRS USD R V 12MSOFR 99D0YN4R8 CCPOIS / Short: B9D0YN4S6 IRS USD P F 3.65700 99D0YN4S6 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-44K | – | -0.00 | |
| Long: B9D0YNOH8 IRS USD R V 12MSOFR 99D0YNOF2 CCPOIS / Short: B9D0YNOH8 IRS USD P F 3.65450 99D0YNOH8 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| Long: B9D0YNOL9 IRS USD R V 12MSOFR 99D0YNOK1 CCPOIS / Short: B9D0YNOL9 IRS USD P F 3.64650 99D0YNOL9 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| Long: B9D0YU0M7 IRS USD R V 12MSOFR 99D0YU0N5 CCPOIS / Short: B9D0YU0M7 IRS USD P F 3.82519 99D0YU0M7 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.12 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.09 |
| Madison Park Funding LXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $1M | – | 0.07 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $461K | – | 0.03 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $124K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $685K | – | 0.04 |
| mBank SA | Long | Debt | PL | $1M | – | 0.07 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $627K | – | 0.04 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $129K | – | 0.01 |
| METLIFE SECURITIZATION TRUST 2018-1 | Long | ABS-mortgage backed security | US | $457K | – | 0.03 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $2M | – | 0.10 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $148K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.26 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $769K | – | 0.05 |
| Mexico Government International Bonds | Long | Debt | MX | $1M | – | 0.06 |
| Mexico Government International Bonds | Long | Debt | MX | $705K | – | 0.04 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| MFA 2020-NQM3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| MFA 2021-NQM2 Trust (MFRA TRUST) | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| Mill City Mortgage Loan Trust 2017-3 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Minerva Luxembourg SA | Long | Debt | LU | $1M | – | 0.09 |
| Monongahela Power Co | Long | Debt | US | $472K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $995K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $837K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $784K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $504K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $328K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $258K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $141K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $127K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $103K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $70K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| MPLX LP | Long | Debt | US | $1M | – | 0.08 |
| MSCI Inc | Long | Debt | US | $898K | – | 0.05 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia) | Long | Debt | US | $469K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-E (Navient Student Loan Trust) | Long | ABS-other | US | $441K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $832K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.07 |
| NBM US Holdings Inc | Long | Debt | US | $877K | – | 0.05 |
| NBM US Holdings Inc | Long | Debt | US | $837K | – | 0.05 |
| Network i2i Ltd | Long | Debt | MU | $2M | – | 0.09 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Issuer LLC) | Long | ABS-other | US | $3M | – | 0.19 |
| New Mountain Finance Corp | Long | Debt | US | $404K | – | 0.02 |
| New Residential Mortgage Loan Trust 2017-3 | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| New Residential Mortgage Loan Trust 2017-6 | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| New Residential Mortgage Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| New Residential Mortgage Loan Trust 2021-NQM1R | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| New Residential Mortgage Loan Trust 2021-NQM2R | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| New Residential Mortgage Loan Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| New Residential Mortgage Loan Trust 2022-NQM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| NEW YORK TRANSPRTN DEV CORP LEASE REVENUE (New York Transportation Development Corp) | Long | Debt | US | $1M | – | 0.09 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.07 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.07 |
| Niagara Mohawk Power Corp | Long | Debt | US | $1M | – | 0.08 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.06 |
| NiSource Inc | Long | Debt | US | $979K | – | 0.06 |
| NiSource Inc | Long | Debt | US | $483K | – | 0.03 |
| NiSource Inc | Long | Debt | US | $74K | – | 0.00 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| NMLT 2021-INV1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| NNN REIT Inc | Long | Debt | US | $131K | – | 0.01 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.09 |
| Nomura Holdings Inc | Long | Debt | JP | $500K | – | 0.03 |
| North Macedonia Government International Bond | Long | Debt | MK | $1M | – | 0.06 |
| North Macedonia Government International Bond | Long | Debt | MK | $879K | – | 0.05 |
| North Macedonia Government International Bond | Long | Debt | MK | $824K | – | 0.05 |
| Northrop Grumman Corp | Long | Debt | US | $492K | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $119K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $93K | – | 0.01 |
| NSTAR Electric Co | Long | Debt | US | $850K | – | 0.05 |
| O'Reilly Automotive Inc | Long | Debt | US | $191K | – | 0.01 |
| OBX 2021-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $685K | – | 0.04 |
| OBX 2021-NQM3 Trust (ONSLOW BAY FINANCIAL LLC) | Long | ABS-mortgage backed security | US | $675K | – | 0.04 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| OCP CLO 2020-20 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.09 |
| Octagon 61 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Oglethorpe Power Corp | Long | Debt | US | $422K | – | 0.03 |
| Oglethorpe Power Corp | Long | Debt | US | $126K | – | 0.01 |
| Ohio Edison Co | Long | Debt | US | $637K | – | 0.04 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $880K | – | 0.05 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $96K | – | 0.01 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.11 |
| ONEOK Inc | Long | Debt | US | $306K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $291K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $131K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $63K | – | 0.00 |
| Open Text Corp | Long | Debt | CA | $3M | – | 0.17 |
| Open Text Corp | Long | Debt | CA | $342K | – | 0.02 |
