EQFUNDS > EQ ADVISORS TRUST
EQ/PIMCO Total Return ESG Portfolio
$256.81M
Avg Monthly Net Assets
$409.54M
Total Assets
$155.03M
Total Liabilities
$254.51M
Net Assets
EQ/PIMCO Total Return ESG Portfolio is an Underlying fund in EQ ADVISORS TRUST
from EQFUNDS,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $256.81M.
On August 26th, 2024 it reported 679 holdings, the largest
being FNMA or FHLMC (9.5%), FNMA or FHLMC (5.9%) and FNMA or FHLMC (5.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class IB | C000203174 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 522 Funding CLO Ltd., Series 2018-3A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $709K | – | 0.28 |
| Accredited Mortgage Loan Trust, Series 2006-2, Class A4 | Long | ABS-other | US | $45K | – | 0.02 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $299K | – | 0.12 |
| AES Corp. (The) | Long | Debt | US | $1M | – | 0.52 |
| Alba plc, Series 2007-1, Class A3 | Long | ABS-mortgage backed security | GB | $286K | – | 0.11 |
| Ally Financial, Inc. | Long | Debt | US | $1M | – | 0.51 |
| Alternative Loan Trust, Series 2005-32T1, Class A3 | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| Alternative Loan Trust, Series 2006-45T1, Class 1A16 | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| Alternative Loan Trust, Series 2006-OA11, Class A1B | Long | ABS-mortgage backed security | US | $212K | – | 0.08 |
| Alternative Loan Trust, Series 2006-OA12, Class A1B | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Alternative Loan Trust, Series 2006-OA3, Class 1A1 | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $214K | – | 0.08 |
| American Airlines Pass-Through Trust, Series 2016-3, Class A | Long | ABS-other | US | $116K | – | 0.05 |
| American Airlines Pass-Through Trust, Series 2016-3, Class AA | Long | ABS-other | US | $178K | – | 0.07 |
| American Home Mortgage Assets Trust, Series 2006-5 | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| American Honda Finance Corp. | Long | Debt | US | $598K | – | 0.23 |
| American Tower Corp. | Long | Debt | US | $326K | – | 0.13 |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-R9, Class M1 | Long | ABS-other | US | $83K | – | 0.03 |
| AP Moller - Maersk A/S | Long | Debt | DK | $683K | – | 0.27 |
| AP Moller - Maersk A/S | Long | Debt | DK | $306K | – | 0.12 |
| Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class A5 | Long | ABS-mortgage backed security | US | $527K | – | 0.21 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A | Long | ABS-collateralized bond/debt obligation | KY | $797K | – | 0.31 |
| AREIT Trust, Series 2021-CRE5, Class A | Long | ABS-collateralized bond/debt obligation | KY | $279K | – | 0.11 |
| Ares XL CLO Ltd., Series 2016-40A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $217K | – | 0.09 |
| Argent Securities Trust, Series 2006-W2, Class A2B | Long | ABS-other | US | $111K | – | 0.04 |
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2006-M1, Class A2C | Long | ABS-other | US | $140K | – | 0.06 |
| Avangrid, Inc. | Long | Debt | US | $495K | – | 0.19 |
| Banc of America Funding Trust, Series 2005-D, Class A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Banc of America Funding Trust, Series 2007-2, Class 1A2 | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | Long | ABS-mortgage backed security | US | $40 | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $682K | – | 0.27 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 1.13 |
| Bank of Ireland Group plc | Long | Debt | IE | $1M | – | 0.55 |
| Barclays plc | Long | Debt | GB | $581K | – | 0.23 |
| BCAP LLC Trust, Series 2007-AA2, Class 12A1 | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| BCAP LLC Trust, Series 2011-RR5, Class 12A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Bear Stearns ARM Trust, Series 2002-11, Class 1A1 | Long | ABS-mortgage backed security | US | $8.69 | – | 0.00 |
| Bear Stearns ARM Trust, Series 2002-11, Class 1A2 | Long | ABS-mortgage backed security | US | $119.05 | – | 0.00 |
| Bear Stearns ARM Trust, Series 2003-1, Class 6A1 | Long | ABS-mortgage backed security | US | $570 | – | 0.00 |
| Bear Stearns ARM Trust, Series 2003-8, Class 2A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-1, Class 12A5 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-10, Class 22A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-10, Class 23A1 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-3, Class 1A1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-8, Class 2A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | Long | ABS-other | US | $14K | – | 0.01 |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE9, Class 1A2 | Long | ABS-other | US | $117K | – | 0.05 |
| Bear Stearns Asset-Backed Securities Trust, Series 2005-HE2, Class M2 | Long | ABS-other | US | $86K | – | 0.03 |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 1A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2019-B9, Class A5 | Long | ABS-mortgage backed security | US | $745K | – | 0.29 |
| BIG Commercial Mortgage Trust, Series 2022-BIG, Class A | Long | ABS-mortgage backed security | US | $662K | – | 0.26 |
| BlueMountain CLO Ltd., Series 2018-3A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $569K | – | 0.22 |
| BlueMountain Fuji Eur CLO V DAC, Series 5A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $748K | – | 0.29 |
| BMW Vehicle Lease Trust, Series 2024-1, Class A3 | Long | ABS-other | US | $497K | – | 0.20 |
| BNP Paribas SA | Long | Debt | FR | $282K | – | 0.11 |
| Boardwalk Pipelines LP | Long | Debt | US | $350K | – | 0.14 |
| BPCE SA | Long | Debt | FR | $519K | – | 0.20 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $501K | – | 0.20 |
| Broadcom, Inc. | Long | Debt | US | $172K | – | 0.07 |
| Broadcom, Inc. | Long | Debt | US | $36K | – | 0.01 |
| Brookfield Finance I UK plc | Long | Debt | GB | $561K | – | 0.22 |
