TCW Family of Investment Companies > METROPOLITAN WEST FUNDS
Metropolitan West Total Return Bond Fund
$58.48B
Avg Monthly Net Assets
$58.56B
Total Assets
$12.87B
Total Liabilities
$45.69B
Net Assets
Metropolitan West Total Return Bond Fund is a Mutual Fund in METROPOLITAN WEST FUNDS
from TCW Family of Investment Companies,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $58.48B.
On August 21st, 2024 it reported 1,653 holdings, the largest
being US TREASURY N/B (8.8%), US TREASURY N/B (5.8%) and US TREASURY N/B (5.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative Class | C000058170 | MWTNX | |
| CLASS I | C000003065 | MWTIX | |
| Class I-2 | C000218401 | MWTTX | |
| CLASS M | C000003066 | MWTRX | |
| Plan Class | C000102908 | MWTSX |
Holdings
From latest NPORT-P, filed August 21st, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $3M | – | 0.01 | |
| 1011778 BC ULC (1011778 BC Unlimited Liability Company) | Long | Loan | CA | $7M | – | 0.01 |
| 1301 PROPERTIES OWNER LP | Long | Debt | US | $47M | – | 0.10 |
| 1375209 BC Ltd | Long | Debt | CA | $30M | – | 0.07 |
| 8th Avenue Food & Provisions Inc | Long | Loan | US | $1M | – | 0.00 |
| Aames Mortgage Trust 2002-1 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ABFC 2006-OPT3 Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certifica) | Long | ABS-other | US | $16M | – | 0.03 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certifica) | Long | ABS-other | US | $12M | – | 0.03 |
| Academic Loan Funding Trust 2012-1 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| ACE Securities Corp Home Equity Loan Trust Series 2004-IN1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-HE3 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| ACRISURE LLC | Long | Loan | US | $11M | – | 0.02 |
| Adjustable Rate Mortgage Trust 2005-10 | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Adjustable Rate Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Adtalem Global Education Inc | Long | Debt | US | $6M | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $53M | – | 0.12 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $10M | – | 0.02 |
| AGL CLO 1 LTD (AGL CLO 1 LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| AGL CLO 17 Ltd (AGL CLO 17 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.07 |
| AI Aqua Merger Sub Inc (Osmosis Buyer Limited) | Long | Loan | US | $3M | – | 0.01 |
| AI AQUA MERGER SUB INC (Osmosis Buyer Limited) | Long | Loan | US | $501K | – | 0.00 |
| Aimco CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $34M | – | 0.08 |
| Air Lease Corp | Long | Debt | US | $20M | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $17M | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $10M | – | 0.02 |
| Air Lease Corp | Long | Debt | US | $6M | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $5M | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.00 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.00 |
| Ajax Mortgage Loan Trust 2019-F | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Allegro CLO XIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| Alliant Energy Finance LLC | Long | Debt | US | $4M | – | 0.01 |
| Alliant Energy Finance LLC | Long | Debt | US | $4M | – | 0.01 |
| Alta Wind Holdings LLC | Long | Debt | US | $3M | – | 0.01 |
| Alternative Loan Trust 2004-30CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Alternative Loan Trust 2004-J6 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Alternative Loan Trust 2005-76 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Alternative Loan Trust 2005-84 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Alternative Loan Trust 2006-HY13 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| Alternative Loan Trust 2007-J1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Altice France SA | Long | Debt | FR | $4M | – | 0.01 |
| Altice France SA | Long | Debt | FR | $1M | – | 0.00 |
| Altice France SA/France (Numericable U.S. LLC) | Long | Loan | FR | $4M | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $672K | – | 0.00 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $3M | – | 0.01 |
| American Airlines 2017-2 Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $12M | – | 0.03 |
| American Home Mortgage Assets Trust 2006-3 | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| American Home Mortgage Assets Trust 2007-1 | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| American Home Mortgage Assets Trust 2007-2 | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| American Home Mortgage Investment Trust 2004-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| American Homes 4 Rent LP | Long | Debt | US | $11M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $36M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $20M | – | 0.04 |
| American Tower Corp | Long | Debt | US | $11M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $10M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $5M | – | 0.01 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.01 |
| AMMC CLO 15 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| AMMC CLO 22 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| AMMC CLO 26 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| AMMC CLO 30 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| AMSR 2021-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $13M | – | 0.03 |
| AmWINS Group Inc | Long | Loan | US | $28M | – | 0.06 |
| Anheuser-Busch InBev SA/NV | Long | Debt | BE | $800K | – | 0.00 |
| Annington Funding PLC | Long | Debt | GB | $44M | – | 0.10 |
| Annington Funding PLC | Long | Debt | GB | $12M | – | 0.03 |
| Annington Funding PLC | Long | Debt | GB | $6M | – | 0.01 |
| Annington Funding PLC | Long | Debt | GB | $1M | – | 0.00 |
| Apidos CLO XV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Apidos CLO XVIII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| Apidos Clo Xxv (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $47M | – | 0.10 |
| Appalachian Power Co | Long | Debt | US | $19M | – | 0.04 |
| Appalachian Power Co | Long | Debt | US | $7M | – | 0.01 |
| Appalachian Power Co | Long | Debt | US | $80K | – | 0.00 |
| Arches Buyer Inc | Long | Loan | US | $5M | – | 0.01 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $29M | – | 0.06 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $13M | – | 0.03 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $4M | – | 0.01 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $3M | – | 0.01 | |
| Ares XXXVII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $49M | – | 0.11 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $22M | – | 0.05 |
| ASP Blade Holdings Inc | Long | Loan | US | $511K | – | 0.00 |
| Asset Backed Securities Corp Home Equity Loan Trust Series MO 2006-HE6 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Asurion LLC | Long | Loan | US | $8M | – | 0.02 |
| Asurion LLC | Long | Loan | US | $3M | – | 0.01 |
| AthenaHealth Group Inc | Long | Loan | US | $7M | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $57M | – | 0.12 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $155M | – | 0.34 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $15M | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $12M | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.01 |
| AVOLON TLB BORROWER 1 US (Avolon TLB Borrower 1 (US) LLC) | Long | Loan | US | $10M | – | 0.02 |
| Bacardi Ltd | Long | Debt | BM | $3M | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2018-PARK (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $114M | – | 0.25 |
| Banc of America Funding 2003-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Banc of America Funding 2006-D Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Banc of America Funding 2006-E Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Banc of America Funding 2006-H Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| Banc of America Mortgage 2004-F Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Banc of America Mortgage 2005-C Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Banc of America Mortgage 2007-1 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Banc of America Mortgage 2007-3 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $214M | – | 0.47 |
| Bank of America Corp | Long | Debt | US | $152M | – | 0.33 |
| Bank of America Corp | Long | Debt | US | $77M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $49M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $15M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $321K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $174K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $2K | – | 0.00 |
| BARCLAYS (BARCLAYS CAPITAL INC.) | Short | Repurchase agreement | US | $-498M | – | -1.09 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Barings CLO Ltd 2018-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| Barings CLO Ltd 2020-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $14M | – | 0.03 |
| Bausch + Lomb Corp (Bausch & Lomb Corporation) | Long | Loan | CA | $4M | – | 0.01 |
| BAUSCH + LOMB CORP (Bausch & Lomb Corporation) | Long | Loan | CA | $2M | – | 0.00 |
| Bayer US Finance II LLC | Long | Debt | US | $62M | – | 0.14 |
| Bayer US Finance II LLC | Long | Debt | US | $53M | – | 0.12 |
| Bayer US Finance II LLC | Long | Debt | US | $39M | – | 0.09 |
| Bayer US Finance II LLC | Long | Debt | US | $36M | – | 0.08 |
| Bayer US Finance II LLC | Long | Debt | US | $14M | – | 0.03 |
| Bayer US Finance II LLC | Long | Debt | US | $12M | – | 0.03 |
| Bayer US Finance II LLC | Long | Debt | US | $4M | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $3M | – | 0.01 |
| Bayer US Finance LLC | Long | Debt | US | $29M | – | 0.06 |
| Bayer US Finance LLC | Long | Debt | US | $18M | – | 0.04 |
| BCAP LLC Trust 2007-AA2 | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| BCAP LLC Trust 2007-AA5 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BCRED MML CLO 2022-1 LLC (BCRED MML CLO 2021-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $48M | – | 0.11 |
