JNL Fund Complex > JNL Series Trust
JNL/Fidelity Institutional Asset Management Total Bond Fund
$1.47B
Avg Monthly Net Assets
$2.06B
Total Assets
$503.28M
Total Liabilities
$1.56B
Net Assets
JNL/Fidelity Institutional Asset Management Total Bond Fund is an Underlying fund in JNL Series Trust
from JNL Fund Complex,
based in Michigan,
United States of America.
The fund has two share classes
and monthly net assets of $1.47B.
On August 28th, 2024 it reported 2,842 holdings, the largest
being Treasury, United States Department of (5.8%), JNL Government Money Market Fund (2.8%) and Federal National Mortgage Association, Inc. (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000004648 | ||
| Class I | C000067979 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 B.C. Unlimited Liability Company | Long | Loan | US | $230K | – | 0.01 |
| 1375209 BC Ltd | Long | Debt | US | $113K | – | 0.01 |
| 180 Medical, Inc. | Long | Debt | US | $249K | – | 0.02 |
| 19th Holdings Golf, LLC | Long | Loan | US | $177K | – | 0.01 |
| AASET 2019-2 Trust | Long | ABS-collateralized bond/debt obligation | KY | $474K | – | 0.03 |
| AASET 2019-2 Trust | Long | ABS-collateralized bond/debt obligation | KY | $112K | – | 0.01 |
| AASET 2020-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.01 |
| AASET 2020-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.01 |
| AASET 2021-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.04 |
| AASET 2021-2 Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| AASET 2022-1 Limited | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| AASET 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $754K | – | 0.05 |
| AASET 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $685K | – | 0.04 |
| ABG Intermediate Holdings 2 LLC | Long | Loan | US | $590K | – | 0.04 |
| ABG Intermediate Holdings 2 LLC | Long | Loan | US | $325K | – | 0.02 |
| Abu Dhabi Developmental Holding Company PJSC | Long | Debt | US | $205K | – | 0.01 |
| Abu Dhabi National Energy Company PJSC | Long | Debt | US | $195K | – | 0.01 |
| Abu Dhabi National Energy Company PJSC | Long | Debt | US | $77K | – | 0.00 |
| Abu Dhabi National Energy Company PJSC | Long | Debt | US | $40K | – | 0.00 |
| Abu Dhabi, Government of | Long | Debt | US | $331K | – | 0.02 |
| Abu Dhabi, Government of | Long | Debt | US | $202K | – | 0.01 |
| Abu Dhabi, Government of | Long | Debt | US | $115K | – | 0.01 |
| Abu Dhabi, Government of | Long | Debt | US | $70K | – | 0.00 |
| Academy, Ltd. | Long | Loan | US | $58K | – | 0.00 |
| Accelerated Health Systems, LLC | Long | Loan | US | $82K | – | 0.01 |
| Access Bank PLC | Long | Debt | US | $109K | – | 0.01 |
| ACNR Holdings Inc. | Long | Equity-common | US | $262K | 3K | 0.02 |
| ACProducts, Inc. | Long | Loan | US | $435K | – | 0.03 |
| Acrisure LLC | Long | Loan | US | $85K | – | 0.01 |
| Acrisure, LLC | Long | Loan | US | $452K | – | 0.03 |
| Acrisure, LLC | Long | Loan | US | $433K | – | 0.03 |
| Acrisure, LLC | Long | Debt | US | $264K | – | 0.02 |
| Acrisure, LLC | Long | Debt | US | $130K | – | 0.01 |
| Acrisure, LLC | Long | Debt | US | $46K | – | 0.00 |
| Acrisure, LLC | Long | Debt | US | $45K | – | 0.00 |
| Acrisure, LLC | Long | Debt | US | $45K | – | 0.00 |
| Acuris Finance | Long | Debt | US | $207K | – | 0.01 |
| AdaptHealth LLC | Long | Debt | US | $203K | – | 0.01 |
| Adecoagro S.A. | Long | Debt | US | $121K | – | 0.01 |
| ADS Tactical, Inc. | Long | Loan | US | $111K | – | 0.01 |
| Advanced Drainage Systems, Inc. | Long | Debt | US | $269K | – | 0.02 |
| Advantage Sales & Marketing Inc. | Long | Debt | US | $204K | – | 0.01 |
| Advantage Sales & Marketing, Inc. | Long | Loan | US | $143K | – | 0.01 |
| AEA International Holdings (Lux) S.a.r.l. | Long | Loan | US | $50K | – | 0.00 |
| AEA International Holdings (Lux) S.a.r.l. | Long | Loan | US | $4K | – | 0.00 |
| Aegea Finance S.a r.l. | Long | Debt | US | $207K | – | 0.01 |
| AerCap Global Aviation Trust | Long | Debt | US | $55K | – | 0.00 |
| AerCap Holdings N.V. | Long | Debt | US | $336K | – | 0.02 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $2M | – | 0.10 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $888K | – | 0.06 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $544K | – | 0.03 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $541K | – | 0.03 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $534K | – | 0.03 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $523K | – | 0.03 |
| Aeropuerto Internacional de Tocumen, S.A. | Long | Debt | US | $147K | – | 0.01 |
| Aeropuertos Dominicanos Siglo XXI | Long | Debt | US | $202K | – | 0.01 |
| Affinity Gaming | Long | Debt | US | $20K | – | 0.00 |
| Affirm Asset Securitization Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.02 |
| Affirm Asset Securitization Trust 2024-X1 | Long | ABS-collateralized bond/debt obligation | US | $370K | – | 0.02 |
| AFLAC Incorporated | Long | Equity-common | US | $32K | 2K | 0.00 |
| Ahead DB Holdings, LLC | Long | Debt | US | $71K | – | 0.00 |
| Ahead DB Holdings, LLC | Long | Loan | US | $55K | – | 0.00 |
| Ahead DB Holdings, LLC | Long | Loan | US | $20K | – | 0.00 |
| Ahlstrom Holding 3 Oy | Long | Debt | US | $61K | – | 0.00 |
| AHP Health Partners, Inc. | Long | Loan | US | $109K | – | 0.01 |
| AI Aqua Merger Sub, Inc. | Long | Loan | US | $207K | – | 0.01 |
| AI Aqua Merger Sub, Inc. | Long | Loan | US | $26K | – | 0.00 |
| AI Aqua Merger Sub, Inc. | Long | Loan | US | $18K | – | 0.00 |
| AIA Group Limited | Long | Debt | US | $393K | – | 0.03 |
| Aimco CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | US | $582K | – | 0.04 |
| Aimco CLO 14 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| AIMCO CLO 22 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| AIMCO CLO Series 2015-A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Aimco CLO Series 2018-B | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Air Canada | Long | Loan | US | $65K | – | 0.00 |
| Air Lease Corporation | Long | Debt | US | $3M | – | 0.22 |
| Air Lease Corporation | Long | Debt | US | $939K | – | 0.06 |
| Air Lease Corporation | Long | Debt | US | $181K | – | 0.01 |
| Aircastle Limited | Long | Debt | US | $199K | – | 0.01 |
| AIT Worldwide Logistics, Inc | Long | Loan | US | $146K | – | 0.01 |
| Akumin Inc. | Long | Debt | US | $45K | – | 0.00 |
| Alcoa Nederland Holding B.V. | Long | Debt | US | $324K | – | 0.02 |
| Ali Group North America Corporation | Long | Loan | US | $81K | – | 0.01 |
| Alibaba Group Holding Limited | Long | Debt | US | $54K | – | 0.00 |
| AlixPartners, LLP | Long | Loan | US | $205K | – | 0.01 |
| Allegro CLO XIII, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $717K | – | 0.05 |
| Allegro CLO XV, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $894K | – | 0.06 |
| Allen Media, LLC | Long | Loan | US | $316K | – | 0.02 |
| Alliance Laundry Systems LLC | Long | Loan | US | $146K | – | 0.01 |
| Alliant Holdings Intermediate, LLC | Long | Debt | US | $497K | – | 0.03 |
| Alliant Holdings Intermediate, LLC | Long | Debt | US | $94K | – | 0.01 |
| Alliant Holdings Intermediate, LLC | Long | Debt | US | $14K | – | 0.00 |
| Alliant Holdings Intermediate, LLC | Long | Debt | US | $10K | – | 0.00 |
| Allied Universal Holdco LLC | Long | Debt | US | $258K | – | 0.02 |
| Allied Universal Holdco LLC | Long | Loan | US | $203K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $130K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $57K | – | 0.00 |
| Ally Auto Receivables Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.04 |
| Ally Financial Inc. | Long | Debt | US | $1M | – | 0.10 |
| Ally Financial Inc. | Long | Debt | US | $1M | – | 0.08 |
| Ally Financial Inc. | Long | Debt | US | $710K | – | 0.05 |
| Ally Financial Inc. | Long | Debt | US | $400K | – | 0.03 |
| Ally Financial Inc. | Long | Debt | US | $303K | – | 0.02 |
| Ally Financial Inc. | Long | Debt | US | $30K | – | 0.00 |
| Ally Financial Inc. | Long | Debt | US | $24K | – | 0.00 |
| Alterra Mountain Company | Long | Loan | US | $145K | – | 0.01 |
| Altice Financing S.A. | Long | Debt | US | $293K | – | 0.02 |
| Altice Financing SA | Long | Loan | US | $51K | – | 0.00 |
| Altice France | Long | Debt | US | $159K | – | 0.01 |
| Altice France | Long | Debt | US | $4K | – | 0.00 |
| Altice France Holding S.A. | Long | Debt | US | $290K | – | 0.02 |
| Altice France Holding S.A. | Long | Debt | US | $176K | – | 0.01 |
| Altice France Holding S.A. | Long | Debt | US | $51K | – | 0.00 |
| Altice France S.A. | Long | Loan | US | $749K | – | 0.05 |
| Altria Group, Inc. | Long | Debt | US | $3M | – | 0.19 |
| Altria Group, Inc. | Long | Debt | US | $13K | – | 0.00 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $109K | – | 0.01 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $55K | – | 0.00 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $30K | – | 0.00 |
| Amer Sports Company | Long | Debt | US | $189K | – | 0.01 |
| America Movil, S.A. De C.V. | Long | Debt | US | $188K | – | 0.01 |
| American Airlines, Inc. | Long | Debt | US | $177K | – | 0.01 |
| American Airlines, Inc. | Long | Loan | US | $100K | – | 0.01 |
| American Airlines, Inc. | Long | Debt | US | $75K | – | 0.00 |
| American Airlines, Inc. | Long | Debt | US | $14K | – | 0.00 |
| American Express Credit Account Master Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| American Homes 4 Rent, L.P. | Long | Debt | US | $394K | – | 0.03 |
| American Rock Salt Company LLC | Long | Loan | US | $30K | – | 0.00 |
| American Trailer World Corp. | Long | Loan | US | $172K | – | 0.01 |
| AmeriTex HoldCo Intermediate LLC | Long | Debt | US | $26K | – | 0.00 |
| Amgen Inc. | Long | Debt | US | $604K | – | 0.04 |
| Amgen Inc. | Long | Debt | US | $566K | – | 0.04 |
| Amgen Inc. | Long | Debt | US | $541K | – | 0.03 |
| Amgen Inc. | Long | Debt | US | $509K | – | 0.03 |
| Amgen Inc. | Long | Debt | US | $282K | – | 0.02 |
| AMMC CLO XI Limited | Long | ABS-collateralized bond/debt obligation | KY | $533K | – | 0.03 |
| AMN Healthcare, Inc. | Long | Debt | US | $59K | – | 0.00 |
| AmWINS Group, Inc. | Long | Loan | US | $139K | – | 0.01 |
| AmWINS Group, Inc. | Long | Debt | US | $95K | – | 0.01 |
| AmWINS Group, Inc. | Long | Loan | US | $55K | – | 0.00 |
| AmWINS Group, Inc. | Long | Debt | US | $47K | – | 0.00 |
| Amynta Agency Borrower Inc. | Long | Loan | US | $99K | – | 0.01 |
| Amynta Agency Borrower Inc. | Long | Loan | US | $35K | – | 0.00 |
| Anastasia Parent, LLC | Long | Loan | US | $142K | – | 0.01 |
| Angola, Government of | Long | Debt | US | $192K | – | 0.01 |
| Angola, Government of | Long | Debt | US | $117K | – | 0.01 |
| Angola, Government of | Long | Debt | US | $88K | – | 0.01 |
| Angola, Government of | Long | Debt | AO | $42K | – | 0.00 |
| Anheuser-Busch Companies, LLC | Long | Debt | US | $944K | – | 0.06 |
| Anheuser-Busch InBev Worldwide Inc. | Long | Debt | US | $575K | – | 0.04 |
| Anheuser-Busch InBev Worldwide Inc. | Long | Debt | US | $446K | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc. | Long | Debt | US | $441K | – | 0.03 |
| Antero Midstream Partners LP | Long | Debt | US | $97K | – | 0.01 |
| Anticimex International AB | Long | Loan | US | $84K | – | 0.01 |
| Anticimex International AB | Long | Loan | US | $44K | – | 0.00 |
| Antofagasta PLC | Long | Debt | US | $167K | – | 0.01 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $95K | – | 0.01 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $65K | – | 0.00 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $46K | – | 0.00 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $20K | – | 0.00 |
| AP Core Holdings II, LLC | Long | Loan | US | $117K | – | 0.01 |
| AP Core Holdings II, LLC | Long | Loan | US | $112K | – | 0.01 |
| APi Group DE, Inc. | Long | Loan | US | $160K | – | 0.01 |
| Applied Systems, Inc. | Long | Loan | US | $295K | – | 0.02 |
| AppLovin Corporation | Long | Loan | US | $211K | – | 0.01 |
| AppLovin Corporation | Long | Loan | US | $44K | – | 0.00 |
| APRO LLC | Long | Loan | US | $135K | – | 0.01 |
| Apro, LLC | Long | Loan | US | $134K | – | 0.01 |
| APX Group, Inc. | Long | Debt | US | $414K | – | 0.03 |
| APX Group, Inc. | Long | Loan | US | $216K | – | 0.01 |
| APX Group, Inc. | Long | Loan | US | $699 | – | 0.00 |
| Aramark Services, Inc. | Long | Loan | US | $116K | – | 0.01 |
| Aramark Services, Inc. | Long | Debt | US | $111K | – | 0.01 |
| Aramark Services, Inc. | Long | Loan | US | $85K | – | 0.01 |
| Archkey Solutions LLC | Long | Loan | US | $79K | – | 0.01 |
| Arcis Golf LLC | Long | Loan | US | $132K | – | 0.01 |
| ARD Finance S.A. | Long | Debt | US | $19K | – | 0.00 |
| Ardagh Metal Packaging Finance Public Limited Company | Long | Debt | US | $153K | – | 0.01 |
| Ardagh Metal Packaging Finance Public Limited Company | Long | Debt | US | $64K | – | 0.00 |
| Ardagh Metal Packaging Finance Public Limited Company | Long | Debt | US | $19K | – | 0.00 |
| Ardagh Packaging Finance Public Limited Company | Long | Debt | US | $39K | – | 0.00 |
| Ardagh Packaging Finance Public Limited Company | Long | Debt | US | $21K | – | 0.00 |
| Ares Capital Corporation | Long | Debt | US | $2M | – | 0.12 |
| Ares LIX CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $521K | – | 0.03 |
| ARES Loan Funding V, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Ares LV CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $910K | – | 0.06 |
| Ares LVIII CLO Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Ares XLI CLO Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| Aretec Group, Inc. | Long | Loan | US | $224K | – | 0.01 |
| ARI Fleet Lease Trust 2024-B | Long | ABS-collateralized bond/debt obligation | US | $281K | – | 0.02 |
| Aris Mining Corporation | Long | Debt | US | $141K | – | 0.01 |
| ARKO Corp. | Long | Debt | US | $30K | – | 0.00 |
| Array Technologies, Inc. | Long | Loan | US | $174K | – | 0.01 |
| Arsenal AIC Parent LLC | Long | Loan | US | $130K | – | 0.01 |
| Arsenal AIC Parent LLC | Long | Debt | US | $67K | – | 0.00 |
| Artera Services, LLC | Long | Debt | US | $408K | – | 0.03 |
| Artera Services, LLC | Long | Loan | US | $130K | – | 0.01 |
| Arthur US Finco Inc | Long | Loan | US | $101K | – | 0.01 |
| Aruba Investments Holdings, LLC | Long | Loan | US | $168K | – | 0.01 |
| Aruba Investments Holdings, LLC | Long | Loan | US | $133K | – | 0.01 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $59K | – | 0.00 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $56K | – | 0.00 |
| Ascend Learning, LLC | Long | Loan | US | $127K | – | 0.01 |
| Ascend Learning, LLC | Long | Loan | US | $34K | – | 0.00 |
| Ascend Learning, LLC | Long | Loan | US | $33K | – | 0.00 |
| ASGN Incorporated | Long | Debt | US | $297K | – | 0.02 |
| Ashton Woods USA L.L.C. | Long | Debt | US | $67K | – | 0.00 |
| Aspire Bakeries Holdings LLC | Long | Loan | US | $45K | – | 0.00 |
| Asplundh Tree Expert, LLC | Long | Loan | US | $100K | – | 0.01 |
| AssuredPartners, Inc. | Long | Loan | US | $305K | – | 0.02 |
| AssuredPartners, Inc. | Long | Debt | US | $115K | – | 0.01 |
| AssuredPartners, Inc. | Long | Debt | US | $70K | – | 0.00 |
| Aston Martin Capital Holdings Limited | Long | Debt | US | $94K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $1M | – | 0.08 |
| Asurion LLC | Long | Loan | US | $178K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $118K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $115K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $82K | – | 0.01 |
| At Home Group Inc. | Long | Loan | US | $58K | – | 0.00 |
| At Home Group, Inc. | Long | Debt | US | $20K | – | 0.00 |
| AT&T Inc. | Long | Debt | US | $2M | – | 0.13 |
| AT&T Inc. | Long | Debt | US | $435K | – | 0.03 |
| AT&T Inc. | Long | Debt | US | $397K | – | 0.03 |
| AT&T Inc. | Long | Debt | US | $374K | – | 0.02 |
| AT&T Inc. | Long | Debt | US | $189K | – | 0.01 |
| Athenahealth Group, Inc. | Long | Loan | US | $197K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.14 |
| Athene Global Funding | Long | Debt | US | $956K | – | 0.06 |
| ATI Inc. | Long | Debt | US | $238K | – | 0.02 |
| ATI Inc. | Long | Debt | US | $28K | – | 0.00 |
| ATI Inc. | Long | Debt | US | $10K | – | 0.00 |
| Atlas LuxCo 4 S.a r.l. | Long | Debt | US | $53K | – | 0.00 |
| ATP Tower Holdings, LLC | Long | Debt | US | $132K | – | 0.01 |
| Auna S.A.A. | Long | Debt | US | $69K | – | 0.00 |
| AutoNation, Inc. | Long | Debt | US | $112K | – | 0.01 |
| AutoZone, Inc. | Long | Debt | US | $716K | – | 0.05 |
| Avantor Funding, Inc. | Long | Loan | US | $99K | – | 0.01 |
| Avantor, Inc. | Long | Debt | US | $152K | – | 0.01 |
| Aventiv Technologies, LLC | Long | Loan | US | $244K | – | 0.02 |
| Aventiv Technologies, LLC | Long | Loan | US | $8K | – | 0.00 |
| Avient Corporation | Long | Loan | US | $30K | – | 0.00 |
| Avient Corporation | Long | Loan | US | $76.07 | – | 0.00 |
| Avis Budget Car Rental, LLC | Long | Loan | US | $49K | – | 0.00 |
| Avis Budget Car Rental, LLC | Long | Loan | US | $42K | – | 0.00 |
| Avis Budget Car Rental, LLC | Long | Debt | US | $10K | – | 0.00 |
| Avolon Holdings Funding Limited | Long | Debt | US | $3M | – | 0.18 |
| Avolon Holdings Funding Limited | Long | Debt | US | $55K | – | 0.00 |
| Axalta Coating Systems Dutch Holding B B.V. | Long | Debt | US | $156K | – | 0.01 |
| Axalta Coating Systems U.S. Holdings, Inc. | Long | Loan | US | $47K | – | 0.00 |
| Axian Telecom | Long | Debt | US | $212K | – | 0.01 |
| Aydem Yenilenebilir Enerji Anonim Sirketi | Long | Debt | US | $195K | – | 0.01 |
| Azul Secured Finance LLP | Long | Debt | US | $114K | – | 0.01 |
| AZZ Inc. | Long | Loan | US | $104K | – | 0.01 |
| AZZ Inc. | Long | Loan | US | $68K | – | 0.00 |
| Bakelite US Holdco, Inc. | Long | Loan | US | $114K | – | 0.01 |
| Ball Corporation | Long | Debt | US | $151K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX | Long | ABS-mortgage backed security | US | $611K | – | 0.04 |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Banco Central de la Republica Argentina | Long | Debt | US | $141K | – | 0.01 |
| Banco De Credito E Inversiones S.A. | Long | Debt | US | $210K | – | 0.01 |
| Banco Del Estado De Chile | Long | Debt | US | $206K | – | 0.01 |
| Banco Do Brasil SA | Long | Debt | US | $122K | – | 0.01 |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Long | Debt | US | $196K | – | 0.01 |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Long | Debt | US | $70K | – | 0.00 |
| Bank 2017-Bnk5 | Long | ABS-mortgage backed security | US | $754K | – | 0.05 |
| Bank 2017-BNK9 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Bank 2018-BNK10 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Bank 2018-BNK13 | Long | ABS-mortgage backed security | US | $477K | – | 0.03 |
| Bank 2018-BNK13 | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Bank 2018-BNK14 | Long | ABS-mortgage backed security | US | $669K | – | 0.04 |
| Bank 2019-BNK21 | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Bank 2020-BNK25 | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.00 |
| Bank 2022-BNK44 | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| Bank Gospodarstwa Krajowego | Long | Debt | US | $207K | – | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | US | $197K | – | 0.01 |
| Bank of America Corporation | Long | Debt | US | $5M | – | 0.33 |
| Bank of America Corporation | Long | Debt | US | $4M | – | 0.24 |
| Bank of America Corporation | Long | Debt | US | $4M | – | 0.23 |
| Bank of America Corporation | Long | Debt | US | $3M | – | 0.17 |
| Bank of America Corporation | Long | Debt | US | $1M | – | 0.07 |
| Bank of America Corporation | Long | Debt | US | $179K | – | 0.01 |
| Bank of America Corporation | Long | Debt | US | $100K | – | 0.01 |
| Bank of America Corporation | Long | Debt | US | $94K | – | 0.01 |
| Bank5 2023-5YR1 | Long | ABS-mortgage backed security | US | $307K | – | 0.02 |
| Bank5 2023-5YR3 | Long | ABS-mortgage backed security | US | $418K | – | 0.03 |
| Barclays PLC | Long | Debt | US | $2M | – | 0.15 |
| Barclays PLC | Long | Debt | US | $2M | – | 0.13 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.09 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.07 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.06 |
| Barings CLO Ltd 2020-I | Long | ABS-collateralized bond/debt obligation | US | $589K | – | 0.04 |
| Barings CLO Ltd 2023-IV | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Barings CLO Ltd. 2020-IV | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Barings CLO Ltd. 2021-I | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Bath & Body Works, Inc. | Long | Debt | US | $171K | – | 0.01 |
| Bath & Body Works, Inc. | Long | Debt | US | $119K | – | 0.01 |
| Bausch Health Companies Inc. | Long | Debt | US | $251K | – | 0.02 |