| BRSP Ltd., Series 2021-FL1, Class A | Long | ABS-collateralized bond/debt obligation | US | $573K | – | 0.22 |
| BSST Mortgage Trust, Series 2021-SSCP, Class A | Long | ABS-mortgage backed security | US | $476K | – | 0.19 |
| BX Trust, Series 2021-ARIA, Class A | Long | ABS-mortgage backed security | US | $889K | – | 0.35 |
| C-Bass Trust, Series 2006-CB9, Class A1 | Long | ABS-other | US | $5K | – | 0.00 |
| California Health Facilities Financing Authority | Long | Debt | US | $1M | – | 0.47 |
| Campbell Soup Co. | Long | Short-term investment vehicle | US | $497K | – | 0.20 |
| Canada 10 Year Bond | Derivative-interest rate | CA | $17K | – | 0.01 | |
| Carlyle US CLO Ltd., Series 2017-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.20 |
| CBAM Ltd., Series 2018-5A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $815K | – | 0.32 |
| CDI | Derivative-credit | US | $-322.55 | – | -0.00 | |
| CDI | Derivative-credit | US | $-2K | – | -0.00 | |
| CDI | Derivative-credit | US | $-2K | – | -0.00 | |
| CDIO | Derivative-credit | GB | $2K | – | 0.00 | |
| CDIO | Derivative-credit | GB | $-2K | – | -0.00 | |
| CDS | Derivative-credit | GB | $33K | – | 0.01 | |
| CDS | Derivative-credit | US | $32K | – | 0.01 | |
| CDS | Derivative-credit | US | $1K | – | 0.00 | |
| CDS | Derivative-credit | US | $547.82 | – | 0.00 | |
| CenterPoint Energy Houston Electric LLC | Long | Debt | US | $287K | – | 0.11 |
| CFCRE Commercial Mortgage Trust, Series 2016-C7, Class ASB | Long | ABS-mortgage backed security | US | $133K | – | 0.05 |
| Charter Communications Operating LLC | Long | Debt | US | $684K | – | 0.27 |
| Chase Mortgage Finance Trust, Series 2005-A2, Class 3A5 | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| CHL Mortgage Pass-Through Trust, Series 2004-22, Class A3 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB9, Class 1A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-HYB9, Class 3A2A | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Choice Hotels International, Inc. | Long | Debt | US | $629K | – | 0.25 |
| Citigroup Commercial Mortgage Trust, Series 2013-375P, Class A | Long | ABS-mortgage backed security | US | $451K | – | 0.18 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A4 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A2 | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | Long | ABS-other | US | $53K | – | 0.02 |
| Citigroup Mortgage Loan Trust, Series 2009-7, Class 5A2 | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Clearway Energy Operating LLC | Long | Debt | US | $522K | – | 0.21 |
| Commercial Mortgage Trust, Series 2018-COR3, Class A3 | Long | ABS-mortgage backed security | US | $657K | – | 0.26 |
| Commercial Mortgage Trust, Series 2021-2400, Class A | Long | ABS-mortgage backed security | US | $624K | – | 0.25 |
| Conagra Brands, Inc. | Long | Short-term investment vehicle | US | $499K | – | 0.20 |
| Constellation Energy Generation LLC | Long | Short-term investment vehicle | US | $499K | – | 0.20 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $2M | – | 0.85 |
| COPT Defense Properties LP | Long | Debt | US | $755K | – | 0.30 |
| Coty, Inc. | Long | Debt | US | $534K | – | 0.21 |
| Countrywide Asset-Backed Certificates, Series 2004-2, Class M1 | Long | ABS-other | US | $3K | – | 0.00 |
| Crestline Denali CLO XV Ltd., Series 2017-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $404K | – | 0.16 |
| Crown Castle, Inc. | Long | Short-term investment vehicle | US | $497K | – | 0.20 |
| Crown Castle, Inc. | Long | Short-term investment vehicle | US | $497K | – | 0.20 |
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.28 |
| CVC Cordatus Loan Fund VII DAC, Series 7A, Class ARR | Long | ABS-collateralized bond/debt obligation | IE | $702K | – | 0.28 |
| CWABS Asset-Backed Certificates Trust, Series 2006-2, Class M1 | Long | ABS-other | US | $21K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust, Series 2006-21, Class 2A4 | Long | ABS-other | US | $204K | – | 0.08 |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | Long | ABS-other | US | $580K | – | 0.23 |
| CWABS Asset-Backed Certificates Trust, Series 2006-3, Class M2 | Long | ABS-other | US | $720K | – | 0.28 |
| Danske Bank A/S | Long | Debt | DK | $951K | – | 0.37 |
| DC Office Trust, Series 2019-MTC, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1 | Long | ABS-mortgage backed security | US | $79K | – | 0.03 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Digital Dutch Finco BV | Long | Debt | NL | $1M | – | 0.40 |
| DOLP Trust, Series 2021-NYC, Class A | Long | ABS-mortgage backed security | US | $834K | – | 0.33 |
| DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD (DREYFUS TREASURY & AGENCY LEX) | Long | Short-term investment vehicle | US | $200K | – | 0.08 |
| Edison International | Long | Debt | US | $495K | – | 0.19 |
| EMC Mortgage Loan Trust, Series 2001-A, Class A | Long | ABS-other | US | $2K | – | 0.00 |
| Enel Finance International NV | Long | Debt | NL | $2M | – | 0.80 |
| EPR Properties | Long | Debt | US | $667K | – | 0.26 |
| Equinix, Inc. | Long | Debt | US | $1M | – | 0.43 |
| Equinix, Inc. | Long | Debt | US | $873K | – | 0.34 |
| Equinix, Inc. | Long | Debt | US | $670K | – | 0.26 |
| Euro-Bund | Derivative-interest rate | DE | $-14K | – | -0.01 | |
| Euro-OAT | Derivative-interest rate | DE | $-13K | – | -0.01 | |
| European Investment Bank | Long | Debt | US | $475K | – | 0.19 |
| Eurosail-UK plc, Series 2007-2X, Class A3C | Long | ABS-mortgage backed security | GB | $6K | – | 0.00 |
| Expedia Group, Inc. | Long | Debt | US | $451K | – | 0.18 |
| Extended Stay America Trust, Series 2021-ESH, Class A | Long | ABS-mortgage backed security | US | $724K | – | 0.28 |
| Extended Stay America Trust, Series 2021-ESH, Class A1 | Long | ABS-mortgage backed security | US | $453K | – | 0.18 |
| Federative Republic of Brazil | Long | Short-term investment vehicle | BR | $281K | – | 0.11 |
| FHF Issuer Trust, Series 2024-1A, Class A2 | Long | ABS-other | US | $499K | – | 0.20 |