| Bear Stearns ALT-A Trust 2005-4 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Bear Stearns ALT-A Trust 2006-4 | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| Bear Stearns ARM Trust 2004-1 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Bear Stearns ARM Trust 2004-10 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Bear Stearns ARM Trust 2006-4 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC5 | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC2 | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2006-HE9 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-AC1 | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Bear Stearns Asset Backed Securities Trust 2003-AC7 | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| Bear Stearns Asset Backed Securities Trust 2003-AC7 | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Bear Stearns Mortgage Funding Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Berry Global Inc | Long | Debt | US | $38M | – | 0.08 |
| Berry Global Inc | Long | Debt | US | $36M | – | 0.08 |
| Berry Global Inc | Long | Debt | US | $15M | – | 0.03 |
| Berry Global Inc | Long | Debt | US | $2M | – | 0.00 |
| BERRY GLOBAL INC | Long | Loan | US | $38M | – | 0.08 |
| BGME Trust 2021-VR | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| BGME Trust 2021-VR | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Black Hills Corp | Long | Debt | US | $8M | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $3M | – | 0.01 |
| Blackstone Industrial Portfolio - Proj Foxtrot | Long | ABS-mortgage backed security | US | $76M | – | 0.17 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $40M | – | 0.09 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $19M | – | 0.04 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $12M | – | 0.03 |
| BlueMountain CLO XXXII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| BlueMountain Fuji US Clo I Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| BMO 2022-C2 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $32M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $24M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $20M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $13M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $968K | – | 0.00 |
| BOOST NEWCO BORROWER LLC | Long | Loan | US | $2M | – | 0.01 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $18M | – | 0.04 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $13M | – | 0.03 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $19M | – | 0.04 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $11M | – | 0.02 |
| Brazos Education Loan Authority Inc | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $36M | – | 0.08 |
| BUZZ FINCO LLC (Buzz Merger Sub Ltd) | Long | Loan | US | $5M | – | 0.01 |
| BX Commercial Mortgage Trust 2020-VIV4 (BX Trust) | Long | ABS-mortgage backed security | US | $156M | – | 0.34 |
| BX Commercial Mortgage Trust 2022-CSMO (BX Trust) | Long | ABS-mortgage backed security | US | $133M | – | 0.29 |
| BX Commercial Mortgage Trust 2022-CSMO (BX Trust) | Long | ABS-mortgage backed security | US | $91M | – | 0.20 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $55M | – | 0.12 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| C-BASS 2006-CB7 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $23M | – | 0.05 |
| C-BASS 2006-CB9 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $10M | – | 0.02 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $3M | – | 0.01 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $2M | – | 0.00 |
| C-BASS 2007-CB5 Trust (Credit-Based Asset Servicing a) | Long | ABS-other | US | $12M | – | 0.03 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $13M | – | 0.03 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $9M | – | 0.02 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $2M | – | 0.00 |
| C&W Senior Finance Ltd | Long | Debt | KY | $2M | – | 0.00 |
| Cable One Inc | Long | Debt | US | $15M | – | 0.03 |
| CAESARS ENTERTAIN INC (Caesars Entertainment, Inc.) | Long | Loan | US | $8M | – | 0.02 |
| CALI Mortgage Trust 2019-101C | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Capital Funding Mortgage Trust | Long | ABS-mortgage backed security | US | $84M | – | 0.18 |
| CARDEN TL 1L USD (Carestream Dental Equipment Inc) | Long | Loan | US | $7M | – | 0.02 |
| Carestream Dental Inc (Carestream Dental Equipment Inc) | Long | Loan | US | $2M | – | 0.00 |
| Carrington Mortgage Loan Trust Series 2006-NC3 | Long | ABS-other | US | $35M | – | 0.08 |
| Carrington Mortgage Loan Trust Series 2006-OPT1 | Long | ABS-other | US | $21K | – | 0.00 |
| Carrington Mortgage Loan Trust Series 2007-RFC1 | Long | ABS-other | US | $19M | – | 0.04 |
| Carvana Auto Receivables Trust 2021-N1 | Long | ABS-other | US | $6M | – | 0.01 |
| Carvana Auto Receivables Trust 2021-P4 | Long | ABS-other | US | $10M | – | 0.02 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $11M | – | 0.02 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $5M | – | 0.01 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-other | US | $10M | – | 0.02 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $17M | – | 0.04 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $3M | – | 0.01 |
| Catskill Park CLO Ltd (Catskill Park CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund (CBRE GI OPEN END FUND) | Long | Debt | LU | $3M | – | 0.01 |
| CCI Buyer Inc | Long | Loan | US | $5M | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $7M | – | 0.02 |
| Cedar Funding II CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| Cedar Funding VIII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $89M | – | 0.19 |
| Centene Corp | Long | Debt | US | $42M | – | 0.09 |
| CENTRAL PARENT INC (Central Parent LLC) | Long | Loan | US | $6M | – | 0.01 |
| Century Plaza Towers 2019-CPT (CPT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $93M | – | 0.20 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $90M | – | 0.20 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $28M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $11M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $11M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.00 |
| Chase Funding Trust Series 2003-5 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $3K | – | 0.00 |
| Chase Funding Trust Series 2004-2 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $3K | – | 0.00 |
| Chase Mortgage Finance Trust Series 2006-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| Chase Mortgage Finance Trust Series 2006-S3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| Chase Mortgage Finance Trust Series 2007-A2 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| ChaseFlex Trust Series 2005-2 | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| ChaseFlex Trust Series 2006-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHEMOURS CO/THE (Chemours Company (The)) | Long | Loan | US | $11M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2001-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2003-J8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-14 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-25 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-HYB3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-HYB4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-11 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HY5 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| Churchill Downs Inc (Churchill Downs Incorporated) | Long | Loan | US | $11M | – | 0.02 |
| CIFC Funding 2013-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| CIFC Funding 2014 Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| CIFC Funding 2017-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| CIFC Funding 2020-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| CIFC Funding 2021-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| CIFC Funding 2022-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| CIFC Funding 2023-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| CIM Trust 2019-R1 | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| CIM Trust 2019-R3 | Long | ABS-mortgage backed security | US | $69M | – | 0.15 |
| CIM Trust 2019-R4 | Long | ABS-mortgage backed security | US | $72M | – | 0.16 |
| CIM Trust 2020-R1 | Long | ABS-mortgage backed security | US | $105M | – | 0.23 |
| CIM Trust 2020-R3 | Long | ABS-mortgage backed security | US | $88M | – | 0.19 |
| CIM Trust 2020-R6 | Long | ABS-mortgage backed security | US | $61M | – | 0.13 |
| CIM Trust 2020-R6 | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| CIM Trust 2020-R7 | Long | ABS-mortgage backed security | US | $158M | – | 0.35 |
| CIM Trust 2021-R1 | Long | ABS-mortgage backed security | US | $58M | – | 0.13 |
| CIM Trust 2021-R2 | Long | ABS-mortgage backed security | US | $53M | – | 0.12 |
| CIM Trust 2021-R3 | Long | ABS-mortgage backed security | US | $161M | – | 0.35 |
| CIM Trust 2021-R4 | Long | ABS-mortgage backed security | US | $143M | – | 0.31 |
| CIM Trust 2021-R5 | Long | ABS-mortgage backed security | US | $125M | – | 0.27 |
| CIM Trust 2021-R5 | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| CIM Trust 2022-I1 | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| CIM Trust 2022-NR1 | Long | ABS-mortgage backed security | US | $78M | – | 0.17 |
| CIM Trust 2023-R1 | Long | ABS-mortgage backed security | US | $252M | – | 0.55 |
| CIM Trust 2023-R3 | Long | ABS-mortgage backed security | US | $196M | – | 0.43 |
| CIM Trust 2023-R3 | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| CIT Education Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Citicorp Mortgage Securities Inc (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Citicorp Residential Mortgage Trust Series 2007-1 | Long | ABS-other | US | $95K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2022-GC48 | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $26M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $21M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $18M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $5M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $745K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $673K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2006-WF2 | Long | ABS-other | US | $15M | – | 0.03 |
