JPMorgan Funds > JPMorgan Trust II
JPMorgan Core Plus Bond Fund
$17.20B
Avg Monthly Net Assets
$20.99B
Total Assets
$1.20B
Total Liabilities
$19.79B
Net Assets
JPMorgan Core Plus Bond Fund is a Mutual Fund in JPMorgan Trust II
from JPMorgan Funds,
based in New York,
United States of America.
The fund has eight share classes
and monthly net assets of $17.20B.
On July 26th, 2024 it reported 3,056 holdings, the largest
being JPMorgan Prime Money Market Fund (7.9%), FNMA/FHLMC (2.8%) and GNMA (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000009621 | ONIAX | |
| Class C Shares | C000009623 | OBDCX | |
| Class I Shares | C000009620 | HLIPX | |
| Class R2 Shares | C000070639 | JCPZX | |
| Class R3 Shares | C000173236 | JCPPX | |
| Class R4 Shares | C000173237 | JCPQX | |
| Class R5 Shares | C000173238 | JCPYX | |
| Class R6 Shares | C000009624 | JCPUX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Debt | CA | $3M | – | 0.01 |
| 20 Times Square Trust, Series 2018-20TS, Class F | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| 7-Eleven, Inc. | Long | Debt | US | $2M | – | 0.01 |
| 7-Eleven, Inc. | Long | Debt | US | $2M | – | 0.01 |
| 7-Eleven, Inc. | Long | Debt | US | $1M | – | 0.01 |
| 7-Eleven, Inc. | Long | Debt | US | $860K | – | 0.00 |
| AAdvantage Loyality IP Ltd., 1st Lien Term Loan B | Long | Loan | KY | $10M | – | 0.05 |
| AbbVie, Inc. | Long | Debt | US | $21M | – | 0.11 |
| AbbVie, Inc. | Long | Debt | US | $4M | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $3M | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $2M | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $6M | – | 0.03 |
| ABN AMRO Bank NV | Long | Debt | NL | $5M | – | 0.03 |
| ABN AMRO Bank NV | Long | Debt | NL | $4M | – | 0.02 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $4M | – | 0.02 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| ACC | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ACC Claims Holdings LLC | Long | Equity-common | US | $3K | 2M | 0.00 |
| ACC Trust, Series 2021-1, Class D | Long | ABS-other | US | $4M | – | 0.02 |
| ACC Trust, Series 2022-1, Class C | Long | ABS-other | US | $6M | – | 0.03 |
| Accelerated Assets LLC, Series 2018-1, Class C | Long | ABS-other | US | $942K | – | 0.00 |
| Accelerated LLC, Series 2021-1H, Class D | Long | ABS-other | US | $3M | – | 0.02 |
| ACCO Brands Corp. | Long | Debt | US | $6M | – | 0.03 |
| Acrc | Long | Debt | GB | $34M | – | 0.17 |
| ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class B | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class C | Long | ABS-mortgage backed security | KY | $8M | – | 0.04 |
| AdaptHealth LLC | Long | Debt | US | $4M | – | 0.02 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $2M | – | 0.01 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $2M | – | 0.01 |
| Adient US LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $7M | – | 0.03 |
| ADT Security Corp. (The) | Long | Debt | US | $5M | – | 0.02 |
| ADT Security Corp. (The) | Long | Debt | US | $4M | – | 0.02 |
| AEP Transmission Co. LLC | Long | Debt | US | $310K | – | 0.00 |
| AEP Transmission Co. LLC, Series M | Long | Debt | US | $1M | – | 0.01 |
| AEP Transmission Co. LLC, Series N | Long | Debt | US | $1M | – | 0.01 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $15M | – | 0.08 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $5M | – | 0.02 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $2M | – | 0.01 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $552K | – | 0.00 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $401K | – | 0.00 |
| Aetna, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Aetna, Inc. | Long | Debt | US | $423K | – | 0.00 |
| Aetna, Inc. | Long | Debt | US | $182K | – | 0.00 |
| Aflac, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Ahead DB Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.01 |
| AI Candelaria Spain SA | Long | Debt | ES | $910K | – | 0.00 |
| AIA Group Ltd. | Long | Debt | HK | $1M | – | 0.01 |
| AIB Group plc | Long | Debt | IE | $3M | – | 0.01 |
| AIB Group plc | Long | Debt | IE | $1M | – | 0.01 |
| Air Canada Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | CA | $3M | – | 0.01 |
| Air Canada Pass-Through Trust, Series 2015-1, Class A | Long | ABS-other | CA | $2M | – | 0.01 |
| Air Canada Pass-Through Trust, Series 2015-2, Class AA | Long | ABS-other | CA | $638K | – | 0.00 |
| Air Canada Pass-Through Trust, Series 2017-1, Class A | Long | ABS-other | CA | $745K | – | 0.00 |
| Air Canada Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | CA | $6M | – | 0.03 |
| Air Canada Pass-Through Trust, Series 2017-1, Class B | Long | ABS-other | CA | $2M | – | 0.01 |
| Airbus SE | Long | Debt | NL | $123K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $4M | – | 0.02 |
| Aker BP ASA | Long | Debt | NO | $1M | – | 0.01 |
| Alabama Power Co. | Long | Debt | US | $1M | – | 0.01 |
| Alabama Power Co. | Long | Debt | US | $900K | – | 0.00 |
| Alabama Power Co., Series A | Long | Debt | US | $280K | – | 0.00 |
| Alameda County Joint Powers Authority, Multiple Capital Projects, Series 2010A | Long | Debt | US | $228K | – | 0.00 |
| Albertsons Cos., Inc. | Long | Debt | US | $16M | – | 0.08 |
| Albertsons Cos., Inc. | Long | Debt | US | $2M | – | 0.01 |
| Albertsons Cos., Inc. | Long | Debt | US | $1M | – | 0.01 |
| Albertsons Cos., Inc. | Long | Debt | US | $918K | – | 0.00 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $4M | – | 0.02 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $3M | – | 0.02 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $934K | – | 0.00 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $834K | – | 0.00 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $1M | – | 0.01 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $1M | – | 0.01 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $350K | – | 0.00 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $328K | – | 0.00 |
| Alliance Laundry Systems LLC, 1st Lien Term Loan B | Long | Loan | US | $4M | – | 0.02 |
| Allied Universal Holdco LLC | Long | Debt | US | $3M | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $752K | – | 0.00 |
| Allison Transmission, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Allison Transmission, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Allison Transmission, Inc. | Long | Debt | US | $234K | – | 0.00 |
| Ally Financial, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Alternative Loan Trust, Series 2003-J3, Class 2A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Alternative Loan Trust, Series 2004-22CB, Class 1A1 | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Alternative Loan Trust, Series 2005-23CB, Class A2 | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Alternative Loan Trust, Series 2005-54CB, Class 1A11 | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| Alternative Loan Trust, Series 2005-86CB, Class A11 | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Alternative Loan Trust, Series 2005-J6, Class 2A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Alternative Loan Trust, Series 2006-26CB, Class A9 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Altice Financing SA | Long | Debt | LU | $2M | – | 0.01 |
| Altice France SA | Long | Debt | FR | $2M | – | 0.01 |
| Altice France SA | Long | Debt | FR | $1M | – | 0.01 |
| Altria Group, Inc. | Long | Debt | US | $7M | – | 0.03 |
| Altria Group, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Amazon.com, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Amer Sports Co. | Long | Debt | US | $3M | – | 0.02 |
| Ameren Corp. | Long | Debt | US | $2M | – | 0.01 |
| Ameren Illinois Co. | Long | Debt | US | $6M | – | 0.03 |
| Ameren Illinois Co. | Long | Debt | US | $3M | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2015-2, Class A | Long | ABS-other | US | $2M | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2016-2, Class AA | Long | ABS-other | US | $604K | – | 0.00 |
| American Airlines Pass-Through Trust, Series 2016-3, Class AA | Long | ABS-other | US | $773K | – | 0.00 |
| American Airlines, Inc. | Long | Debt | US | $12M | – | 0.06 |
| American Airlines, Inc. | Long | Debt | US | $6M | – | 0.03 |
| American Airlines, Inc. | Long | Debt | US | $774K | – | 0.00 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $5M | – | 0.02 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $2M | – | 0.01 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $1M | – | 0.01 |
| American Builders & Contractors Supply Co., Inc. | Long | Debt | US | $4M | – | 0.02 |
| American Builders & Contractors Supply Co., Inc. | Long | Debt | US | $1M | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2022-2, Class E | Long | ABS-other | US | $11M | – | 0.06 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class C | Long | ABS-other | US | $12M | – | 0.06 |