| FHF Issuer Trust, Series 2024-2A, Class A2 | Long | ABS-other | US | $701K | – | 0.28 |
| FHF Trust, Series 2022-1A, Class A | Long | ABS-other | US | $430K | – | 0.17 |
| FHF Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $265K | – | 0.10 |
| FHLMC | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| FHLMC | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FHLMC | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC Structured Pass-Through Certificates, Series T-63, Class 1A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, Series 2248, Class FB | Long | ABS-mortgage backed security | US | $37.96 | – | 0.00 |
| FHLMC, Series 2266, Class F | Long | ABS-mortgage backed security | US | $0.86 | – | 0.00 |
| FHLMC, Series 3360, Class FC | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, Series 4989, Class FA | Long | ABS-mortgage backed security | US | $195K | – | 0.08 |
| FHLMC, Series 4989, Class FB | Long | ABS-mortgage backed security | US | $154K | – | 0.06 |
| First American Financial Corp. | Long | Debt | US | $630K | – | 0.25 |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-AA6, Class 3A1 | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| First Horizon Mortgage Pass-Through Trust, Series 2005-AR4, Class 2A1 | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $101K | – | 0.04 |
| FNMA | Long | ABS-mortgage backed security | US | $88K | – | 0.03 |
| FNMA ACES, Series 2020-M33, Class X2 | Long | ABS-mortgage backed security | US | $132K | – | 0.05 |
| FNMA, Series 2003-25, Class KP | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, Series 2004-W2, Class 5AF | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, Series 2005-79, Class NF | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, Series 2006-118, Class A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, Series 2006-5, Class 3A2 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, Series 2007-42, Class AF | Long | ABS-mortgage backed security | US | $397.49 | – | 0.00 |
| FNMA, Series 2007-73, Class A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, Series 2015-58, Class AI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $15M | – | 5.85 |
| FNMA/FHLMC UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $5M | – | 1.84 |
| Foreign Exchange GBP/USD | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| Foreign Exchange GBP/USD | Derivative-foreign exchange | US | $-100.55 | – | -0.00 | |
| FORT CRE Issuer LLC, Series 2022-FL3, Class A | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.22 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $101K | – | 0.04 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $55K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $28K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $16K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $13K | – | 0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $12K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $7K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $7K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $7K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $5K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $5K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $1K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $940.59 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $872.41 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $854.25 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $837.03 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $781.97 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $741.35 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $537.71 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $509.93 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $474.8 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $461.2 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $421.31 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $357.9 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $313.88 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $279.57 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $266.11 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $238.61 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $238.49 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $86.96 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $40.25 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $39.5 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $4.72 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3.91 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7.66 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-17.19 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-42.95 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-88.8 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-93.81 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-147.72 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-307.85 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-448.75 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-541.2 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-900.87 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-14K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-14K | – | -0.01 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-52K | – | -0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-57K | – | -0.02 | ||
| Fremont Home Loan Trust, Series 2005-D, Class M1 | Long | ABS-other | US | $262K | – | 0.10 |
| Fremont Home Loan Trust, Series 2006-E, Class 2A1 | Long | ABS-other | US | $935.75 | – | 0.00 |
| FS Rialto Issuer LLC, Series 2022-FL4, Class A | Long | ABS-collateralized bond/debt obligation | US | $900K | – | 0.35 |
| Galaxy XV CLO Ltd., Series 2013-15A, Class ARR | Long | ABS-collateralized bond/debt obligation | KY | $531K | – | 0.21 |
| Global Payments, Inc. | Long | Debt | US | $609K | – | 0.24 |