| Bausch Health Companies Inc. | Long | Debt | US | $109K | – | 0.01 |
| Bausch Health Companies Inc. | Long | Debt | US | $44K | – | 0.00 |
| Baytex Energy Corp. | Long | Debt | US | $96K | – | 0.01 |
| BBCMS Mortgage Trust 2023-C21 | Long | ABS-mortgage backed security | US | $639K | – | 0.04 |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | Long | Debt | US | $46K | – | 0.00 |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | Long | Debt | US | $40K | – | 0.00 |
| BCP Renaissance Parent LLC | Long | Loan | US | $126K | – | 0.01 |
| Beacon Roofing Supply, Inc. | Long | Debt | US | $96K | – | 0.01 |
| Beazer Homes USA, Inc. | Long | Debt | US | $75K | – | 0.00 |
| Beechwood Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Bellring Intermediate Holdings, Inc. | Long | Debt | US | $92K | – | 0.01 |
| Belron Finance US LLC | Long | Loan | US | $40K | – | 0.00 |
| Benchmark 2018-B4 Mortgage Trust | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Benchmark 2019-B10 Mortgage Trust | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Benchmark 2019-B12 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $276K | – | 0.02 |
| Benchmark 2019-B14 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.01 |
| Benchmark 2019-B15 Mortgage Trust | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Benchmark 2019-B9 Mortgage Trust | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Benchmark 2021-B27 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.01 |
| Berlin Packaging LLC | Long | Loan | US | $321K | – | 0.02 |
| Bermuda, Government of | Long | Debt | US | $205K | – | 0.01 |
| Bermuda, Government of | Long | Debt | US | $41K | – | 0.00 |
| Berry Global, Inc. | Long | Loan | US | $145K | – | 0.01 |
| Bethpage Park CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $889K | – | 0.06 |
| BIFM US Finance LLC | Long | Loan | US | $90K | – | 0.01 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $211K | – | 0.01 |
| BJ's Wholesale Club, Inc. | Long | Loan | US | $79K | – | 0.01 |
| Blackbird Capital II Aircraft Lease Limited | Long | ABS-collateralized bond/debt obligation | US | $863K | – | 0.06 |
| Blackstone Private Credit Fund | Long | Debt | US | $5M | – | 0.31 |
| Blackstone Private Credit Fund | Long | Debt | US | $1M | – | 0.08 |
| Bleriot US Bidco Inc | Long | Loan | US | $60K | – | 0.00 |
| Block, Inc. | Long | Debt | US | $350K | – | 0.02 |
| Block, Inc. | Long | Debt | US | $199K | – | 0.01 |
| BLP Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $559K | – | 0.04 |
| Blue Racer Midstream, LLC | Long | Debt | US | $36K | – | 0.00 |
| Blue Racer Midstream, LLC | Long | Debt | US | $36K | – | 0.00 |
| BMP 2024-MF23 | Long | ABS-mortgage backed security | US | $744K | – | 0.05 |
| BMP 2024-MF23 | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| BMP 2024-MF23 | Long | ABS-mortgage backed security | US | $259K | – | 0.02 |
| BNP Paribas | Long | Debt | US | $1M | – | 0.07 |
| Boeing Company, The | Long | Debt | US | $746K | – | 0.05 |
| Boeing Company, The | Long | Debt | US | $516K | – | 0.03 |
| Boeing Company, The | Long | Debt | US | $501K | – | 0.03 |
| Boeing Company, The | Long | Debt | US | $467K | – | 0.03 |
| Boeing Company, The | Long | Debt | US | $440K | – | 0.03 |
| Boeing Company, The | Long | Debt | US | $378K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $310K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $293K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $288K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $150K | – | 0.01 |
| BofA Auto Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $236K | – | 0.02 |
| Bombardier Inc. | Long | Debt | US | $91K | – | 0.01 |
| Bombardier Inc. | Long | Debt | US | $88K | – | 0.01 |
| Bombardier Inc. | Long | Debt | US | $87K | – | 0.01 |
| Bombardier Inc. | Long | Debt | US | $49K | – | 0.00 |
| Bombardier Recreational Products, Inc. | Long | Loan | US | $128K | – | 0.01 |
| Bombardier Recreational Products, Inc. | Long | Loan | US | $48K | – | 0.00 |
| Boston Properties Limited Partnership | Long | Debt | US | $760K | – | 0.05 |
| Boxer Parent Company Inc. | Long | Debt | US | $80K | – | 0.01 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $590K | – | 0.04 |
| Brand Industrial Services Inc | Long | Loan | US | $436K | – | 0.03 |
| Brand Industrial Services, Inc. | Long | Debt | US | $281K | – | 0.02 |
| Brandywine Operating Partnership, L.P. | Long | Debt | US | $1M | – | 0.07 |
| Brandywine Operating Partnership, L.P. | Long | Debt | US | $165K | – | 0.01 |
| Braskem Idesa, S.A.P.I. | Long | Debt | US | $89K | – | 0.01 |
| Braskem Idesa, S.A.P.I. | Long | Debt | US | $61K | – | 0.00 |
| Braskem Netherlands Finance B.V. | Long | Debt | US | $221K | – | 0.01 |
| Braskem Netherlands Finance B.V. | Long | Debt | US | $55K | – | 0.00 |
| Bravo Residential Funding Trust 2023-RPL 1 | Long | ABS-mortgage backed security | US | $629K | – | 0.04 |
| BRE RC Pitney Road PA LP | Long | Debt | US | $136K | – | 0.01 |
| Bristol Park CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $495K | – | 0.03 |
| Brixmor Operating Partnership LP | Long | Debt | US | $3M | – | 0.19 |
| Broadcom Inc. | Long | Debt | US | $2M | – | 0.14 |
| Broadcom Inc. | Long | Debt | US | $2M | – | 0.12 |
| Broadcom Inc. | Long | Debt | US | $1M | – | 0.09 |
| Broadcom Inc. | Long | Debt | US | $243K | – | 0.02 |
| Broadstreet Partners, Inc. | Long | Loan | US | $173K | – | 0.01 |
| Broadstreet Partners, Inc. | Long | Loan | US | $18K | – | 0.00 |
| Brock Holdings III, Inc. | Long | Loan | US | $50K | – | 0.00 |
| Builders FirstSource, Inc. | Long | Debt | US | $79K | – | 0.01 |
| Builders FirstSource, Inc. | Long | Debt | US | $54K | – | 0.00 |
| Bulldog Purchaser Inc. | Long | Loan | US | $15K | – | 0.00 |
| BW Gas & Convenience Holdings, LLC | Long | Loan | US | $122K | – | 0.01 |
| BWXT Government Group, Inc. | Long | Debt | US | $180K | – | 0.01 |
| BWXT Government Group, Inc. | Long | Debt | US | $70K | – | 0.00 |
| BX 2021-PAC Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BX 2021-PAC Mortgage Trust | Long | ABS-mortgage backed security | US | $792K | – | 0.05 |
| BX 2021-PAC Mortgage Trust | Long | ABS-mortgage backed security | US | $235K | – | 0.02 |
| BX 2021-PAC Mortgage Trust | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| BX 2021-PAC Mortgage Trust | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| BX Commercial Mortgage Trust 2021-SOAR | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| BX Commercial Mortgage Trust 2022-LP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BX Commercial Mortgage Trust 2022-LP2 | Long | ABS-mortgage backed security | US | $446K | – | 0.03 |
| BX Commercial Mortgage Trust 2022-LP2 | Long | ABS-mortgage backed security | US | $366K | – | 0.02 |
| BX Commercial Mortgage Trust 2022-LP2 | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| BX Commercial Mortgage Trust 2023-XL3 | Long | ABS-mortgage backed security | US | $857K | – | 0.05 |
| BX Commercial Mortgage Trust 2023-XL3 | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| BX Commercial Mortgage Trust 2023-XL3 | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-MDHS | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BX Commercial Mortgage Trust 2024-XL4 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BX Commercial Mortgage Trust 2024-XL4 | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL5 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| BX Commercial Mortgage Trust 2024-XL5 | Long | ABS-mortgage backed security | US | $665K | – | 0.04 |
| BX Commercial Mortgage Trust 2024-XL5 | Long | ABS-mortgage backed security | US | $503K | – | 0.03 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $643K | – | 0.04 |
| BX Trust 2022-IND | Long | ABS-mortgage backed security | US | $883K | – | 0.06 |
| BX Trust 2022-IND | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| BX Trust 2022-IND | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| BX Trust 2022-IND | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| Byju's Alpha, Inc. | Long | Loan | US | $34K | – | 0.00 |
| Byju's Alpha, Inc. | Long | Loan | US | $1K | – | 0.00 |
| Byju's Alpha, Inc. | Long | Loan | US | $1K | – | 0.00 |
| C&S Group Enterprises LLC | Long | Debt | US | $153K | – | 0.01 |
| C&W Senior Financing Designated Activity Company | Long | Debt | US | $554K | – | 0.04 |
| CA Magnum Holdings | Long | Debt | US | $191K | – | 0.01 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $112K | – | 0.01 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $85K | – | 0.01 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $66K | – | 0.00 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $58K | – | 0.00 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $37K | – | 0.00 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $23K | – | 0.00 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $19K | – | 0.00 |
| Cablevision Lightpath LLC | Long | Debt | US | $8K | – | 0.00 |
| Caesars Entertainment Inc. | Long | Loan | US | $810K | – | 0.05 |
| Caesars Entertainment Inc. | Long | Loan | US | $70K | – | 0.00 |
| Caesars Entertainment, Inc. | Long | Debt | US | $191K | – | 0.01 |
| Caesars Entertainment, Inc. | Long | Debt | US | $78K | – | 0.00 |
| Caesars Entertainment, Inc. | Long | Debt | US | $52K | – | 0.00 |
| California Resources Corporation | Long | Debt | US | $168K | – | 0.01 |
| California Resources Corporation | Long | Equity-common | US | $86K | 2K | 0.01 |
| California Resources Corporation | Long | Debt | US | $70K | – | 0.00 |
| California Resources Corporation | Long | Equity-common | US | $7K | 404 | 0.00 |
| Calpine Construction Finance Company, L.P. | Long | Loan | US | $74K | – | 0.00 |
| Calumet Specialty Products Partners, L.P. | Long | Debt | US | $66K | – | 0.00 |
| Camelot U.S. Acquisition LLC | Long | Loan | US | $70K | – | 0.00 |
| Camelot U.S. Acquisition LLC | Long | Loan | US | $16K | – | 0.00 |
| Camelot U.S. Acquisition LLC | Long | Loan | US | $1K | – | 0.00 |
| Canacol Energy Ltd. | Long | Debt | US | $120K | – | 0.01 |
| Cano Health LLC | Long | Loan | US | $84K | – | 0.01 |
| Cano Health LLC | Long | Loan | US | $52K | – | 0.00 |
| Cano Health LLC | Long | Loan | US | $34K | – | 0.00 |
| Cano Health LLC | Long | Loan | US | $215.76 | – | 0.00 |
| Cano Health, LLC | Long | Debt | US | $75.8 | – | 0.00 |
| Capital One Financial Corporation | Long | Debt | US | $2M | – | 0.13 |
| Capital One Financial Corporation | Long | Debt | US | $2M | – | 0.12 |
| Capital One Financial Corporation | Long | Debt | US | $2M | – | 0.10 |
| Capital One Financial Corporation | Long | Debt | US | $1M | – | 0.09 |
| Capital One Financial Corporation | Long | Debt | US | $1M | – | 0.06 |
| Capital One Financial Corporation | Long | Debt | US | $630K | – | 0.04 |
| Capital One Multi-Asset Execution Trust | Long | ABS-collateralized bond/debt obligation | US | $690K | – | 0.04 |
| Capstone Borrower, Inc. | Long | Debt | US | $57K | – | 0.00 |
| Cardenas Markets, Inc. | Long | Loan | US | $197K | – | 0.01 |
| Cargo Aircraft Management, Inc. | Long | Debt | US | $153K | – | 0.01 |
| Carlyle Aviation Elevate Merger Subsidiary Ltd. | Long | Debt | US | $30K | – | 0.00 |
| CARLYLE US CLO 2021-11 LTD | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Carmax Auto Owner Trust 2023-4 | Long | ABS-collateralized bond/debt obligation | US | $582K | – | 0.04 |
| Carmax Auto Owner Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $455K | – | 0.03 |
| Carnelian Point Holdings, L.P. | Long | Equity-common | US | $283.24 | 97 | 0.00 |
| Carnival Corporation | Long | Debt | US | $494K | – | 0.03 |
| Carnival Corporation | Long | Loan | US | $216K | – | 0.01 |
| Carnival Corporation | Long | Loan | US | $145K | – | 0.01 |
| Carnival Corporation | Long | Debt | US | $126K | – | 0.01 |
| Carnival Corporation | Long | Debt | US | $103K | – | 0.01 |
| Carrier Global Corporation | Long | Debt | US | $162K | – | 0.01 |
| Carrier Global Corporation | Long | Debt | US | $153K | – | 0.01 |
| Carvana Co. | Long | Debt | US | $185K | – | 0.01 |
| Carvana Co. | Long | Debt | US | $172K | – | 0.01 |
| Carvana Co. | Long | Debt | US | $125K | – | 0.01 |
| Carvana Co. | Long | Debt | US | $89K | – | 0.01 |
| Carvana Co. | Long | Debt | US | $68K | – | 0.00 |
| Cast and Crew Payroll, LLC | Long | Loan | US | $118K | – | 0.01 |
| Castlelake Aircraft Structured Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.01 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $81K | – | 0.01 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $48K | – | 0.00 |
| CBRE Services, Inc. | Long | Debt | US | $679K | – | 0.04 |
| CCO Holdings, LLC | Long | Debt | US | $439K | – | 0.03 |
| CCO Holdings, LLC | Long | Debt | US | $113K | – | 0.01 |
| CCO Holdings, LLC | Long | Debt | US | $71K | – | 0.00 |
| CCO Holdings, LLC | Long | Debt | US | $60K | – | 0.00 |
| CCO Holdings, LLC | Long | Debt | US | $51K | – | 0.00 |
| CD&R Hydra Buyer Inc. | Long | Loan | US | $195K | – | 0.01 |
| Cedar Funding Vi CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.42 |
| Cedar Funding X CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $711K | – | 0.05 |
| Cedar Funding XII CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $543K | – | 0.03 |
| Cedar Funding XV CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Cedar Funding XVII CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $881K | – | 0.06 |
| Celanese US Holdings LLC | Long | Debt | US | $678K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $656K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $398K | – | 0.03 |
| Celtic Resources Holdings Designated Activity Company | Long | Debt | US | $0 | – | – |
| CEMEX S.A.B. de C.V. | Long | Debt | US | $246K | – | 0.02 |
| CEMEX S.A.B. de C.V. | Long | Debt | US | $214K | – | 0.01 |
| Cenovus Energy Inc. | Long | Debt | US | $1M | – | 0.07 |
| Cenovus Energy Inc. | Long | Debt | US | $99K | – | 0.01 |
| Cenovus Energy Inc. | Long | Debt | US | $82K | – | 0.01 |
| Cenovus Energy Inc. | Long | Debt | US | $39K | – | 0.00 |
| Centene Corporation | Long | Debt | US | $995K | – | 0.06 |
| Centene Corporation | Long | Debt | US | $791K | – | 0.05 |
| Centene Corporation | Long | Debt | US | $516K | – | 0.03 |
| Centene Corporation | Long | Debt | US | $438K | – | 0.03 |
| Centene Corporation | Long | Debt | US | $425K | – | 0.03 |
| Central American Bottling Corporation | Long | Debt | US | $144K | – | 0.01 |
| Central Garden & Pet Company | Long | Debt | US | $220K | – | 0.01 |
| Central Parent Inc. | Long | Loan | US | $153K | – | 0.01 |
| Central Parent Inc. | Long | Debt | US | $144K | – | 0.01 |
| Century Communities, Inc. | Long | Debt | US | $98K | – | 0.01 |
| Cenub Qaz Dehlizi, Qsc | Long | Debt | US | $206K | – | 0.01 |
| CF Hippolyta Issuer LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| CFCRE 2016-C7 Mortgage Trust | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| CFCRE 2017-C8 Mortgage Trust | Long | ABS-mortgage backed security | US | $850K | – | 0.05 |
| CFMT 2023-HB12, LLC | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| CFMT 2024-HB13, LLC | Long | ABS-mortgage backed security | US | $507K | – | 0.03 |
| Chamberlain Group Inc | Long | Loan | US | $60K | – | 0.00 |
| Chamberlain Group Inc | Long | Loan | US | $20K | – | 0.00 |
| Champions Financing Inc. | Long | Debt | US | $190K | – | 0.01 |
| Charles River Laboratories International, Inc. | Long | Debt | US | $64K | – | 0.00 |
| Charlotte Buyer, Inc. | Long | Loan | US | $94K | – | 0.01 |
| Charter Communications Operating, LLC | Long | Debt | US | $4M | – | 0.23 |
| Charter Communications Operating, LLC | Long | Debt | US | $2M | – | 0.12 |
| Charter Communications Operating, LLC | Long | Debt | US | $882K | – | 0.06 |
| Charter Communications Operating, LLC | Long | Loan | US | $719K | – | 0.05 |
| Charter Communications Operating, LLC | Long | Debt | US | $479K | – | 0.03 |
| Charter Communications Operating, LLC | Long | Debt | US | $430K | – | 0.03 |
| Charter Communications Operating, LLC | Long | Debt | US | $377K | – | 0.02 |
| Charter NEX US, Inc. | Long | Loan | US | $186K | – | 0.01 |
| Chase Auto Owner Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.03 |
| Chemours Company (The) | Long | Loan | US | $301K | – | 0.02 |
| Chemours Company (The) | Long | Loan | US | $77K | – | 0.00 |
| Cheniere Energy Partners, L.P. | Long | Debt | US | $40K | – | 0.00 |
| Chesapeake Energy Corporation | Long | Equity-common | US | $387K | 5K | 0.02 |
| Chesapeake Funding II LLC | Long | ABS-collateralized bond/debt obligation | US | $581K | – | 0.04 |
| Chesapeake Funding II LLC | Long | ABS-collateralized bond/debt obligation | US | $353K | – | 0.02 |
| CHG Healthcare Services Inc. | Long | Loan | US | $55K | – | 0.00 |
| CHG Healthcare Services Inc. | Long | Loan | US | $48K | – | 0.00 |
| CHG Healthcare Services Inc. | Long | Loan | US | $5K | – | 0.00 |
| Chile Electricity Lux MPC S.a r.l. | Long | Debt | US | $202K | – | 0.01 |
| Chobani, LLC | Long | Loan | US | $176K | – | 0.01 |
| Chromalloy Corporation | Long | Loan | US | $70K | – | 0.00 |
| Ciena Corporation | Long | Loan | US | $45K | – | 0.00 |
| Cimpress NV | Long | Debt | US | $40K | – | 0.00 |
| Citadel Securities LP | Long | Loan | US | $341K | – | 0.02 |
| Citgo Petroleum Corporation | Long | Debt | US | $169K | – | 0.01 |
| Citgo Petroleum Corporation | Long | Debt | US | $161K | – | 0.01 |
| Citgo Petroleum Corporation | Long | Debt | US | $7K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-collateralized bond/debt obligation | US | $135K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $279K | – | 0.02 |
| Citigroup Inc. | Long | Debt | US | $4M | – | 0.24 |
| Citigroup Inc. | Long | Debt | US | $2M | – | 0.13 |
| Citigroup Inc. | Long | Debt | US | $1M | – | 0.09 |
| Citigroup Inc. | Long | Debt | US | $471K | – | 0.03 |
| Citigroup Inc. | Long | Debt | US | $304K | – | 0.02 |
| Citigroup Inc. | Long | Debt | US | $195K | – | 0.01 |
| Citigroup Inc. | Long | Debt | US | $95K | – | 0.01 |
| Citizens Auto Receivables Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $400K | – | 0.03 |
| City Football Group Limited | Long | Loan | US | $850K | – | 0.05 |
| City Football Group Limited | Long | Loan | US | $10K | – | 0.00 |
| Clarios Global LP | Long | Loan | US | $215K | – | 0.01 |
| Clarios Global LP | Long | Debt | US | $101K | – | 0.01 |
| Clean Harbors, Inc. | Long | Debt | US | $60K | – | 0.00 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $161K | – | 0.01 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $68K | – | 0.00 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $67K | – | 0.00 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $38K | – | 0.00 |
| Clearway Energy Operating LLC | Long | Debt | US | $24K | – | 0.00 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $1M | – | 0.08 |
| Cleveland-Cliffs Inc. | Long | Debt | US | $25K | – | 0.00 |
| Cloud Software Group, Inc. | Long | Debt | US | $434K | – | 0.03 |
| Cloud Software Group, Inc. | Long | Loan | US | $410K | – | 0.03 |
| Cloud Software Group, Inc. | Long | Debt | US | $219K | – | 0.01 |
| Cloud Software Group, Inc. | Long | Debt | US | $59K | – | 0.00 |
| Cloud Software Group, Inc. | Long | Loan | US | $55K | – | 0.00 |
| Cloud Software Group, Inc. | Long | Loan | US | $1K | – | 0.00 |
| ClubCorp Holdings, Inc. | Long | Loan | US | $323K | – | 0.02 |
| Clydesdale Acquisition Holdings Inc | Long | Loan | US | $725K | – | 0.05 |
| Clydesdale Acquisition Holdings, Inc. | Long | Debt | US | $127K | – | 0.01 |
| Clydesdale Acquisition Holdings, Inc. | Long | Debt | US | $44K | – | 0.00 |
| CNT Holdings I Corp | Long | Loan | US | $165K | – | 0.01 |
| CNX Midstream Partners LP | Long | Debt | US | $171K | – | 0.01 |
| CNX Resources Corporation | Long | Debt | US | $81K | – | 0.01 |
| CNX Resources Corporation | Long | Debt | US | $44K | – | 0.00 |
| Cogent Communications Group, LLC | Long | Debt | US | $153K | – | 0.01 |
| Coherent Corp. | Long | Debt | US | $256K | – | 0.02 |
| Coinbase Global, Inc. | Long | Debt | US | $228K | – | 0.01 |
| Colgate Energy Partners III, LLC | Long | Debt | US | $227K | – | 0.01 |
| Colombia Telecomunicaciones S.A. E.S.P. | Long | Debt | US | $35K | – | 0.00 |
| Columbia Cent CLO 29 Limited | Long | ABS-collateralized bond/debt obligation | US | $883K | – | 0.06 |
| Columbia Cent CLO 30 Limited | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Columbia Cent CLO 30 Limited | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Columbia Pipelines Operating Company LLC | Long | Debt | US | $503K | – | 0.03 |
| Columbia Pipelines Operating Company LLC | Long | Debt | US | $279K | – | 0.02 |