| American Express Co. | Long | Debt | US | $2M | – | 0.01 |
| American Express Co. | Long | Debt | US | $2M | – | 0.01 |
| American General Mortgage Loan Trust, Series 2006-1, Class A5 | Long | ABS-mortgage backed security | US | $763.48 | – | 0.00 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class D | Long | ABS-other | US | $5M | – | 0.02 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E | Long | ABS-other | US | $17M | – | 0.09 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class D | Long | ABS-other | US | $2M | – | 0.01 |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E | Long | ABS-other | US | $18M | – | 0.09 |
| American Municipal Power, Inc., Meldahl Hydroelectric Project, Series 2010B | Long | Debt | US | $1M | – | 0.01 |
| American Tower Corp. | Long | Debt | US | $1M | – | 0.01 |
| American Tower Corp. | Long | Debt | US | $72K | – | 0.00 |
| American Water Capital Corp. | Long | Debt | US | $3M | – | 0.02 |
| American Water Capital Corp. | Long | Debt | US | $557K | – | 0.00 |
| AmeriGas Partners LP | Long | Debt | US | $2M | – | 0.01 |
| AmeriGas Partners LP | Long | Debt | US | $1M | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Amgen, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Amgen, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Amkor Technology, Inc. | Long | Debt | US | $6M | – | 0.03 |
| ams-OSRAM AG | Long | Debt | AT | $2M | – | 0.01 |
| AMSR Trust, Series 2019-SFR1, Class F | Long | ABS-other | US | $18M | – | 0.09 |
| AMSR Trust, Series 2019-SFR1, Class G | Long | ABS-other | US | $7M | – | 0.04 |
| AMSR Trust, Series 2019-SFR1, Class H | Long | ABS-other | US | $7M | – | 0.04 |
| AMSR Trust, Series 2020-SFR1, Class E | Long | ABS-other | US | $28M | – | 0.14 |
| AMSR Trust, Series 2020-SFR1, Class H | Long | ABS-other | US | $6M | – | 0.03 |
| AMSR Trust, Series 2020-SFR2, Class E2 | Long | ABS-other | US | $15M | – | 0.08 |
| AMSR Trust, Series 2020-SFR2, Class G | Long | ABS-other | US | $5M | – | 0.03 |
| AMSR Trust, Series 2020-SFR2, Class H | Long | ABS-other | US | $18M | – | 0.09 |
| AMSR Trust, Series 2020-SFR3, Class F | Long | ABS-other | US | $11M | – | 0.06 |
| AMSR Trust, Series 2020-SFR4, Class E2 | Long | ABS-other | US | $21M | – | 0.11 |
| AMSR Trust, Series 2020-SFR4, Class F | Long | ABS-other | US | $18M | – | 0.09 |
| AMSR Trust, Series 2020-SFR5, Class H | Long | ABS-other | US | $2M | – | 0.01 |
| AMSR Trust, Series 2021-SFR2, Class F1 | Long | ABS-other | US | $11M | – | 0.06 |
| AMSR Trust, Series 2021-SFR3, Class E2 | Long | ABS-other | US | $5M | – | 0.03 |
| AMSR Trust, Series 2022-SFR1, Class F | Long | ABS-other | US | $11M | – | 0.06 |
| AMSR Trust, Series 2023-SFR1, Class F | Long | ABS-other | US | $19M | – | 0.10 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Anheuser-Busch Cos. LLC | Long | Debt | US | $7M | – | 0.04 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Ansions At Tech Par | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Antero Midstream Partners LP | Long | Debt | US | $6M | – | 0.03 |
| Antero Midstream Partners LP | Long | Debt | US | $4M | – | 0.02 |
| Antero Resources Corp. | Long | Debt | US | $5M | – | 0.03 |
| Antero Resources Corp. | Long | Debt | US | $2M | – | 0.01 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $345K | – | 0.00 |
| Aon Corp. | Long | Debt | US | $851K | – | 0.00 |
| Aon Corp. | Long | Debt | US | $246K | – | 0.00 |
| APA Infrastructure Ltd. | Long | Debt | AU | $575K | – | 0.00 |
| Apple, Inc. | Long | Debt | US | $7M | – | 0.04 |
| Apple, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Apple, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $773K | – | 0.00 |
| AppleCaramel Buyer LLC, 1st Lien Term Loan B | Long | Loan | US | $6M | – | 0.03 |
| Aqua Finance Trust, Series 2017-A, Class A | Long | ABS-other | US | $27K | – | 0.00 |
| Aqua Finance Trust, Series 2019-A, Class B | Long | ABS-other | US | $12M | – | 0.06 |
| Aqua Finance Trust, Series 2019-A, Class D | Long | ABS-other | US | $3M | – | 0.02 |
| Aqua Finance Trust, Series 2020-AA, Class C | Long | ABS-other | US | $4M | – | 0.02 |
| Aqua Finance Trust, Series 2020-AA, Class D | Long | ABS-other | US | $4M | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $6M | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $5M | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $3M | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $3M | – | 0.01 |
| Arab Republic of Egypt | Long | Debt | EG | $2M | – | 0.01 |
| Aramark Services, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Aramark Services, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Arbor Realty Trust, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Arbor Realty Trust, Inc., Series QIB | Long | Debt | US | $26M | – | 0.13 |
| Arbor Realty Trust, Inc., Series QIB | Long | Debt | US | $17M | – | 0.09 |
| Archer-Daniels-Midland Co. | Long | Debt | US | $983K | – | 0.00 |
| Arches Buyer, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Ardagh Packaging Finance plc | Long | Debt | US | $8M | – | 0.04 |
| Ardagh Packaging Finance plc | Long | Debt | US | $1M | – | 0.01 |
| Areit Frn | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| AREIT Trust, Series 2021-CRE5, Class C | Long | ABS-mortgage backed security | KY | $5M | – | 0.02 |
| AREIT Trust, Series 2021-CRE5, Class D | Long | ABS-mortgage backed security | KY | $8M | – | 0.04 |
| Arizona Public Service Co. | Long | Debt | US | $758K | – | 0.00 |
| Arizona Public Service Co. | Long | Debt | US | $120K | – | 0.00 |
| Arrow Electronics, Inc. | Long | Debt | US | $625K | – | 0.00 |
| Arthur J Gallagher & Co. | Long | Debt | US | $3M | – | 0.01 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Ascension Health | Long | Debt | US | $549K | – | 0.00 |
| Ascent Resources Utica Holdings LLC | Long | Debt | US | $6M | – | 0.03 |
| Asurion LLC, 1st Lien Term Loan B-11 | Long | Loan | US | $7M | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $16M | – | 0.08 |
| AT&T, Inc. | Long | Debt | US | $9M | – | 0.04 |
| AT&T, Inc. | Long | Debt | US | $8M | – | 0.04 |
| AT&T, Inc. | Long | Debt | US | $4M | – | 0.02 |
| AthenaHealth, Inc., 1st Lien Term Loan | Long | Loan | US | $4M | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $4M | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.01 |
| ATI, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Atmos Energy Corp. | Long | Debt | US | $2M | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $1M | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $576K | – | 0.00 |
| Atmos Energy Corp. | Long | Debt | US | $475K | – | 0.00 |
| Avantor Funding, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $4M | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $544K | – | 0.00 |
| Avient Corp. | Long | Debt | US | $4M | – | 0.02 |
| Avis Budget Car Rental LLC | Long | Debt | US | $4M | – | 0.02 |
| Avis Budget Car Rental LLC | Long | Debt | US | $3M | – | 0.01 |
| Avis Budget Car Rental LLC | Long | Debt | US | $2M | – | 0.01 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $34M | – | 0.17 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $13M | – | 0.06 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $12M | – | 0.06 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $7M | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $4M | – | 0.02 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.01 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.01 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.01 |
| Axalta Coating Systems LLC | Long | Debt | US | $5M | – | 0.02 |
| BAE Systems plc | Long | Debt | GB | $968K | – | 0.00 |
| BAE Systems plc | Long | Debt | GB | $617K | – | 0.00 |
| Baker Hughes Holdings LLC | Long | Debt | US | $1M | – | 0.01 |
| Baker Hughes Holdings LLC | Long | Debt | US | $835K | – | 0.00 |
| Ball Corp. | Long | Debt | US | $4M | – | 0.02 |
| Ball Corp. | Long | Debt | US | $2M | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $1M | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $952K | – | 0.00 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $509K | – | 0.00 |
| BAMLL Re-REMIC Trust, Series 2014-FRR8, Class A | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| BAMLL RE-Remic Trust, Series 2014-FRR8, Class C | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Banc of America Alternative Loan Trust, Series 2004-6, Class 4A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-5, Class 3A5 | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-7, Class 30PO | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Banc of America Mortgage Trust, Series 2004-F, Class 1A1 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $17M | – | 0.09 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $4M | – | 0.02 |