| Citigroup Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2014-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| City & County of Denver CO Airport System Revenue (DENVER CITY & CNTY CO ARPT REV) | Long | Debt | US | $5M | – | 0.01 |
| CITY BREWING CO LLC | Long | Loan | US | $6M | – | 0.01 |
| CITY BREWING CO LLC | Long | Loan | US | $5M | – | 0.01 |
| CITY BREWING CO LLC (BrewCo Borrower LLC) | Long | Loan | US | $2M | – | 0.00 |
| City of Los Angeles Department of Airports (LOS ANGELES CA DEPT OF ARPTS A) | Long | Debt | US | $192K | – | 0.00 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $3M | – | 0.01 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $2M | – | 0.00 |
| CLEAN HARBORS INC | Long | Loan | US | $5M | – | 0.01 |
| Clear Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Clover CLO 2020-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.08 |
| College Loan Corp Trust 2005-2 (College Loan Corporation Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $12M | – | 0.03 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $5M | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $3M | – | 0.01 |
| CommScope Inc | Long | Debt | US | $15M | – | 0.03 |
| Connecticut Avenue Securities Trust 2019-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $11M | – | 0.02 |
| Costa Rica Government International Bond | Long | Debt | CR | $5M | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $7M | – | 0.02 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $4K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $19M | – | 0.04 |
| CRSO 2023-BRND A | Long | Debt | US | $47M | – | 0.10 |
| CSAB Mortgage-Backed Trust 2006-4 (CSAB Mortgage Backed Trust) | Long | ABS-other | US | $230K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $41M | – | 0.09 |
| CSC Holdings LLC | Long | Debt | US | $15M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $13M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $8M | – | 0.02 |
| CSC Holdings LLC | Long | Loan | US | $5M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $3M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $540K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-1 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $171M | – | 0.37 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| CSMC 2022-MDR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $85M | – | 0.19 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $188M | – | 0.41 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $992K | – | 0.00 |
| CSMC Series 2015-6R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| CSMCM 2021-RPL11 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSMCM 2022-RPL1 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| CVC Cordatus Loan Fund VIII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2005-13 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $103K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2007-13 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $6M | – | 0.01 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $22M | – | 0.05 |
| DC Office Trust 2019-MTC | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Deephaven Residential Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $8M | – | 0.02 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $62M | – | 0.14 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6 | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Digital Dutch Finco BV | Long | Debt | NL | $23M | – | 0.05 |
| Digital Dutch Finco BV | Long | Debt | NL | $4M | – | 0.01 |
| Digital Intrepid Holding BV | Long | Debt | NL | $22M | – | 0.05 |
| Digital Intrepid Holding BV | Long | Debt | NL | $20M | – | 0.04 |
| DNB Bank ASA | Long | Debt | NO | $54M | – | 0.12 |
| DOC DR LLC | Long | Debt | US | $9M | – | 0.02 |
| DOC DR LLC | Long | Debt | US | $1M | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $23M | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $8M | – | 0.02 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $654M | 654M | 1.43 |
| Dryden 30 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| Dryden 40 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Dryden 61 Clo Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Dryden 65 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| Dryden 92 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| Dryden XXVI Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| DSLA Mortgage Loan Trust 2004-AR4 | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| DSLA Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| DSLA Mortgage Loan Trust 2005-AR3 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| DSLA Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| DSLA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $24M | – | 0.05 |
| Duke Energy Carolinas LLC | Long | Debt | US | $12M | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $9M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $8M | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $90M | – | 0.20 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $37M | – | 0.08 |
| Duke Energy Florida LLC | Long | Debt | US | $8M | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $5M | – | 0.01 |
| EagleView Technology Corp (EagleView Technology Corportion) | Long | Loan | US | $13M | – | 0.03 |
| Eaton Vance CLO 2013-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| Eaton Vance CLO 2020-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| Ecopetrol SA | Long | Debt | CO | $5M | – | 0.01 |
| Elanco Animal Health Inc | Long | Loan | US | $22M | – | 0.05 |
| Element Materials Technology Group US Holdings Inc (Element Materials Technology Group US Holding Inc) | Long | Loan | US | $4M | – | 0.01 |
| Element Materials Technology Group US Holdings Inc (Element Materials Technology Group US Holding Inc) | Long | Loan | US | $2M | – | 0.00 |
| Elmwood CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.04 |
| ELO SACA | Long | Debt | FR | $32M | – | 0.07 |
| Embecta Corp | Long | Debt | US | $18M | – | 0.04 |
| Equity One Mortgage Pass-Through Trust 2002-4 (Equity One ABS Inc) | Long | ABS-other | US | $4K | – | 0.00 |
| Equity One Mortgage Pass-Through Trust 2002-5 (Equity One ABS Inc) | Long | ABS-other | US | $27K | – | 0.00 |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $18M | – | 0.04 | |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| EUR/USD FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $-97K | – | -0.00 | |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-153K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-2M | – | -0.01 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-6M | – | -0.01 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-2M | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-178K | – | -0.00 | |
| EverBank Financial Corp | Long | Debt | US | $4M | – | 0.01 |
| Everi Holdings Inc | Long | Debt | US | $3M | – | 0.01 |
| Eversource Energy | Long | Debt | US | $9M | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $20M | – | 0.04 |
| Extra Space Storage LP | Long | Debt | US | $12M | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $10M | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $3M | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $1M | – | 0.00 |
| Extra Space Storage LP | Long | Debt | US | $905K | – | 0.00 |
| Fannie Mae Discount Notes (FANNIE DISCOUNT NOTE) | Long | Debt | US | $1000M | – | 2.19 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2B | – | 3.54 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $858M | – | 1.88 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $658M | – | 1.44 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $587M | – | 1.29 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $446M | – | 0.98 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $444M | – | 0.97 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $379M | – | 0.83 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $257M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $331M | – | 0.73 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $293M | – | 0.64 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $937K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $803.03 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246.35 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211.97 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129.51 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $119.63 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $95.71 | – | 0.00 |
| Fannie Mae Trust 2003-W2 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Farmers Exchange Capital | Long | Debt | US | $18M | – | 0.04 |
| Farmers Exchange Capital | Long | Debt | US | $14M | – | 0.03 |
| Farmers Exchange Capital II (FARMERS EXCHANGE CAP II) | Long | Debt | US | $53M | – | 0.12 |
| Farmers Exchange Capital III (FARMERS EXCHANGE CAP III) | Long | Debt | US | $52M | – | 0.11 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $17M | – | 0.04 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $500M | – | 1.09 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $243M | – | 0.53 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $199M | – | 0.44 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $196M | – | 0.43 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $99M | – | 0.22 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $98M | – | 0.21 |
| Federal Realty OP LP | Long | Debt | US | $19M | – | 0.04 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $27M | – | 0.06 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $3M | 3M | 0.01 |