| Columbia Pipelines Operating Company LLC | Long | Debt | US | $186K | – | 0.01 |
| Columbia Pipelines Operating Company LLC | Long | Debt | US | $168K | – | 0.01 |
| Columbia Pipelines Operating Company LLC | Long | Debt | US | $153K | – | 0.01 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | US | $115K | – | 0.01 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | US | $73K | – | 0.00 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | US | $63K | – | 0.00 |
| Commercial Metals Company | Long | Debt | US | $41K | – | 0.00 |
| Commercial Metals Company | Long | Debt | US | $41K | – | 0.00 |
| Commonwealth Bank of Australia | Long | Debt | US | $344K | – | 0.02 |
| Commscope, Inc. | Long | Debt | US | $101K | – | 0.01 |
| Community Health Systems, Inc. | Long | Debt | US | $672K | – | 0.04 |
| Community Health Systems, Inc. | Long | Debt | US | $293K | – | 0.02 |
| Community Health Systems, Inc. | Long | Debt | US | $128K | – | 0.01 |
| Community Health Systems, Inc. | Long | Debt | US | $95K | – | 0.01 |
| Community Health Systems, Inc. | Long | Debt | US | $94K | – | 0.01 |
| Community Health Systems, Inc. | Long | Debt | US | $87K | – | 0.01 |
| Community Health Systems, Inc. | Long | Debt | US | $42K | – | 0.00 |
| Compania de Minas Buenaventura S.A.A. | Long | Debt | US | $87K | – | 0.01 |
| Comstock Resources, Inc. | Long | Debt | US | $210K | – | 0.01 |
| Comstock Resources, Inc. | Long | Debt | US | $63K | – | 0.00 |
| Conair Holdings, LLC | Long | Loan | US | $130K | – | 0.01 |
| Congruex Group LLC | Long | Loan | US | $101K | – | 0.01 |
| Connect Finco Sarl | Long | Loan | US | $80K | – | 0.01 |
| Connect Finco SARL | Long | Debt | US | $63K | – | 0.00 |
| Consolidated Communications, Inc. | Long | Debt | US | $46K | – | 0.00 |
| Consolidated Energy Finance S.A. | Long | Debt | US | $150K | – | 0.01 |
| Consolidated Energy Finance, S.A. | Long | Loan | US | $189K | – | 0.01 |
| Constant Contact Inc | Long | Loan | US | $141K | – | 0.01 |
| Constellation Merger Sub Inc. | Long | Debt | US | $36K | – | 0.00 |
| COPT Defense Properties | Long | Debt | US | $243K | – | 0.02 |
| COPT Defense Properties | Long | Debt | US | $155K | – | 0.01 |
| Coral-US Co-Borrower, LLC | Long | Loan | US | $202K | – | 0.01 |
| Coral-US Co-Borrower, LLC | Long | Loan | US | $54K | – | 0.00 |
| Core & Main LP | Long | Loan | US | $50K | – | 0.00 |
| Corebridge Financial, Inc. | Long | Debt | US | $4M | – | 0.26 |
| Corebridge Financial, Inc. | Long | Debt | US | $402K | – | 0.03 |
| Corebridge Financial, Inc. | Long | Debt | US | $386K | – | 0.02 |
| Corebridge Financial, Inc. | Long | Debt | US | $289K | – | 0.02 |
| Corebridge Financial, Inc. | Long | Debt | US | $259K | – | 0.02 |
| Corebridge Financial, Inc. | Long | Debt | US | $91K | – | 0.01 |
| CoreCivic, Inc. | Long | Debt | US | $207K | – | 0.01 |
| CoreCivic, Inc. | Long | Debt | US | $160K | – | 0.01 |
| CoreLogic, Inc. | Long | Loan | US | $361K | – | 0.02 |
| CoreLogic, Inc. | Long | Debt | US | $209K | – | 0.01 |
| Corporacion Geo, S.A.B. De C.V. | Long | Debt | MX | $0 | – | – |
| Corporacion Nacional del Cobre de Chile | Long | Debt | US | $200K | – | 0.01 |
| Corporacion Nacional del Cobre de Chile | Long | Debt | US | $198K | – | 0.01 |
| Corporacion Nacional del Cobre de Chile | Long | Debt | US | $95K | – | 0.01 |
| Corporacion Nacional del Cobre de Chile | Long | Debt | US | $53K | – | 0.00 |
| Corporacion Nacional del Cobre de Chile | Long | Debt | US | $22K | – | 0.00 |
| Corporation Service Company | Long | Loan | US | $58K | – | 0.00 |
| Cosan Overseas Limited | Long | Debt | KY | $192K | – | 0.01 |
| Cotiviti Corporation | Long | Loan | US | $302K | – | 0.02 |
| Cotiviti Corporation | Long | Loan | US | $55K | – | 0.00 |
| Cougar JV Subsidiary, LLC | Long | Debt | US | $62K | – | 0.00 |
| Covanta Holding Corporation | Long | Debt | US | $146K | – | 0.01 |
| Covanta Holding Corporation | Long | Loan | US | $95K | – | 0.01 |
| Covanta Holding Corporation | Long | Loan | US | $47K | – | 0.00 |
| Covanta Holding Corporation | Long | Loan | US | $7K | – | 0.00 |
| Covanta Holding Corporation | Long | Loan | US | $3K | – | 0.00 |
| CPI CG Inc. | Long | Debt | US | $47K | – | 0.00 |
| CPI Holdco B LLC | Long | Loan | US | $125K | – | 0.01 |
| CPM Holdings, Inc. | Long | Loan | US | $49K | – | 0.00 |
| CQP Holdco LP | Long | Loan | US | $541K | – | 0.03 |
| CQP Holdco LP | Long | Debt | US | $259K | – | 0.02 |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $70K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $47K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $37K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $35K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (JP MORGAN CHASE & CO) | Derivative-credit | US | $33K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $26K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $24K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $23K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $19K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $17K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $17K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $17K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $14K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $14K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $14K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $14K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (JP MORGAN CHASE & CO) | Derivative-credit | US | $14K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $14K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (JP MORGAN CHASE & CO) | Derivative-credit | US | $12K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $12K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $10K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $10K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (JP MORGAN CHASE & CO) | Derivative-credit | US | $10K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (JP MORGAN CHASE & CO) | Derivative-credit | US | $9K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $9K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $9K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $9K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $5K | – | 0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-8K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $-10K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-19K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $-31K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (CITIGROUP INC.) | Derivative-credit | US | $-51K | – | -0.00 | |
| Crescent Energy Finance LLC | Long | Debt | US | $51K | – | 0.00 |
| Crocs, Inc. | Long | Debt | US | $83K | – | 0.01 |
| Crown Finance US, Inc. | Long | Loan | US | $100K | – | 0.01 |
| Crown Subsea Communications Holding,Inc. | Long | Loan | US | $250K | – | 0.02 |
| CrownRock, L.P. | Long | Debt | US | $35K | – | 0.00 |
| Cruise Yacht Upper Holdco Ltd | Long | Debt | US | $203K | – | 0.01 |
| CSAIL 2018-CX12 Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| CSC Holdings, LLC | Long | Loan | US | $428K | – | 0.03 |
| CSC Holdings, LLC | Long | Debt | US | $175K | – | 0.01 |
| CSC Holdings, LLC | Long | Debt | US | $123K | – | 0.01 |
| CSC Holdings, LLC | Long | Debt | US | $97K | – | 0.01 |
| CSC Holdings, LLC | Long | Debt | US | $97K | – | 0.01 |
| CSC Holdings, LLC | Long | Debt | US | $53K | – | 0.00 |
| CSMC 2020-NET | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| CSN Islands XII Corp | Long | Debt | US | $143K | – | 0.01 |
| CSN Resources S.A. | Long | Debt | US | $71K | – | 0.00 |
| CT Trust | Long | Debt | US | $176K | – | 0.01 |
| CTR Partnership, L.P. | Long | Debt | US | $101K | – | 0.01 |
| Cushman & Wakefield U.S. Borrower, LLC | Long | Loan | US | $115K | – | 0.01 |
| Cushman & Wakefield U.S. Borrower, LLC | Long | Loan | US | $70K | – | 0.00 |
| Cushman & Wakefield U.S. Borrower, LLC | Long | Loan | US | $7K | – | 0.00 |
| CVR Energy, Inc. | Long | Debt | US | $201K | – | 0.01 |
| CVR Energy, Inc. | Long | Debt | US | $125K | – | 0.01 |
| CVR Partners, LP | Long | Debt | US | $92K | – | 0.01 |
| CVS Health Corporation | Long | Debt | US | $524K | – | 0.03 |
| CVS Health Corporation | Long | Debt | US | $248K | – | 0.02 |
| CVS Health Corporation | Long | Debt | US | $214K | – | 0.01 |
| CVS Health Corporation | Long | Debt | US | $88K | – | 0.01 |
| Da Vinci Purchaser Corp. | Long | Loan | US | $83K | – | 0.01 |
| Da Vinci Purchaser Corp. | Long | Loan | US | $62K | – | 0.00 |
| Daimler Trucks Retail Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $917K | – | 0.06 |
| Dana Incorporated | Long | Debt | US | $81K | – | 0.01 |
| Darling Ingredients Inc. | Long | Debt | US | $59K | – | 0.00 |
| Dave & Buster's, Inc. | Long | Loan | US | $149K | – | 0.01 |
| DaVita Inc. | Long | Debt | US | $271K | – | 0.02 |
| DaVita, Inc. | Long | Loan | US | $141K | – | 0.01 |
| Dayforce, Inc. | Long | Loan | US | $70K | – | 0.00 |
| DCert Buyer, Inc. | Long | Loan | US | $323K | – | 0.02 |
| DCert Buyer, Inc. | Long | Loan | US | $146K | – | 0.01 |
| Del Monte Foods, Inc. | Long | Loan | US | $213K | – | 0.01 |
| Delek Logistics Partners, LP | Long | Debt | US | $207K | – | 0.01 |
| Delek Logistics Partners, LP | Long | Debt | US | $122K | – | 0.01 |
| Delek US Holdings, Inc. | Long | Loan | US | $261K | – | 0.02 |
| Dell International L.L.C. | Long | Debt | US | $303K | – | 0.02 |
| Delta 2 (LUX) S.a.r.l. | Long | Loan | US | $270K | – | 0.02 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $672K | – | 0.04 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $334K | – | 0.02 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $234K | – | 0.01 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $159K | – | 0.01 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $106K | – | 0.01 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $91K | – | 0.01 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $83K | – | 0.01 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $50K | – | 0.00 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $30K | – | 0.00 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $29K | – | 0.00 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $8K | – | 0.00 |
| Derby Buyer LLC | Long | Loan | US | $131K | – | 0.01 |
| Deutsche Bank Aktiengesellschaft | Long | Debt | US | $5M | – | 0.31 |
| Deutsche Bank Aktiengesellschaft | Long | Debt | US | $2M | – | 0.14 |
| DG Investment Intermediate Holdings 2, Inc. | Long | Loan | US | $152K | – | 0.01 |
| DG Investment Intermediate Holdings 2, Inc. | Long | Loan | US | $84K | – | 0.01 |
| DG Investment Intermediate Holdings 2, Inc. | Long | Loan | US | $73K | – | 0.00 |
| Diamond Escrow Issuer, LLC | Long | Debt | US | $233K | – | 0.01 |
| Diamond Sports Group, LLC | Long | Loan | US | $99K | – | 0.01 |
| Diamond Sports Group, LLC | Long | Loan | US | $96K | – | 0.01 |
| Diamond Sports Group, LLC | Long | Loan | US | $23K | – | 0.00 |
| Diamond Sports Group, LLC | Long | Loan | US | $9K | – | 0.00 |
| Digicel Group Holdings Limited | Long | Equity-common | US | $999.78 | 1K | 0.00 |
| Discover Bank | Long | Debt | US | $2M | – | 0.13 |
| Discover Card Execution Note Trust | Long | ABS-collateralized bond/debt obligation | US | $591K | – | 0.04 |
| Discover Financial Services | Long | Debt | US | $269K | – | 0.02 |
| Discovery Communications, LLC | Long | Debt | US | $474K | – | 0.03 |
| Discovery Purchaser Corporation | Long | Loan | US | $413K | – | 0.03 |
| DISH DBS Corporation | Long | Debt | US | $134K | – | 0.01 |
| Dish Network Corporation | Long | Debt | US | $647K | – | 0.04 |
| Dish Network Corporation | Long | Debt | US | $285K | – | 0.02 |
| DLLAA 2023-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.02 |
| DLLAA 2023-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $252K | – | 0.02 |
| DLLAD 2023-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $297K | – | 0.02 |
| DLLAD 2024-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.01 |
| DP World Crescent Limited | Long | Debt | US | $161K | – | 0.01 |
| DP World Limited | Long | Debt | US | $95K | – | 0.01 |
| DP World Salaam | Long | Debt | US | $198K | – | 0.01 |
| DPL Inc. | Long | Debt | US | $95K | – | 0.01 |
| Driven Holdings, LLC | Long | Loan | US | $18K | – | 0.00 |
| Dryden 37 Senior Loan Fund | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.05 |
| Dryden 76 CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Dryden 85 CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Dryden 90 CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $457K | – | 0.03 |
| Dryden 98 CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $592K | – | 0.04 |
| DT Midstream, Inc. | Long | Debt | US | $92K | – | 0.01 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| Dubai, Government of | Long | Debt | US | $186K | – | 0.01 |
| Duke Energy Corporation | Long | Debt | US | $366K | – | 0.02 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $535K | – | 0.03 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $176K | – | 0.01 |
| EAB Global, Inc. | Long | Loan | US | $113K | – | 0.01 |
| Eagle Parent Corp. | Long | Loan | US | $148K | – | 0.01 |
| Eagle Parent Corp. | Long | Loan | US | $14K | – | 0.00 |
| Eagle Parent Corp. | Long | Loan | US | $14K | – | 0.00 |
| Eastern Power LLC | Long | Loan | US | $40K | – | 0.00 |
| Eaton Vance CLO 2013-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $270K | – | 0.02 |
| Eaton Vance CLO 2019-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Eaton Vance CLO 2020-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| ECL Entertainment, LLC | Long | Loan | US | $60K | – | 0.00 |
| Eco Material Technologies Inc. | Long | Debt | US | $261K | – | 0.02 |
| Ecopetrol S.A. | Long | Debt | US | $238K | – | 0.02 |
| Ecopetrol S.A. | Long | Debt | US | $69K | – | 0.00 |
| Ecopetrol S.A. | Long | Debt | US | $61K | – | 0.00 |
| EG Global Finance PLC | Long | Debt | US | $817K | – | 0.05 |
| EG Group Limited | Long | Loan | US | $491K | – | 0.03 |
| EIG Pearl Holdings S.a r.l. | Long | Debt | US | $236K | – | 0.02 |
| Elastic N.V. | Long | Debt | US | $69K | – | 0.00 |
| Eldorado Gold Corporation | Long | Debt | US | $58K | – | 0.00 |
| Eldorado Resorts, Inc. | Long | Debt | US | $204K | – | 0.01 |
| Electron BidCo Inc. | Long | Loan | US | $83K | – | 0.01 |
| ELP Commercial Mortgage Trust 2021-ELP | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Embecta Corp | Long | Loan | US | $146K | – | 0.01 |
| Embecta Corp. | Long | Debt | US | $58K | – | 0.00 |
| Embraer Netherlands Finance B.V. | Long | Debt | US | $99K | – | 0.01 |
| Embraer Netherlands Finance B.V. | Long | Debt | US | $74K | – | 0.00 |
| Embraer Netherlands Finance B.V. | Long | Debt | US | $67K | – | 0.00 |
| Emerald Debt Merger Sub LLC | Long | Debt | US | $292K | – | 0.02 |
| Emergent BioSolutions Inc. | Long | Debt | US | $233K | – | 0.01 |
| Empire Today, LLC | Long | Loan | US | $51K | – | 0.00 |
| EMRLD Borrower LP | Long | Debt | US | $106K | – | 0.01 |
| Encore Capital Group, Inc. | Long | Debt | US | $209K | – | 0.01 |
| Encore Capital Group, Inc. | Long | Debt | US | $173K | – | 0.01 |
| Endeavour Mining PLC | Long | Debt | US | $189K | – | 0.01 |
| Endo Luxembourg Finance Company I S.a r.l. | Long | Loan | US | $125K | – | 0.01 |
| Energean Israel Finance Ltd | Long | Debt | US | $198K | – | 0.01 |
| Energean Israel Finance Ltd | Long | Debt | US | $35K | – | 0.00 |
| Energean PLC | Long | Debt | US | $304K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.25 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $791K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $620K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $472K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $301K | – | 0.02 |
| Enfragen Energia Sur SA. | Long | Debt | US | $209K | – | 0.01 |
| EnLink Midstream Partners, LP | Long | Debt | US | $134K | – | 0.01 |
| Enlink Midstream, LLC | Long | Debt | US | $102K | – | 0.01 |
| Enlink Midstream, LLC | Long | Debt | US | $20K | – | 0.00 |
| ENN Clean Energy International Investment Limited | Long | Debt | US | $191K | – | 0.01 |
| Ensemble Health 1/24 TLB | Long | Loan | US | $50K | – | 0.00 |
| Ensemble RCM, LLC | Long | Loan | US | $179K | – | 0.01 |
| Entegris Escrow Corporation | Long | Debt | US | $35K | – | 0.00 |
| Entegris, Inc. | Long | Debt | US | $225K | – | 0.01 |
| Enterprise Fleet Financing 2023-3, LLC | Long | ABS-collateralized bond/debt obligation | US | $924K | – | 0.06 |
| Enterprise Fleet Financing 2024-2, LLC | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.03 |
| Enterprise Fleet Financing 2024-2, LLC | Long | ABS-collateralized bond/debt obligation | US | $414K | – | 0.03 |
| Entertainment Studios, Inc. | Long | Debt | US | $62K | – | 0.00 |
| EOS Finco Sarl | Long | Loan | US | $42K | – | 0.00 |
| Epic Y-Grade Services, LP | Long | Loan | US | $135K | – | 0.01 |
| Epic Y-Grade Services, LP | Long | Loan | US | $25K | – | 0.00 |
| Epicor Software Corp | Long | Loan | US | $214K | – | 0.01 |
| Epicor Software Corp | Long | Loan | US | $50K | – | 0.00 |
| EQM Midstream Partners, LP | Long | Debt | US | $123K | – | 0.01 |
| EQM Midstream Partners, LP | Long | Debt | US | $116K | – | 0.01 |
| EQUATE Petrochemical B.V. | Long | Debt | US | $48K | – | 0.00 |
| Equitable Holdings, Inc. | Long | Debt | US | $247K | – | 0.02 |
| ERM Emerald US Inc. | Long | Loan | US | $21K | – | 0.00 |
| ERM Emerald US Inc. | Long | Loan | US | $3K | – | 0.00 |
| ERO Copper Corp. | Long | Debt | US | $272K | – | 0.02 |
| Esdec Solar Group B.V. | Long | Loan | US | $175K | – | 0.01 |
| Esdec Solar Group B.V. | Long | Loan | US | $37K | – | 0.00 |
| ESKOM Holdings | Long | Debt | US | $194K | – | 0.01 |
| ESKOM Holdings | Long | Debt | US | $145K | – | 0.01 |
| ESKOM Holdings | Long | Debt | US | $25K | – | 0.00 |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $85K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $51K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $31K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $14K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Exelon Corporation | Long | Debt | US | $2M | – | 0.16 |
| Exelon Corporation | Long | Debt | US | $235K | – | 0.02 |
| Exelon Corporation | Long | Debt | US | $133K | – | 0.01 |
| Exelon Corporation | Long | Debt | US | $94K | – | 0.01 |