| GNMA | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| GNMA | Long | ABS-mortgage backed security | US | $192K | – | 0.08 |
| GNMA | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| GNMA | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2015-H18, Class FB | Long | ABS-mortgage backed security | US | $268K | – | 0.11 |
| GNMA, Series 2015-H19, Class FK | Long | ABS-mortgage backed security | US | $190K | – | 0.07 |
| GNMA, Series 2016-H02, Class FH | Long | ABS-mortgage backed security | US | $73K | – | 0.03 |
| GNMA, Series 2016-H14, Class FA | Long | ABS-mortgage backed security | US | $106K | – | 0.04 |
| GNMA, Series 2016-H17, Class FC | Long | ABS-mortgage backed security | US | $312K | – | 0.12 |
| GNMA, Series 2016-H17, Class FM | Long | ABS-mortgage backed security | US | $565.91 | – | 0.00 |
| GNMA, Series 2016-H20, Class PT | Long | ABS-mortgage backed security | US | $396K | – | 0.16 |
| GNMA, Series 2016-H22, Class FA | Long | ABS-mortgage backed security | US | $184K | – | 0.07 |
| GNMA, Series 2017-H10, Class FB | Long | ABS-mortgage backed security | US | $258K | – | 0.10 |
| GNMA, Series 2018-38, Class WF | Long | ABS-mortgage backed security | US | $134K | – | 0.05 |
| GNMA, Series 2023-H02, Class FA | Long | ABS-mortgage backed security | US | $305K | – | 0.12 |
| Goldman Sachs Bank USA | Long | Debt | US | $500K | – | 0.20 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $508K | – | 0.20 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $302K | – | 0.12 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $300K | – | 0.12 |
| GoodLeap Sustainable Home Solutions Trust, Series 2022-2CS, Class A | Long | ABS-other | US | $674K | – | 0.26 |
| GoodLeap Sustainable Home Solutions Trust, Series 2023-1GS, Class A | Long | ABS-other | US | $431K | – | 0.17 |
| GoodLeap Sustainable Home Solutions Trust, Series 2023-3C, Class A | Long | ABS-other | US | $466K | – | 0.18 |
| Goodman US Finance Three LLC | Long | Debt | US | $467K | – | 0.18 |
| Great Hall Mortgages No. 1 plc, Series 2007-2A, Class AC | Long | ABS-mortgage backed security | GB | $16K | – | 0.01 |
| GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A | Long | ABS-mortgage backed security | US | $272K | – | 0.11 |
| GS Mortgage Securities Trust, Series 2015-GC30, Class AAB | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| GS Mortgage Securities Trust, Series 2016-GS3, Class WMB | Long | ABS-mortgage backed security | US | $87K | – | 0.03 |
| GSAA Trust, Series 2006-7, Class AF2 | Long | ABS-other | US | $87K | – | 0.03 |
| GSAMP Trust, Series 2006-NC2, Class A2B | Long | ABS-other | US | $61K | – | 0.02 |
| GSPA Monetization Trust | Long | ABS-other | US | $209K | – | 0.08 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| HarborView Mortgage Loan Trust, Series 2005-12, Class 2A12 | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| HarborView Mortgage Loan Trust, Series 2005-14, Class 4A1A | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| HarborView Mortgage Loan Trust, Series 2005-4, Class 3A1 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| HAT Holdings I LLC | Long | Debt | US | $829K | – | 0.33 |
| HAT Holdings I LLC | Long | Debt | US | $376K | – | 0.15 |
| Highwoods Realty LP | Long | Debt | US | $93K | – | 0.04 |
| Hilton USA Trust, Series 2016-SFP, Class A | Long | ABS-mortgage backed security | US | $519K | – | 0.20 |
| Home Equity Loan Trust, Series 2007-FRE1, Class 2AV3 | Long | ABS-other | US | $222K | – | 0.09 |
| Host Hotels & Resorts LP, Series J | Long | Debt | US | $250K | – | 0.10 |
| HSBC USA, Inc. | Long | Debt | US | $500K | – | 0.20 |
| Hyundai Capital America | Long | Debt | US | $400K | – | 0.16 |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1 | Long | ABS-mortgage backed security | US | $113K | – | 0.04 |
| ING Groep NV | Long | Debt | NL | $261K | – | 0.10 |
| Intercontinental Exchange, Inc. | Long | Short-term investment vehicle | US | $499K | – | 0.20 |
| Intercontinental Exchange, Inc. | Long | Short-term investment vehicle | US | $498K | – | 0.20 |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD (INVESCO GOVT AND AGCY LEX) | Long | Short-term investment vehicle | US | $912K | – | 0.36 |
| IRS | Derivative-interest rate | GB | $103K | – | 0.04 | |
| IRS | Derivative-interest rate | GB | $41K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $224.6 | – | 0.00 | |
| IRS | Derivative-interest rate | US | $-662.36 | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-839.45 | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-14K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-17K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-34K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-50K | – | -0.02 | |
| IRS | Derivative-interest rate | GB | $-81K | – | -0.03 | |
| Japan 10 Year Bond | Derivative-interest rate | JP | $3K | – | 0.00 | |
| Japan International Cooperation Agency | Long | Debt | JP | $565K | – | 0.22 |
| JDE Peet's NV | Long | Debt | NL | $322K | – | 0.13 |
| JetBlue Pass-Through Trust, Series 2020-1, Class A | Long | ABS-other | US | $642K | – | 0.25 |
| Jones Lang LaSalle, Inc. | Long | Debt | US | $421K | – | 0.17 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-HTL5, Class A | Long | ABS-mortgage backed security | US | $794K | – | 0.31 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-NYAH, Class A | Long | ABS-mortgage backed security | US | $689K | – | 0.27 |
| JP Morgan Mortgage Acquisition Corp., Series 2005-FRE1, Class M1 | Long | ABS-other | US | $75K | – | 0.03 |
| JP Morgan Mortgage Acquisition Corp., Series 2006-FRE1, Class M1 | Long | ABS-other | US | $49K | – | 0.02 |
| JP Morgan Mortgage Acquisition Trust, Series 2007-CH3, Class A5 | Long | ABS-other | US | $29K | – | 0.01 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1 | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $795K | – | 0.31 |
| JPMorgan Chase & Co. | Long | Debt | US | $699K | – | 0.27 |