| Banco Nacional de Comercio Exterior SNC | Long | Debt | MX | $3M | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $23M | – | 0.12 |
| Banco Santander SA | Long | Debt | ES | $17M | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $4M | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $198K | – | 0.00 |
| Bank of America Corp. | Long | Debt | US | $50M | – | 0.25 |
| Bank of America Corp. | Long | Debt | US | $37M | – | 0.19 |
| Bank of America Corp. | Long | Debt | US | $17M | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $16M | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $12M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $12M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $11M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $11M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $11M | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $8M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $8M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $927K | – | 0.00 |
| Bank of America Corp. | Long | Debt | US | $608K | – | 0.00 |
| Bank of America Corp. | Long | Debt | US | $253K | – | 0.00 |
| Bank of America Corp., Series N | Long | Debt | US | $4M | – | 0.02 |
| Bank of America Corp., Series N | Long | Debt | US | $3M | – | 0.01 |
| Bank of Ireland Group plc | Long | Debt | IE | $11M | – | 0.06 |
| Bank of Ireland Group plc | Long | Debt | IE | $4M | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $4M | – | 0.02 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $9M | – | 0.05 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $3M | – | 0.01 |
| Bank of New Zealand | Long | Debt | NZ | $1M | – | 0.01 |
| Bank of New Zealand | Long | Debt | NZ | $822K | – | 0.00 |
| BANK, Series 2019-BN19, Class A3 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| BankBoston Home Equity Loan Trust, Series 1998-1, Class A6 | Long | ABS-other | US | $24.54 | – | 0.00 |
| Banner Health | Long | Debt | US | $2M | – | 0.01 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $7M | – | 0.03 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $6M | – | 0.03 |
| Barclays plc | Long | Debt | GB | $20M | – | 0.10 |
| Bastion Funding I LLC, Series 2023-1A, Class A2 | Long | ABS-other | US | $18M | – | 0.09 |
| Bastion Funding LLC, Series 2023-1A, Class B | Long | ABS-other | US | $9M | – | 0.05 |
| BAT Capital Corp. | Long | Debt | US | $21M | – | 0.10 |
| BAT Capital Corp. | Long | Debt | US | $5M | – | 0.03 |
| BAT Capital Corp. | Long | Debt | US | $2M | – | 0.01 |
| BAT Capital Corp. | Long | Debt | US | $238K | – | 0.00 |
| Bath & Body Works, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Bath & Body Works, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Bath & Body Works, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Bath & Body Works, Inc. | Long | Debt | US | $726K | – | 0.00 |
| Bausch Health Americas, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Bausch Health Americas, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $6M | – | 0.03 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $5M | – | 0.02 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $3M | – | 0.01 |
| Baxter International, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Baytex Energy Corp. | Long | Debt | CA | $5M | – | 0.03 |
| BB-UBS Trust, Series 2012-SHOW, Class A | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| BB-UBS Trust, Series 2012-SHOW, Class E | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| BBCCRE Trust, Series 2015-GTP, Class A | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Bear Stearns ARM Trust, Series 2003-7, Class 3A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Bear Stearns Asset-Backed Securities Trust, Series 2003-SD2, Class 2A | Long | ABS-other | US | $88K | – | 0.00 |
| Bear Stearns Mortgage Securities, Inc., Series 1997-6, Class 1A | Long | ABS-mortgage backed security | US | $29.36 | – | 0.00 |
| Becton Dickinson & Co. | Long | Debt | US | $2M | – | 0.01 |
| Benin Government International Bond | Long | Debt | BJ | $2M | – | 0.01 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $5M | – | 0.02 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $1M | – | 0.01 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $962K | – | 0.00 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $3M | – | 0.02 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $1M | – | 0.01 |
| Berry Global, Inc. | Long | Debt | US | $20M | – | 0.10 |
| BHP Billiton Finance USA Ltd. | Long | Debt | AU | $2M | – | 0.01 |
| Big River Steel LLC | Long | Debt | US | $3M | – | 0.01 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $521K | – | 0.00 |
| Bioceanico Sovereign Certificate Ltd. | Long | Debt | KY | $1M | – | 0.01 |
| Biogen, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Black Knight InfoServ LLC | Long | Debt | US | $2M | – | 0.01 |
| Blackstone Holdings Finance Co. LLC | Long | Debt | US | $127K | – | 0.00 |
| Block, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Block, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Blue Racer Midstream LLC | Long | Debt | US | $3M | – | 0.02 |
| Blue Racer Midstream LLC | Long | Debt | US | $1M | – | 0.01 |
| Blue Racer Midstream LLC | Long | Debt | US | $994K | – | 0.01 |
| BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $9M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $8M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $8M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $891K | – | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $724K | – | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $538K | – | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $412K | – | 0.00 |
| BOC Aviation Ltd. | Long | Debt | SG | $367K | – | 0.00 |
| Boeing Co. (The) | Long | Debt | US | $8M | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $7M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $5M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $5M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $4M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $3M | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $2M | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $2M | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.01 |
| Bombardier, Inc. | Long | Debt | CA | $5M | – | 0.03 |
| Boost Newco Borrower LLC | Long | Debt | US | $2M | – | 0.01 |
| Boyd Gaming Corp. | Long | Debt | US | $4M | – | 0.02 |
| Boyne USA, Inc. | Long | Debt | US | $4M | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $13M | – | 0.06 |
| BP Capital Markets America, Inc. | Long | Debt | US | $5M | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $4M | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $3M | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $3M | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $3M | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $2M | – | 0.01 |
| BP Capital Markets America, Inc. | Long | Debt | US | $2M | – | 0.01 |
| BP Capital Markets plc | Long | Debt | GB | $13M | – | 0.06 |
| BP Capital Markets plc | Long | Debt | GB | $2M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $18M | – | 0.09 |
| BPCE SA | Long | Debt | FR | $12M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $11M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $6M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $6M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.02 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.01 |
| Braskem Idesa SAPI | Long | Debt | MX | $978K | – | 0.00 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D | Long | ABS-other | US | $10M | – | 0.05 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class D | Long | ABS-other | US | $6M | – | 0.03 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $17M | – | 0.09 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $13M | – | 0.06 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $6M | – | 0.03 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $5M | – | 0.03 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $5M | – | 0.02 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $3M | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $3M | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $698K | – | 0.00 |
| British Airways Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $280K | – | 0.00 |
| British Airways Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $1M | – | 0.01 |
| British Airways Pass-Through Trust, Series 2018-1, Class AA | Long | ABS-other | US | $447K | – | 0.00 |
| British Airways Pass-Through Trust, Series 2019-1, Class A | Long | ABS-other | US | $828K | – | 0.00 |
| British Airways Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $405K | – | 0.00 |