| ExGen Renewables IV, LLC | Long | Loan | US | $74K | – | 0.00 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $516K | – | 0.03 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $436K | – | 0.03 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $294K | – | 0.02 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fanatics Commerce Intermediate Holdco, LLC | Long | Loan | US | $45K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $990K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $940K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $898K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $844K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $843K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $825K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $819K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $813K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $808K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $795K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $795K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $786K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $760K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $758K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $753K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $728K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $723K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $705K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $690K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $684K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $654K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $653K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $606K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $601K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $601K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $597K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $587K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $561K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $558K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $553K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $553K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $551K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $550K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $529K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $528K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $512K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $471K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $465K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $463K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $451K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $438K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $430K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $411K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $382K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $343K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $324K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $319K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $316K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $310K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $307K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $251K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $241K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $35M | – | 2.22 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8M | – | 0.51 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8M | – | 0.51 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.38 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $999K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $967K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $922K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $899K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $893K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $890K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $885K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $883K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $879K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $835K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $833K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $800K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $798K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $753K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $746K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $741K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $697K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $690K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $685K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $684K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $673K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $666K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $661K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $651K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $641K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $635K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $630K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $610K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $608K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $607K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $602K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $602K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $601K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $579K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $575K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $558K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $557K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $557K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $553K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $544K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $527K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $522K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $521K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $516K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $514K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $506K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $483K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $466K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $461K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $456K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $453K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $445K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $442K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $441K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $435K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $432K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $424K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $419K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $419K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $416K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $412K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $412K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $350K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $343K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $299K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $275K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $268K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $247K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $245K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $244K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $241K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $239K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Short | ABS-mortgage backed security | US | $-163K | – | -0.01 |
| Federal National Mortgage Association, Inc. | Short | ABS-mortgage backed security | US | $-611K | – | -0.04 |
| FEL Energy VI S.a r.l. | Long | Debt | US | $158K | – | 0.01 |
| Fertitta Entertainment LLC | Long | Debt | US | $259K | – | 0.02 |
| Fertitta Entertainment LLC | Long | Debt | US | $118K | – | 0.01 |
| Fertitta Entertainment, LLC | Long | Loan | US | $1M | – | 0.08 |
| Fiesta Purchaser Inc. | Long | Debt | US | $88K | – | 0.01 |
| Fiesta Purchaser, Inc. | Long | Loan | US | $72K | – | 0.00 |
| Fiesta Purchaser, Inc. | Long | Loan | US | $59K | – | 0.00 |
| Filtration Group Corporation | Long | Loan | US | $199K | – | 0.01 |
| Finastra USA, Inc. | Long | Loan | US | $171K | – | 0.01 |
| Finastra USA, Inc. | Long | Loan | US | $4K | – | 0.00 |
| FinCo I LLC | Long | Loan | US | $48K | – | 0.00 |
| First Quantum Minerals Ltd | Long | Debt | US | $246K | – | 0.02 |
| First Quantum Minerals Ltd | Long | Debt | US | $220K | – | 0.01 |
| Fitness International, LLC | Long | Loan | US | $70K | – | 0.00 |
| Fitness International, LLC | Long | Loan | US | $175.66 | – | 0.00 |
| Five Corners Funding Trust II | Long | Debt | US | $2M | – | 0.10 |
| Flatiron CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Flatiron CLO 20 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Flatiron CLO 21 Ltd | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.04 |
| Fleet Midco I Limited | Long | Loan | US | $85K | – | 0.01 |
| Flexera Software LLC | Long | Loan | US | $195K | – | 0.01 |
| Fluidra, S.A. | Long | Loan | US | $155K | – | 0.01 |
| Flutter Financing B.V. | Long | Loan | US | $293K | – | 0.02 |
| Flynn Restaurant Group LP | Long | Loan | US | $78K | – | 0.01 |
| FMG Resources (August 2006) Pty Ltd | Long | Debt | US | $108K | – | 0.01 |
| Focus Financial Partners, LLC | Long | Loan | US | $211K | – | 0.01 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-collateralized bond/debt obligation | US | $993K | – | 0.06 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-collateralized bond/debt obligation | US | $701K | – | 0.04 |
| Ford Motor Credit Company LLC | Long | Debt | US | $3M | – | 0.19 |
| Ford Motor Credit Company LLC | Long | Debt | US | $2M | – | 0.11 |
| Ford Motor Credit Company LLC | Long | Debt | US | $157K | – | 0.01 |
| Ford Motor Credit Company LLC | Long | Debt | US | $77K | – | 0.00 |
| Fortress Transportation And Infrastructure Investors LLC | Long | Debt | US | $126K | – | 0.01 |
| Fortress Transportation And Infrastructure Investors LLC | Long | Debt | US | $41K | – | 0.00 |
| Forward Air Corporation | Long | Loan | US | $212K | – | 0.01 |
| Forward Air Corporation | Long | Debt | US | $105K | – | 0.01 |
| Foundation Building Materials Holding Company LLC | Long | Loan | US | $188K | – | 0.01 |
| Foundation Building Materials Holding Company LLC | Long | Loan | US | $472.23 | – | 0.00 |
| Foundation Building Materials, Inc. | Long | Debt | US | $102K | – | 0.01 |
| Four Seasons Hotels Limited | Long | Loan | US | $183K | – | 0.01 |
| Fox Corporation | Long | Debt | US | $540K | – | 0.03 |
| Franchise Group Intermediate Holdco, LLC | Long | Loan | US | $172K | – | 0.01 |
| Franchise Group Intermediate Holdco, LLC | Long | Loan | US | $52K | – | 0.00 |
| Fresnillo PLC | Long | Debt | US | $148K | – | 0.01 |
| Froneri International Ltd. | Long | Loan | US | $105K | – | 0.01 |
| Froneri International Ltd. | Long | Loan | US | $48K | – | 0.00 |
| Frontier Comms Hldgs LLC | Long | Loan | US | $279K | – | 0.02 |
| Frontier Communications Corp. | Long | Loan | US | $565K | – | 0.04 |
| Frontier Communications Holdings, LLC | Long | Debt | US | $100K | – | 0.01 |
| Frontier Communications Holdings, LLC | Long | Debt | US | $97K | – | 0.01 |
| Frontier Communications Holdings, LLC | Long | Debt | US | $10K | – | 0.00 |
| Frontier Communications Parent, Inc. | Long | Debt | US | $122K | – | 0.01 |
| Frontier Communications Parent, Inc. | Long | Debt | US | $33K | – | 0.00 |
| Fugue Finance B.V. | Long | Loan | US | $99K | – | 0.01 |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $422K | – | 0.03 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| Gabon, Government of | Long | Debt | US | $79K | – | 0.01 |
| Gabon, Government of | Long | Debt | US | $60K | – | 0.00 |
| Galaxy Pipeline Assets Bidco Limited | Long | Debt | US | $245K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Limited | Long | Debt | US | $56K | – | 0.00 |
| Galaxy US Opco Inc. | Long | Loan | US | $166K | – | 0.01 |
| Galaxy US Opco Inc. | Long | Loan | US | $80K | – | 0.01 |
| Garden SpinCo Corporation | Long | Debt | US | $43K | – | 0.00 |
| Gates Corporation | Long | Debt | US | $112K | – | 0.01 |
| Gemini HDPE LLC | Long | Loan | US | $76K | – | 0.00 |
| Gems Menasa (Cayman) Limited | Long | Debt | US | $338K | – | 0.02 |
| Gen Digital Inc. | Long | Loan | US | $344K | – | 0.02 |
| General Motors Financial Company, Inc. | Long | Debt | US | $950K | – | 0.06 |
| Generation Bridge Northeast, LLC | Long | Loan | US | $88K | – | 0.01 |
| Genesee & Wyoming Inc. | Long | Debt | US | $229K | – | 0.01 |
| Genesee & Wyoming Inc. (New) | Long | Loan | US | $140K | – | 0.01 |
| Genesys Cloud Services Holdings II LLC | Long | Loan | US | $150K | – | 0.01 |
| GENM Capital Labuan Limited | Long | Debt | US | $175K | – | 0.01 |
| Geo Group, Inc. (The) | Long | Loan | US | $102K | – | 0.01 |
| GEO Group, Inc., The | Long | Debt | US | $162K | – | 0.01 |
| GEO Group, Inc., The | Long | Debt | US | $133K | – | 0.01 |
| Geopark Limited | Long | Debt | US | $100K | – | 0.01 |
| GFL Environmental Inc. | Long | Debt | US | $77K | – | 0.00 |
| GGAM Finance Ltd. | Long | Debt | US | $245K | – | 0.02 |
| GGAM Finance Ltd. | Long | Debt | US | $219K | – | 0.01 |
| GGAM Finance Ltd. | Long | Debt | US | $32K | – | 0.00 |
| GGAM Finance Ltd. | Long | Debt | US | $20K | – | 0.00 |
| Ghana, Government of | Long | Debt | US | $69K | – | 0.00 |
| Ghana, Government of | Long | Debt | US | $54K | – | 0.00 |
| Ghana, Government of | Long | Debt | US | $18K | – | 0.00 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $630K | – | 0.04 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $612K | – | 0.04 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $462K | – | 0.03 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GIP II Blue Holding, L.P | Long | Loan | US | $388K | – | 0.02 |
| Global Education Management Systems Establishment | Long | Loan | US | $186K | – | 0.01 |
| Global Infrastructure Solutions Inc. | Long | Debt | US | $141K | – | 0.01 |
| Global Net Lease Operating Partnership, L.P. | Long | Debt | US | $215K | – | 0.01 |
| Global Partners LP | Long | Debt | US | $322K | – | 0.02 |
| GLP Financing, LLC | Long | Debt | US | $50K | – | 0.00 |
| GM Financial Automobile Leasing Trust 2023-2 | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.01 |
| GM Financial Automobile Leasing Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $262K | – | 0.02 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.02 |
| Go Daddy Operating Company, LLC | Long | Loan | US | $132K | – | 0.01 |
| Go Daddy Operating Company, LLC | Long | Loan | US | $105K | – | 0.01 |
| Gobierno de la Republica de Costa Rica | Long | Debt | US | $210K | – | 0.01 |
| Gobierno de la Republica de Costa Rica | Long | Debt | US | $76K | – | 0.00 |
| Gobierno de la Republica de Guatemala | Long | Debt | US | $119K | – | 0.01 |
| Gobierno de la Republica de Guatemala | Long | Debt | US | $41K | – | 0.00 |
| Gobierno de la Republica de Guatemala | Long | Debt | US | $20K | – | 0.00 |
| Gobierno de la Republica de Guatemala | Long | Debt | US | $9K | – | 0.00 |
| Gobierno de la Republica del Ecuador | Long | Debt | US | $165K | – | 0.01 |
| Gobierno de la Republica del Ecuador | Long | Debt | US | $75K | – | 0.00 |
| Gobierno de La Republica del Paraguay | Long | Debt | US | $201K | – | 0.01 |
| Gobierno de La Republica del Paraguay | Long | Debt | US | $161K | – | 0.01 |
| Gobierno de La Republica del Paraguay | Long | Debt | US | $26K | – | 0.00 |
| Gobierno De La Republica Oriental Del Uruguay | Long | Debt | US | $141K | – | 0.01 |
| Gobierno De La Republica Oriental Del Uruguay | Long | Debt | US | $73K | – | 0.00 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $201K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $195K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $172K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $140K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $119K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $110K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $102K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $82K | – | 0.01 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $67K | – | 0.00 |
| Golar LNG Limited | Long | Debt | US | $214K | – | 0.01 |
| Golden Entertainment, Inc. | Long | Loan | US | $198K | – | 0.01 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $5M | – | 0.31 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $4M | – | 0.24 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.16 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.15 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.56 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.47 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.46 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.44 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $936K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $927K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $893K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $746K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $679K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $560K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $549K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $523K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $445K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $395K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $315K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $288K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government of Commonwealth of the Bahamas | Long | Debt | US | $61K | – | 0.00 |
| Government of Saudi Arabia | Long | Debt | US | $345K | – | 0.02 |
| Government of Saudi Arabia | Long | Debt | US | $241K | – | 0.02 |
| Government of Saudi Arabia | Long | Debt | US | $193K | – | 0.01 |
| Government of Saudi Arabia | Long | Debt | US | $162K | – | 0.01 |
| Government of Saudi Arabia | Long | Debt | US | $159K | – | 0.01 |
| Government of Saudi Arabia | Long | Debt | GB | $105K | – | 0.01 |
| Government of Saudi Arabia | Long | Debt | GB | $93K | – | 0.01 |
| Government of Saudi Arabia | Long | Debt | US | $70K | – | 0.00 |
| Government of Saudi Arabia | Long | Debt | US | $62K | – | 0.00 |
| Government of the People's Republic of Benin | Long | Debt | US | $185K | – | 0.01 |
| Government of the Republic of Panama | Long | Debt | US | $210K | – | 0.01 |
| Government of the Republic of Panama | Long | Debt | US | $159K | – | 0.01 |
| Government of the Republic of Panama | Long | Debt | US | $130K | – | 0.01 |
| Government of the Republic of Panama | Long | Debt | US | $95K | – | 0.01 |
| Government of the Republic of Panama | Long | Debt | US | $70K | – | 0.00 |
| Government of the Republic of Panama | Long | Debt | US | $46K | – | 0.00 |
| Government of the Republic of Serbia | Long | Debt | US | $197K | – | 0.01 |
| Government of the Republic of Serbia | Long | Debt | US | $175K | – | 0.01 |
| Government of the Republic of Serbia | Long | Debt | US | $76K | – | 0.00 |
| Government of the Republic of Zambia | Long | Debt | US | $15K | – | 0.00 |
| Government of the Republic of Zambia | Long | Debt | US | $7K | – | 0.00 |
| Government of the Sultanate of Oman | Long | Debt | OM | $369K | – | 0.02 |
| Government of the Sultanate of Oman | Long | Debt | OM | $244K | – | 0.02 |
| Government of the Sultanate of Oman | Long | Debt | US | $206K | – | 0.01 |
| Government of the Sultanate of Oman | Long | Debt | US | $51K | – | 0.00 |
| Government of the Sultanate of Oman | Long | Debt | US | $26K | – | 0.00 |
| Government of the Sultanate of Oman | Long | Debt | US | $25K | – | 0.00 |
| GrafTech Finance Inc. | Long | Debt | US | $73K | – | 0.00 |
| Graftech Global Enterprises Inc. | Long | Debt | US | $44K | – | 0.00 |
| Graham Packaging Company Europe LLC | Long | Debt | US | $9K | – | 0.00 |
| Graham Packaging Company Inc. | Long | Loan | US | $170K | – | 0.01 |
| Gran Tierra Energy Inc. | Long | Debt | US | $96K | – | 0.01 |
| Graphic Packaging International, LLC | Long | Debt | US | $95K | – | 0.01 |
| Graphic Packaging International, LLC | Long | Debt | US | $40K | – | 0.00 |
| Great Outdoors Group, LLC | Long | Loan | US | $3M | – | 0.16 |
| GreenSaif Pipelines Bidco S.a r.l. | Long | Debt | US | $209K | – | 0.01 |
| GreenSaif Pipelines Bidco S.a r.l. | Long | Debt | US | $204K | – | 0.01 |
| Greystar Real Estate Partners, LLC | Long | Loan | US | $80K | – | 0.01 |
| Greystar Real Estate Partners, LLC | Long | Debt | US | $47K | – | 0.00 |
| Griffon Corporation | Long | Loan | US | $167K | – | 0.01 |
| Grifols Escrow Issuer S.A. | Long | Debt | US | $78K | – | 0.00 |
| Groupe Solmax Inc. | Long | Loan | US | $62K | – | 0.00 |
| Groupe Solmax Inc. | Long | Loan | US | $48K | – | 0.00 |
| Groupe Solmax Inc. | Long | Loan | US | $34K | – | 0.00 |
| Groupe Solmax Inc. | Long | Loan | US | $33K | – | 0.00 |
| Grupo Axo, S.A.P.I. de C.V. | Long | Debt | US | $86K | – | 0.01 |
| Grupo Kuo, S.A.B. De C.V. | Long | Debt | US | $82K | – | 0.01 |
| GS Mortgage Securities Corporation Trust 2021-IP | Long | ABS-mortgage backed security | US | $704K | – | 0.05 |
| GS Mortgage Securities Corporation Trust 2021-IP | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GS Mortgage Securities Corporation Trust 2021-IP | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GS Mortgage-Backed Securities Trust 2024-RPL2 | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| GTCR Everest Borrower LLC | Long | Loan | US | $165K | – | 0.01 |
| GTCR W Merger Sub LLC | Long | Loan | US | $685K | – | 0.04 |
| GTCR W-2 Merger Sub LLC | Long | Debt | US | $245K | – | 0.02 |
| GTT Communications, Inc. | Long | Loan | US | $42K | – | 0.00 |
| GTT Communications, Inc. | Long | Loan | US | $27K | – | 0.00 |
| Guara Norte S.a r.l. | Long | Debt | US | $158K | – | 0.01 |
| GVC Holdings (Gibraltar) Limited | Long | Loan | GB | $178K | – | 0.01 |
| GVC Holdings (Gibraltar) Limited | Long | Loan | US | $82K | – | 0.01 |
| Halliburton Company | Long | Debt | US | $5K | – | 0.00 |
| Hamilton Projects Acquiror, LLC | Long | Loan | US | $50K | – | 0.00 |
| Harbor Freight Tools USA, Inc. | Long | Loan | US | $97K | – | 0.01 |
| Harbour Energy PLC | Long | Debt | US | $10K | – | 0.00 |
| Harbourvest Partners, LLC | Long | Loan | US | $221K | – | 0.01 |
| Harvest Midstream I, L.P. | Long | Debt | US | $198K | – | 0.01 |
| Harvest Midstream I, L.P. | Long | Debt | US | $56K | – | 0.00 |
| HAT Holdings I LLC | Long | Debt | US | $144K | – | 0.01 |
| HAT Holdings I LLC | Long | Debt | US | $47K | – | 0.00 |