| Fillmore Park CLO Ltd 2018-1A (Fillmore Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $7M | – | 0.02 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $6M | – | 0.01 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $365K | – | 0.00 |
| First Franklin Mortgage Loan Trust 2006-FF5 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $3M | – | 0.01 |
| First Franklin Mortgage Loan Trust Series 2006-FF18 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $11M | – | 0.02 |
| First Franklin Mortgage Loan Trust Series 2006-FF18 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $8M | – | 0.02 |
| First Franklin Mortgage Loan Trust Series 2006-FF18 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $4M | – | 0.01 |
| First Franklin Mortgage Loan Trust Series 2007-FF1 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $25M | – | 0.06 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $23M | – | 0.05 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $16M | – | 0.03 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $9M | – | 0.02 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $5M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA3 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4 | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA10 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA12 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA4 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA7 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA8 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA9 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| First Horizon Mortgage Pass-Through Trust 2004-AR6 | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| First Horizon Mortgage Pass-Through Trust 2006-AR4 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| First Horizon Mortgage Pass-Through Trust 2007-AR3 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $35M | – | 0.08 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $28M | – | 0.06 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $13M | – | 0.03 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $3M | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $117K | – | 0.00 |
| FirstEnergy Transmission LLC | Long | Debt | US | $37M | – | 0.08 |
| FirstEnergy Transmission LLC | Long | Debt | US | $23M | – | 0.05 |
| FirstEnergy Transmission LLC | Long | Debt | US | $4M | – | 0.01 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $11M | – | 0.03 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $12M | – | 0.03 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $53M | – | 0.12 |
| Flutter Treasury Designated Activity Co (FLUTTER TREASURY DAC) | Long | Debt | IE | $3M | – | 0.01 |
| Fontainebleau Miami Beach Trust 2019-FBLU | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $130M | – | 0.28 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $97M | – | 0.21 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $89M | – | 0.19 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67M | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65M | – | 0.14 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $61M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $60M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $47M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 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 | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $575.95 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $438.53 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $208.9 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $280M | – | 0.61 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $276M | – | 0.60 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $238M | – | 0.52 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132M | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $114M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $104M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $99M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $95M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $88M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $80M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $62M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $912K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fresenius Finance Ireland PLC (FRESENIUS FIN IRELAND PL) | Long | Debt | IE | $7M | – | 0.02 |
| Fresenius Medical Care US Finance III Inc (FRESENIUS MED CARE III) | Long | Debt | US | $62M | – | 0.13 |
| Frontier Communications Holdings LLC (Frontier Communications Corporation) | Long | Loan | US | $18M | – | 0.04 |
| Frontier Communications Holdings LLC | Long | Debt | US | $17M | – | 0.04 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC (Frontier Communications Holdings, LLC) | Long | Loan | US | $7M | – | 0.02 |
| Frost CMBS 2021-1 DAC | Long | ABS-mortgage backed security | IE | $3M | – | 0.01 |
| Gainwell Acquisition Corp | Long | Loan | US | $17M | – | 0.04 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $10M | – | 0.02 |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $689K | – | 0.00 | |
| GBP/USD FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $233K | – | 0.00 | |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $86K | – | 0.00 | |
| GBP/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| GBP/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-96K | – | -0.00 | |
| General Electric Co | Long | Debt | US | $11M | – | 0.02 |
| General Electric Co | Long | Debt | US | $2M | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $639M | – | 1.40 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $600M | – | 1.31 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $442M | – | 0.97 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $357M | – | 0.78 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $245M | – | 0.54 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $66M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $851K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $607K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $682.05 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $571.46 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $566.11 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $550.64 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $385.26 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $314.09 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $221.33 | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $7M | – | 0.02 |
| Global SC Finance II SRL (Global SC Finance SRL) | Long | ABS-other | BB | $725K | – | 0.00 |
| Global Switch Finance BV | Long | Debt | NL | $62M | – | 0.14 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $28M | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $25M | – | 0.05 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $13M | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $7M | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $4M | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $3M | – | 0.01 |
| GMACM Home Equity Loan Trust 2000-HE2 (GMAC Mortgage Corporation Loan) | Long | ABS-other | US | $7K | – | 0.00 |
| GMACM Mortgage Loan Trust 2005-AR6 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GMACM Mortgage Loan Trust 2006-AR2 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| Goal Capital Funding Trust 2006-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Goldentree Loan Management US Clo 8 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $91M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $77M | – | 0.17 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $69M | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $31M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $28M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $369K | – | 0.00 |
| Golub Capital Partners CLO 64B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $9M | – | 0.02 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $20M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $90M | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $87M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $59M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $53M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $615K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $431.27 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $195.01 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $23.96 | – | 0.00 |
| GreenPoint Mortgage Funding Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GreenPoint Mortgage Funding Trust 2006-OH1 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Grifols SA | Long | Debt | ES | $43M | – | 0.09 |
| Grifols SA | Long | Debt | ES | $2M | – | 0.00 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $5M | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ2 | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4 | Long | ABS-mortgage backed security | US | $51M | – | 0.11 |
| GS Mortgage-Backed Securities Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2022-PJ5 | Long | ABS-mortgage backed security | US | $58M | – | 0.13 |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | Long | ABS-mortgage backed security | US | $75M | – | 0.16 |
| GS Mortgage-Backed Securities Trust 2023-PJ1 | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| GSAA Home Equity Trust 2005-11 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GSAA Home Equity Trust 2005-11 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSAA Home Equity Trust 2005-6 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GSAMP Trust 2005-AHL2 | Long | ABS-other | US | $15M | – | 0.03 |
| GSAMP Trust 2007-HE2 | Long | ABS-other | US | $51M | – | 0.11 |