| Open Text Holdings Inc (OPEN TEXT INC) | Long | Debt | US | $714K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $668K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $605K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $513K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $442K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $336K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $265K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $228K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $199K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $153K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $113K | – | 0.01 |
| Otis Worldwide Corp | Long | Debt | US | $870K | – | 0.05 |
| OTP Bank Nyrt | Long | Debt | HU | $1M | – | 0.07 |
| OTP Bank Nyrt | Long | Debt | HU | $709K | – | 0.04 |
| Ovintiv Inc | Long | Debt | US | $521K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.10 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $669K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $237K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $229K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $163K | – | 0.01 |
| Panama Government International Bonds | Long | Debt | PA | $425K | – | 0.03 |
| Panama Government International Bonds | Long | Debt | PA | $312K | – | 0.02 |
| Paramount Global | Long | Debt | US | $618K | – | 0.04 |
| Paramount Global | Long | Debt | US | $600K | – | 0.04 |
| Paramount Global | Long | Debt | US | $376K | – | 0.02 |
| Paramount Global | Long | Debt | US | $166K | – | 0.01 |
| Paramount Global | Long | Debt | US | $144K | – | 0.01 |
| Paramount Global | Long | Debt | US | $91K | – | 0.01 |
| Patterson-UTI Energy Inc | Long | Debt | US | $403K | – | 0.02 |
| Patterson-UTI Energy Inc | Long | Debt | US | $74K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.10 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $1M | – | 0.07 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $405K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $263K | – | 0.02 |
| Peru Government International Bonds | Long | Debt | PE | $363K | – | 0.02 |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING (Philadelphia Authority for Industrial Development) | Long | Debt | US | $2M | – | 0.10 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.10 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.06 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $386K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $308K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $167K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $21K | – | 0.00 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $1M | – | 0.07 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $702K | – | 0.04 |
| Phillips 66 Co | Long | Debt | US | $1M | – | 0.07 |
| Piedmont Operating Partnership LP | Long | Debt | US | $1M | – | 0.06 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $336K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $180K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $125K | – | 0.01 |
| Prestige Auto Receivables Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.08 |
| Prestige Auto Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.09 |
| PRET 2021-NPL3 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $595K | – | 0.04 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $560K | – | 0.03 |
| PRET 2024-NPL3 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Pretium Mortgage Credit Partners I 2021-NPL2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $673K | – | 0.04 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.09 |
| Progress Residential 2022-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $597K | – | 0.04 |
| Progress Residential 2022-SFR4 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.10 |
| Progress Residential 2022-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $439K | – | 0.03 |
| Progress Residential 2022-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $740K | – | 0.04 |
| Protective Life Global Funding | Long | Debt | US | $750K | – | 0.04 |
| PRPM 2020-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $633K | – | 0.04 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $409K | – | 0.02 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $744K | – | 0.04 |
| PRPM 2021-5 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $797K | – | 0.05 |
| PRPM 2021-6 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $637K | – | 0.04 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $1M | – | 0.08 |
| PRPM 2021-RPL1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $603K | – | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $944K | – | 0.06 |
| Public Service Enterprise Group Inc | Long | Debt | US | $578K | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $233K | – | 0.01 |
| Puget Energy Inc | Long | Debt | US | $1M | – | 0.08 |
| Puget Energy Inc | Long | Debt | US | $946K | – | 0.06 |
| Puget Energy Inc | Long | Debt | US | $347K | – | 0.02 |
| Puget Energy Inc | Long | Debt | US | $30K | – | 0.00 |
| PURCHASED EUR / SOLD USD (Credit Agricole CIB) | Derivative-foreign exchange | XX | $525.31 | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | US | $190K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (NatWest Markets PLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $-192K | – | -0.01 | |
| Qorvo Inc | Long | Debt | US | $954K | – | 0.06 |
| Regal Rexnord Corp | Long | Debt | US | $836K | – | 0.05 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $769K | – | 0.05 |
| Republic Services Inc | Long | Debt | US | $605K | – | 0.04 |
| Republic Services Inc | Long | Debt | US | $195K | – | 0.01 |
| Residential Mortgage Loan Trust 2021-1R | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $3M | – | 0.15 |
| Rio Tinto Alcan Inc | Long | Debt | CA | $1M | – | 0.07 |
| RIVERSIDE CNTY CA PENSN OBLG (County of Riverside CA) | Long | Debt | US | $2M | – | 0.09 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.24 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $911K | – | 0.05 |
| Royalty Pharma PLC | Long | Debt | GB | $1M | – | 0.08 |
| Royalty Pharma PLC | Long | Debt | GB | $542K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $515K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $244K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $31K | – | 0.00 |
| RR 1 LLC (RR 1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| RR 23 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.18 |
| RR 26 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $252K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $647K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-2 | Long | ABS-other | US | $962K | – | 0.06 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $1M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $458K | – | 0.03 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Limited) | Long | ABS-other | US | $141K | – | 0.01 |
| Saudi Arabian Oil Co | Long | Debt | SA | $457K | – | 0.03 |
| Saudi Arabian Oil Co | Long | Debt | SA | $439K | – | 0.03 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $3M | – | 0.18 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $473K | – | 0.03 |