| Broadcom, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Brookfield Finance, Inc. | Long | Debt | CA | $1M | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $267K | – | 0.00 |
| Brookfield Finance, Inc. | Long | Debt | CA | $110K | – | 0.00 |
| Brookfield WEC Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $11M | – | 0.05 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $929K | – | 0.00 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $730K | – | 0.00 |
| Brooks Automation, 1st Lien Term Loan B | Long | Loan | US | $10M | – | 0.05 |
| Buckeye Partners LP | Long | Debt | US | $4M | – | 0.02 |
| Buckeye Partners, 1st Lien Term Loan B | Long | Loan | US | $8M | – | 0.04 |
| Builders FirstSource, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Builders FirstSource, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $12M | – | 0.06 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $2M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $2M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $1M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $107K | – | 0.00 |
| Business Jet Securities LLC, Series 2021-1A, Class A | Long | ABS-other | US | $4M | – | 0.02 |
| Business Jet Securities LLC, Series 2021-1A, Class C | Long | ABS-other | US | $3M | – | 0.01 |
| Business Jet Securities LLC, Series 2022-1A, Class C | Long | ABS-other | US | $13M | – | 0.06 |
| BWAY Mortgage Trust, Series 2013-1515, Class F | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BWX Technologies, Inc. | Long | Debt | US | $3M | – | 0.02 |
| BWX Technologies, Inc. | Long | Debt | US | $622K | – | 0.00 |
| BX, Series 2021-MFM1, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX, Series 2021-MFM1, Class F | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BXG Receivables Note Trust, Series 2018-A, Class C | Long | ABS-other | US | $822K | – | 0.00 |
| BXG Receivables Note Trust, Series 2023-A, Class C | Long | ABS-other | US | $24M | – | 0.12 |
| Caerus Uinta Abs LLC, Series 2023-1A, Class A2 (Caerus Uinta Abs I LLC) | Long | ABS-other | US | $21M | – | 0.11 |
| Caesars Entertainment, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $4M | – | 0.02 |
| CaixaBank SA | Long | Debt | ES | $8M | – | 0.04 |
| CaixaBank SA | Long | Debt | ES | $7M | – | 0.04 |
| CaixaBank SA | Long | Debt | ES | $4M | – | 0.02 |
| Caliber Collision, 1st Lien Term Loan B | Long | Loan | US | $4M | – | 0.02 |
| California Resources Corp. | Long | Debt | US | $3M | – | 0.01 |
| Calpine Corp. | Long | Debt | US | $4M | – | 0.02 |
| Calpine Corp. | Long | Debt | US | $3M | – | 0.02 |
| Calpine Corp. | Long | Debt | US | $3M | – | 0.01 |
| Camden | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Camden Property Trust | Long | Debt | US | $3M | – | 0.01 |
| Camelot U.S. Acquisition LLC, 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.03 |
| Cameron LNG LLC | Long | Debt | US | $753K | – | 0.00 |
| Campbell Soup Co. | Long | Debt | US | $2M | – | 0.01 |
| Canpack SA | Long | Debt | US | $4M | – | 0.02 |
| Capital One Financial Corp. | Long | Debt | US | $2M | – | 0.01 |
| Capital One Financial Corp. | Long | Debt | US | $500K | – | 0.00 |
| Carnival Corp. | Long | Debt | PA | $2M | – | 0.01 |
| Carnival Corp. | Long | Debt | PA | $1M | – | 0.01 |
| Carnival Corp., 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.02 |
| Carnival Holdings Bermuda Ltd. | Long | Debt | US | $8M | – | 0.04 |
| CarNow Auto Receivables Trust, Series 2022-1A, Class E | Long | ABS-other | US | $11M | – | 0.06 |
| Carpenter Technology Corp. | Long | Debt | US | $4M | – | 0.02 |
| Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 | Long | ABS-other | US | $5M | – | 0.02 |
| CARS-DB4 LP, Series 2020-1A, Class A6 | Long | ABS-other | US | $4M | – | 0.02 |
| CARS-DB4 LP, Series 2020-1A, Class B2 | Long | ABS-other | US | $8M | – | 0.04 |
| CARS-DB4 LP, Series 2020-1A, Class B3 | Long | ABS-other | US | $8M | – | 0.04 |
| Carvana Auto Receivables Trust, Series 2019-4A, Class E | Long | ABS-other | US | $3M | – | 0.02 |
| Carvana Auto Receivables Trust, Series 2022-N1, Class E | Long | ABS-other | US | $10M | – | 0.05 |
| Carvana Auto Receivables Trust, Series 2023-N4, Class D | Long | ABS-other | US | $8M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK54 | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK58 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99 | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK45 | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CKW1 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DK45 | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Cascade MH Asset Trust, Series 2019-MH1, Class B | Long | ABS-other | US | $15M | – | 0.07 |
| Cascade MH Asset Trust, Series 2021-MH1, Class B1 | Long | ABS-other | US | $2M | – | 0.01 |
| Cascade MH Asset Trust, Series 2021-MH1, Class B2 | Long | ABS-other | US | $2M | – | 0.01 |
| Cascade MH Asset Trust, Series 2022-MH1, Class M | Long | ABS-other | US | $11M | – | 0.06 |
| CCO Holdings LLC | Long | Debt | US | $27M | – | 0.13 |
| CCO Holdings LLC | Long | Debt | US | $12M | – | 0.06 |
| CCO Holdings LLC | Long | Debt | US | $11M | – | 0.06 |
| CCO Holdings LLC | Long | Debt | US | $8M | – | 0.04 |
| CCO Holdings LLC | Long | Debt | US | $5M | – | 0.03 |
| CCO Holdings LLC | Long | Debt | US | $2M | – | 0.01 |
| CCO Holdings LLC | Long | Debt | US | $813K | – | 0.00 |
| CD&R Smokey Buyer, Inc. | Long | Debt | US | $4M | – | 0.02 |
| CDK Global, Inc., 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.03 |
| CDS | Derivative-credit | US | $-128K | – | -0.00 | |
| CDS | Derivative-credit | US | $-181K | – | -0.00 | |
| CDS | Derivative-credit | US | $-221K | – | -0.00 | |
| CDS | Derivative-credit | US | $-344K | – | -0.00 | |
| CDS | Derivative-credit | US | $-372K | – | -0.00 | |
| CDS | Derivative-credit | US | $-725K | – | -0.00 | |
| CDS | Derivative-credit | US | $-851K | – | -0.00 | |
| CDS | Derivative-credit | US | $-979K | – | -0.00 | |
| CDS | Derivative-credit | US | $-1M | – | -0.01 | |
| Cedar Fair LP | Long | Debt | US | $5M | – | 0.03 |
| Cedar Fair LP | Long | Debt | US | $2M | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $2M | – | 0.01 |
| Cencora, Inc. | Long | Debt | US | $9M | – | 0.04 |
| CenterPoint Energy Houston Electric LLC, Series AD | Long | Debt | US | $1M | – | 0.01 |
| Centex Home Equity Loan Trust, Series 2001-B, Class A6 | Long | ABS-other | US | $12K | – | 0.00 |
| Central American Bottling Corp. | Long | Debt | VG | $2M | – | 0.01 |
| Central Garden & Pet Co. | Long | Debt | US | $4M | – | 0.02 |
| Central Garden & Pet Co. | Long | Debt | US | $633K | – | 0.00 |
| Central Garden & Pet Co. | Long | Debt | US | $500K | – | 0.00 |
| CF Industries, Inc. | Long | Debt | US | $9M | – | 0.04 |
| CF Industries, Inc. | Long | Debt | US | $2M | – | 0.01 |
| CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CFIN Issuer LLC, Series 2022-RTL1, Class AA | Long | ABS-other | US | $7M | – | 0.04 |
| CFIN Issuer LLC, Series 2022-RTL1, Class AB | Long | ABS-other | US | $8M | – | 0.04 |
| CGI, Inc. | Long | Debt | CA | $3M | – | 0.02 |
| Charles River Laboratories International, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Chart Industries, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Charter Communications Operating LLC | Long | Debt | US | $7M | – | 0.03 |
| Charter Communications Operating LLC | Long | Debt | US | $4M | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $3M | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $1M | – | 0.01 |
| Charter Communications Operating LLC, 1st Lien Term Loan B-4 | Long | Loan | US | $14M | – | 0.07 |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1 | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| Chemours Co. (The) | Long | Debt | US | $4M | – | 0.02 |
| Chemours Co. (The) | Long | Debt | US | $4M | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $18M | – | 0.09 |
| Cheniere Energy Partners LP | Long | Debt | US | $12M | – | 0.06 |
| Cheniere Energy Partners LP | Long | Debt | US | $8M | – | 0.04 |
| Chesapeake Energy Corp. | Long | Debt | US | $10M | – | 0.05 |
| Chesapeake Energy Corp. | Long | Equity-common | US | $4M | 44K | 0.02 |
| Children's Hospital, Series 2020 | Long | Debt | US | $473K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A25 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-5, Class 2A9 | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Chord Energy Corp. | Long | Debt | US | $5M | – | 0.02 |
| Cigna Group (The) | Long | Debt | US | $3M | – | 0.02 |
| Cincinnati Financial Corp. | Long | Debt | US | $1M | – | 0.01 |
| Cinemark USA, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Cinemark USA, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3 | Long | ABS-other | US | $1M | – | 0.01 |