| GSMSC Resecuritization Trust 2015-3R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GSR Mortgage Loan Trust 2004-9 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GSR Mortgage Loan Trust 2004-9 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $938K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| GTCR W MERGER SUB (Boost Newco Borrower LLC) | Long | Loan | US | $7M | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $18M | – | 0.04 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $7M | – | 0.02 |
| HarborView Mortgage Loan Trust 2004-1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| HarborView Mortgage Loan Trust 2004-11 | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| HarborView Mortgage Loan Trust 2004-3 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| HarborView Mortgage Loan Trust 2004-5 | Long | ABS-mortgage backed security | US | $978.28 | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| HarborView Mortgage Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| HarborView Mortgage Loan Trust 2006-10 | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| HarborView Mortgage Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| HarborView Mortgage Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| HarborView Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| HarborView Mortgage Loan Trust 2007-7 | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| HarborView Mortgage Loan Trust 2007-7 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| HCA Inc | Long | Debt | US | $4M | – | 0.01 |
| HCA Inc | Long | Debt | US | $463K | – | 0.00 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $24M | – | 0.05 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $24M | – | 0.05 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $16M | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $9M | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $9M | – | 0.02 |
| HEALTHPEAK OP LLC (Healthpeak Properties, Inc.) | Long | Loan | US | $8M | – | 0.02 |
| HEALTHPEAK OP LLC (Healthpeak Properties, Inc.) | Long | Loan | US | $8M | – | 0.02 |
| Honeywell International Inc | Long | Debt | US | $50M | – | 0.11 |
| HPS Loan Management 13-2018 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $49M | – | 0.11 |
| HPS Loan Management 15-2019 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $36M | – | 0.08 |
| HPS Loan Management 2021-16 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| HPS Loan Management 2023-17 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $18M | – | 0.04 |
| HPS Loan Management 2023-18 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $65M | – | 0.14 |
| HSBC Holdings PLC | Long | Debt | GB | $46M | – | 0.10 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $1K | – | 0.00 |
| HSI Asset Securitization Corp Trust 2006-HE1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $43M | – | 0.09 |
| Hudson Pacific Properties LP | Long | Debt | US | $12M | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $12M | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $928K | – | 0.00 |
| Hudson Yards 2019-30HY Mortgage Trust | Long | ABS-mortgage backed security | US | $75M | – | 0.17 |
| Hudson Yards 2019-55HY Mortgage Trust | Long | ABS-mortgage backed security | US | $70M | – | 0.15 |
| Hungary Government International Bond | Long | Debt | HU | $11M | – | 0.02 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $18M | – | 0.04 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $9M | – | 0.02 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $8M | – | 0.02 |
| Illumina Inc | Long | Debt | US | $166K | – | 0.00 |
| Impac CMB Trust Series 2004-8 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Impac CMB Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Impac Secured Assets Trust 2006-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Impac Secured Assets Trust 2006-5 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Impac Secured Assets Trust 2007-2 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $19M | – | 0.04 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $15M | – | 0.03 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $15M | – | 0.03 |
| IndyMac INDA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| IndyMac INDA Mortgage Loan Trust 2007-AR7 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2004-AR4 | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2004-AR7 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR19 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| IndyMac INDX Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2006-AR19 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2006-AR27 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust 2006-AR35 | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| IndyMac INDX Mortgage Loan Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| IndyMac INDX Mortgage Loan Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2007-AR11 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1 | Long | ABS-other | US | $14K | – | 0.00 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $2M | – | 0.00 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $90M | 2M | 0.20 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $73M | – | 0.16 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $41M | – | 0.09 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $7M | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $7M | – | 0.01 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $1M | – | 0.00 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $16M | – | 0.04 |
| Invesco US CLO 2023-2 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $13M | – | 0.03 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $32M | – | 0.07 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $24M | – | 0.05 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $7M | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $4M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP | Long | Loan | US | $17M | – | 0.04 |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $14M | – | 0.03 | |
| J.P. Morgan Mortgage Trust 2021-14 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| JANE STREET GROUP LLC | Long | Loan | US | $8M | – | 0.02 |
| JAZZ FINANCING LUX SARL (Jazz Pharmaceuticals, Inc.) | Long | Loan | LU | $24M | – | 0.05 |
| JAZZ FINANCING LUX SARL | Long | Loan | LU | $20M | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $53M | – | 0.12 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $44M | – | 0.10 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $6M | – | 0.01 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $8M | – | 0.02 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $3M | – | 0.01 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $678K | – | 0.00 |
| Jersey City Municipal Utilities Authority (JERSEY CITY NJ MUNI UTILITIES) | Long | Debt | US | $187K | – | 0.00 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $8M | – | 0.02 |
| JGWPT XXX LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $433K | – | 0.00 |
| JGWPT XXXII LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $26M | – | 0.06 |
| Johnson & Johnson | Long | Debt | US | $12M | – | 0.03 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2007-HE1 | Long | ABS-other | US | $4M | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2007-HE1 | Long | ABS-other | US | $3M | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2007-HE1 | Long | ABS-other | US | $2M | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2007-HE1 | Long | ABS-other | US | $217K | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2007-HE1 | Long | ABS-other | US | $64K | – | 0.00 |
| JP Morgan Mortgage Trust 2003-A2 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| JP Morgan Mortgage Trust 2004-A4 | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-A5 | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-S2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A2 | Long | ABS-mortgage backed security | US | $863.33 | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A3 | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A3 | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A4 | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A4 | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A5 | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A3 | Long | ABS-mortgage backed security | US | $841K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A3 | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A4 | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $34M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $161M | – | 0.35 |
| JPMorgan Chase & Co | Long | Debt | US | $41M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $39M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $22M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $18M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $17M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $15M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.01 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $450M | 450M | 0.98 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $13M | – | 0.03 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $7M | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $3M | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.00 |
| Kedrion SpA | Long | Debt | IT | $19M | – | 0.04 |
| KeySpan Gas East Corp | Long | Debt | US | $6M | – | 0.01 |
| KFC Holding Co | Long | Loan | US | $9M | – | 0.02 |
| Kilroy Realty LP | Long | Debt | US | $18M | – | 0.04 |
| Kilroy Realty LP | Long | Debt | US | $2M | – | 0.00 |
| Last Mile Logistics Pan Euro Finance DAC | Long | ABS-mortgage backed security | IE | $6M | – | 0.01 |
| Last Mile Securities PE 2021 DAC | Long | ABS-mortgage backed security | IE | $6M | – | 0.01 |
| LCM Loan Income Fund I Ltd (LCM Loan Income Fund Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| LCM XIV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| LCM XIV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| LEG Immobilien SE | Long | Debt | DE | $7M | – | 0.01 |
| LEG Immobilien SE | Long | Debt | DE | $3M | – | 0.01 |