| SBA Tower Trust | Long | Debt | US | $665K | – | 0.04 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $939K | – | 0.06 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $2M | – | 0.10 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $974K | – | 0.06 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $318K | – | 0.02 |
| Sempra | Long | Debt | US | $1M | – | 0.08 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $3M | – | 0.17 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $2M | – | 0.11 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $331K | – | 0.02 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $638K | – | 0.04 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $365K | – | 0.02 |
| SG Residential Mortgage Trust 2021-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $983K | – | 0.06 |
| Shell International Finance BV | Long | Debt | NL | $676K | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $203K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $61K | – | 0.00 |
| Sirius XM Radio Inc | Long | Debt | US | $3M | – | 0.16 |
| Sirius XM Radio Inc | Long | Debt | US | $1M | – | 0.08 |
| Smith & Nephew PLC | Long | Debt | GB | $453K | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.21 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $498K | – | 0.03 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $136K | – | 0.01 |
| Sound Point CLO XXIX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.09 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $522K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $425K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $333K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $283K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $257K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $74K | – | 0.00 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $2M | – | 0.13 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $801K | – | 0.05 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.10 |
| Southern Co/The | Long | Debt | US | $1M | – | 0.06 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $513K | – | 0.03 |
| SS&C Technologies Inc | Long | Debt | US | $4M | – | 0.21 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $1M | – | 0.09 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $868K | – | 0.05 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $297K | – | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $998K | – | 0.06 |
| Standard Chartered PLC | Long | Debt | GB | $506K | – | 0.03 |
| Standard Industries Inc/NJ | Long | Debt | US | $3M | – | 0.16 |
| Standard Industries Inc/NJ | Long | Debt | US | $769K | – | 0.05 |
| STAR 2021-1 Trust (Starwood Residential Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Starwood Mortgage Residential Trust 2021-3 | Long | ABS-mortgage backed security | US | $827K | – | 0.05 |
| Starwood Mortgage Residential Trust 2021-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Subway Funding LLC | Long | ABS-other | US | $3M | – | 0.15 |
| Summit Issuer LLC (Summit Issuer, LLC) | Long | ABS-other | US | $467K | – | 0.03 |
| Sunnova Hestia II Issuer LLC (Sunnova Hestia II Issuer, LLC) | Long | ABS-other | US | $849K | – | 0.05 |
| Symphony CLO XXV Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Synchrony Financial | Long | Debt | US | $747K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $533K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $505K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $283K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $264K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $30K | – | 0.00 |
| Tapestry Inc | Long | Debt | US | $1M | – | 0.06 |
| Tapestry Inc | Long | Debt | US | $308K | – | 0.02 |
| Tapestry Inc | Long | Debt | US | $241K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $329K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $26K | – | 0.00 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $510K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $103K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $97K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $2M | – | 0.13 |
| Taylor Morrison Communities Inc | Long | Debt | US | $1M | – | 0.07 |
| Texas Debt Capital CLO 2023-I Ltd (Texas Debt Capital CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $1M | – | 0.08 |
| TotalEnergies Capital SA | Long | Debt | FR | $1M | – | 0.07 |
| Towd Point Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $432K | – | 0.03 |
| Towd Point Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Towd Point Mortgage Trust 2018-5 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $657K | – | 0.04 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $590K | – | 0.04 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $223K | – | 0.01 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $74K | – | 0.00 |
| Tricolor Auto Securitization Trust 2023-1 | Long | ABS-other | US | $75K | – | 0.00 |
| Tricolor Auto Securitization Trust 2024-1 | Long | ABS-other | US | $888K | – | 0.05 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $632K | – | 0.04 |
| TRK 2021-INV1 Trust (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Tyson Foods Inc | Long | Debt | US | $510K | – | 0.03 |
| Tyson Foods Inc | Long | Debt | US | $310K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $28M | – | 1.64 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $22M | – | 1.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20M | – | 1.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $18M | – | 1.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $18M | – | 1.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.66 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.63 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.47 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.46 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.40 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.25 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $42K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.67 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.30 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.25 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $562K | – | 0.03 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $53M | – | 3.19 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $27M | – | 1.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 1.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $18M | – | 1.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $17M | – | 1.