| Citibank NA | Long | Debt | US | $4M | – | 0.02 |
| Citibank NA | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Mortgage Loan Trust, Series 2004-HYB4, Class AA | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A3 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Citigroup, Inc. | Long | Debt | US | $19M | – | 0.09 |
| Citigroup, Inc. | Long | Debt | US | $16M | – | 0.08 |
| Citigroup, Inc. | Long | Debt | US | $15M | – | 0.08 |
| Citigroup, Inc. | Long | Debt | US | $12M | – | 0.06 |
| Citigroup, Inc. | Long | Debt | US | $7M | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $853K | – | 0.00 |
| Citigroup, Inc. | Long | Debt | US | $741K | – | 0.00 |
| Citigroup, Inc. | Long | Debt | US | $634K | – | 0.00 |
| Citigroup, Inc., Series CC | Long | Debt | US | $10M | – | 0.05 |
| Citigroup, Inc., Series M | Long | Debt | US | $2M | – | 0.01 |
| Citigroup, Inc., Series V | Long | Debt | US | $143K | – | 0.00 |
| Citigroup, Inc., Series W | Long | Debt | US | $14M | – | 0.07 |
| City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C | Long | Debt | US | $933K | – | 0.00 |
| Civitas Resources, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Civitas Resources, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Civitas Resources, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Claire's Stores, Inc. | Long | Equity-common | US | $3M | 2K | 0.02 |
| Claire's Stores, Inc. | Long | Equity-common | US | $336K | 2K | 0.00 |
| Claire's Stores, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Clarios Global LP | Long | Debt | CA | $3M | – | 0.01 |
| Clarios Global LP | Long | Debt | US | $2M | – | 0.01 |
| Clarios Global LP | Long | Debt | US | $695K | – | 0.00 |
| Clarivate Science Holdings Corp. | Long | Debt | US | $5M | – | 0.02 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Clear Channel Outdoor Holdings, Inc. | Long | Equity-common | US | $724K | 502K | 0.00 |
| Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.01 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $3M | – | 0.01 |
| CNA Financial Corp. | Long | Debt | US | $2M | – | 0.01 |
| CNO Global Funding | Long | Debt | US | $7M | – | 0.03 |
| Coca-Cola Co. (The) | Long | Debt | US | $5M | – | 0.02 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $544K | – | 0.00 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $383K | – | 0.00 |
| Coherent Corp. | Long | Debt | US | $6M | – | 0.03 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $5M | – | 0.02 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $3M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $22M | – | 0.11 |
| Comcast Corp. | Long | Debt | US | $11M | – | 0.06 |
| Comcast Corp. | Long | Debt | US | $10M | – | 0.05 |
| Comcast Corp. | Long | Debt | US | $8M | – | 0.04 |
| Comcast Corp. | Long | Debt | US | $4M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $4M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $3M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $3M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $3M | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $845K | – | 0.00 |
| Comcast Corp. | Long | Debt | US | $673K | – | 0.00 |
| Comcast Corp. | Long | Debt | US | $102K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $10M | – | 0.05 |
| Commercial Mortgage Trust, Series 2015-CR24, Class A5 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Commercial Mortgage Trust, Series 2015-CR25, Class A4 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Commercial Mortgage Trust, Series 2018-HOME, Class A | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Commercial Mortgage Trust, Series 2020-CBM, Class D | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| CommonSpirit Health | Long | Debt | US | $1M | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $1M | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $919K | – | 0.00 |
| Commonwealth Edison Co. | Long | Debt | US | $227K | – | 0.00 |
| CommScope Technologies LLC | Long | Debt | US | $597K | – | 0.00 |
| CommScope, Inc. | Long | Debt | US | $7M | – | 0.03 |
| CommScope, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Community Health Systems, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Community Health Systems, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Comstock Resources, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Comstock Resources, Inc. | Long | Debt | US | $994K | – | 0.01 |
| Conair Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.04 |
| Connecticut Light and Power Co. (The) | Long | Debt | US | $1M | – | 0.01 |
| ConocoPhillips Co. | Long | Debt | US | $16M | – | 0.08 |
| Consolidated Edison Co. of New York, Inc. | Long | Debt | US | $639K | – | 0.00 |
| Consolidated Edison Co. of New York, Inc., Series 06-E | Long | Debt | US | $391K | – | 0.00 |
| Consolidated Edison Co. of New York, Inc., Series 2017 | Long | Debt | US | $957K | – | 0.00 |
| Consolidated Edison Co. of New York, Inc., Series E | Long | Debt | US | $1M | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Constellation Energy Generation LLC | Long | Debt | US | $12M | – | 0.06 |
| Constellation Energy Generation LLC | Long | Debt | US | $7M | – | 0.03 |
| Constellation Energy Generation LLC | Long | Debt | US | $7M | – | 0.03 |
| Constellation Energy Generation LLC | Long | Debt | US | $4M | – | 0.02 |
| Constellation Energy Generation LLC | Long | Debt | US | $2M | – | 0.01 |
| Constellation Energy Generation LLC | Long | Debt | US | $829K | – | 0.00 |
| Constellation Energy Generation LLC | Long | Debt | US | $565K | – | 0.00 |
| Constellation Energy Generation LLC | Long | Debt | US | $202K | – | 0.00 |
| Consumers 2023 Securitization Funding LLC, Series A2 | Long | Debt | US | $4M | – | 0.02 |
| Consumers Energy Co. | Long | Debt | US | $4M | – | 0.02 |
| Consumers Energy Co. | Long | Debt | US | $412K | – | 0.00 |
| Consumers Energy Co. | Long | Debt | US | $369K | – | 0.00 |
| Continental Airlines Pass-Through Trust, Series 2012-2, Class A | Long | Debt | US | $3M | – | 0.01 |
| COOF Securitization Trust Ltd., Series 2014-1, Class A | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $7M | – | 0.04 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $4M | – | 0.02 |
| COPT Defense Properties LP | Long | Debt | US | $1M | – | 0.01 |
| CoreVest American Finance Trust, Series 2020-2, Class A | Long | ABS-other | US | $2M | – | 0.01 |
| CoreVest American Finance Trust, Series 2020-2, Class B | Long | ABS-other | US | $8M | – | 0.04 |
| Corning, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $4M | – | 0.02 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $3M | – | 0.01 |
| Coterra Energy, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Cottage Health Obligated Group, Series 2020 | Long | Debt | US | $345K | – | 0.00 |
| Cox Communications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Credit Acceptance Auto Loan Trust | Long | ABS-other | US | $39M | – | 0.20 |
| Credit Acceptance Auto Loan Trust, Series 2021-3A, Class C | Long | ABS-other | US | $8M | – | 0.04 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D | Long | ABS-other | US | $10M | – | 0.05 |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C | Long | ABS-other | US | $34M | – | 0.17 |
| Credit Acceptance Auto Loan Trust, Series 2023-2A, Class C | Long | ABS-other | US | $22M | – | 0.11 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A | Long | ABS-other | US | $10M | – | 0.05 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C | Long | ABS-other | US | $28M | – | 0.14 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B | Long | ABS-other | US | $18M | – | 0.09 |
| Credit Agricole SA | Long | Debt | FR | $24M | – | 0.12 |
| Credit Agricole SA | Long | Debt | FR | $13M | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $4M | – | 0.02 |
| Credit One Ltd. | Long | ABS-mortgage backed security | NG | $30M | – | 0.15 |
| Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX | Long | ABS-mortgage backed security | US | $517.32 | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2005-7, Class 5A1 | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $9M | – | 0.04 |
| CRH America Finance, Inc. | Long | Debt | US | $190K | – | 0.00 |
| CRH America, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Crown Americas LLC | Long | Debt | US | $2M | – | 0.01 |
| Crown Castle Towers LLC | Long | ABS-other | US | $3M | – | 0.01 |
| CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4 | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| CSC Holdings LLC | Long | Debt | US | $10M | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $3M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.01 |