| JPMorgan Chase & Co. | Long | Debt | US | $509K | – | 0.20 |
| JPMorgan Chase & Co. | Long | Debt | US | $97K | – | 0.04 |
| Jyske Realkredit A/S, Series CCE | Long | Debt | DK | $0.11 | – | 0.00 |
| Keurig Dr Pepper, Inc. | Long | Short-term investment vehicle | US | $498K | – | 0.20 |
| Keurig Dr Pepper, Inc. | Long | Short-term investment vehicle | US | $497K | – | 0.20 |
| Kilroy Realty LP | Long | Debt | US | $1M | – | 0.50 |
| Landmark Mortgage Securities No. 3 plc, Series 3, Class A | Long | ABS-mortgage backed security | GB | $518K | – | 0.20 |
| Lazard Group LLC | Long | Debt | US | $676K | – | 0.27 |
| LCCM Trust, Series 2021-FL3, Class A | Long | ABS-collateralized bond/debt obligation | US | $712K | – | 0.28 |
| LCM XV LP, Series 15A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.11 |
| Lehman XS Trust, Series 2006-8, Class 2A1 | Long | ABS-other | US | $12K | – | 0.00 |
| Lloyds Bank plc | Long | Debt | GB | $389K | – | 0.15 |
| Lloyds Banking Group plc | Long | Debt | GB | $399K | – | 0.16 |
| Long Gilt | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| Manulife Financial Corp. | Long | Debt | CA | $1M | – | 0.39 |
| Marble Point CLO X Ltd., Series 2017-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $294K | – | 0.12 |
| Marriott International, Inc. | Long | Short-term investment vehicle | US | $496K | – | 0.20 |
| MASTR Adjustable Rate Mortgages Trust, Series 2007-1, Class I2A3 | Long | ABS-mortgage backed security | US | $436.25 | – | 0.00 |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE1, Class A4 | Long | ABS-other | US | $5K | – | 0.00 |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | Long | ABS-other | US | $84K | – | 0.03 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $594K | – | 0.23 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A5 | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Mexican Udibonos | Long | Debt | MX | $216K | – | 0.08 |
| Mexican Udibonos | Long | Debt | MX | $198K | – | 0.08 |
| Mexican Udibonos | Long | Debt | MX | $140K | – | 0.06 |
| MF1 Ltd., Series 2020-FL4, Class A | Long | ABS-collateralized bond/debt obligation | KY | $284K | – | 0.11 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class A | Long | ABS-mortgage backed security | US | $150K | – | 0.06 |
| Mid-America Apartments LP | Long | Debt | US | $353K | – | 0.14 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $401K | – | 0.16 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $500K | – | 0.20 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $304K | – | 0.12 |
| Mondelez International, Inc. | Long | Debt | US | $509K | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $507K | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $505K | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $502K | – | 0.20 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE5, Class A2D | Long | ABS-other | US | $198K | – | 0.08 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-WMC2, Class A2C | Long | ABS-other | US | $79K | – | 0.03 |
| Morgan Stanley Bank NA | Long | Debt | US | $504K | – | 0.20 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class ASB | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class ASB | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2020-CNP, Class A | Long | ABS-mortgage backed security | US | $629K | – | 0.25 |
| Morgan Stanley Capital I Trust, Series 2021-230P, Class A | Long | ABS-mortgage backed security | US | $747K | – | 0.29 |
| Morgan Stanley Mortgage Loan Trust, Series 2005-3AR, Class 3A | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| MortgageIT Trust, Series 2005-5, Class A2 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Mosaic Solar Loan Trust, Series 2022-1A, Class A | Long | ABS-other | US | $971K | – | 0.38 |
| Mosaic Solar Loan Trust, Series 2023-3A, Class A | Long | ABS-other | US | $158K | – | 0.06 |
| MSSG Trust, Series 2017-237P, Class A | Long | ABS-mortgage backed security | US | $626K | – | 0.25 |
| Nationwide Building Society | Long | Debt | GB | $510K | – | 0.20 |
| Nederlandse Waterschapsbank NV | Long | Debt | NL | $391K | – | 0.15 |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | Long | ABS-mortgage backed security | US | $489K | – | 0.19 |
| New York State Electric & Gas Corp. | Long | Debt | US | $911K | – | 0.36 |
| New York State Urban Development Corp. | Long | Debt | US | $752K | – | 0.30 |
| Newcastle Mortgage Securities Trust, Series 2006-1, Class M5 | Long | ABS-other | US | $844K | – | 0.33 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.73 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $731K | – | 0.29 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $714K | – | 0.28 |
| Nissan Motor Co. Ltd. | Long | Debt | JP | $743K | – | 0.29 |
| Nomura Holdings, Inc. | Long | Debt | JP | $865K | – | 0.34 |
| Norinchukin Bank (The) | Long | Debt | JP | $593K | – | 0.23 |
| Northern States Power Co. | Long | Debt | US | $833K | – | 0.33 |
| Northern States Power Co. | Long | Debt | US | $592K | – | 0.23 |
| NovaStar Mortgage Funding Trust, Series 2006-5, Class A2D | Long | ABS-other | US | $26K | – | 0.01 |
| NTT Finance Corp. | Long | Debt | JP | $395K | – | 0.16 |
| NTT Finance Corp. | Long | Debt | JP | $300K | – | 0.12 |
| NXP BV | Long | Debt | US | $1M | – | 0.54 |
| NXP BV | Long | Debt | US | $499K | – | 0.20 |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | Long | ABS-mortgage backed security | US | $384K | – | 0.15 |
| OIS | Derivative-interest rate | US | $230K | – | 0.09 | |
| OIS | Derivative-interest rate | GB | $61K | – | 0.02 | |
| OIS | Derivative-interest rate | US | $35K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $29K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $29K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $28K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $26K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $24K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $23K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $21K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $15K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $15K | – | 0.01 | |