| Lehman ABS Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $110K | – | 0.00 |
| Lehman XS Trust 2006-5 | Long | ABS-other | US | $15M | – | 0.03 |
| Lehman XS Trust 2006-8 | Long | ABS-other | US | $19M | – | 0.04 |
| Lehman XS Trust Series 2005-5N | Long | ABS-mortgage backed security | US | $965K | – | 0.00 |
| Lehman XS Trust Series 2005-7N | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Lehman XS Trust Series 2006-12N | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Lehman XS Trust Series 2006-14N | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Lehman XS Trust Series 2007-4N | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $27M | – | 0.06 |
| LoanCore 2021-CRE5 Issuer Ltd (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| Long Beach Mortgage Loan Trust 2004-4 | Long | ABS-other | US | $42K | – | 0.00 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-281K | – | -0.00 | |
| Luminent Mortgage Trust 2006-5 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Luminent Mortgage Trust 2006-6 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| LXP Industrial Trust | Long | Debt | US | $4M | – | 0.01 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.07 |
| Madison Park Funding XVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Madison Park Funding XXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $57M | – | 0.13 |
| Madison Park Funding XXIX LTD (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $49M | – | 0.11 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| Magnetite XII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $45M | – | 0.10 |
| Magnetite XXIII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Magnetite XXV Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.06 |
| MAGNIT 01/30/31 (Magnite Inc) | Long | Loan | US | $2M | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust 2003-6 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2003-7 | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2004-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2007-1 | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| Mastr Asset Backed Securities Trust 2006-HE4 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Mastr Asset Backed Securities Trust 2006-HE4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| MASTR Seasoned Securitization Trust 2004-1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Match Group Holdings II LLC (Match Group Inc) | Long | Loan | US | $2M | – | 0.00 |
| MATIV HOLDINGS INC | Long | Loan | US | $3M | – | 0.01 |
| MDR CRE MTGE | Long | Debt | US | $25M | – | 0.06 |
| MEDLINE BORROWER LP | Long | Loan | US | $13M | – | 0.03 |
| Medtronic Inc | Long | Debt | US | $6M | – | 0.01 |
| Medtronic Inc | Long | Debt | US | $4M | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $56M | – | 0.12 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $21M | – | 0.05 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $10M | – | 0.02 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | Long | ABS-other | US | $19M | – | 0.04 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | Long | ABS-other | US | $9M | – | 0.02 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 | Long | ABS-other | US | $6M | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 | Long | ABS-other | US | $4M | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4 | Long | ABS-other | US | $9M | – | 0.02 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4 | Long | ABS-other | US | $7M | – | 0.01 |
| Merrill Lynch Mortgage Backed Securities Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2003-A6 | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2006-WMC2 | Long | ABS-other | US | $6M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2006-WMC2 | Long | ABS-other | US | $4M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $15M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $14M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $12M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $12M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.00 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| MH SUB I LLC | Long | Loan | US | $3M | – | 0.01 |
| Michaels Cos Inc/The | Long | Debt | US | $54M | – | 0.12 |
| Michaels Cos Inc/The (Michaels Companies Inc (The)) | Long | Loan | US | $25M | – | 0.05 |
| Mid-State Capital Corp 2005-1 Trust (Mid-State Trust) | Long | ABS-other | US | $4M | – | 0.01 |
| Mid-State Capital Corp 2006-1 Trust (Mid-State Trust) | Long | ABS-other | US | $5M | – | 0.01 |
| Mid-State Trust XI | Long | ABS-other | US | $71K | – | 0.00 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| MNET 2023-3 Proxy | Long | Debt | US | $24M | – | 0.05 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $29M | – | 0.06 |
| ModivCare Inc | Long | Debt | US | $14M | – | 0.03 |
| MODIVCARE INC (Modivcare, Inc.) | Long | Loan | US | $20M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $145M | – | 0.32 |
| Morgan Stanley | Long | Debt | US | $26M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $11M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $925K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2004-11AR | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2004-7AR | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2005-2AR | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Mortgage Funding 2008-1 PLC (Mortgage Funding PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.03 |
| MortgageIT Trust 2005-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MortgageIT Trust 2005-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MortgageIT Trust 2005-5 | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| MSD Netherlands Capital BV | Long | Debt | NL | $1M | – | 0.00 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $2B | 2B | 5.03 |
| MVM Energetika Zrt | Long | Debt | HU | $4M | – | 0.01 |
| Naked Juice LLC | Long | Loan | US | $39M | – | 0.09 |
| Naked Juice LLC | Long | Loan | US | $4M | – | 0.01 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $29M | – | 0.06 |
| Nationstar Home Equity Loan Trust 2007-C | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $52M | – | 0.11 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $12M | – | 0.03 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $43M | – | 0.09 |
| Navient Student Loan Trust 2014-1 | Long | ABS-other | US | $356K | – | 0.00 |
| Navient Student Loan Trust 2014-4 | Long | ABS-other | US | $52M | – | 0.11 |
| Navient Student Loan Trust 2015-1 | Long | ABS-other | US | $36M | – | 0.08 |
| Navient Student Loan Trust 2016-7 | Long | ABS-other | US | $41M | – | 0.09 |
| Nelnet Student Loan Trust | Long | ABS-other | US | $8M | – | 0.02 |
| Nelnet Student Loan Trust 2006-1 | Long | ABS-other | US | $5M | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 33 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| Neuberger Berman Loan Advisers CLO 47 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.07 |
| New Century Home Equity Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| New England Power Co | Long | Debt | US | $16M | – | 0.03 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $267K | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $20M | – | 0.04 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $13M | – | 0.03 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $10M | – | 0.02 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $6M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $3M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $3M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $2M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $2M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $806K | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $419K | – | 0.00 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $45M | – | 0.10 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $21M | – | 0.05 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $153K | – | 0.00 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $137K | – | 0.00 |
| Niagara Mohawk Power Corp | Long | Debt | US | $4M | – | 0.01 |
| Niagara Mohawk Power Corp | Long | Debt | US | $2M | – | 0.00 |
| NLT 2021-INV3 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $138M | – | 0.30 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| NYACK Park CLO Ltd (Nyack Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Oakwood Mortgage Investors Inc | Long | ABS-other | US | $4M | – | 0.01 |
| OBX 2021-J3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| OCP CLO 2014-6 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| OCP CLO 2017-13 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| OCP CLO 2020-19 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| Octagon 52 Ltd (Octagon Investment Partners 52) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| Octagon 67 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| OCTAGON INVESTMENT PARTNERS 20-R LTD (OCTAGON INVESTMENT PARTNERS XX) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| Octagon Investment Partners 27 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Octagon Investment Partners 44 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LT) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $33M | – | 0.07 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $11M | – | 0.02 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $125M | – | 0.27 |
| Onslow Bay Mortgage Loan Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Open Text Corp | Long | Debt | CA | $3M | – | 0.01 |
| OT Merger Corp | Long | Debt | US | $14M | – | 0.03 |
| Ownit Mortgage Loan Trust Series 2006-4 (OWNIT Mortgage Loan Asset-Back) | Long | ABS-other | US | $11M | – | 0.02 |
| Ownit Mortgage Loan Trust Series 2006-4 (OWNIT Mortgage Loan Asset-Back) | Long | ABS-other | US | $4M | – | 0.01 |
| Palmer Square CLO 2018-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| Palmer Square CLO 2021-4 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $15M | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $5M | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.01 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $14M | – | 0.03 |