| CSC Holdings LLC, Term Loan B-6 | Long | Loan | US | $12M | – | 0.06 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A4 | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6A13 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| CSL Finance plc | Long | Debt | GB | $9M | – | 0.05 |
| CSMC OA LLC, Series 2014-USA, Class D | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| CSMC Trust, Series 2021-JR1, Class A1 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| CSMC Trust, Series 2022-JR1, Class A1 | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| CSX Corp. | Long | Debt | US | $2M | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $4M | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $4M | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $1M | – | 0.01 |
| CVS Pass-Through Trust | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| CVS Pass-Through Trust, Series 2009 | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 | Long | ABS-other | US | $128K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A | Long | ABS-other | US | $269K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1 | Long | ABS-other | US | $23K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2 (CWABS, Inc., Asset-Backed Certificates) | Long | ABS-other | US | $12K | – | 0.00 |
| Dana Financing Luxembourg SARL | Long | Debt | LU | $2M | – | 0.01 |
| Dana, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $3M | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $3M | – | 0.01 |
| Darling Ingredients, Inc. | Long | Debt | US | $5M | – | 0.02 |
| DataBank Issuer, Series 2021-1A, Class A2 | Long | ABS-other | US | $17M | – | 0.09 |
| DaVita, Inc. | Long | Debt | US | $4M | – | 0.02 |
| DaVita, Inc. | Long | Debt | US | $2M | – | 0.01 |
| DaVita, Inc., 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.03 |
| Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA | Long | ABS-other | US | $2M | – | 0.01 |
| Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA | Long | ABS-other | US | $4M | – | 0.02 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-3, Class 4APO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Deutsche Bank AG | Long | Debt | DE | $5M | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $4M | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $3M | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $3M | – | 0.01 |
| Deutsche Bank AG | Long | Debt | DE | $2M | – | 0.01 |
| DH Europe Finance II SARL | Long | Debt | LU | $1M | – | 0.01 |
| Diamond Foreign Asset Co. | Long | Debt | KY | $2M | – | 0.01 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class D | Long | ABS-other | US | $3M | – | 0.01 |
| Diamondback Energy, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Directv Financing LLC | Long | Debt | US | $6M | – | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $1M | – | 0.01 |
| DISH DBS Corp. | Long | Debt | US | $10M | – | 0.05 |
| DISH DBS Corp. | Long | Debt | US | $5M | – | 0.02 |
| DISH DBS Corp. | Long | Debt | US | $1M | – | 0.01 |
| DISH Network Corp. | Long | Debt | US | $5M | – | 0.02 |
| District of Columbia, Water and Sewer Authority, Public Utility, Senior Lien, Series 2014A (District of Columbia Water & Sewer Authority) | Long | Debt | US | $303K | – | 0.00 |
| Diversified ABS Phase LLC, Series 2024-1A, Class A2 (Diversified ABS Phase VIII LLC) | Long | ABS-other | US | $21M | – | 0.10 |
| Diversified Abs Phase LLC, Series VI, Class A (Diversified Abs Phase VI LLC) | Long | ABS-other | US | $16M | – | 0.08 |
| DLLAA LLC, Series 2023-1A, Class A3 | Long | ABS-other | US | $12M | – | 0.06 |
| DNB Bank ASA | Long | Debt | NO | $3M | – | 0.02 |
| DNB Bank ASA | Long | Debt | NO | $1M | – | 0.01 |
| Dominican Republic Government Bond | Long | Debt | DO | $5M | – | 0.03 |
| Dominican Republic Government Bond | Long | Debt | DO | $4M | – | 0.02 |
| Dominican Republic Government Bond | Long | Debt | DO | $3M | – | 0.02 |
| Dominican Republic Government Bond | Long | Debt | DO | $1M | – | 0.01 |
| Dominion Energy, Inc. | Long | Debt | US | $423K | – | 0.00 |
| Dominion Energy, Inc., Series A | Long | Debt | US | $4M | – | 0.02 |
| Dominion Energy, Inc., Series B | Long | Debt | US | $3M | – | 0.01 |
| Dominion Energy, Inc., Series C | Long | Debt | US | $40K | – | 0.00 |
| Dominion Energy, Inc., Series F | Long | Debt | US | $744K | – | 0.00 |
| DP Lion Holdco LLC, Series 2023-1A, Class A | Long | ABS-other | US | $6M | – | 0.03 |
| DP Lion Holdco LLC, Series 2023-1A, Class B | Long | ABS-other | US | $7M | – | 0.04 |
| DT Auto Owner Trust, Series 2020-3A, Class D | Long | ABS-other | US | $7M | – | 0.03 |
| DT Auto Owner Trust, Series 2021-3A, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| DT Midstream, Inc. | Long | Debt | US | $4M | – | 0.02 |
| DT Midstream, Inc. | Long | Debt | US | $2M | – | 0.01 |
| DTE Electric Co. | Long | Debt | US | $3M | – | 0.02 |
| DTE Electric Co. | Long | Debt | US | $1M | – | 0.01 |
| DTE Electric Co. | Long | Debt | US | $294K | – | 0.00 |
| DTE Electric Co., Series A | Long | Debt | US | $4M | – | 0.02 |
| DTE Electric Securitization Funding II LLC, Series A-2 | Long | Debt | US | $4M | – | 0.02 |
| DTE Energy Co. | Long | Debt | US | $3M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $7M | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $712K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $3M | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $407K | – | 0.00 |
| Duke Energy Indiana LLC | Long | Debt | US | $6M | – | 0.03 |
| Duke Energy Indiana LLC | Long | Debt | US | $5M | – | 0.02 |
| Duke Energy Indiana LLC, Series YYY | Long | Debt | US | $1M | – | 0.01 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $9M | – | 0.05 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $243K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $146K | – | 0.00 |
| Dun & Bradstreet Corp., 1st Lien Term Loan B-2 | Long | Loan | US | $8M | – | 0.04 |
| DuPont Performance, 1st Lien Term Loan B-6 | Long | Loan | US | $5M | – | 0.02 |
| Dycom Industries, Inc. | Long | Debt | US | $4M | – | 0.02 |
| E3, Series 2019-1, Class A | Long | ABS-other | KY | $4M | – | 0.02 |
| Eaton Corp. | Long | Debt | US | $2M | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.01 |
| Edgewell Personal Care Co. | Long | Debt | US | $5M | – | 0.02 |
| Edgewell Personal Care Co. | Long | Debt | US | $2M | – | 0.01 |
| Edison International | Long | Debt | US | $2M | – | 0.01 |
| Edison International | Long | Debt | US | $2M | – | 0.01 |
| EIDP, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Elanco Animal Health, Inc., 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.03 |
| Elara HGV Timeshare Issuer LLC, Series 2019-A, Class C | Long | ABS-other | US | $896K | – | 0.00 |
| Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D | Long | ABS-other | US | $1M | – | 0.01 |
| Elastic NV | Long | Debt | NL | $3M | – | 0.02 |
| Electricite de France SA | Long | Debt | FR | $6M | – | 0.03 |
| Electricite de France SA | Long | Debt | FR | $3M | – | 0.02 |
| Element Solutions, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Eli Lilly & Co. | Long | Debt | US | $5M | – | 0.03 |
| Eli Lilly & Co. | Long | Debt | US | $2M | – | 0.01 |
| Embarq Corp. | Long | Debt | US | $1M | – | 0.01 |
| Emera US Finance LP | Long | Debt | US | $12M | – | 0.06 |
| Emergent BioSolutions, Inc. | Long | Debt | US | $406K | – | 0.00 |
| Emerson Climate Technologies, Inc., 1st Lien Term Loan B | Long | Loan | US | $9M | – | 0.05 |
| Empresa Nacional de Telecomunicaciones SA | Long | Debt | CL | $2M | – | 0.01 |
| EMRLD Borrower LP | Long | Debt | US | $9M | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $9M | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $7M | – | 0.03 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $2M | – | 0.01 |
| Encompass Health Corp. | Long | Debt | US | $5M | – | 0.02 |
| Encompass Health Corp. | Long | Debt | US | $5M | – | 0.02 |
| Encompass Health Corp. | Long | Debt | US | $1M | – | 0.01 |
| Endo, Inc. | Long | Equity-common | US | $1M | 44K | 0.01 |
| Endo, Inc. | Long | Equity-common | US | $510K | 18K | 0.00 |
| Enel Finance International NV | Long | Debt | NL | $8M | – | 0.04 |
| Enel SpA, Series 6.5Y | Long | Debt | IT | $21M | – | 0.11 |
| Energean Israel Finance Ltd. | Long | Debt | IL | $2M | – | 0.01 |
| Energizer Holdings, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Energizer Holdings, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Engie SA | Long | Debt | FR | $4M | – | 0.02 |
| Engie SA | Long | Debt | FR | $2M | – | 0.01 |
| Eni SpA | Long | Debt | IT | $3M | – | 0.02 |
| Eni USA, Inc. | Long | Debt | US | $513K | – | 0.00 |
| EnLink Midstream LLC | Long | Debt | US | $3M | – | 0.02 |
| EnLink Midstream LLC | Long | Debt | US | $682K | – | 0.00 |
| EnLink Midstream Partners LP | Long | Debt | US | $2M | – | 0.01 |