| HAT Holdings I LLC | Long | Debt | US | $40K | – | 0.00 |
| Hawaiian Brand Intellectual Property, Ltd. | Long | Debt | US | $95K | – | 0.01 |
| HCA Inc. | Long | Debt | US | $790K | – | 0.05 |
| HCA Inc. | Long | Debt | US | $711K | – | 0.05 |
| HCA Inc. | Long | Debt | US | $463K | – | 0.03 |
| HCA Inc. | Long | Debt | US | $121K | – | 0.01 |
| Healthcare Realty Holdings, L.P. | Long | Debt | US | $192K | – | 0.01 |
| Healthcare Realty Holdings, L.P. | Long | Debt | US | $168K | – | 0.01 |
| Helios Software Holdings, Inc. | Long | Debt | US | $204K | – | 0.01 |
| Helios Software Holdings, Inc. | Long | Loan | US | $55K | – | 0.00 |
| Help At Home, Inc. | Long | Loan | US | $90K | – | 0.01 |
| Help At Home, Inc. | Long | Loan | US | $55K | – | 0.00 |
| Help At Home, Inc. | Long | Loan | US | $7K | – | 0.00 |
| Herens Holdco S.a r.l. | Long | Debt | US | $35K | – | 0.00 |
| Herschend Entertainment Company, LLC | Long | Loan | US | $39K | – | 0.00 |
| Hertz Corporation, (The) | Long | Loan | US | $86K | – | 0.01 |
| Hertz Vehicle Financing II LP | Long | Debt | US | $42K | – | 0.00 |
| Hertz Vehicle Financing II LP | Long | Debt | US | $21K | – | 0.00 |
| Hess Corporation | Long | Debt | US | $3M | – | 0.20 |
| Hess Corporation | Long | Debt | US | $1M | – | 0.06 |
| Hess Corporation | Long | Debt | US | $606K | – | 0.04 |
| Hess Infrastructure Partners LP | Long | Debt | US | $169K | – | 0.01 |
| Hess Infrastructure Partners LP | Long | Debt | US | $147K | – | 0.01 |
| Hess Infrastructure Partners LP | Long | Debt | US | $55K | – | 0.00 |
| Hess Infrastructure Partners LP | Long | Debt | US | $19K | – | 0.00 |
| Hexion Holdings Corporation | Long | Loan | US | $516K | – | 0.03 |
| Hexion Holdings Corporation | Long | Loan | US | $46K | – | 0.00 |
| HF Sinclair Corporation | Long | Debt | US | $223K | – | 0.01 |
| Hightower Holdings LLC | Long | Debt | US | $42K | – | 0.00 |
| HighTower Holdings LLC | Long | Loan | US | $171K | – | 0.01 |
| Hilton Domestic Operating Company Inc. | Long | Debt | US | $210K | – | 0.01 |
| Hilton Domestic Operating Company Inc. | Long | Debt | US | $80K | – | 0.01 |
| Hilton Domestic Operating Company Inc. | Long | Debt | US | $5K | – | 0.00 |
| Hilton Grand Vacations Borrower LLC | Long | Loan | US | $709K | – | 0.05 |
| Hilton Grand Vacations Borrower LLC | Long | Debt | US | $93K | – | 0.01 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Homeserve USA Holding Corp | Long | Loan | US | $155K | – | 0.01 |
| Honda Auto Receivables 2023-2 Owner Trust | Long | ABS-collateralized bond/debt obligation | US | $554K | – | 0.04 |
| Howard Hughes Corporation, The | Long | Debt | US | $175K | – | 0.01 |
| Howard Midstream Energy Partners, LLC | Long | Debt | US | $201K | – | 0.01 |
| Howard Midstream Energy Partners, LLC | Long | Debt | US | $61K | – | 0.00 |
| HSBC Holdings PLC | Long | Debt | US | $201K | – | 0.01 |
| HTA Group Limited | Long | Debt | US | $438K | – | 0.03 |
| HUB International Limited | Long | Loan | US | $802K | – | 0.05 |
| HUB International Limited | Long | Debt | US | $118K | – | 0.01 |
| HUB International Limited | Long | Debt | US | $76K | – | 0.00 |
| HUB International Limited | Long | Loan | US | $2K | – | 0.00 |
| Hudbay Minerals Inc. | Long | Debt | US | $49K | – | 0.00 |
| Hudson Pacific Properties, L.P. | Long | Debt | US | $2M | – | 0.12 |
| Humana Inc. | Long | Debt | US | $328K | – | 0.02 |
| Hyundai Auto Lease Securitization Trust 2024-B | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Hyundai Auto Receivables Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $664K | – | 0.04 |
| I-Logic Technologies Bidco Limited | Long | Loan | US | $64K | – | 0.00 |
| Icahn Enterprises L.P. | Long | Debt | US | $332K | – | 0.02 |
| Icahn Enterprises L.P. | Long | Debt | US | $117K | – | 0.01 |
| Icahn Enterprises L.P. | Long | Debt | US | $104K | – | 0.01 |
| Icahn Enterprises L.P. | Long | Debt | US | $30K | – | 0.00 |
| ICON Luxembourg S.A.R.L. | Long | Loan | US | $92K | – | 0.01 |
| ICU Medical, Inc. | Long | Loan | US | $98K | – | 0.01 |
| IHS Holding Limited | Long | Debt | US | $227K | – | 0.01 |
| IHS Holding Limited | Long | Debt | US | $18K | – | 0.00 |
| IHS Netherlands Holdco B.V. | Long | Debt | US | $102K | – | 0.01 |
| II-VI Incorporated | Long | Loan | US | $279K | – | 0.02 |
| Iliad Holding | Long | Debt | US | $167K | – | 0.01 |
| Imperial Brands Finance PLC | Long | Debt | US | $545K | – | 0.03 |
| Inception Holdco Sarl | Long | Loan | US | $45K | – | 0.00 |
| INEOS Quattro Finance 2 plc | Long | Debt | US | $212K | – | 0.01 |
| INEOS Quattro Holdings UK Ltd | Long | Loan | US | $193K | – | 0.01 |
| INEOS Quattro Holdings UK Ltd | Long | Loan | US | $64K | – | 0.00 |
| Insight Enterprises, Inc. | Long | Debt | US | $81K | – | 0.01 |
| Insulet Corporation | Long | Loan | US | $346K | – | 0.02 |
| Intelligent Packaging Limited Purchaser Inc. | Long | Debt | US | $34K | – | 0.00 |
| Intelsat Jackson Holdings S.A. | Long | Debt | US | $243K | – | 0.02 |
| Intesa Sanpaolo SPA | Long | Debt | US | $3M | – | 0.19 |
| Intesa Sanpaolo SPA | Long | Debt | US | $170K | – | 0.01 |
| Intown 2022-Stay Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Inversiones CMPC S.A. | Long | Debt | US | $51K | – | 0.00 |
| Invesco CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.04 |
| Invesco US CLO 2024-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $964K | – | 0.06 |
| Investment Energy Resources Limited | Long | Debt | US | $189K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $2M | – | 0.15 |
| Ion Trading Technologies S.a r.l. | Long | Debt | US | $153K | – | 0.01 |
| Ion Trading Technologies S.a r.l. | Long | Debt | US | $69K | – | 0.00 |
| Ion Trading Technologies S.a.r.l. | Long | Loan | US | $144K | – | 0.01 |
| IQVIA Inc. | Long | Debt | US | $355K | – | 0.02 |
| Iron Mountain Incorporated | Long | Debt | US | $150K | – | 0.01 |
| Israel, State of | Long | Debt | US | $179K | – | 0.01 |
| Itron, Inc. | Long | Debt | US | $60K | – | 0.00 |
| ITT Holdings LLC | Long | Debt | US | $100K | – | 0.01 |
| IVC Acquisition Ltd | Long | Loan | US | $165K | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| J&J Ventures Gaming, LLC | Long | Loan | US | $119K | – | 0.01 |
| J&J Ventures Gaming, LLC | Long | Loan | US | $92K | – | 0.01 |
| Jacobs Entertainment, Inc. | Long | Debt | US | $70K | – | 0.00 |
| Jamaica, The Government of | Long | Debt | US | $41K | – | 0.00 |
| Jane Street Group, LLC | Long | Debt | US | $144K | – | 0.01 |
| Jane Street Group, LLC | Long | Loan | US | $90K | – | 0.01 |
| Jane Street Group, LLC | Long | Debt | US | $47K | – | 0.00 |
| Janus International Group, LLC | Long | Loan | US | $34K | – | 0.00 |
| Jazz Financing Lux S.a.r.l. | Long | Loan | US | $482K | – | 0.03 |
| Jazz Securities Designated Activity Company | Long | Debt | US | $79K | – | 0.01 |
| JBS USA Food Company | Long | Debt | US | $4M | – | 0.28 |
| JBS USA Food Company | Long | Debt | US | $1M | – | 0.07 |
| JBS USA Food Company | Long | Debt | US | $1M | – | 0.07 |
| JBS USA Food Company | Long | Debt | US | $509K | – | 0.03 |
| JBS USA Food Company | Long | Debt | US | $270K | – | 0.02 |
| JBS USA Food Company | Long | Debt | US | $181K | – | 0.01 |
| JD.com, Inc. | Long | Debt | US | $169K | – | 0.01 |
| Jefferies Finance LLC | Long | Debt | US | $23K | – | 0.00 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $44M | 44M | 2.84 |
| JNL Government Money Market Fund - Class SL (Jackson National Asset Management, LLC) | Long | Short-term investment vehicle | US | $6M | 6M | 0.39 |
| Joann Inc. | Long | Equity-common | US | $3K | 36K | 0.00 |
| Johnstone Supply LLC | Long | Loan | US | $100K | – | 0.01 |
| Joint Stock Company National Company Kazmunaygas | Long | Debt | US | $74K | – | 0.00 |
| Joint Stock Company National Company Kazmunaygas | Long | Debt | KZ | $58K | – | 0.00 |
| Joint Stock Company National Company Kazmunaygas | Long | Debt | KZ | $31K | – | 0.00 |
| Jones DesLauriers Insurance Management Inc. | Long | Loan | US | $90K | – | 0.01 |
| JP Intermediate B, LLC | Long | Loan | US | $10K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $5M | – | 0.30 |
| JPMorgan Chase & Co. | Long | Debt | US | $4M | – | 0.24 |
| JPMorgan Chase & Co. | Long | Debt | US | $3M | – | 0.22 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.13 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co. | Long | Debt | US | $593K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $128K | – | 0.01 |
| Kaiser Aluminum Corporation | Long | Debt | US | $61K | – | 0.00 |
| Kaman Corporation | Long | Loan | US | $75K | – | 0.00 |
| KBR, Inc. | Long | Loan | US | $40K | – | 0.00 |
| KeHE Distributors, LLC | Long | Debt | US | $200K | – | 0.01 |
| Kennedy-Wilson, Inc. | Long | Debt | US | $116K | – | 0.01 |
| Kenya, Government of | Long | Debt | US | $191K | – | 0.01 |
| Kilroy Realty, L.P. | Long | Debt | US | $876K | – | 0.06 |
| Kinetik Holdings LP | Long | Debt | US | $147K | – | 0.01 |
| Kinetik Holdings LP | Long | Debt | US | $94K | – | 0.01 |
| Kingdom of Bahrain | Long | Debt | US | $40K | – | 0.00 |
| KKR CLO 16 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Klockner-Pentaplast of America, Inc. | Long | Loan | US | $137K | – | 0.01 |
| KNS Acquisition Corp. | Long | Loan | US | $79K | – | 0.01 |
| Kobe Us Midco 2 Incorporated | Long | Debt | US | $147K | – | 0.01 |
| Kodiak Building Partners Inc. | Long | Loan | US | $40K | – | 0.00 |
| Kohl's Corporation | Long | Debt | US | $15K | – | 0.00 |
| Kontoor Brands, Inc. | Long | Debt | US | $27K | – | 0.00 |
| Koppers Inc. | Long | Loan | US | $159K | – | 0.01 |
| Kosmos Energy Ltd. | Long | Debt | US | $316K | – | 0.02 |
| Kosmos Energy Ltd. | Long | Debt | US | $81K | – | 0.01 |
| Kosmos Energy Ltd. | Long | Debt | US | $24K | – | 0.00 |
| Kronos Acquisition Holdings Inc | Long | Debt | US | $45K | – | 0.00 |
| Kronos Acquisition Holdings Inc | Long | Debt | US | $43K | – | 0.00 |
| Kronos Acquisition Holdings Inc. | Long | Loan | US | $128K | – | 0.01 |
| Kronos Acquisition Holdings Inc. | Long | Loan | US | $55K | – | 0.00 |
| KUEHG Corp. | Long | Loan | US | $453K | – | 0.03 |
| LABL Escrow Issuer LLC | Long | Debt | US | $59K | – | 0.00 |
| LABL Escrow Issuer LLC | Long | Debt | US | $20K | – | 0.00 |
| Ladder Capital Finance Holdings LLLP | Long | Debt | US | $91K | – | 0.01 |
| Ladder Capital Finance Holdings LLLP | Long | Debt | US | $83K | – | 0.01 |
| Ladder Capital Finance Holdings LLLP | Long | Debt | US | $10K | – | 0.00 |
| Lamar Funding Limited | Long | Debt | US | $142K | – | 0.01 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $58K | – | 0.00 |
| Landsea Homes Corporation | Long | Debt | US | $59K | – | 0.00 |
| LaserShip, Inc. | Long | Loan | US | $145K | – | 0.01 |
| LBM Acquisition LLC | Long | Loan | US | $348K | – | 0.02 |
| LBM Acquisition, LLC | Long | Debt | US | $40K | – | 0.00 |
| LC Ahab US Bidco LLC | Long | Loan | US | $55K | – | 0.00 |
| LCM Investments Holdings II, LLC | Long | Debt | US | $47K | – | 0.00 |
| LCM Investments Holdings II, LLC | Long | Debt | US | $37K | – | 0.00 |
| LCPR Loan Financing LLC | Long | Loan | US | $29K | – | 0.00 |
| LCPR Senior Secured Financing Designated Activity Company | Long | Debt | US | $270K | – | 0.02 |
| LCPR Senior Secured Financing Designated Activity Company | Long | Debt | US | $189K | – | 0.01 |
| Learning Care Group (US) No. 2 Inc. | Long | Loan | US | $100K | – | 0.01 |
| Lenovo Group Limited | Long | Debt | US | $177K | – | 0.01 |
| Les Schwab Tire Centers | Long | Loan | US | $130K | – | 0.01 |
| Level 3 Financing, Inc. | Long | Debt | US | $403K | – | 0.03 |
| Level 3 Financing, Inc. | Long | Debt | US | $18K | – | 0.00 |
| Level 3 Financing, Inc. | Long | Debt | US | $9K | – | 0.00 |
| Levi Strauss & Co. | Long | Debt | US | $17K | – | 0.00 |
| Leviathan Bond Ltd | Long | Debt | US | $92K | – | 0.01 |
| LGI Homes, Inc. | Long | Debt | US | $52K | – | 0.00 |
| LGI Homes, Inc. | Long | Debt | US | $42K | – | 0.00 |
| Liberty Costa Rica Senior Secured Finance | Long | Debt | US | $212K | – | 0.01 |
| LIDS Holdings, Inc. | Long | Loan | US | $102K | – | 0.01 |
| LIFE 2021-BMR Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| LIFE 2021-BMR Mortgage Trust | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| LIFE 2021-BMR Mortgage Trust | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| LIFE 2021-BMR Mortgage Trust | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| LIFE 2021-BMR Mortgage Trust | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| LIFE 2022-BMR2 Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| LIFE 2022-BMR2 Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| LIFE 2022-BMR2 Mortgage Trust | Long | ABS-mortgage backed security | US | $664K | – | 0.04 |
| LIFE 2022-BMR2 Mortgage Trust | Long | ABS-mortgage backed security | US | $583K | – | 0.04 |
| Life Time, Inc. | Long | Debt | US | $211K | – | 0.01 |
| Life Time, Inc. | Long | Debt | US | $157K | – | 0.01 |
| Lifepoint Health, Inc. | Long | Debt | US | $85K | – | 0.01 |
| Lifepoint Health, Inc. | Long | Debt | US | $74K | – | 0.00 |
| Lifepoint Health, Inc. | Long | Debt | US | $56K | – | 0.00 |
| Lifepoint Health, Inc. | Long | Debt | US | $11K | – | 0.00 |
| Light and Wonder International, Inc. | Long | Loan | US | $185K | – | 0.01 |
| Limetree Bay Cayman Limited | Long | Equity-common | US | $2K | 28 | 0.00 |
| Lindblad Expeditions, LLC | Long | Debt | US | $25K | – | 0.00 |
| Liquid Telecommunications Financing PLC | Long | Debt | US | $244K | – | 0.02 |
| Lonza Group AG | Long | Loan | US | $140K | – | 0.01 |
| Lorca Holdco Limited | Long | Loan | US | $50K | – | 0.00 |
| Lowe`s Companies, Inc. | Long | Debt | US | $4M | – | 0.23 |
| Lowe`s Companies, Inc. | Long | Debt | US | $878K | – | 0.06 |
| Lowe`s Companies, Inc. | Long | Debt | US | $85K | – | 0.01 |
| LSB Industries, Inc. | Long | Debt | US | $87K | – | 0.01 |
| LSF11 Trinity Bidco, Inc. | Long | Loan | US | $24K | – | 0.00 |
| Luxembourg Investment Company 428 S.a r.l. | Long | Loan | US | $922.73 | – | 0.00 |
| M&T Bank Corporation | Long | Debt | US | $40K | – | 0.00 |
| M&T Bank Corporation | Long | Debt | US | $17K | – | 0.00 |
| Macquarie Airfinance Holdings Limited | Long | Debt | US | $148K | – | 0.01 |
| Macquarie Airfinance Holdings Limited | Long | Debt | US | $139K | – | 0.01 |
| Macquarie Airfinance Holdings Limited | Long | Debt | US | $106K | – | 0.01 |
| Macquarie Airfinance Holdings Limited | Long | Debt | US | $69K | – | 0.00 |
| Madison IAQ LLC | Long | Debt | US | $279K | – | 0.02 |
| Madison IAQ LLC | Long | Loan | US | $234K | – | 0.02 |
| Madison Park Funding LII Ltd | Long | ABS-collateralized bond/debt obligation | US | $994K | – | 0.06 |
| Madison Park Funding Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Madison Park Funding LXVII Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Madison Park Funding XIX, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $472K | – | 0.03 |
| Madison Park Funding XLV Ltd | Long | ABS-collateralized bond/debt obligation | US | $653K | – | 0.04 |
| Madison Park Funding XXXII Ltd | Long | ABS-collateralized bond/debt obligation | US | $289K | – | 0.02 |
| Magic Mergeco, Inc. | Long | Debt | US | $80K | – | 0.01 |
| Magic Mergeco, Inc. | Long | Debt | US | $32K | – | 0.00 |
| Magnetite XXI, Limited | Long | ABS-collateralized bond/debt obligation | US | $920K | – | 0.06 |
| Magnetite XXIII Ltd | Long | ABS-collateralized bond/debt obligation | US | $731K | – | 0.05 |
| Magnetite XXIX, Limited | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Magnetite XXVII Ltd | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.02 |
| Magnetite XXX, Limited | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Magnetite XXXVI Ltd | Long | ABS-collateralized bond/debt obligation | US | $611K | – | 0.04 |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag | Long | Debt | US | $201K | – | 0.01 |
| Majordrive Holdings IV, LLC | Long | Debt | US | $179K | – | 0.01 |
| Marb Bondco PLC | Long | Debt | US | $62K | – | 0.00 |
| Marlette Funding Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $206K | – | 0.01 |
| Marriott Ownership Resorts, Inc. | Long | Loan | US | $168K | – | 0.01 |
| Masterbrand, Inc. | Long | Debt | US | $71K | – | 0.00 |
| Matador Resources Company | Long | Debt | US | $115K | – | 0.01 |
| Match Group Holdings II, LLC | Long | Debt | US | $178K | – | 0.01 |
| Match Group Holdings II, LLC | Long | Debt | US | $40K | – | 0.00 |
| Mattel, Inc. | Long | Debt | US | $158K | – | 0.01 |
| Mattel, Inc. | Long | Debt | US | $13K | – | 0.00 |
| Mattress Firm Inc | Long | Loan | US | $165K | – | 0.01 |
| Mauser Packaging Solutions Holding Company | Long | Debt | US | $189K | – | 0.01 |
| Maximus, Inc. | Long | Loan | US | $45K | – | 0.00 |
| MC Brazil Downstream Trading S.a r.l. | Long | Debt | US | $203K | – | 0.01 |
| McAfee Corp. | Long | Debt | US | $74K | – | 0.00 |
| McAfee, LLC | Long | Loan | US | $377K | – | 0.02 |
| MCE Finance Limited | Long | Debt | US | $103K | – | 0.01 |
| MCE Finance Limited | Long | Debt | US | $63K | – | 0.00 |
| McLaren Finance PLC | Long | Debt | US | $96K | – | 0.01 |
| MDGH - GMTN B.V. | Long | Debt | US | $180K | – | 0.01 |
| MDGH GMTN (RSC) Ltd. | Long | Debt | US | $189K | – | 0.01 |
| MDGH GMTN (RSC) Ltd. | Long | Debt | US | $188K | – | 0.01 |
| MED ParentCo LP | Long | Loan | US | $96K | – | 0.01 |
| Medco Maple Tree Pte. Ltd. | Long | Debt | US | $261K | – | 0.02 |
| Medline Borrower, LP | Long | Loan | US | $548K | – | 0.04 |
| Medline Borrower, LP | Long | Debt | US | $490K | – | 0.03 |
| MEGlobal Canada ULC | Long | Debt | US | $94K | – | 0.01 |
| Meituan | Long | Debt | US | $191K | – | 0.01 |
| Meituan | Long | Debt | US | $173K | – | 0.01 |
| Mercedes-Benz Auto Lease Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $696K | – | 0.04 |
| Mercer International Inc. | Long | Debt | US | $88K | – | 0.01 |
| Merchants Fleet Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $670K | – | 0.04 |
| Merchants Fleet Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.04 |
| Merlin Entertainments Group U.S. Holdings Inc. | Long | Debt | US | $51K | – | 0.00 |
| Mesquite Energy, Inc. | Long | Equity-common | US | $318K | 4K | 0.02 |
| Mesquite Energy, Inc. | Long | Debt | US | $12K | – | 0.00 |
| Metalsa, S.A.P.I. de C.V. | Long | Debt | US | $120K | – | 0.01 |
| Methanex Corporation | Long | Debt | US | $203K | – | 0.01 |
| Methanex Corporation | Long | Debt | US | $144K | – | 0.01 |
| Methanex Corporation | Long | Debt | US | $82K | – | 0.01 |
| MGM Resorts International | Long | Debt | US | $95K | – | 0.01 |
| MH Sub I, LLC | Long | Loan | US | $645K | – | 0.04 |
| MH Sub I, LLC | Long | Loan | US | $89K | – | 0.01 |
| MHP Commercial Mortgage Trust 2021-STOR | Long | ABS-mortgage backed security | US | $595K | – | 0.04 |
| MI Windows and Doors, LLC | Long | Loan | US | $50K | – | 0.00 |
| Michaels Companies, Inc. | Long | Loan | US | $120K | – | 0.01 |
| MicroStrategy Incorporated | Long | Debt | US | $170K | – | 0.01 |
| Mileage Plus Holdings LLC | Long | Loan | US | $200K | – | 0.01 |
| Millicom International Cellular SA | Long | Debt | US | $172K | – | 0.01 |
| Millicom International Cellular SA | Long | Debt | US | $162K | – | 0.01 |
| Millicom International Cellular SA | Long | Debt | US | $50K | – | 0.00 |
| Milos CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $663K | – | 0.04 |
| Mineral Resources Limited | Long | Debt | US | $189K | – | 0.01 |
| Mineral Resources Limited | Long | Debt | US | $42K | – | 0.00 |
| Minerva Luxembourg S.A. | Long | Debt | US | $78K | – | 0.00 |
| Ministerio De Gobierno | Long | Debt | US | $86K | – | 0.01 |
| Ministerio De Gobierno | Long | Debt | US | $65K | – | 0.00 |
| Ministerul Finantelor Publice | Long | Debt | US | $178K | – | 0.01 |
| Ministerul Finantelor Publice | Long | Debt | US | $84K | – | 0.01 |
| Ministerul Finantelor Publice | Long | Debt | US | $83K | – | 0.01 |
| Ministerul Finantelor Publice | Long | Debt | US | $58K | – | 0.00 |
| Ministry of Defence State of Israel | Long | Debt | US | $85K | – | 0.01 |
| Ministry of Diwan Amiri Affairs | Long | Debt | US | $255K | – | 0.02 |
| Ministry of Diwan Amiri Affairs | Long | Debt | US | $247K | – | 0.02 |
| Ministry of Diwan Amiri Affairs | Long | Debt | US | $200K | – | 0.01 |
| Minstry of Finance, Lebenon Republic of | Long | Debt | LB | $15K | – | 0.00 |
| Minstry of Finance, Lebenon Republic of | Long | Debt | US | $7K | – | 0.00 |
| Misc Capital Two Labuan Ltd | Long | Debt | US | $191K | – | 0.01 |
| Mitchell International, Inc. | Long | Loan | US | $168K | – | 0.01 |
| Miter Brands Acquisition Holdco, Inc. | Long | Debt | US | $75K | – | 0.00 |