| Patriot Container Corp | Long | Loan | US | $2M | – | 0.01 |
| PEER HOLDING III BV | Long | Loan | NL | $8M | – | 0.02 |
| Penn Entertainment Inc (Penn National Gaming Inc) | Long | Loan | US | $3M | – | 0.01 |
| Perrigo Investments LLC (Perrigo Investments, LLC) | Long | Loan | US | $736K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $16M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $14M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $6M | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $10M | – | 0.02 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $11M | – | 0.02 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $6M | – | 0.01 |
| Pilgrim's Pride Corp | Long | Debt | US | $64M | – | 0.14 |
| Pilgrim's Pride Corp | Long | Debt | US | $11M | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $48M | – | 0.10 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $21M | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $11M | – | 0.02 |
| Popular ABS Inc (Equity One ABS Inc) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Popular ABS Mortgage Pass-Through Trust | Long | ABS-other | US | $15M | – | 0.03 |
| Popular ABS Mortgage Pass-Through Trust 2007-A | Long | ABS-other | US | $17M | – | 0.04 |
| POWERTEAM SERVICES LLC (Artera Services LLC) | Long | Loan | US | $6M | – | 0.01 |
| Pre-Paid Legal Services Inc (Pre Paid Legal Services Inc) | Long | Loan | US | $5M | – | 0.01 |
| Premier Health Partners | Long | Debt | US | $2M | – | 0.00 |
| Prestige Brands Inc | Long | Loan | US | $91K | – | 0.00 |
| PRET 2022-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $180M | – | 0.39 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $20M | – | 0.04 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $21M | – | 0.05 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $56M | – | 0.12 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $17M | – | 0.04 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $16M | – | 0.03 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $12M | – | 0.03 |
| Progress Residential Trust | Long | ABS-other | US | $10M | – | 0.02 |
| Progress Residential Trust | Long | ABS-other | US | $8M | – | 0.02 |
| Progress Residential Trust | Long | ABS-other | US | $4M | – | 0.01 |
| Project Colt | Long | ABS-mortgage backed security | US | $99M | – | 0.22 |
| Prologis Euro Finance LLC | Long | Debt | US | $27M | – | 0.06 |
| Prologis Euro Finance LLC | Long | Debt | US | $10M | – | 0.02 |
| Prologis Euro Finance LLC | Long | Debt | US | $4M | – | 0.01 |
| Protective Life Global Funding | Long | Debt | US | $43M | – | 0.09 |
| PRPM 2022-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $28M | – | 0.06 |
| PRPM 2022-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $52M | – | 0.11 |
| Public Service Co of New Mexico | Long | Debt | US | $14M | – | 0.03 |
| QazaqGaz NC JSC | Long | Debt | KZ | $6M | – | 0.01 |
| Queens Center Mortgage Trust 2013-QC | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Rad CLO 18 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.07 |
| Rad CLO 4 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| RALI Series 2005-QA4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| RALI Series 2005-QO5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2006-QA1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| RALI Series 2006-QA1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| RALI Series 2006-QA7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| RALI Series 2006-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| RALI Series 2006-QS12 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| RALI Series 2006-QS2 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $549K | – | 0.00 |
| RALI Series 2006-QS7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| RALI Series 2006-QS8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| RALI Series 2007-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| RALI Series 2007-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| RALI Series 2007-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| RALI Series 2007-QS7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| RALI Series 2007-QS8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $862K | – | 0.00 |
| RAMP Series 2004-SL3 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| RASC Series 2006-KS3 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $57M | – | 0.12 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $33M | – | 0.07 |
| Regatta XIV Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $51M | – | 0.11 |
| Regatta XX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.04 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $12M | – | 0.03 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $11M | – | 0.03 |
| RENAISSANCE HOLDINGS COR (Renaissance Holding Corp) | Long | Loan | US | $5M | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $10M | – | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $9M | – | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $5M | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $1M | – | 0.00 |
| RESEARCH NOW DIP (Research Now Group LLC) | Long | Debt | US | $177K | – | 0.00 |
| Research Now Group LLC | Long | Loan | US | $4M | – | 0.01 |
| Residential Asset Securitization Trust 2004-IP2 | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| Residential Asset Securitization Trust 2004-IP2 | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Residential Asset Securitization Trust 2004-IP2 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A7CB | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Revvity Inc | Long | Debt | US | $13M | – | 0.03 |
| Reynolds American Inc | Long | Debt | US | $58M | – | 0.13 |
| RFMSI Series 2005-SA5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RFMSI Series 2006-SA3 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| RFMSI Series 2006-SA4 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| RFMSI Series 2007-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Rockford Tower CLO 2019-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Rockford Tower CLO 2020-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| Rockies Express Pipeline LLC | Long | Debt | US | $8M | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $22M | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $1M | – | 0.00 |
| RRE 15 Loan Management DAC (RRE Loan Management) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $40M | – | 0.09 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $19M | – | 0.04 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $6M | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $2M | – | 0.00 |
| Sartorius Finance BV | Long | Debt | NL | $1M | – | 0.00 |
| Saxon Asset Securities Trust 2001-2 | Long | ABS-mortgage backed security | US | $8.87 | – | 0.00 |
| Saxon Asset Securities Trust 2007-2 | Long | ABS-other | US | $105K | – | 0.00 |
| SBA SENIOR FINANCE II LLC | Long | Loan | US | $16M | – | 0.03 |
| Securitized Asset Backed Receivables LLC Trust 2006-CB1 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $4M | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2006-CB5 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $118K | – | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR1 | Long | ABS-other | US | $10M | – | 0.02 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR1 | Long | ABS-other | US | $2M | – | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2 | Long | ABS-other | US | $14M | – | 0.03 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | Long | ABS-other | US | $8M | – | 0.02 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | Long | ABS-other | US | $6M | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC1 | Long | ABS-other | US | $12M | – | 0.03 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC2 | Long | ABS-other | US | $10M | – | 0.02 |
| Sequoia Mortgage Trust 2003-2 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Sequoia Mortgage Trust 2003-8 | Long | ABS-mortgage backed security | US | $422.13 | – | 0.00 |
| Sequoia Mortgage Trust 2004-3 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Sequoia Mortgage Trust 2004-4 | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $41M | – | 0.09 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| SG Mortgage Securities Trust 2007-NC1 | Long | ABS-other | US | $6M | – | 0.01 |
| SHOW Trust 2022-BIZ (DCP RIGHTS, LLC) | Long | ABS-mortgage backed security | US | $61M | – | 0.13 |
| Sixth Street CLO XVII Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| Sixth Street CLO XX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| SKYAF 2020-1 A | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| SLC Student Loan Trust 2004-1 | Long | ABS-other | US | $145K | – | 0.00 |
| SLC Student Loan Trust 2008-1 | Long | ABS-other | US | $5M | – | 0.01 |
| SLM Student Loan Trust 2003-12 | Long | ABS-other | US | $28K | – | 0.00 |
| SLM Student Loan Trust 2006-2 | Long | ABS-other | US | $18M | – | 0.04 |
| SLM Student Loan Trust 2006-8 | Long | ABS-other | US | $20M | – | 0.04 |
| SLM Student Loan Trust 2007-1 | Long | ABS-other | US | $20M | – | 0.04 |
| SLM Student Loan Trust 2007-1 | Long | ABS-other | US | $2M | – | 0.00 |
| SLM Student Loan Trust 2007-6 | Long | ABS-other | US | $3M | – | 0.01 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $125K | – | 0.00 |
| SLM Student Loan Trust 2008-2 | Long | ABS-other | US | $39M | – | 0.09 |
| SLM Student Loan Trust 2008-3 | Long | ABS-other | US | $2M | – | 0.01 |
| SLM Student Loan Trust 2008-3 | Long | ABS-other | US | $8K | – | 0.00 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $9M | – | 0.02 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $953K | – | 0.00 |
| SLM Student Loan Trust 2008-5 | Long | ABS-other | US | $37M | – | 0.08 |