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 0.97 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 0.96 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 0.93 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.92 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.89 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $14M | – | 0.84 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.63 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 0.56 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.49 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $933K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $645K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $505K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $328K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $305K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $287K | – | 0.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $71M | – | 4.22 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $61M | – | 3.66 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $33M | – | 1.98 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $16M | – | 0.98 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $11M | – | 0.67 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $10M | – | 0.60 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $10M | – | 0.59 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 0.38 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $382K | – | 0.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-179K | – | -0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-4M | – | -0.23 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-23M | – | -1.40 |
| United Rentals North America Inc | Long | Debt | US | $238K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $49K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.07 |
| UnitedHealth Group Inc | Long | Debt | US | $947K | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $931K | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $701K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $273K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $181K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $61K | – | 0.00 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-221K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-136K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.06 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-119K | – | -0.01 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $24K | – | 0.00 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $83K | – | 0.00 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| Vantage Data Centers LLC | Long | ABS-other | US | $2M | – | 0.10 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $2M | – | 0.11 |
| VCAT 2021-NPL2 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $108K | – | 0.01 |
| VCAT 2021-NPL3 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $316K | – | 0.02 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $2M | – | 0.15 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| Venture 43 CLO Ltd (Venture CLO 43 Limited) | Long | ABS-collateralized bond/debt obligation | KY | $916K | – | 0.05 |
| Veralto Corp | Long | Debt | US | $846K | – | 0.05 |
| Verus Securitization Trust 2021-2 | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Verus Securitization Trust 2021-8 | Long | ABS-mortgage backed security | US | $800K | – | 0.05 |
| Verus Securitization Trust 2021-R1 | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| Verus Securitization Trust 2022-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Verus Securitization Trust 2022-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Verus Securitization Trust 2022-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| VICI Properties LP | Long | Debt | US | $400K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $741K | – | 0.04 |
| Viper Energy Inc | Long | Debt | US | $2M | – | 0.12 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $1M | – | 0.09 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $1M | – | 0.07 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $312K | – | 0.02 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $208K | – | 0.01 |
| VOLT C LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $343K | – | 0.02 |
| VOLT CII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $909K | – | 0.05 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $543K | – | 0.03 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $444K | – | 0.03 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $550K | – | 0.03 |
| VOLT XCV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $420K | – | 0.03 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $474K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.12 |
| Warnermedia Holdings Inc | Long | Debt | US | $540K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $174K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $145K | – | 0.01 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $849K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $792K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $531K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $502K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $317K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $166K | – | 0.01 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $3M | – | 0.16 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $2M | – | 0.11 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $200K | – | 0.01 |
| Westlake Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $150K | – | 0.01 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $354K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $2M | – | 0.13 |
| Whistler Pipeline LLC | Long | Debt | US | $213K | – | 0.01 |
| William Carter Co/The | Long | Debt | US | $2M | – | 0.11 |
| Wingstop Funding LLC | Long | ABS-other | US | $621K | – | 0.04 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $534K | – | 0.03 |
| WMG Acquisition Corp | Long | Debt | US | $3M | – | 0.15 |
| WMG Acquisition Corp | Long | Debt | US | $650K | – | 0.04 |
| World Omni Auto Receivables Trust 2023-A | Long | ABS-other | US | $596K | – | 0.04 |
| Xcel Energy Inc | Long | Debt | US | $445K | – | 0.03 |
| Xcel Energy Inc | Long | Debt | US | $115K | – | 0.01 |
| Xcel Energy Inc | Long | Debt | US | $57K | – | 0.00 |
Address
Hartford Funds Exchange-Traded Trust
690 LEE ROAD
WAYNE
Pennsylvania
19087
United States of America
Websites
Directors
Paul L. Rosenberg
James E. Davey
Andrew A. Johnson
Robin C. Beery
Derrick D. Cephas
Hilary E. Ackermann
Christine R. Detrick
David Sung
John J. Gauthier
Transfer Agents
State Street Bank and Trust Company
Pricing Services
ICE Data Services, Inc.
London Stock Exchange Group PLC
PricingDirect Inc.
Bloomberg L.P.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
Hartford Funds Management Company, LLC
Brokers
Jefferies LLC
Stifel, Nicolaus & Company, Incorporated
UBS Securities LLC
BofA Securities, Inc.
J.P. Morgan Securities LLC
Oppenheimer & Co. Inc.
Goldman Sachs & Co. LLC
Morgan Stanley & Co. LLC
Broadcort Capital Corp.
Cowen and Company, LLC