| MIWD Holdco II LLC | Long | Debt | US | $23K | – | 0.00 |
| MJH Healthcare Holdings, LLC | Long | Loan | US | $54K | – | 0.00 |
| MKS Instruments, Inc. | Long | Loan | US | $216K | – | 0.01 |
| MKS Instruments, Inc. | Long | Debt | US | $103K | – | 0.01 |
| Modena Buyer LLC | Long | Loan | US | $370K | – | 0.02 |
| ModivCare Inc | Long | Loan | US | $78K | – | 0.01 |
| ModivCare Inc. | Long | Debt | US | $25K | – | 0.00 |
| Molina Healthcare, Inc. | Long | Debt | US | $108K | – | 0.01 |
| Molina Healthcare, Inc. | Long | Debt | US | $31K | – | 0.00 |
| Mong Duong Finance Holdings B.V. | Long | Debt | US | $104K | – | 0.01 |
| Moog Inc. | Long | Debt | US | $90K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.36 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.26 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $967K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $793K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $148K | – | 0.01 |
| Morgan Stanley & Co. LLC | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| Morgan Stanley Capital I Trust 2016-UBS11 | Long | ABS-mortgage backed security | US | $657K | – | 0.04 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $658K | – | 0.04 |
| Morgan Stanley Capital I Trust 2017-HR2 | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $722K | – | 0.05 |
| Morocco, Kingdom of | Long | Debt | US | $206K | – | 0.01 |
| Motel 6 | Long | Loan | US | $55K | – | 0.00 |
| Mozart Debt Merger Sub Inc. | Long | Debt | US | $166K | – | 0.01 |
| Mozart Debt Merger Sub Inc. | Long | Debt | US | $10K | – | 0.00 |
| MPLX LP | Long | Debt | US | $949K | – | 0.06 |
| MPLX LP | Long | Debt | US | $589K | – | 0.04 |
| MPLX LP | Long | Debt | US | $489K | – | 0.03 |
| MPLX LP | Long | Debt | US | $268K | – | 0.02 |
| MPT Operating Partnership, L.P. | Long | Debt | US | $385K | – | 0.02 |
| MPT Operating Partnership, L.P. | Long | Debt | US | $380K | – | 0.02 |
| MPT Operating Partnership, L.P. | Long | Debt | US | $157K | – | 0.01 |
| MTN (Mauritius) Investments Limited | Long | Debt | DE | $70K | – | 0.00 |
| Mueller Water Products, Inc. | Long | Debt | US | $101K | – | 0.01 |
| Nabors Industries, Inc. | Long | Debt | US | $26K | – | 0.00 |
| Naked Juice LLC | Long | Loan | US | $153K | – | 0.01 |
| Naked Juice LLC | Long | Loan | US | $44K | – | 0.00 |
| Naked Juice LLC | Long | Loan | US | $392.44 | – | 0.00 |
| NatWest Group PLC | Long | Debt | US | $664K | – | 0.04 |
| Navient Corporation | Long | Debt | US | $28K | – | 0.00 |
| Navient Corporation | Long | Debt | US | $24K | – | 0.00 |
| Navient Corporation | Long | Debt | US | $23K | – | 0.00 |
| Navios South American Logistics Inc. | Long | Debt | US | $146K | – | 0.01 |
| NBK Tier 1 Financing Limited | Long | Debt | US | $185K | – | 0.01 |
| NBM US Holdings, Inc. | Long | Debt | US | $119K | – | 0.01 |
| NCL Corporation Ltd. | Long | Debt | US | $619K | – | 0.04 |
| NCL Corporation Ltd. | Long | Debt | US | $54K | – | 0.00 |
| NCR Atleos Escrow Corporation | Long | Debt | US | $114K | – | 0.01 |
| NCR Atleos LLC | Long | Loan | US | $145K | – | 0.01 |
| Needle Holdings LLC | Long | Loan | US | $54K | – | 0.00 |
| Neptune Bidco US Inc | Long | Loan | US | $144K | – | 0.01 |
| Neptune BidCo US Inc. | Long | Debt | US | $72K | – | 0.00 |
| Network I2I Limited | Long | Debt | US | $119K | – | 0.01 |
| Network I2I Limited | Long | Debt | US | $48K | – | 0.00 |
| Neuberger Berman Loan Advisers CLO 25 Ltd | Long | ABS-collateralized bond/debt obligation | US | $965K | – | 0.06 |
| New Arclin U.S. Holding Corp. | Long | Loan | US | $278K | – | 0.02 |
| New Cineworld Ltd. | Long | Equity-common | US | $90K | 5K | 0.01 |
| New Fortress Energy Inc | Long | Loan | US | $305K | – | 0.02 |
| New Fortress Energy Inc. | Long | Debt | US | $581K | – | 0.04 |
| New Fortress Energy Inc. | Long | Debt | US | $150K | – | 0.01 |
| New Fortress Energy Inc. | Long | Debt | US | $134K | – | 0.01 |
| Newell Brands Inc. | Long | Debt | US | $175K | – | 0.01 |
| Nexa Resources S.A. | Long | Debt | US | $202K | – | 0.01 |
| Nexa Resources S.A. | Long | Debt | US | $82K | – | 0.01 |
| Nexstar Broadcasting, Inc. | Long | Loan | US | $137K | – | 0.01 |
| NextEra Energy Operating Partners, LP | Long | Debt | US | $52K | – | 0.00 |
| NextEra Energy Operating Partners, LP | Long | Debt | US | $31K | – | 0.00 |
| Nextera Energy Partners, LP | Long | Debt | US | $74K | – | 0.00 |
| NEXUS Buyer LLC | Long | Loan | US | $175K | – | 0.01 |
| NEXUS Buyer LLC | Long | Loan | US | $55K | – | 0.00 |
| NEXUS Buyer LLC | Long | Loan | US | $47K | – | 0.00 |
| Nigeria, Federal Government of | Long | Debt | US | $241K | – | 0.02 |
| Nigeria, Federal Government of | Long | Debt | US | $125K | – | 0.01 |
| Nigeria, Federal Government of | Long | Debt | US | $90K | – | 0.01 |
| Nigeria, Federal Government of | Long | Debt | US | $78K | – | 0.00 |
| Nigeria, Federal Government of | Long | Debt | US | $46K | – | 0.00 |
| Nigeria, Federal Government of | Long | Debt | NG | $9K | – | 0.00 |
| NiSource Inc. | Long | Debt | US | $1M | – | 0.07 |
| Nokia Oyj | Long | Debt | US | $149K | – | 0.01 |
| Nordstrom, Inc. | Long | Debt | US | $81K | – | 0.01 |
| Northeast Grocery, Inc. | Long | Loan | US | $70K | – | 0.00 |
| Northern Oil and Gas Incorporated | Long | Debt | US | $152K | – | 0.01 |
| Nouryon Finance B.V. | Long | Loan | US | $216K | – | 0.01 |
| Nouryon Finance B.V. | Long | Loan | US | $56K | – | 0.00 |
| NOVA Chemicals Corporation | Long | Debt | US | $74K | – | 0.00 |
| NOVA Chemicals Corporation | Long | Debt | US | $58K | – | 0.00 |
| Novae LLC | Long | Loan | US | $78K | – | 0.01 |
| Novelis Corporation | Long | Debt | US | $78K | – | 0.00 |
| NRG Energy, Inc. | Long | Debt | US | $73K | – | 0.00 |
| NRG Energy, Inc. | Long | Debt | US | $36K | – | 0.00 |
| Nufarm Australia Limited | Long | Debt | US | $242K | – | 0.02 |
| NYMT Loan Trust 2022-CP1 | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| NYMT Loan Trust 2024-CP1 | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| Oak Hill Credit Partners | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Oak Hill Credit Partners | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.02 |
| Occidental Petroleum Corporation | Long | Debt | US | $4M | – | 0.24 |
| Occidental Petroleum Corporation | Long | Debt | US | $1M | – | 0.09 |
| Occidental Petroleum Corporation | Long | Debt | US | $1M | – | 0.08 |
| Occidental Petroleum Corporation | Long | Debt | US | $88K | – | 0.01 |
| Occidental Petroleum Corporation | Long | Debt | US | $60K | – | 0.00 |
| Occidental Petroleum Corporation | Long | Debt | US | $39K | – | 0.00 |
| Occidental Petroleum Corporation | Long | Debt | US | $24K | – | 0.00 |
| OCP S.A. | Long | Debt | US | $198K | – | 0.01 |
| OCP S.A. | Long | Debt | US | $115K | – | 0.01 |
| OCP S.A. | Long | Debt | US | $83K | – | 0.01 |
| Ocwen Loan Investment Trust 2023-HB1 | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| OCWEN Loan Investment Trust 2024-HB1 | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| OI European Group B.V. | Long | Debt | US | $64K | – | 0.00 |
| Old Claimco, LLC | Long | Equity-common | US | $75K | 5K | 0.00 |
| Oleoducto Central S.A. | Long | Debt | US | $92K | – | 0.01 |
| Olin Corporation | Long | Debt | US | $289K | – | 0.02 |
| Olympus Water US Holding Corporation | Long | Loan | US | $257K | – | 0.02 |
| Olympus Water US Holding Corporation | Long | Loan | US | $206K | – | 0.01 |
| Olympus Water US Holding Corporation | Long | Debt | US | $199K | – | 0.01 |
| Olympus Water US Holding Corporation | Long | Debt | US | $123K | – | 0.01 |
| Olympus Water US Holding Corporation | Long | Debt | US | $114K | – | 0.01 |
| Omega Healthcare Investors, Inc. | Long | Debt | US | $5M | – | 0.31 |
| Omega Healthcare Investors, Inc. | Long | Debt | US | $3M | – | 0.20 |
| Omega Healthcare Investors, Inc. | Long | Debt | US | $982K | – | 0.06 |
| Omega Healthcare Investors, Inc. | Long | Debt | US | $762K | – | 0.05 |
| OMNIA Partners LLC | Long | Loan | US | $229K | – | 0.01 |
| On Semiconductor Corporation | Long | Debt | US | $101K | – | 0.01 |
| OneMain Finance Corporation | Long | Debt | US | $197K | – | 0.01 |
| OneMain Finance Corporation | Long | Debt | US | $127K | – | 0.01 |
| OneMain Finance Corporation | Long | Debt | US | $108K | – | 0.01 |
| OneMain Finance Corporation | Long | Debt | US | $11K | – | 0.00 |
| Ontario Gaming GTA Limited Partnership | Long | Debt | US | $4K | – | 0.00 |
| Ontario Gaming GTA LP | Long | Loan | US | $130K | – | 0.01 |
| Open Text Corporation | Long | Loan | US | $274K | – | 0.02 |
| Open Text Corporation | Long | Debt | US | $255K | – | 0.02 |
| Open Text Corporation | Long | Debt | US | $97K | – | 0.01 |
| Open Trust 2023-AIR | Long | ABS-mortgage backed security | US | $704K | – | 0.05 |
| Open Trust 2023-AIR | Long | ABS-mortgage backed security | US | $421K | – | 0.03 |
| Optiv Security, Inc. | Long | Loan | US | $127K | – | 0.01 |
| Oracle Corporation | Long | Debt | US | $1M | – | 0.09 |
| Orbia Advance Corporation, S.A.B. de C.V. | Long | Debt | US | $116K | – | 0.01 |
| Orbia Advance Corporation, S.A.B. de C.V. | Long | Debt | US | $58K | – | 0.00 |
| Organon & Co | Long | Loan | US | $159K | – | 0.01 |
| Organon & Co. | Long | Debt | US | $175K | – | 0.01 |
| Organon & Co. | Long | Debt | US | $51K | – | 0.00 |
| Organon & Co. | Long | Debt | US | $30K | – | 0.00 |
| Oscar AcquisitionCo, LLC | Long | Loan | US | $289K | – | 0.02 |
| Oscar AcquisitionCo, LLC | Long | Debt | US | $109K | – | 0.01 |
| Osmose Utilities Services, Inc. | Long | Loan | US | $10K | – | 0.00 |
| Outfront Media Capital Corporation | Long | Debt | US | $151K | – | 0.01 |
| Owens-Brockway Glass Container Inc. | Long | Debt | US | $120K | – | 0.01 |
| Owens-Brockway Glass Container Inc. | Long | Debt | US | $35K | – | 0.00 |
| P.F. Chang's China Bistro Inc. | Long | Loan | US | $100K | – | 0.01 |
| Pacific Bells, LLC | Long | Loan | US | $126K | – | 0.01 |
| Pacific Dental Services, LLC | Long | Loan | US | $60K | – | 0.00 |
| Pacific Gas And Electric Company | Long | Loan | US | $90K | – | 0.01 |
| Packaging Coordinators Midco, Inc. | Long | Loan | US | $182K | – | 0.01 |
| PACTIV EVERGREEN GROUP TERM LOAN B3 | Long | Loan | US | $117K | – | 0.01 |
| Pakistan, Government of | Long | Debt | US | $131K | – | 0.01 |
| Pakistan, Government of | Long | Debt | US | $126K | – | 0.01 |
| Pakistan, Government of | Long | Debt | US | $39K | – | 0.00 |
| Panther Escrow Issuer LLC | Long | Debt | US | $162K | – | 0.01 |
| Par Petroleum, LLC | Long | Loan | US | $89K | – | 0.01 |
| Parexel International Corporation | Long | Loan | US | $369K | – | 0.02 |
| Park Intermediate Holdings LLC | Long | Debt | US | $66K | – | 0.00 |
| Parkland Corporation | Long | Debt | US | $192K | – | 0.01 |
| Parkland Corporation | Long | Debt | US | $55K | – | 0.00 |
| Particle Investments S.a.r.l. | Long | Loan | US | $21K | – | 0.00 |
| Particle Investments S.a.r.l. | Long | Loan | US | $9K | – | 0.00 |
| Party City Holdings Inc. | Long | Debt | US | $225 | – | 0.00 |
| Patagonia Holdco LLC | Long | Loan | US | $84K | – | 0.01 |
| Pattern Energy Group Inc. | Long | Debt | US | $74K | – | 0.00 |
| PBF Holding Company LLC | Long | Debt | US | $181K | – | 0.01 |
| PBF Holding Company LLC | Long | Debt | US | $76K | – | 0.00 |
| PCI Gaming Authority | Long | Loan | US | $58K | – | 0.00 |
| Peace Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $899K | – | 0.06 |
| Pediatrix Medical Group, Inc. | Long | Debt | US | $133K | – | 0.01 |
| Pemex Project Funding Master Trust | Long | Debt | US | $311K | – | 0.02 |
| PENN Entertainment, Inc. | Long | Loan | US | $64K | – | 0.00 |
| People's Government of Inner Mongolia Autonomous Region | Long | Debt | US | $204K | – | 0.01 |
| Performance Food Group Company | Long | Debt | US | $54K | – | 0.00 |
| Performance Food Group, Inc. | Long | Debt | US | $46K | – | 0.00 |
| Permian Resources Operating, LLC | Long | Debt | US | $26K | – | 0.00 |
| Perrigo Investments, LLC | Long | Loan | US | $112K | – | 0.01 |
| Petroleos de Venezuela, S.A. | Long | Debt | VE | $843K | – | 0.05 |
| Petroleos de Venezuela, S.A. | Long | Debt | US | $165K | – | 0.01 |
| Petroleos de Venezuela, S.A. | Long | Debt | US | $46K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | US | $6M | – | 0.37 |
| Petroleos Mexicanos | Long | Debt | US | $3M | – | 0.18 |
| Petroleos Mexicanos | Long | Debt | US | $2M | – | 0.12 |
| Petroleos Mexicanos | Long | Debt | US | $531K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | US | $418K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | US | $380K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | US | $304K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | US | $76K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | US | $73K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | US | $60K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | US | $39K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | US | $27K | – | 0.00 |
| PETRONAS Capital Limited | Long | Debt | US | $70K | – | 0.00 |
| PETRONAS Capital Limited | Long | Debt | US | $46K | – | 0.00 |
| Petrorio Luxembourg Trading S.A. R.L. | Long | Debt | US | $73K | – | 0.00 |
| PG Investment Company 59 S.a r.l. | Long | Loan | US | $171K | – | 0.01 |
| PG&E Corporation | Long | Debt | US | $220K | – | 0.01 |
| PG&E Corporation | Long | Debt | US | $100K | – | 0.01 |
| PG&E Corporation | Long | Debt | US | $67K | – | 0.00 |
| Phillips 66 | Long | Debt | US | $86K | – | 0.01 |
| Phoenix Guarantor Inc | Long | Loan | US | $104K | – | 0.01 |
| Piedmont Operating Partnership, LP | Long | Debt | US | $151K | – | 0.01 |
| Pike Corporation | Long | Debt | US | $259K | – | 0.02 |
| Pike Corporation | Long | Debt | US | $132K | – | 0.01 |
| Pike Corporation | Long | Loan | US | $91K | – | 0.01 |
| Pilgrim's Pride Corporation | Long | Debt | US | $204K | – | 0.01 |
| Pine Street Trust II | Long | Debt | US | $921K | – | 0.06 |
| Pitney Bowes Inc. | Long | Loan | US | $55K | – | 0.00 |
| PK Alift Loan Funding 3 LP | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.02 |
| Plains All American Pipeline, L.P. | Long | Debt | US | $265K | – | 0.02 |
| Plains All American Pipeline, L.P. | Long | Debt | US | $172K | – | 0.01 |
| Planet Fitness Master | Long | ABS-collateralized bond/debt obligation | US | $634K | – | 0.04 |
| Planet Fitness Master | Long | ABS-collateralized bond/debt obligation | US | $580K | – | 0.04 |
| Planet Fitness Master | Long | ABS-collateralized bond/debt obligation | US | $535K | – | 0.03 |
| Polaris Newco LLC | Long | Loan | US | $793K | – | 0.05 |
| POSCO Holdings Inc. | Long | Debt | US | $206K | – | 0.01 |
| Post Holdings, Inc. | Long | Debt | US | $141K | – | 0.01 |
| Post Holdings, Inc. | Long | Debt | US | $115K | – | 0.01 |
| Post Holdings, Inc. | Long | Debt | US | $44K | – | 0.00 |
| Post Holdings, Inc. | Long | Debt | US | $41K | – | 0.00 |
| Power Stop, LLC | Long | Loan | US | $258K | – | 0.02 |
| PRA Group, Inc. | Long | Debt | US | $45K | – | 0.00 |
| PRA Health Sciences, Inc. | Long | Loan | US | $23K | – | 0.00 |
| Prairie Acquiror LP | Long | Debt | US | $165K | – | 0.01 |
| Prairie ECI Acquiror LP | Long | Loan | US | $55K | – | 0.00 |
| Pregis TopCo Corporation | Long | Loan | US | $73K | – | 0.00 |
| Pregis TopCo Corporation | Long | Loan | US | $71K | – | 0.00 |
| Presidence de la Republique de Cote d'Ivoire | Long | Debt | US | $177K | – | 0.01 |
| Presidence de la Republique de Cote d'Ivoire | Long | Debt | US | $145K | – | 0.01 |
| Presidencia da Republica | Long | Debt | US | $257K | – | 0.02 |
| Presidencia da Republica | Long | Debt | US | $150K | – | 0.01 |
| Presidencia da Republica | Long | Debt | US | $121K | – | 0.01 |
| Presidencia De La Nacion | Long | Debt | US | $783K | – | 0.05 |
| Presidencia De La Nacion | Long | Debt | US | $363K | – | 0.02 |
| Presidencia De La Nacion | Long | Debt | US | $228K | – | 0.01 |
| Presidencia De La Nacion | Long | Debt | US | $98K | – | 0.01 |
| Presidencia De La Nacion | Long | Debt | US | $89K | – | 0.01 |
| Presidencia de la Republica de Chile | Long | Debt | US | $244K | – | 0.02 |
| Presidencia de la Republica de Chile | Long | Debt | US | $188K | – | 0.01 |
| Presidencia de la Republica de Chile | Long | Debt | US | $154K | – | 0.01 |
| Presidencia de la Republica de Chile | Long | Debt | US | $98K | – | 0.01 |
| Presidencia de la Republica de Chile | Long | Debt | US | $70K | – | 0.00 |
| Presidencia de la Republica de El Salvador | Long | Debt | US | $134K | – | 0.01 |
| Presidencia de la Republica de El Salvador | Long | Debt | US | $26K | – | 0.00 |
| Presidencia de la Republica de El Salvador | Long | Debt | US | $25K | – | 0.00 |
| Presidencia de la Republica de El Salvador | Long | Debt | DE | $15K | – | 0.00 |
| Presidencia de la Republica de El Salvador | Long | Debt | US | $14K | – | 0.00 |
| Presidencia de la Republica de El Salvador | Long | Debt | US | $13K | – | 0.00 |
| Presidencia de la Republica de El Salvador | Long | Debt | US | $5K | – | 0.00 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $309K | – | 0.02 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $239K | – | 0.02 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $151K | – | 0.01 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $147K | – | 0.01 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $81K | – | 0.01 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $79K | – | 0.01 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $74K | – | 0.00 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $69K | – | 0.00 |
| PRET 2024-RPL1 Trust | Long | ABS-mortgage backed security | US | $446K | – | 0.03 |
| Primary Products Finance LLC | Long | Loan | US | $110K | – | 0.01 |
| Primary Products Finance LLC | Long | Loan | US | $65K | – | 0.00 |
| PRMI Securitization Trust 2024-CMG1 | Long | ABS-mortgage backed security | US | $498K | – | 0.03 |
| Project Alpha Intermediate Holding, Inc. | Long | Loan | US | $230K | – | 0.01 |
| Project Boost Purchaser, LLC | Long | Loan | US | $48K | – | 0.00 |
| Prosus N.V. | Long | Debt | US | $176K | – | 0.01 |
| Prosus N.V. | Long | Debt | US | $104K | – | 0.01 |
| Prosus N.V. | Long | Debt | US | $40K | – | 0.00 |
| PRPM 2024-RPL2, LLC | Long | ABS-mortgage backed security | US | $757K | – | 0.05 |
| PT Adaro Indonesia | Long | Debt | US | $164K | – | 0.01 |
| PT Freeport Indonesia | Long | Debt | US | $197K | – | 0.01 |
| PT Freeport Indonesia | Long | Debt | US | $196K | – | 0.01 |
| PT Pertamina (Persero) | Long | Debt | US | $39K | – | 0.00 |
| PT. Indonesia Asahan Aluminium | Long | Debt | US | $127K | – | 0.01 |
| PTT Treasury Center Company Limited | Long | Debt | US | $35K | – | 0.00 |
| Puget Energy, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Puget Energy, Inc. | Long | Debt | US | $474K | – | 0.03 |
| Qatarenergy | Long | Debt | US | $299K | – | 0.02 |
| Qatarenergy | Long | Debt | US | $244K | – | 0.02 |
| Qatarenergy | Long | Debt | US | $225K | – | 0.01 |
| Qatarenergy | Long | Debt | US | $82K | – | 0.01 |
| R1 RCM, Inc. | Long | Loan | US | $70K | – | 0.00 |
| Rackspace Technology Global, Inc. | Long | Loan | US | $125K | – | 0.01 |
| Rackspace Technology Global, Inc. | Long | Loan | US | $65K | – | 0.00 |
| Radiology Partners, Inc. | Long | Debt | US | $180K | – | 0.01 |
| RailWorks Holdings, LP | Long | Debt | US | $224K | – | 0.01 |
| Raizen Fuels Finance S.A. | Long | Debt | US | $203K | – | 0.01 |
| Rand Parent LLC | Long | Debt | US | $457K | – | 0.03 |
| Rand Parent, LLC | Long | Loan | US | $49K | – | 0.00 |
| RealPage, Inc | Long | Loan | US | $237K | – | 0.02 |
| RealTruck Group, Inc. | Long | Loan | US | $105K | – | 0.01 |
| Realty Income Corporation | Long | Debt | US | $224K | – | 0.01 |
| Realty Income Corporation | Long | Debt | US | $138K | – | 0.01 |
| Realty Income Corporation | Long | Debt | US | $135K | – | 0.01 |
| Realty Income Corporation | Long | Debt | US | $119K | – | 0.01 |
| Recess Holdings, Inc. | Long | Loan | US | $90K | – | 0.01 |
| Red Planet Borrower, LLC | Long | Loan | US | $41K | – | 0.00 |
| Redfin Corporation | Long | Debt | US | $158K | – | 0.01 |
| Regal Rexnord Corporation | Long | Debt | US | $133K | – | 0.01 |
| Regions Bank | Long | Debt | US | $510K | – | 0.03 |
| RelaDyne Inc. | Long | Loan | US | $183K | – | 0.01 |
| Renaissance Holding Corp. | Long | Loan | US | $303K | – | 0.02 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $106K | – | 0.01 |
| Resideo Funding Inc. | Long | Loan | US | $40K | – | 0.00 |
| Restaurant Brands International Limited Partnership | Long | Debt | US | $113K | – | 0.01 |
| Restaurant Brands International Limited Partnership | Long | Debt | US | $105K | – | 0.01 |