| SLM Student Loan Trust 2008-5 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $32M | – | 0.07 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $7M | – | 0.01 |
| SLM Student Loan Trust 2008-7 | Long | ABS-other | US | $17M | – | 0.04 |
| SLM Student Loan Trust 2011-1 | Long | ABS-other | US | $1M | – | 0.00 |
| SLM Student Loan Trust 2012-1 | Long | ABS-other | US | $341K | – | 0.00 |
| SLM Student Loan Trust 2012-2 | Long | ABS-other | US | $8M | – | 0.02 |
| SLM Student Loan Trust 2012-7 | Long | ABS-other | US | $13M | – | 0.03 |
| Smithfield Foods Inc | Long | Debt | US | $24M | – | 0.05 |
| Smithfield Foods Inc | Long | Debt | US | $12M | – | 0.03 |
| Smithfield Foods Inc | Long | Debt | US | $8M | – | 0.02 |
| Soundview Home Loan Trust 2005-OPT1 (Soundview Home Equity Loan Tru) | Long | ABS-other | US | $4M | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $41K | – | 0.00 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $46M | – | 0.10 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $25M | – | 0.05 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $14M | – | 0.03 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $4M | – | 0.01 |
| Spectrum Brands Inc | Long | Debt | US | $3M | – | 0.01 |
| Spin Holdco Inc | Long | Loan | US | $3M | – | 0.01 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $225M | – | 0.49 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $18M | – | 0.04 |
| SREIT Trust 2021-PALM | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| STAR PARENT INC | Long | Loan | US | $6M | – | 0.01 |
| STARM Mortgage Loan Trust 2007-3 (Suntrust Adjustable Rate Mortg) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12 | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-12 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2005-AR8 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2005-AR8 | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2006-AR8 | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2007-AR6 | Long | ABS-mortgage backed security | US | $64M | – | 0.14 |
| Structured Asset Sec Corp Mort Pass Thr Cert Ser 1997 2 Trst (Structured Asset Securities Co) | Long | ABS-mortgage backed security | US | $204.68 | – | 0.00 |
| Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Structured Asset Securities Corp Trust 2005-5 | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| Student Loan Consolidation Center Student Loan Trust I | Long | ABS-other | US | $16M | – | 0.03 |
| Suez SACA | Long | Debt | FR | $3M | – | 0.01 |
| Symphony CLO XX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.09 |
| Symphony CLO XXIX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $7M | – | 0.02 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $7M | – | 0.02 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $6M | – | 0.01 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $1M | – | 0.00 |
| Taurus 2021-4 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $4M | – | 0.01 |
| Taurus 2021-5 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $4M | – | 0.01 |
| TC PipeLines LP | Long | Debt | US | $2M | – | 0.00 |
| TDC Net A/S (TDC NET AS) | Long | Debt | DK | $13M | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $55M | – | 0.12 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $35M | – | 0.08 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $3M | – | 0.01 |
| Telenet Financing USD LLC | Long | Loan | US | $4M | – | 0.01 |
| TenneT Holding BV | Long | Debt | NL | $72M | – | 0.16 |
| TenneT Holding BV | Long | Debt | NL | $31M | – | 0.07 |
| TenneT Holding BV | Long | Debt | NL | $13M | – | 0.03 |
| Texas A&M University (TEXAS ST A & M UNIV REVENUES) | Long | Debt | US | $342K | – | 0.00 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $31M | – | 0.07 |
| Thornburg Mortgage Securities Trust 2004-4 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $31M | – | 0.07 |
| Time Warner Cable LLC | Long | Debt | US | $14M | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.00 |
| TRANS UNION LLC (TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp) | Long | Loan | US | $6M | – | 0.01 |
| TRANS UNION LLC6/06/2031 (TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp) | Long | Loan | US | $1M | – | 0.00 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $3M | – | 0.01 |
| TRANSDIGM INC | Long | Loan | US | $13M | – | 0.03 |
| TransMontaigne Partners LP / TLP Finance Corp (TRANSMONTAIGE PARTNERS) | Long | Debt | US | $34M | – | 0.07 |
| TREASURY JPM CHASE TRI PARTY (JPMorgan Chase Bank, National Association) | Long | Repurchase agreement | US | $500M | – | 1.09 |
| TruGreen LP (Trugreen Limited Partnership) | Long | Loan | US | $4M | – | 0.01 |
| United Airlines 2013-1 Class A Pass Through Trust (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $10M | – | 0.02 |
| United Airlines 2018-1 Class AA Pass Through Trust (UNITED AIR 2018-1 AA PTT) | Long | Debt | US | $24M | – | 0.05 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $33M | – | 0.07 |
| United Auto Credit Securitization Trust 2022-2 | Long | ABS-other | US | $2.05 | – | 0.00 |
| UNITED NATURAL FOODS INC | Long | Loan | US | $8M | – | 0.02 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $396M | – | 0.87 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4B | – | 8.83 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3B | – | 5.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3B | – | 5.77 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2B | – | 5.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2B | – | 4.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $358M | – | 0.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $50M | – | 0.11 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $41M | – | 0.09 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $6M | – | 0.01 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $22M | – | 0.05 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $10M | – | 0.02 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $19M | – | 0.04 |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $5K | – | 0.00 |
| US Bancorp | Long | Debt | US | $58M | – | 0.13 |
| US Bancorp | Long | Debt | US | $26M | – | 0.06 |
| US Bancorp | Long | Debt | US | $17M | – | 0.04 |
| US Bancorp | Long | Debt | US | $2M | – | 0.00 |
| US Bancorp | Long | Debt | US | $69K | – | 0.00 |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $3M | – | 0.01 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $344K | – | 0.00 | |
| USD/EUR FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-378K | – | -0.00 | |
| USD/EUR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-665K | – | -0.00 | |
| USD/GBP FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $203K | – | 0.00 | |
| Vantage Data Centers Jersey Borrower Spv Ltd | Long | ABS-other | JE | $16M | – | 0.03 |
| VICI Properties LP | Long | Debt | US | $14M | – | 0.03 |
| VICI Properties LP | Long | Debt | US | $9M | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $17M | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $6M | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $13M | – | 0.03 |
| Vonovia SE | Long | Debt | DE | $5M | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $4M | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $3M | – | 0.01 |
| Voya CLO 2015-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| Voya CLO 2016-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.08 |
| Voya CLO 2019-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| Voya CLO 2020-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| VZ Secured Financing BV | Long | Debt | NL | $33M | – | 0.07 |
| VZ Secured Financing BV | Long | Debt | NL | $29M | – | 0.06 |
| Wachovia Mortgage Loan Trust Series 2006-ALT1 (Wachovia Mortgage Loan Trust,) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wachovia Mortgage Loan Trust Series 2006-AMN1 (Wachovia Mortgage Loan Trust,) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | Long | ABS-other | US | $4M | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | Long | ABS-other | US | $1M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR8 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA1 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $229M | – | 0.50 |
| Warnermedia Holdings Inc | Long | Debt | US | $33M | – | 0.07 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-3 Trust | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2002-AR1 Trust | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $144M | – | 0.31 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $69M | – | 0.15 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $54M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $39M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $16M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $11M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA5 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-AR1 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WESTFIELD GALLERIA AT ROSEVILLE | Long | Debt | US | $142M | – | 0.31 |
| WHATABRANDS LLC | Long | Loan | US | $4M | – | 0.01 |
| William Morris Endeavor Entertainment LLC | Long | Loan | US | $3M | – | 0.01 |
| Worldline SA/France | Long | Debt | FR | $26M | – | 0.06 |
| Worldline SA/France | Long | Debt | FR | $13M | – | 0.03 |
| WP Carey Inc | Long | Debt | US | $4M | – | 0.01 |
| Zayo Group Holdings Inc | Long | Loan | US | $27M | – | 0.06 |
| Zayo Group Holdings Inc | Long | Debt | US | $3M | – | 0.01 |
| Ziggo BV | Long | Debt | NL | $14M | – | 0.03 |
Address
METROPOLITAN WEST FUNDS
515 South Flower Street
Los Angeles
California
90071
United States of America
Websites
Directors
Andrew Tarica
Martin Luther King III
Megan McClellan
Michael Swell
Patrick C. Haden
Patrick Moore
Peter McMillan
Robert G. Rooney
Victoria Rogers
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
BNY Mellon Investment Servicing (US) Inc.
Brokers
GOLDMAN SACHS & CO. LLC
NOMURA SECURITIES INTERNATIONAL, INC.
CITIGROUP GLOBAL MARKETS INC.
MORGAN STANLEY & CO. LLC