| EnLink Midstream Partners LP | Long | Debt | US | $2M | – | 0.01 |
| EnLink Midstream Partners LP | Long | Debt | US | $745K | – | 0.00 |
| Entegris, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Entegris, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Entegris, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $834K | – | 0.00 |
| Entergy Corp. | Long | Debt | US | $7M | – | 0.04 |
| Entergy Louisiana LLC | Long | Debt | US | $6M | – | 0.03 |
| Entergy Louisiana LLC | Long | Debt | US | $6M | – | 0.03 |
| Entergy Louisiana LLC | Long | Debt | US | $2M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $1M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $685K | – | 0.00 |
| Entergy Mississippi LLC | Long | Debt | US | $3M | – | 0.02 |
| Entergy Mississippi LLC | Long | Debt | US | $3M | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $1M | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $360K | – | 0.00 |
| Entergy Texas Restoration Funding LLC, Series A-2 (Entergy Texas Restoration Funding II LLC) | Long | Debt | US | $3M | – | 0.01 |
| Entergy Texas, Inc. | Long | Debt | US | $14M | – | 0.07 |
| Entergy Texas, Inc. | Long | Debt | US | $531K | – | 0.00 |
| Enterprise Products Operating LLC, Series E | Long | Debt | US | $1M | – | 0.01 |
| Enterprise Products Operating LLC, Series H | Long | Debt | US | $5M | – | 0.03 |
| Enterprise Products Operating LLC, Series J | Long | Debt | US | $776K | – | 0.00 |
| Envision Healthcare Corp. | Long | Equity-common | US | $30K | 4K | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $7M | – | 0.03 |
| EQM Midstream Partners LP | Long | Debt | US | $5M | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $4M | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $415K | – | 0.00 |
| Equinor ASA | Long | Debt | NO | $582K | – | 0.00 |
| EquipmentShare.com, Inc. | Long | Debt | US | $5M | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $1M | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $698K | – | 0.00 |
| ERAC USA Finance LLC | Long | Debt | US | $318K | – | 0.00 |
| ERP Operating LP | Long | Debt | US | $3M | – | 0.01 |
| Esab Corp. | Long | Debt | US | $2M | – | 0.01 |
| Essex Portfolio LP | Long | Debt | US | $3M | – | 0.01 |
| Evergy Metro, Inc. | Long | Debt | US | $570K | – | 0.00 |
| Evergy Missouri West Storm Funding I LLC, Series A-1 | Long | Debt | US | $2M | – | 0.01 |
| Exelon Corp. | Long | Debt | US | $112K | – | 0.00 |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class E | Long | ABS-other | US | $14M | – | 0.07 |
| Exeter Automobile Receivables Trust, Series 2020-2A, Class D | Long | ABS-other | US | $532K | – | 0.00 |
| Exeter Automobile Receivables Trust, Series 2020-3A, Class D | Long | ABS-other | US | $2M | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2021-4A, Class E | Long | ABS-other | US | $9M | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class E | Long | ABS-other | US | $32M | – | 0.16 |
| Exeter Automobile Receivables Trust, Series 2022-3A, Class E | Long | ABS-other | US | $35M | – | 0.18 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class E | Long | ABS-other | US | $12M | – | 0.06 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class E | Long | ABS-other | US | $6M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E | Long | ABS-other | US | $11M | – | 0.06 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class E | Long | ABS-other | US | $12M | – | 0.06 |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class D | Long | ABS-other | US | $21M | – | 0.10 |
| Extra Space Storage LP | Long | Debt | US | $1M | – | 0.01 |
| Exxon Mobil Corp. | Long | Debt | US | $1M | – | 0.01 |
| Exxon Mobil Corp. | Long | Debt | US | $457K | – | 0.00 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $4M | – | 0.02 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $3M | – | 0.02 |
| F&G Global Funding | Long | Debt | US | $565K | – | 0.00 |
| Federal Republic of Nigeria | Long | Debt | NG | $6M | – | 0.03 |
| Federal Republic of Nigeria | Long | Debt | NG | $4M | – | 0.02 |
| Federal Republic of Nigeria | Long | Debt | NG | $3M | – | 0.01 |
| Federal Republic of Nigeria | Long | Debt | NG | $2M | – | 0.01 |
| Federal Republic of Nigeria | Long | Debt | NG | $2M | – | 0.01 |
| Federation des Caisses Desjardins du Quebec | Long | Debt | CA | $5M | – | 0.02 |
| Federative Republic of Brazil | Long | Debt | BR | $7M | – | 0.03 |
| Federative Republic of Brazil | Long | Debt | BR | $3M | – | 0.01 |
| FGI Operating Co. LLC, 1st Lien Term Loan | Long | Loan | US | $13K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC Gold Pools, 15 Year | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLMC Gold Pools, 15 Year | Long | ABS-mortgage backed security | US | $14.97 | – | 0.00 |
| FHLMC Gold Pools, 15 Year | Long | ABS-mortgage backed security | US | $6.38 | – | 0.00 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $792K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $155.31 | – | 0.00 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $790K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $788K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $772K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $732K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $467.41 | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HB | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT | Long | ABS-mortgage backed security | US | $32M | – | 0.16 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MB | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class MB | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-2, Class BXS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $55M | – | 0.28 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $36M | – | 0.18 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2 | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class A2 | Long | ABS-mortgage backed security | US | $31M | – | 0.16 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-160, Class A2 | Long | ABS-mortgage backed security | US | $33M | – | 0.17 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class AM | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class A2 | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2 | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class AM | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K152, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ17, Class A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ26, Class A2 | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL05, Class X1P | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS06, Class A2 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS11, Class AFX2 | Long | ABS-mortgage backed security | US | $44M | – | 0.22 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KX04, Class XFX | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series W5FX, Class AFX | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FHLMC, REMIC, Series 2022, Class PE | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 2036, Class PG | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC, REMIC, Series 2089, Class PJ | Long | ABS-mortgage backed security | US | $396.66 | – | 0.00 |
| FHLMC, REMIC, Series 2091, Class PG | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLMC, REMIC, Series 2116, Class ZA | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 2148, Class ZA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC, REMIC, Series 2201, Class C | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 2293, Class ZA | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC, REMIC, Series 2310, Class Z | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 2313, Class LA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2325, Class JO | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC, REMIC, Series 2330, Class PE | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class QB | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FHLMC, REMIC, Series 2427, Class GE | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FHLMC, REMIC, Series 2430, Class WF | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FHLMC, REMIC, Series 2466, Class DH | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLMC, REMIC, Series 2530, Class SK | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 2534, Class SI | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC, REMIC, Series 2543, Class YX | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FHLMC, REMIC, Series 2557, Class HL | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLMC, REMIC, Series 2586 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 2594, Class IV | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 2610, Class UI | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 2643, Class SA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 2656, Class AC | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 2699, Class W | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLMC, REMIC, Series 2733, Class SB | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FHLMC, REMIC, Series 2764, Class S | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLMC, REMIC, Series 2845, Class QH | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLMC, REMIC, Series 2912, Class EH | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FHLMC, REMIC, Series 2980, Class QB | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 2989, Class TG | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC, REMIC, Series 2995, Class FT | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLMC, REMIC, Series 3005, Class ED | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC, REMIC, Series 3005, Class PV | Long | ABS-mortgage backed security | US | $640.71 | – | 0.00 |