| OIS | Derivative-interest rate | US | $15K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $14K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $13K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $13K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $11K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $10K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $8K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $8K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $8K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $7K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $7K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $6K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $6K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $4K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $3K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $3K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $1K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $1K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $1K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $1K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $811.95 | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $359.17 | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $-797.58 | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-803.38 | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-872.2 | – | -0.00 | |
| OIS | Derivative-interest rate | GB | $-15K | – | -0.01 | |
| OIS | Derivative-interest rate | GB | $-26K | – | -0.01 | |
| OIS | Derivative-interest rate | GB | $-70K | – | -0.03 | |
| OIS | Derivative-interest rate | GB | $-155K | – | -0.06 | |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $532K | – | 0.21 |
| ONE Mortgage Trust, Series 2021-PARK, Class A | Long | ABS-mortgage backed security | US | $676K | – | 0.27 |
| ONEOK Partners LP | Long | Debt | US | $856K | – | 0.34 |
| Option One Mortgage Loan Trust Asset-Backed Certificates, Series 2005-4, Class M2 | Long | ABS-other | US | $280K | – | 0.11 |
| Option One Mortgage Loan Trust, Series 2006-3, Class 2A3 | Long | ABS-other | US | $505K | – | 0.20 |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | Long | ABS-other | US | $188K | – | 0.07 |
| Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1 | Long | ABS-other | US | $128K | – | 0.05 |
| OZLM IX Ltd., Series 2014-9A, Class A1A4 | Long | ABS-collateralized bond/debt obligation | KY | $807K | – | 0.32 |
| Pacific Gas and Electric Co. | Long | Debt | US | $1M | – | 0.45 |
| Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $370K | – | 0.15 |
| PFP Ltd., Series 2021-8, Class A | Long | ABS-mortgage backed security | KY | $127K | – | 0.05 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A2 | Long | ABS-mortgage backed security | US | $657.85 | – | 0.00 |
| Prime Mortgage Trust, Series 2006-CL1, Class A1 | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Province of Quebec | Long | Debt | CA | $146K | – | 0.06 |
| Public Service Electric & Gas Co. | Long | Debt | US | $1M | – | 0.51 |
| RALI Trust, Series 2005-QA13, Class 2A1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| RALI Trust, Series 2006-QS12, Class 1A1 | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| RALI Trust, Series 2006-QS13, Class 1A10 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| RALI Trust, Series 2007-QA3, Class A1 | Long | ABS-mortgage backed security | US | $146K | – | 0.06 |
| RASC Trust, Series 2005-EMX5, Class A3 | Long | ABS-other | US | $79K | – | 0.03 |
| RASC Trust, Series 2006-EMX2, Class M1 | Long | ABS-other | US | $113K | – | 0.04 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A | Long | ABS-mortgage backed security | US | $501K | – | 0.20 |
| Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A | Long | ABS-mortgage backed security | US | $498K | – | 0.20 |
| Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A | Long | ABS-mortgage backed security | US | $583K | – | 0.23 |
| Realkredit Danmark A/S, Series 23S | Long | Debt | DK | $0.11 | – | 0.00 |
| Regatta XV Funding Ltd., Series 2018-4A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.28 |
| Renaissance Home Equity Loan Trust, Series 2006-4, Class AF2 | Long | ABS-other | US | $163K | – | 0.06 |
| Republic of Chile | Long | Debt | CL | $889K | – | 0.35 |
| Republic of Colombia | Long | Debt | CO | $411K | – | 0.16 |
| Republic of Philippines | Long | Debt | PH | $606K | – | 0.24 |
| Republic of South Africa | Long | Debt | ZA | $2M | – | 0.63 |
| Residential Asset Securitization Trust, Series 2005-A11, Class 1A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| RFMSI Trust, Series 2007-S6, Class 1A11 | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ripon Mortgages plc, Series 1RA, Class A | Long | ABS-mortgage backed security | GB | $2M | – | 0.74 |
| Romania Government Bond | Long | Debt | RO | $626K | – | 0.25 |
| Royal Bank of Canada | Long | Debt | CA | $298K | – | 0.12 |
| San Diego Gas & Electric Co. | Long | Debt | US | $497K | – | 0.20 |
| Santander Holdings USA, Inc. | Long | Debt | US | $509K | – | 0.20 |
| Santander UK Group Holdings plc | Long | Debt | GB | $589K | – | 0.23 |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | Long | ABS-collateralized bond/debt obligation | JE | $592K | – | 0.23 |
| SCE Recovery Funding LLC, Series A-1 | Long | Debt | US | $365K | – | 0.14 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR5, Class A2A | Long | ABS-other | US | $22K | – | 0.01 |
| SG Mortgage Securities Trust, Series 2006-FRE1, Class A2C | Long | ABS-other | US | $31K | – | 0.01 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $596K | – | 0.23 |
| Societe Generale SA | Long | Debt | FR | $302K | – | 0.12 |