| Restaurant Brands International Limited Partnership | Long | Debt | US | $60K | – | 0.00 |
| Restaurant Brands International Limited Partnership | Long | Debt | US | $44K | – | 0.00 |
| Restoration Hardware, Inc. | Long | Loan | US | $74K | – | 0.00 |
| Retail Properties of America, Inc. | Long | Debt | US | $55K | – | 0.00 |
| Rexford Industrial Realty, L.P. | Long | Debt | US | $55K | – | 0.00 |
| Rexford Industrial Realty, L.P. | Long | Debt | US | $47K | – | 0.00 |
| Reynolds American Inc. | Long | Debt | US | $925K | – | 0.06 |
| Reynolds American Inc. | Long | Debt | US | $200K | – | 0.01 |
| Reynolds Consumer Products LLC | Long | Loan | US | $127K | – | 0.01 |
| Ring Container Technologies Group, LLC | Long | Loan | US | $73K | – | 0.00 |
| RITHM Capital Corp. | Long | Debt | US | $44K | – | 0.00 |
| RITHM Capital Corp. | Long | Debt | US | $22K | – | 0.00 |
| Rivian Holdings LLC | Long | Debt | US | $630K | – | 0.04 |
| RLG Holdings, LLC | Long | Loan | US | $67K | – | 0.00 |
| Roblox Corporation | Long | Debt | US | $204K | – | 0.01 |
| Rockland Park Limited | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Rockwood Service Corporation | Long | Loan | US | $135K | – | 0.01 |
| Roper Industrial Products Investment Company LLC | Long | Loan | US | $64K | – | 0.00 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $142K | – | 0.01 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $128K | – | 0.01 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $67K | – | 0.00 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $59K | – | 0.00 |
| RR 7 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Runner Buyer, Inc. | Long | Loan | US | $34K | – | 0.00 |
| RVR Dealership Holdings, LLC | Long | Loan | US | $119K | – | 0.01 |
| Ryan Specialty Group, LLC | Long | Loan | US | $154K | – | 0.01 |
| SA Global Sukuk Limited | Long | Debt | US | $107K | – | 0.01 |
| Sabert Corporation | Long | Loan | US | $125K | – | 0.01 |
| Sabine Pass Liquefaction, LLC | Long | Debt | US | $1M | – | 0.08 |
| Sable International Finance Limited | Long | Debt | US | $110K | – | 0.01 |
| Sabra Health Care Limited Partnership | Long | Debt | US | $1M | – | 0.07 |
| Safehold GL Holdings LLC | Long | Debt | US | $108K | – | 0.01 |
| Safehold GL Holdings LLC | Long | Debt | US | $50K | – | 0.00 |
| Safeway Inc. | Long | Debt | US | $170K | – | 0.01 |
| Safeway Inc. | Long | Debt | US | $100K | – | 0.01 |
| Safeway Inc. | Long | Debt | US | $58K | – | 0.00 |
| Sally Holdings, LLC | Long | Debt | US | $94K | – | 0.01 |
| Samarco Mineracao S/A | Long | Debt | US | $242K | – | 0.02 |
| Sandor-Palota | Long | Debt | US | $158K | – | 0.01 |
| Sandor-Palota | Long | Debt | US | $150K | – | 0.01 |
| Sandor-Palota | Long | Debt | US | $47K | – | 0.00 |
| Sandor-Palota | Long | Debt | US | $37K | – | 0.00 |
| Sapphire Aviation Finance II Limited | Long | ABS-collateralized bond/debt obligation | US | $463K | – | 0.03 |
| Sapphire Aviation Finance II Limited | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $216K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $29K | – | 0.00 |
| Saudi Arabian Oil Company | Long | Debt | US | $320K | – | 0.02 |
| Saudi Arabian Oil Company | Long | Debt | US | $293K | – | 0.02 |
| Saudi Arabian Oil Company | Long | Debt | US | $249K | – | 0.02 |
| Saudi Arabian Oil Company | Long | Debt | US | $88K | – | 0.01 |
| Saudi Arabian Oil Company | Long | Debt | US | $42K | – | 0.00 |
| Saudi Arabian Oil Company | Long | Debt | US | $29K | – | 0.00 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $882K | – | 0.06 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.02 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.02 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-collateralized bond/debt obligation | US | $618K | – | 0.04 |
| Scih Salt Holdings Inc. | Long | Debt | US | $174K | – | 0.01 |
| Scih Salt Holdings Inc. | Long | Debt | US | $19K | – | 0.00 |
| SCIH Salt Holdings Inc. | Long | Loan | US | $60K | – | 0.00 |
| SCIL IV LLC / SCIL USA Holdings LLC | Long | Debt | US | $154K | – | 0.01 |
| Scotts Miracle-Gro Company, The | Long | Debt | US | $86K | – | 0.01 |
| Seadrill Finance Limited | Long | Debt | US | $47K | – | 0.00 |
| Seagate HDD Cayman | Long | Debt | US | $165K | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | US | $70K | – | 0.00 |
| Sealed Air Corporation | Long | Debt | US | $105K | – | 0.01 |
| Sealed Air Corporation | Long | Debt | US | $98K | – | 0.01 |
| Sealed Air Corporation | Long | Debt | US | $50K | – | 0.00 |
| Seaspan Corporation | Long | Debt | US | $216K | – | 0.01 |
| SeaWorld Parks & Entertainment, Inc. | Long | Loan | US | $107K | – | 0.01 |
| Securus Technologies Holdings, Inc. | Long | Loan | US | $28K | – | 0.00 |
| Sedgwick Claims Management Services, Inc. | Long | Loan | US | $69K | – | 0.00 |
| Senegal, Government of | Long | Debt | US | $59K | – | 0.00 |
| Sensata Technologies B.V. | Long | Debt | US | $73K | – | 0.00 |
| Sensata Technologies, Inc. | Long | Debt | US | $201K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $352K | – | 0.02 |
| Shriram Finance Limited | Long | Debt | US | $195K | – | 0.01 |
| Sigma Holdco B.V. | Long | Debt | NL | $257K | – | 0.02 |
| Silver Aircraft Lease Investment Limited | Long | ABS-collateralized bond/debt obligation | KY | $484K | – | 0.03 |
| Simon & Schuster Inc | Long | Loan | US | $108K | – | 0.01 |
| Sinclair Television Group Inc. | Long | Loan | US | $61K | – | 0.00 |
| Sinclair Television Group Inc. | Long | Loan | US | $50K | – | 0.00 |
| Sirius XM Radio Inc. | Long | Debt | US | $47K | – | 0.00 |
| Sisecam UK PLC | Long | Debt | US | $203K | – | 0.01 |
| Sitio Royalties Operating Partnership, LP | Long | Debt | US | $62K | – | 0.00 |
| Sixth Street Specialty Lending, Inc. | Long | Debt | US | $820K | – | 0.05 |
| Sk Neptune Husky Finance S.A.R.L | Long | Loan | US | $9K | – | 0.00 |
| SkyMiles IP Ltd. | Long | Loan | US | $108K | – | 0.01 |
| SkyMiles IP Ltd. | Long | Debt | US | $10K | – | 0.00 |
| SLM Corporation | Long | Debt | US | $44K | – | 0.00 |
| SM Energy Company | Long | Debt | US | $25K | – | 0.00 |
| Smyrna Ready Mix Concrete, LLC | Long | Debt | US | $122K | – | 0.01 |
| Smyrna Ready Mix Concrete, LLC | Long | Loan | US | $60K | – | 0.00 |
| Societe Generale | Long | Debt | US | $1M | – | 0.09 |
| SolarEdge Technologies Ltd. | Long | Debt | US | $19K | – | 0.00 |
| Soliant Lower Inter Llc | Long | Loan | US | $90K | – | 0.01 |
| Solina Bidco | Long | Loan | US | $50K | – | 0.00 |
| Solis IV BV | Long | Loan | US | $535K | – | 0.03 |
| Solis IV BV | Long | Loan | US | $197K | – | 0.01 |
| Sophia, L.P. | Long | Loan | US | $69K | – | 0.00 |
| Sotera Health Holdings, LLC | Long | Debt | US | $95K | – | 0.01 |
| Sotera Health Holdings, LLC | Long | Loan | US | $90K | – | 0.01 |
| Sotheby's | Long | Loan | US | $82K | – | 0.01 |
| Sotheby's, Inc. | Long | Debt | US | $100K | – | 0.01 |
| South Africa, Parliament of | Long | Debt | US | $105K | – | 0.01 |
| South Africa, Parliament of | Long | Debt | US | $60K | – | 0.00 |
| South Africa, Parliament of | Long | Debt | US | $58K | – | 0.00 |
| South Africa, Parliament of | Long | Debt | US | $57K | – | 0.00 |
| South Africa, Parliament of | Long | Debt | US | $56K | – | 0.00 |
| South Africa, Parliament of | Long | Debt | US | $46K | – | 0.00 |
| Southwestern Energy Company | Long | Debt | US | $87K | – | 0.01 |
| Sovos Compliance, LLC | Long | Loan | US | $93K | – | 0.01 |
| Spa Holdings 3 Oy | Long | Loan | US | $91K | – | 0.01 |
| Specialty Building Products Holdings, LLC | Long | Loan | US | $78K | – | 0.00 |
| Spectrum Management Holding Company, LLC | Long | Debt | US | $2M | – | 0.11 |
| Spectrum Management Holding Company, LLC | Long | Debt | US | $369K | – | 0.02 |
| SPGN 2022-TFLM Mortgage Trust | Long | ABS-mortgage backed security | US | $272K | – | 0.02 |
| SPGN 2022-TFLM Mortgage Trust | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Spin Holdco Inc. | Long | Loan | US | $1M | – | 0.06 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $77K | – | 0.00 |
| Spirit Airlines, Inc. | Long | Debt | US | $62K | – | 0.00 |
| Spirit Airlines, Inc. | Long | Debt | US | $18K | – | 0.00 |
| SREIT Commercial Mortgage Trust 2021-MFP | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| SREIT Commercial Mortgage Trust 2021-MFP | Long | ABS-mortgage backed security | US | $597K | – | 0.04 |
| SREIT Commercial Mortgage Trust 2021-MFP | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| SREIT Commercial Mortgage Trust 2021-MFP | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| SS&C Technologies Inc. | Long | Loan | US | $255K | – | 0.02 |
| St. George Warehousing & Trucking Co. of CA, Inc. | Long | Loan | US | $58K | – | 0.00 |
| Standard Industries Inc. | Long | Loan | US | $64K | – | 0.00 |
| Staples, Inc. | Long | Loan | US | $320K | – | 0.02 |
| Staples, Inc. | Long | Debt | US | $171K | – | 0.01 |
| Staples, Inc. | Long | Debt | US | $113K | – | 0.01 |
| Starwood Property Trust, Inc. | Long | Debt | US | $74K | – | 0.00 |
| Starwood Property Trust, Inc. | Long | Debt | US | $56K | – | 0.00 |
| Station Casinos LLC | Long | Loan | US | $259K | – | 0.02 |
| Station Casinos LLC | Long | Debt | US | $188K | – | 0.01 |
| Station Casinos LLC | Long | Debt | US | $45K | – | 0.00 |
| Stillwater Mining Company | Long | Debt | US | $91K | – | 0.01 |
| Stonemor Inc. | Long | Debt | US | $21K | – | 0.00 |
| StoneX Group Inc. | Long | Debt | US | $67K | – | 0.00 |
| Store Capital LLC | Long | Debt | US | $272K | – | 0.02 |
| Studio City Company Limited | Long | Debt | US | $60K | – | 0.00 |
| Subway Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Subway Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Subway Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $893K | – | 0.06 |
| Summit Materials, LLC | Long | Debt | US | $78K | – | 0.00 |
| Sun Communities Operating Limited Partnership | Long | Debt | US | $510K | – | 0.03 |
| Sun Communities Operating Limited Partnership | Long | Debt | US | $205K | – | 0.01 |
| Sunnova Energy Corporation | Long | Debt | US | $182K | – | 0.01 |
| Sunnova Energy International Inc. | Long | Debt | US | $32K | – | 0.00 |
| Sunoco Logistics Partners Operations L.P. | Long | Debt | US | $179K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $150K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $95K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $41K | – | 0.00 |
| Sunoco LP | Long | Debt | US | $21K | – | 0.00 |
| Superannuation and Investments US LLC | Long | Loan | US | $34K | – | 0.00 |
| SupplyOne, Inc | Long | Loan | US | $30K | – | 0.00 |
| Surgery Center Holdings, Inc. | Long | Debt | US | $180K | – | 0.01 |
| Surgery Center Holdings, Inc. | Long | Loan | US | $137K | – | 0.01 |
| Suzano Austria GmbH | Long | Debt | US | $52K | – | 0.00 |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $121K | – | 0.01 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $116K | – | 0.01 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $112K | – | 0.01 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $96K | – | 0.01 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $94K | – | 0.01 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $75K | – | 0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $68K | – | 0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $67K | – | 0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $57K | – | 0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $57K | – | 0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $57K | – | 0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $44K | – | 0.00 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $40K | – | 0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $37K | – | 0.00 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $31K | – | 0.00 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $24K | – | 0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $22K | – | 0.00 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $17K | – | 0.00 | |
| Sweetwater Borrower, LLC | Long | Loan | US | $184K | – | 0.01 |
| Symphony CLO 43 Ltd | Long | ABS-collateralized bond/debt obligation | US | $860K | – | 0.06 |
| Symphony CLO XIX Ltd | Long | ABS-collateralized bond/debt obligation | US | $475K | – | 0.03 |
| Symphony CLO XXV, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Symphony CLO XXVI, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| Symphony CLO XXXII | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Synchrony Financial | Long | Debt | US | $2M | – | 0.14 |
| Sysco Corporation | Long | Debt | US | $346K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $836K | – | 0.05 |
| T-Mobile USA, Inc. | Long | Debt | US | $37K | – | 0.00 |
| T-Mobile USA, Inc. | Long | Debt | US | $35K | – | 0.00 |
| T-Mobile USA, Inc. | Long | Debt | US | $33K | – | 0.00 |
| Tajikistan, Government of | Long | Debt | US | $132K | – | 0.01 |
| Tallgrass Energy Partners, LP | Long | Debt | US | $337K | – | 0.02 |
| Talos Production Inc. | Long | Debt | US | $58K | – | 0.00 |
| Talos Production Inc. | Long | Debt | US | $42K | – | 0.00 |
| Tanger Properties Limited Partnership | Long | Debt | US | $3M | – | 0.18 |
| Tanger Properties Limited Partnership | Long | Debt | US | $1M | – | 0.09 |
| Tapestry, Inc. | Long | Debt | US | $943K | – | 0.06 |
| Tapestry, Inc. | Long | Debt | US | $936K | – | 0.06 |
| Tapestry, Inc. | Long | Debt | US | $807K | – | 0.05 |
| Tapestry, Inc. | Long | Debt | US | $500K | – | 0.03 |
| Tapestry, Inc. | Long | Debt | US | $184K | – | 0.01 |
| Taylor Morrison Communities, Inc. | Long | Debt | US | $41K | – | 0.00 |
| TCS Finance Designated Activity Company | Long | Debt | US | $0 | – | – |
| Teachers Insurance And Annuity Association of America | Long | Debt | US | $567K | – | 0.04 |
| Teine Energy Ltd. | Long | Debt | US | $20K | – | 0.00 |
| Telecom Italia Capital | Long | Debt | US | $220K | – | 0.01 |
| Telecomunicaciones Digitales, S.A. | Long | Debt | US | $231K | – | 0.01 |
| Telefonica Celular del Paraguay S.A.E. | Long | Debt | US | $127K | – | 0.01 |
| Tempur Sealy International, Inc. | Long | Debt | US | $158K | – | 0.01 |
| Tempur Sealy International, Inc. | Long | Debt | US | $80K | – | 0.01 |
| Tencent Holdings Limited | Long | Debt | US | $56K | – | 0.00 |
| Tencent Holdings Limited | Long | Debt | US | $47K | – | 0.00 |
| Tencent Holdings Limited | Long | Debt | US | $38K | – | 0.00 |
| Tenet Healthcare Corporation | Long | Debt | US | $195K | – | 0.01 |
| Tenet Healthcare Corporation | Long | Debt | US | $97K | – | 0.01 |
| Tenet Healthcare Corporation | Long | Debt | US | $70K | – | 0.00 |
| Tenet Healthcare Corporation | Long | Debt | US | $65K | – | 0.00 |
| Tenet Healthcare Corporation | Long | Debt | US | $43K | – | 0.00 |
| Tengizchevroil Finance Company S.A R.L. | Long | Debt | US | $116K | – | 0.01 |
| Termocandelaria Power Ltd. | Long | Debt | US | $91K | – | 0.01 |
| Tesla Auto Lease Trust 2023-A | Long | ABS-collateralized bond/debt obligation | US | $607K | – | 0.04 |
| Tesla Auto Lease Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $905K | – | 0.06 |
| Tesla Auto Lease Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $876K | – | 0.06 |
| Tesla Auto Lease Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III B.V. | Long | Debt | US | $215K | – | 0.01 |
| The ADT Security Corporation | Long | Debt | US | $97K | – | 0.01 |
| The AES Corporation | Long | Debt | US | $3M | – | 0.22 |
| The AES Corporation | Long | Debt | US | $1M | – | 0.07 |
| The Arab Republic of Egypt | Long | Debt | US | $231K | – | 0.01 |
| The Arab Republic of Egypt | Long | Debt | US | $225K | – | 0.01 |
| The Arab Republic of Egypt | Long | Debt | US | $123K | – | 0.01 |
| The Arab Republic of Egypt | Long | Debt | US | $73K | – | 0.00 |
| The Arab Republic of Egypt | Long | Debt | US | $10K | – | 0.00 |
| The Charles Schwab Corporation | Long | Debt | US | $171K | – | 0.01 |
| The Charles Schwab Corporation | Long | Debt | US | $45K | – | 0.00 |
| The Chemours Company | Long | Debt | US | $314K | – | 0.02 |
| The Chemours Company | Long | Debt | US | $142K | – | 0.01 |
| The Chemours Company | Long | Debt | US | $9K | – | 0.00 |
| The Democratic Socialist Republic of Sri Lanka | Long | Debt | US | $77K | – | 0.00 |
| The Democratic Socialist Republic of Sri Lanka | Long | Debt | US | $59K | – | 0.00 |
| The Democratic Socialist Republic of Sri Lanka | Long | Debt | US | $32K | – | 0.00 |
| The Democratic Socialist Republic of Sri Lanka | Long | Debt | US | $26K | – | 0.00 |
| The Government of Barbados | Long | Debt | US | $119K | – | 0.01 |
| The Government of the Republic of Armenia | Long | Debt | US | $53K | – | 0.00 |
| The Hashemite Kingdom of Jordan, The Government of | Long | Debt | US | $194K | – | 0.01 |
| The Hashemite Kingdom of Jordan, The Government of | Long | Debt | US | $25K | – | 0.00 |
| The Israel Electric Corporation Ltd. | Long | Debt | US | $164K | – | 0.01 |
| The Ministry of Finance of Georgia | Long | Debt | US | $183K | – | 0.01 |
| The Oil And Gas Holding Company B.S.C. | Long | Debt | US | $112K | – | 0.01 |
| The Oil And Gas Holding Company B.S.C. | Long | Debt | BH | $43K | – | 0.00 |
| The Philippines, Government of | Long | Debt | US | $211K | – | 0.01 |
| The Philippines, Government of | Long | Debt | US | $201K | – | 0.01 |
| The Philippines, Government of | Long | Debt | US | $178K | – | 0.01 |
| The Philippines, Government of | Long | Debt | US | $45K | – | 0.00 |
| The Philippines, Government of | Long | Debt | US | $24K | – | 0.00 |
| The Providence Service Corporation | Long | Debt | US | $218K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $1M | – | 0.08 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $231K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $207K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $195K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $101K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $82K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $80K | – | 0.01 |
| The Republic of Indonesia, The Government of | Long | Debt | SG | $76K | – | 0.00 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $44K | – | 0.00 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $43K | – | 0.00 |
| The Republic of Indonesia, The Government of | Long | Debt | US | $33K | – | 0.00 |
| The Republic of Rwanda, Government of | Long | Debt | US | $96K | – | 0.01 |
| The Republic of Uzbekistan | Long | Debt | US | $103K | – | 0.01 |
| The Toledo Hospital | Long | Debt | US | $69K | – | 0.00 |
| Thor Industries, Inc. | Long | Debt | US | $106K | – | 0.01 |
| Thunderbolt II Aircraft Lease Limited | Long | ABS-collateralized bond/debt obligation | US | $928K | – | 0.06 |
| Thunderbolt III Aircraft Lease Limited | Long | ABS-collateralized bond/debt obligation | KY | $656K | – | 0.04 |
| Tiaa Asset Management, LLC | Long | Debt | US | $407K | – | 0.03 |
| TK Elevator U.S. Newco, Inc. | Long | Debt | US | $320K | – | 0.02 |
| TK Elevator US Newco Inc | Long | Loan | US | $72K | – | 0.00 |
| TK Elevator US Newco Inc | Long | Loan | US | $41K | – | 0.00 |
| TKC Holdings, Inc. | Long | Debt | US | $177K | – | 0.01 |
| TKC Holdings, Inc. | Long | Debt | US | $161K | – | 0.01 |
| TKC Holdings, Inc. | Long | Loan | US | $46K | – | 0.00 |
| TKC Holdings, Inc. | Long | Loan | US | $10K | – | 0.00 |
| TMS ISSUER S.a r.l. | Long | Debt | US | $112K | – | 0.01 |
| TopBuild Corp. | Long | Debt | US | $172K | – | 0.01 |
| Topgolf Callaway Brands Corp. | Long | Loan | US | $222K | – | 0.01 |
| Tory Burch LLC | Long | Loan | US | $179K | – | 0.01 |
| Touchdown Acquirer Inc | Long | Loan | US | $86K | – | 0.01 |
| Touchdown Acquirer Inc | Long | Loan | US | $19K | – | 0.00 |
| Toyota Lease Owner Trust 2023-A | Long | ABS-collateralized bond/debt obligation | US | $622K | – | 0.04 |
| Toyota Lease Owner Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $600K | – | 0.04 |
| TPC Corporation | Long | Debt | US | $91K | – | 0.01 |
| Trans Union, LLC | Long | Loan | US | $169K | – | 0.01 |
| Trans Union, LLC | Long | Loan | US | $45K | – | 0.00 |
| TransAlta Corporation | Long | Debt | US | $99K | – | 0.01 |
| Transcontinental Gas Pipe Line Company, LLC | Long | Debt | US | $390K | – | 0.02 |
| Transcontinental Gas Pipe Line Company, LLC | Long | Debt | US | $142K | – | 0.01 |
| TransDigm Inc. | Long | Debt | US | $432K | – | 0.03 |
| TransDigm Inc. | Long | Debt | US | $292K | – | 0.02 |
| TransDigm Inc. | Long | Debt | US | $141K | – | 0.01 |
| TransDigm Inc. | Long | Debt | US | $83K | – | 0.01 |
| TransDigm Inc. | Long | Debt | US | $76K | – | 0.00 |
| TransDigm, Inc. | Long | Loan | US | $754K | – | 0.05 |