| Society of Lloyd's | Long | Debt | GB | $126K | – | 0.05 |
| SOP | Derivative-interest rate | US | $16K | – | 0.01 | |
| SOP | Derivative-interest rate | GB | $13K | – | 0.01 | |
| SOP | Derivative-interest rate | US | $5K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $3K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $3K | – | 0.00 | |
| SOP | Derivative-interest rate | GB | $3K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $3K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $2K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $2K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $2K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $2K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $1K | – | 0.00 | |
| SOP | Derivative-interest rate | GB | $1K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $1K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $1K | – | 0.00 | |
| SOP | Derivative-interest rate | US | $968.52 | – | 0.00 | |
| SOP | Derivative-interest rate | US | $917.34 | – | 0.00 | |
| SOP | Derivative-interest rate | US | $-336.03 | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-425.39 | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-955.5 | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-969.35 | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-1K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-1K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-1K | – | -0.00 | |
| SOP | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-1K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SOP | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SOP | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SOP | Derivative-interest rate | GB | $-13K | – | -0.01 | |
| SOP | Derivative-interest rate | US | $-15K | – | -0.01 | |
| Sound Point CLO XVI Ltd., Series 2017-2A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.10 |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | Long | ABS-other | US | $372K | – | 0.15 |
| Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1 | Long | ABS-other | US | $18K | – | 0.01 |
| Southern California Edison Co. | Long | Short-term investment vehicle | US | $500K | – | 0.20 |
| Southern California Edison Co. | Long | Short-term investment vehicle | US | $500K | – | 0.20 |
| Southern California Edison Co. | Long | Short-term investment vehicle | US | $499K | – | 0.20 |
| Southern California Edison Co. | Long | Short-term investment vehicle | US | $200K | – | 0.08 |
| Specialty Underwriting & Residential Finance Trust, Series 2006-BC5, Class A2D | Long | ABS-other | US | $271K | – | 0.11 |
| Sprint Spectrum Co. LLC | Long | Debt | US | $299K | – | 0.12 |
| Sprint Spectrum Co. LLC | Long | Debt | US | $131K | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $801K | – | 0.31 |
| STARM Mortgage Loan Trust, Series 2007-1, Class 2A1 | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Stifel Financial Corp. | Long | Debt | US | $829K | – | 0.33 |
| Stonepeak ABS, Series 2021-1A, Class AA | Long | ABS-other | US | $347K | – | 0.14 |
| Store Capital LLC | Long | Debt | US | $400K | – | 0.16 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 1A1 | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 1A3 | Long | ABS-mortgage backed security | US | $461K | – | 0.18 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | Long | ABS-mortgage backed security | US | $214.31 | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-GEL2, Class A3 | Long | ABS-other | US | $129K | – | 0.05 |
| STWD Ltd., Series 2021-FL2, Class A | Long | ABS-collateralized bond/debt obligation | KY | $688K | – | 0.27 |
| STWD Ltd., Series 2022-FL3, Class A | Long | ABS-collateralized bond/debt obligation | KY | $788K | – | 0.31 |
| STWD Mortgage Trust, Series 2021-HTS, Class A | Long | ABS-mortgage backed security | KY | $689K | – | 0.27 |
| STWD Mortgage Trust, Series 2021-LIH, Class A | Long | ABS-mortgage backed security | KY | $1M | – | 0.47 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $300K | – | 0.12 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $2M | – | 0.59 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $505K | – | 0.20 |
| Sun Communities Operating LP | Long | Debt | US | $600K | – | 0.24 |
| Sunnova Helios XI Issuer LLC, Series 2023-A, Class A | Long | ABS-other | US | $548K | – | 0.22 |
| Sunnova Sol IV Issuer LLC, Series 2022-A, Class A | Long | ABS-other | US | $1M | – | 0.50 |
| Sunrun Demeter Issuer LLC, Series 2021-2A, Class A | Long | ABS-other | US | $574K | – | 0.23 |
| Thornburg Mortgage Securities Trust, Series 2007-1, Class A2B | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | Long | ABS-mortgage backed security | US | $124K | – | 0.05 |
| Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $702K | – | 0.28 |
| U.K. Treasury Bonds (United Kingdom of Great Britain and Northern Ireland) | Long | Debt | GB | $1M | – | 0.56 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $137K | – | 0.05 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-75K | – | -0.03 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $696.52 | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $113K | – | 0.04 | |