| TransDigm, Inc. | Long | Loan | US | $49K | – | 0.00 |
| Transocean Inc | Long | Debt | US | $123K | – | 0.01 |
| Transocean Inc | Long | Debt | US | $105K | – | 0.01 |
| Transocean Inc | Long | Debt | US | $80K | – | 0.01 |
| Transocean Inc | Long | Debt | US | $30K | – | 0.00 |
| Transocean Poseidon Limited | Long | Debt | US | $199K | – | 0.01 |
| Travelport Finance (Luxembourg) S.a.r.l. | Long | Loan | US | $98K | – | 0.01 |
| Travelport Worldwide Limited | Long | Equity-common | US | $45K | 17 | 0.00 |
| Traverse Midstream Partners LLC | Long | Loan | US | $59K | – | 0.00 |
| Treasury, United States Department of | Long | Debt | US | $90M | – | 5.77 |
| Treasury, United States Department of | Long | Debt | US | $29M | – | 1.89 |
| Treasury, United States Department of | Long | Debt | US | $26M | – | 1.65 |
| Treasury, United States Department of | Long | Debt | US | $25M | – | 1.62 |
| Treasury, United States Department of | Long | Debt | US | $23M | – | 1.49 |
| Treasury, United States Department of | Long | Debt | US | $22M | – | 1.42 |
| Treasury, United States Department of | Long | Debt | US | $21M | – | 1.35 |
| Treasury, United States Department of | Long | Debt | US | $21M | – | 1.35 |
| Treasury, United States Department of | Long | Debt | US | $17M | – | 1.11 |
| Treasury, United States Department of | Long | Debt | US | $15M | – | 0.99 |
| Treasury, United States Department of | Long | Debt | US | $15M | – | 0.94 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 0.90 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 0.88 |
| Treasury, United States Department of | Long | Debt | US | $12M | – | 0.76 |
| Treasury, United States Department of | Long | Debt | US | $12M | – | 0.75 |
| Treasury, United States Department of | Long | Debt | US | $11M | – | 0.72 |
| Treasury, United States Department of | Long | Debt | US | $11M | – | 0.72 |
| Treasury, United States Department of | Long | Debt | US | $9M | – | 0.59 |
| Treasury, United States Department of | Long | Debt | US | $9M | – | 0.55 |
| Treasury, United States Department of | Long | Debt | US | $8M | – | 0.54 |
| Treasury, United States Department of | Long | Debt | US | $8M | – | 0.51 |
| Treasury, United States Department of | Long | Debt | US | $7M | – | 0.42 |
| Treasury, United States Department of | Long | Debt | US | $6M | – | 0.39 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.35 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.33 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.33 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.32 |
| Treasury, United States Department of | Long | Debt | US | $4M | – | 0.27 |
| Treasury, United States Department of | Long | Debt | US | $4M | – | 0.24 |
| Treasury, United States Department of | Long | Debt | US | $4M | – | 0.23 |
| Treasury, United States Department of | Long | Debt | US | $4M | – | 0.23 |
| Treasury, United States Department of | Long | Debt | US | $3M | – | 0.18 |
| Treasury, United States Department of | Long | Debt | US | $3M | – | 0.16 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.15 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.10 |
| Treasury, United States Department of | Long | Debt | US | $1M | – | 0.09 |
| Treasury, United States Department of | Long | Debt | US | $1M | – | 0.07 |
| Treasury, United States Department of | Long | Debt | US | $897K | – | 0.06 |
| Treasury, United States Department of | Long | Debt | US | $806K | – | 0.05 |
| Treasury, United States Department of | Long | Debt | US | $394K | – | 0.03 |
| Treasury, United States Department of | Long | Debt | US | $283K | – | 0.02 |
| Treasury, United States Department of | Long | Debt | US | $213K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $207K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $106K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $61K | – | 0.00 |
| Treehouse Foods, Inc. | Long | Debt | US | $130K | – | 0.01 |
| TricorBraun Holdings, Inc. | Long | Loan | US | $214K | – | 0.01 |
| Trinet Group, Inc. | Long | Debt | US | $198K | – | 0.01 |
| Triton Water Holdings Incorporated | Long | Debt | US | $154K | – | 0.01 |
| Triton Water Holdings, Inc | Long | Loan | US | $469K | – | 0.03 |
| Trivium Packaging Finance B.V. | Long | Debt | US | $153K | – | 0.01 |
| Trivium Packaging Finance B.V. | Long | Debt | NL | $15K | – | 0.00 |
| Tronox Incorporated | Long | Debt | US | $240K | – | 0.02 |
| Truist Insurance Holdings LLC | Long | Loan | US | $300K | – | 0.02 |
| Truist Insurance Holdings LLC | Long | Loan | US | $260K | – | 0.02 |
| TTM Technologies, Inc. | Long | Debt | US | $106K | – | 0.01 |
| TTM Technologies, Inc. | Long | Loan | US | $103K | – | 0.01 |
| Tullow Oil PLC | Long | Debt | US | $232K | – | 0.01 |
| Tullow Oil PLC | Long | Debt | US | $96K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $385K | – | 0.02 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $217K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $216K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $201K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $197K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $159K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $149K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $131K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $123K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $104K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $98K | – | 0.01 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $57K | – | 0.00 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $34K | – | 0.00 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $26K | – | 0.00 |
| TV Azteca S.A.B. de C.V. | Long | Debt | MX | $117K | – | 0.01 |
| U S I, Inc. | Long | Debt | US | $61K | – | 0.00 |
| U.S. Acute Care Solutions, LLC | Long | Debt | US | $54K | – | 0.00 |
| U.S. Anesthesia Partners, Inc. | Long | Loan | US | $43K | – | 0.00 |
| U.S. Foods Inc. | Long | Debt | US | $123K | – | 0.01 |
| U.S. Foods Inc. | Long | Debt | US | $61K | – | 0.00 |
| U.S. Foods Inc. | Long | Debt | US | $42K | – | 0.00 |
| Uber Technologies, Inc. | Long | Loan | US | $469K | – | 0.03 |
| Uber Technologies, Inc. | Long | Debt | US | $267K | – | 0.02 |
| UBS Group AG | Long | Debt | US | $2M | – | 0.13 |
| UBS Group AG | Long | Debt | US | $2M | – | 0.10 |
| UBS Group AG | Long | Debt | US | $1M | – | 0.08 |
| UBS Group AG | Long | Debt | US | $765K | – | 0.05 |
| UBS Group AG | Long | Debt | US | $685K | – | 0.04 |
| UBS Group AG | Long | Debt | US | $286K | – | 0.02 |
| UFC Holdings, LLC | Long | Loan | US | $92K | – | 0.01 |
| UKG Inc. | Long | Loan | US | $747K | – | 0.05 |
| UKG Inc. | Long | Debt | US | $116K | – | 0.01 |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A. | Long | Debt | US | $146K | – | 0.01 |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A. | Long | Debt | US | $54K | – | 0.00 |
| United Airlines Pass Through Certificates, Series 2015-1 | Long | Debt | US | $97K | – | 0.01 |
| United Airlines, Inc. | Long | Loan | US | $190K | – | 0.01 |
| United FP Holdings, LLC | Long | Loan | US | $496K | – | 0.03 |
| United FP Holdings, LLC | Long | Loan | US | $27K | – | 0.00 |
| United FP Holdings, LLC | Long | Loan | US | $9K | – | 0.00 |
| United Natural Foods, Inc. | Long | Debt | US | $86K | – | 0.01 |
| United Rentals (North America), Inc. | Long | Debt | US | $189K | – | 0.01 |
| United Rentals, Inc. | Long | Loan | US | $85K | – | 0.01 |
| Uniti Group Inc. | Long | Debt | US | $478K | – | 0.03 |
| Uniti Group Inc. | Long | Debt | US | $253K | – | 0.02 |
| Uniti Group Inc. | Long | Debt | US | $155K | – | 0.01 |
| Uniti Group Inc. | Long | Debt | US | $69K | – | 0.00 |
| Uniti Group Inc. | Long | Debt | US | $5K | – | 0.00 |
| Univision Communications Inc. | Long | Loan | US | $336K | – | 0.02 |
| Univision Communications Inc. | Long | Debt | US | $293K | – | 0.02 |
| Univision Communications Inc. | Long | Debt | US | $77K | – | 0.00 |
| Univision Communications Inc. | Long | Loan | US | $74K | – | 0.00 |
| Univision Communications Inc. | Long | Loan | US | $70K | – | 0.00 |
| Univision Communications Inc. | Long | Loan | US | $59K | – | 0.00 |
| Univision Communications Inc. | Long | Debt | US | $34K | – | 0.00 |
| Univision Communications Inc. | Long | Debt | US | $21K | – | 0.00 |
| Unum Group | Long | Debt | US | $1M | – | 0.09 |
| Unum Group | Long | Debt | US | $1M | – | 0.09 |
| Upfield B.V. | Long | Loan | US | $126K | – | 0.01 |
| Upfield B.V. | Long | Loan | US | $23K | – | 0.00 |
| Upfield B.V. | Long | Loan | US | $10K | – | 0.00 |
| Upstream Rehabilition, Inc. | Long | Loan | US | $60K | – | 0.00 |
| Upstream Rehabilition, Inc. | Long | Loan | US | $154.27 | – | 0.00 |
| Urzad Rady Ministrow | Long | Debt | US | $93K | – | 0.01 |
| Urzad Rady Ministrow | Long | Debt | US | $44K | – | 0.00 |
| US Radiology Specialists, Inc. | Long | Loan | US | $63K | – | 0.00 |
| USA Compression Finance Corp. | Long | Debt | US | $96K | – | 0.01 |
| USI, Inc. | Long | Loan | US | $20K | – | 0.00 |
| USI, Inc. | Long | Loan | US | $15K | – | 0.00 |
| USIC Holdings, Inc. | Long | Loan | US | $76K | – | 0.00 |
| USIC Holdings, Inc. | Long | Loan | US | $8K | – | 0.00 |
| Valaris Limited | Long | Debt | US | $171K | – | 0.01 |
| Vale Overseas Ltd | Long | Debt | US | $124K | – | 0.01 |
| Vallourec | Long | Debt | US | $207K | – | 0.01 |
| VCAT 2021-NPL5 LLC | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Ventas Realty, Limited Partnership | Long | Debt | US | $1M | – | 0.09 |
| Ventas Realty, Limited Partnership | Long | Debt | US | $974K | – | 0.06 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $105K | – | 0.01 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $81K | – | 0.01 |
| Veritas USA Inc. | Long | Debt | US | $61K | – | 0.00 |
| Verizon Communications Inc. | Long | Debt | US | $718K | – | 0.05 |
| Verizon Communications Inc. | Long | Debt | US | $527K | – | 0.03 |
| Verizon Communications Inc. | Long | Debt | US | $174K | – | 0.01 |
| Verizon Communications Inc. | Long | Debt | US | $133K | – | 0.01 |
| Vertiv Group Corporation | Long | Loan | US | $189K | – | 0.01 |
| Vestel Elektronik Sanayi Ve Ticaret Anonim Sirketi | Long | Debt | US | $199K | – | 0.01 |
| Vestis Corporation | Long | Loan | US | $94K | – | 0.01 |
| VFH Parent LLC | Long | Debt | US | $105K | – | 0.01 |
| ViaSat, Inc. | Long | Debt | US | $19K | – | 0.00 |
| Viatris Inc. | Long | Debt | US | $3M | – | 0.21 |
| Viatris Inc. | Long | Debt | US | $246K | – | 0.02 |
| Viatris Inc. | Long | Debt | US | $93K | – | 0.01 |
| Viavi Solutions Inc. | Long | Debt | US | $156K | – | 0.01 |
| Vibrantz Technologies Inc. | Long | Debt | US | $169K | – | 0.01 |
| VICI Properties Inc. | Long | Debt | US | $76K | – | 0.00 |
| VICI Properties Inc. | Long | Debt | US | $54K | – | 0.00 |
| VICI Properties Inc. | Long | Debt | US | $49K | – | 0.00 |
| VICI Properties Inc. | Long | Debt | US | $8K | – | 0.00 |
| VICI Properties Inc. | Long | Debt | US | $4K | – | 0.00 |
| VICI Properties L.P. | Long | Debt | US | $1M | – | 0.09 |
| VICI Properties L.P. | Long | Debt | US | $946K | – | 0.06 |
| VICI Properties L.P. | Long | Debt | US | $328K | – | 0.02 |
| VICI Properties L.P. | Long | Debt | US | $177K | – | 0.01 |
| VICI Properties L.P. | Long | Debt | US | $111K | – | 0.01 |
| VICI Properties L.P. | Long | Debt | US | $90K | – | 0.01 |
| Victors Merger Corporation | Long | Debt | US | $98K | – | 0.01 |
| Viking Cruises Limited | Long | Debt | US | $103K | – | 0.01 |
| Viper Energy, Inc. | Long | Debt | US | $36K | – | 0.00 |
| Virgin Media Bristol LLC | Long | Loan | US | $108K | – | 0.01 |
| Virgin Media Finance PLC | Long | Debt | US | $136K | – | 0.01 |
| Virgin Media Secured Finance PLC | Long | Debt | US | $165K | – | 0.01 |
| Virgin Media Vendor Financing Notes IV Designated Activity Company | Long | Debt | US | $40K | – | 0.00 |
| Viridien | Long | Debt | US | $229K | – | 0.01 |
| Virtusa Corporation | Long | Debt | US | $51K | – | 0.00 |
| VistaJet Group Holding SA | Long | Debt | US | $40K | – | 0.00 |
| VistaJet Malta Finance P.L.C. | Long | Debt | US | $219K | – | 0.01 |
| VistaJet Malta Finance P.L.C. | Long | Debt | US | $35K | – | 0.00 |
| Vistra Operations Company LLC | Long | Debt | US | $271K | – | 0.02 |
| Vistra Operations Company LLC | Long | Loan | US | $239K | – | 0.02 |
| Vistra Operations Company LLC | Long | Debt | US | $117K | – | 0.01 |
| Vistra Operations Company LLC | Long | Debt | US | $64K | – | 0.00 |
| Vistra Operations Company LLC | Long | Debt | US | $57K | – | 0.00 |
| Vlada Crne Gore | Long | Debt | US | $201K | – | 0.01 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $999K | – | 0.06 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Vm Consolidated, Inc. | Long | Debt | US | $24K | – | 0.00 |
| VM Consolidated, Inc. | Long | Loan | US | $124K | – | 0.01 |
| Volcan Compania Minera S.A.A. | Long | Debt | US | $93K | – | 0.01 |
| Volkswagen Auto Lease Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $549K | – | 0.04 |
| Vornado Realty L.P. | Long | Debt | US | $249K | – | 0.02 |
| Voya CLO 2020-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Voya CLO 2020-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $598K | – | 0.04 |
| Voya CLO 2020-3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Voya CLO 2023-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Voya CLO 2024-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $813K | – | 0.05 |
| VS Buyer, LLC | Long | Loan | US | $80K | – | 0.01 |
| VTR Comunicaciones SpA | Long | Debt | US | $142K | – | 0.01 |
| VTR Comunicaciones SpA | Long | Debt | US | $87K | – | 0.01 |
| VTR Finance N.V. | Long | Debt | US | $61K | – | 0.00 |
| W. R. Grace Holdings LLC | Long | Debt | US | $95K | – | 0.01 |
| W. R. Grace Holdings LLC | Long | Debt | US | $83K | – | 0.01 |
| W. R. Grace Holdings LLC | Long | Debt | US | $35K | – | 0.00 |
| W.R. Grace & Co.-Conn. | Long | Loan | US | $127K | – | 0.01 |
| Walker & Dunlop, Inc. | Long | Loan | US | $92K | – | 0.01 |
| Wand NewCo 3, Inc. | Long | Loan | US | $141K | – | 0.01 |
| Wand NewCo 3, Inc. | Long | Debt | US | $124K | – | 0.01 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $4M | – | 0.29 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $886K | – | 0.06 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $550K | – | 0.04 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $385K | – | 0.02 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $186K | – | 0.01 |
| Wash Multifamily Acquisition Inc. | Long | Debt | US | $162K | – | 0.01 |
| Waterbridge Midstream Oper LLC | Long | Loan | US | $89K | – | 0.01 |
| Waterbridge Midstream Operating LLC | Long | Loan | US | $55K | – | 0.00 |
| Weber-Stephen Products LLC | Long | Loan | US | $82K | – | 0.01 |
| WEC US Holdings Ltd. | Long | Loan | US | $273K | – | 0.02 |
| Wells Fargo & Company | Long | Debt | US | $5M | – | 0.31 |
| Wells Fargo & Company | Long | Debt | US | $4M | – | 0.25 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.13 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.10 |
| Wells Fargo & Company | Long | Debt | US | $719K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | Long | ABS-mortgage backed security | US | $566K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT | Long | ABS-mortgage backed security | US | $670K | – | 0.04 |
| Western Alliance Bancorporation | Long | Debt | US | $193K | – | 0.01 |
| Western Digital Corporation | Long | Debt | US | $135K | – | 0.01 |
| Western Digital Corporation | Long | Debt | US | $50K | – | 0.00 |
| Western Midstream Operating, LP | Long | Debt | US | $4M | – | 0.26 |
| Westpac Banking Corporation | Long | Debt | US | $512K | – | 0.03 |
| WH Borrower, LLC | Long | Loan | US | $155K | – | 0.01 |
| WH Borrower, LLC | Long | Loan | US | $140K | – | 0.01 |
| WH Borrower, LLC | Long | Loan | US | $107K | – | 0.01 |
| Whatabrands LLC | Long | Loan | US | $244K | – | 0.02 |
| Whatabrands LLC | Long | Loan | US | $20K | – | 0.00 |
| Wheels Fleet Lease Funding 1 LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Wheels Fleet Lease Funding 1 LLC | Long | ABS-collateralized bond/debt obligation | US | $702K | – | 0.05 |
| White Cap Buyer LLC | Long | Loan | US | $130K | – | 0.01 |
| White Cap Buyer LLC | Long | Loan | US | $45K | – | 0.00 |
| Williams Companies, Inc., The | Long | Debt | US | $1M | – | 0.08 |
| Williams Companies, Inc., The | Long | Debt | US | $984K | – | 0.06 |
| Williams Scotsman, Inc. | Long | Debt | US | $176K | – | 0.01 |
| Willis Engine Structured Trust VII | Long | ABS-collateralized bond/debt obligation | US | $700K | – | 0.04 |
| WIN Waste Innovations Holdings, Inc. | Long | Loan | US | $108K | – | 0.01 |
| Windsor Holdings III, LLC | Long | Loan | US | $175K | – | 0.01 |
| Windsor Holdings III, LLC | Long | Debt | US | $110K | – | 0.01 |
| Windstream Escrow, LLC | Long | Debt | US | $165K | – | 0.01 |
| Wolfspeed, Inc. | Long | Debt | US | $229K | – | 0.01 |
| Wolverine World Wide, Inc. | Long | Debt | US | $146K | – | 0.01 |
| Wood Mackenzie Limited | Long | Loan | US | $111K | – | 0.01 |
| WOOF Holdings, Inc | Long | Loan | US | $160K | – | 0.01 |
| World Omni Auto Receivables Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $655K | – | 0.04 |
| World Omni Auto Receivables Trust 2023-C | Long | ABS-collateralized bond/debt obligation | US | $322K | – | 0.02 |
| World Omni Automobile Lease Securitization Trust 2023-A | Long | ABS-collateralized bond/debt obligation | US | $306K | – | 0.02 |
| Worldwide Express Operations, LLC | Long | Loan | US | $191K | – | 0.01 |
| Wrangler Holdco Corp. | Long | Debt | US | $184K | – | 0.01 |
| Wyndham Hotels & Resorts, Inc. | Long | Loan | US | $34K | – | 0.00 |
| Wynn Las Vegas, LLC | Long | Debt | US | $156K | – | 0.01 |
| XPO, Inc. | Long | Debt | US | $154K | – | 0.01 |
| XPO, Inc. | Long | Debt | US | $50K | – | 0.00 |
| Yinson Boronia Production B.V. | Long | Debt | US | $405K | – | 0.03 |
| Yum! Brands, Inc. | Long | Debt | US | $400K | – | 0.03 |
| Zayo Group Holdings, Inc. | Long | Loan | US | $365K | – | 0.02 |
| Zayo Group Holdings, Inc. | Long | Loan | US | $180K | – | 0.01 |
| Zayo Group Holdings, Inc. | Long | Debt | US | $139K | – | 0.01 |
| Zekelman Industries, Inc. | Long | Loan | US | $85K | – | 0.01 |
| Zelis Payments Buyer, Inc. | Long | Loan | US | $159K | – | 0.01 |
| ZF North America Capital, Inc. | Long | Debt | US | $138K | – | 0.01 |
| ZF North America Capital, Inc. | Long | Debt | US | $102K | – | 0.01 |
| ZF North America Capital, Inc. | Long | Debt | US | $57K | – | 0.00 |
| Ziggo B.V. | Long | Debt | US | $89K | – | 0.01 |
| Ziggo Bond Company B.V. | Long | Debt | US | $10K | – | 0.00 |
Address
JNL Series Trust
1 Corporate Way
Lansing
Michigan
48951
United States of America
Websites
Directors
Mark D. Nerud
Eric Anyah
Michael Bouchard
Ellen Carnahan
John Gillespie
William R. Rybak
Mark S. Wehrle
Edward Wood
Patricia A. Woodworth
Transfer Agents
Jackson National Asset Management, LLC
Pricing Services
Jackson National Asset Management, LLC
London Stock Exchange Group plc
Intercontinental Exchange
Bloomberg Inc.
PricingDirect Inc.
S&P Global
CME Group Inc.
LCH Clearnet Inc.
Custodians
JPMorgan Chase Bank, N.A.
HSBC Argentina Bank SA
JPMorgan Chase Bank NA Sydney
UniCredit Bank Austria AG
J.P. MORGAN SE - LUXEMBOURG BRANCH
JP Morgan SA DTVM
Royal Bank of Canada
Banco Santander Chile
Cititrust Colombia SA
UniCredit Bank Czech Republic and Slovakia as
Citibank NA Egypt
Clearstream
Euroclear
Skandinaviska Enskilda Banken AB (publ)
J.P. MORGAN SE - LUXEMBOURG BRANCH
Deutsche Bank AG
BNP Paribas S.A.
JPMorgan Chase Bank, N.A. Hong Kong
Deutsche Bank AG
JPMorgan Chase Bank NA India
PT Bank HSBC Indonesia
Bank Leumi leIsrael BM
BNP Paribas Securities Services SCA
Mizuho Bank Ltd
Standard Chartered Bank Korea Limited
HSBC Bank Malaysia Berhad
Banco Nacional de Mexico SA
J.P. MORGAN SE - LUXEMBOURG BRANCH
JPMorgan Chase Bank NA
Skandinaviska Enskilda Banken AB (publ)
Citibank del Peru SA
The Hongkong and Shanghai Banking Corporation Limited
Bank Handlowy w Warszawie SA
BNP Paribas Securities Services SCA
DBS Bank Ltd
FirstRand Bank Limited
CACEIS Bank Spain SAU
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
JPMorgan Chase Bank NA Taipei
Standard Chartered Bank Thai Public Company Limited
Citibank AS
JPMorgan Chase Bank NA London
HSBC Bank Vietnam Ltd
Shareholder Servicing Agents
Jackson National Asset Management, LLC
Admins
Jackson National Asset Management, LLC
Brokers
Morgan Stanley & Co, Inc
Barclays PLC
Goldman Sachs & Co. LLC
J.P. Morgan Securities LLC
Jefferies Group
UBS Securities LLC
Merrill Lynch, Pierce, Fenner & Smith Inc.
Banc of America Securities
CitiGroup Global Markets, Inc.
National Financial Services LLC