| U.S. Treasury Bills (United States of America) | Long | Short-term investment vehicle | US | $4M | – | 1.47 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $10M | – | 3.78 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 3.48 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 1.74 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 1.00 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.84 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.66 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.46 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.46 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.43 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $581K | – | 0.23 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $458K | – | 0.18 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $219K | – | 0.09 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $1M | – | 0.49 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $824K | – | 0.32 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $772K | – | 0.30 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $502K | – | 0.20 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $322K | – | 0.13 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $268K | – | 0.11 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $196K | – | 0.08 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $116K | – | 0.05 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $95K | – | 0.04 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $75K | – | 0.03 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $5M | – | 2.14 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $4M | – | 1.66 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.72 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.61 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $808K | – | 0.32 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $773K | – | 0.30 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $472K | – | 0.19 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $392K | – | 0.15 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $255K | – | 0.10 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $117K | – | 0.05 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $-6K | – | -0.00 | |
| UBS Group AG | Long | Debt | CH | $585K | – | 0.23 |
| UBS Group AG | Long | Debt | CH | $500K | – | 0.20 |
| UBS Group AG | Long | Debt | CH | $280K | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $196K | – | 0.08 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $10M | – | 3.89 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $9M | – | 3.63 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 2.14 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 1.96 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 1.63 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.71 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.64 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $909K | – | 0.36 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $898K | – | 0.35 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $848K | – | 0.33 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $732K | – | 0.29 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $397K | – | 0.16 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $370K | – | 0.15 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $357K | – | 0.14 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $278K | – | 0.11 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $278K | – | 0.11 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $247K | – | 0.10 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| UMBS (FHLMC Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| UMBS (FNMA) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $24M | – | 9.47 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $14M | – | 5.46 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $11M | – | 4.24 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $6M | – | 2.48 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $6M | – | 2.33 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $3M | – | 1.16 |
| UMBS, 30 Year, Single Family (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $3M | – | 1.01 |
| United Airlines Pass-Through Trust, Series 2016-2, Class AA | Long | ABS-other | US | $481K | – | 0.19 |
| United Airlines Pass-Through Trust, Series 2020-1, Class A | Long | ABS-other | US | $550K | – | 0.22 |
| United Mexican States | Long | Debt | MX | $529K | – | 0.21 |
| University of Michigan | Long | Debt | US | $697K | – | 0.27 |
| Ventas Realty LP | Long | Debt | US | $190K | – | 0.07 |
| VMware LLC | Long | Debt | US | $483K | – | 0.19 |
| Wachovia Mortgage Loan LLC Trust, Series 2006-A, Class 2A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| WaMu Asset-Backed Certificates Trust, Series 2007-HE2, Class 2A3 | Long | ABS-other | US | $73K | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR6, Class 1A1A | Long | ABS-mortgage backed security | US | $175K | – | 0.07 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY5, Class 2A1 | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2007-HY7, Class 4A2 | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Warwick Finance Residential Mortgages Number Three plc, Series 3A, Class A | Long | ABS-mortgage backed security | GB | $429K | – | 0.17 |
| Warwick Finance Residential Mortgages Number Three plc, Series 3A, Class B | Long | ABS-mortgage backed security | GB | $126K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class A5 | Long | ABS-mortgage backed security | US | $766K | – | 0.30 |
| Wells Fargo Mortgage Backed Securities Trust, Series 2006-AR16, Class A1 | Long | ABS-mortgage backed security | US | $283K | – | 0.11 |
| Weyerhaeuser Co. | Long | Debt | US | $692K | – | 0.27 |
| Wisconsin Power & Light Co. | Long | Debt | US | $399K | – | 0.16 |
| Wisconsin Power & Light Co. | Long | Debt | US | $290K | – | 0.11 |
| Worldwide Plaza Trust, Series 2017-WWP, Class A | Long | ABS-mortgage backed security | US | $639K | – | 0.25 |
Address
EQ ADVISORS TRUST
1345 AVENUE OF THE AMERICAS
NEW YORK
New York
10105
United States of America
Websites
Directors
Michael B. Clement
Jeffery S. Perry
Steven M. Joenk
Mark A. Barnard
Patricia M. Haverland
Donald E. Foley
Kathleen Stephansen
H. Thomas McMeekin
Gary S. Schpero
Transfer Agents
Equitable Financial Life Insurance Company
Pricing Services
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
Custodians
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
Equitable Financial Life Insurance Company
Admins
Equitable Investment Management, LLC
Brokers
J.P. Morgan Securities LLC
Morgan Stanley & Co. LLC