| FHLMC, REMIC, Series 3031, Class BN | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FHLMC, REMIC, Series 3059, Class B | Long | ABS-mortgage backed security | US | $637.25 | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class EO | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLMC, REMIC, Series 3134 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLMC, REMIC, Series 3138 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 3152, Class MO | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLMC, REMIC, Series 3184, Class YO | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLMC, REMIC, Series 3187, Class Z | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FHLMC, REMIC, Series 3201, Class IN | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 3202, Class HI | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC, REMIC, Series 3274, Class B | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC, REMIC, Series 3292, Class DO | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC, REMIC, Series 3305, Class IW | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 3306, Class TB | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 3306, Class TC | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC, REMIC, Series 3331 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 3383, Class OP | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLMC, REMIC, Series 3409, Class DB | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FHLMC, REMIC, Series 3531, Class SM | Long | ABS-mortgage backed security | US | $481.95 | – | 0.00 |
| FHLMC, REMIC, Series 3542, Class TN | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 3546, Class A | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC, REMIC, Series 3572, Class JS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 3592, Class BZ | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, REMIC, Series 3605, Class NC | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FHLMC, REMIC, Series 3609, Class SA | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 3610, Class CA | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLMC, REMIC, Series 3611 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC, REMIC, Series 3648, Class CY | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLMC, REMIC, Series 3653, Class HJ | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLMC, REMIC, Series 3677, Class PB | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| FHLMC, REMIC, Series 3737, Class DG | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 3852, Class TP | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLMC, REMIC, Series 3855, Class AM | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLMC, REMIC, Series 4030, Class IL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 4060, Class TB | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC, REMIC, Series 4146, Class KI | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLMC, REMIC, Series 4796, Class CZ | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FHLMC, REMIC, Series 4830, Class WZ | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FHLMC, REMIC, Series 5354 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLMC, Series 2023-MN7, Class M2 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FHLMC, Series K753, Class A2 | Long | ABS-mortgage backed security | US | $23M | – | 0.11 |
| FHLMC, STRIPS, Series 186 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLMC, STRIPS, Series 262, Class 35 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, STRIPS, Series 279, Class 35 | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FHLMC, STRIPS, Series 323, Class 300 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, STRIPS, Series 334, Class 300 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, STRIPS, Series 406 | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Fidelity & Guaranty Life Holdings, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Fidelity National Information Services, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Finance Department Government of Sharjah | Long | Debt | AE | $6M | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust, Series 2004-AA3, Class A1 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| First Horizon Mortgage Pass-Through Trust, Series 2004-AR6, Class 2A1 | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| First Student Bidco, Inc. | Long | Debt | US | $875K | – | 0.00 |
| First Student Bidco, Inc., 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.02 |
| First Student Bidco, Inc., 1st Lien Term Loan C | Long | Loan | US | $918K | – | 0.00 |
| FirstEnergy Transmission LLC | Long | Debt | US | $3M | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $732K | – | 0.00 |
| FirstKey Homes Trust, Series 2020-SFR1, Class F1 | Long | ABS-other | US | $4M | – | 0.02 |
| FirstKey Homes Trust, Series 2020-SFR1, Class H | Long | ABS-other | US | $6M | – | 0.03 |
| FirstKey Homes Trust, Series 2020-SFR2, Class F1 | Long | ABS-other | US | $20M | – | 0.10 |
| FirstKey Homes Trust, Series 2020-SFR2, Class F2 | Long | ABS-other | US | $18M | – | 0.09 |
| FirstKey Homes Trust, Series 2021-SFR1, Class E2 | Long | ABS-other | US | $9M | – | 0.04 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1 | Long | ABS-other | US | $18M | – | 0.09 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F2 | Long | ABS-other | US | $4M | – | 0.02 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F3 | Long | ABS-other | US | $4M | – | 0.02 |
| FirstKey Homes Trust, Series 2022-SFR2, Class E2 | Long | ABS-other | US | $15M | – | 0.08 |
| Flagship Credit Auto Trust, Series 2019-2, Class D | Long | ABS-other | US | $1M | – | 0.01 |
| Flagship Credit Auto Trust, Series 2019-2, Class E | Long | ABS-other | US | $5M | – | 0.02 |
| Flagship Credit Auto Trust, Series 2022-3, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| Flagship Credit Auto Trust, Series 2023-2, Class C | Long | ABS-other | US | $6M | – | 0.03 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $3M | – | 0.01 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $897K | – | 0.00 |
| Florida Power & Light Co. | Long | Debt | US | $3M | – | 0.02 |
| Florida Power & Light Co. | Long | Debt | US | $583K | – | 0.00 |
| Florida Power & Light Co. | Long | Debt | US | $510K | – | 0.00 |
| FMC GMSR Issuer Trust, Series 2020-GT1, Class A | Long | ABS-other | US | $13M | – | 0.07 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class B | Long | ABS-other | US | $7M | – | 0.03 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class B | Long | ABS-other | US | $19M | – | 0.10 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class A | Long | ABS-other | US | $9M | – | 0.05 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class B | Long | ABS-other | US | $21M | – | 0.11 |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class A | Long | ABS-other | US | $12M | – | 0.06 |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class B | Long | ABS-other | US | $22M | – | 0.11 |
| FMC GMSR Issuer Trust, Series 2024-SAT1, Class A | Long | ABS-other | US | $39M | – | 0.20 |
| FMG Resources August 2006 Pty. Ltd. | Long | Debt | AU | $5M | – | 0.02 |
| FNMA | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $769.61 | – | 0.00 |
| FNMA ACES, Series 2014-M13, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA ACES, Series 2015-M1, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA ACES, Series 2015-M10, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA ACES, Series 2015-M13, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2015-M5, Class A1 | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA ACES, Series 2015-M7, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA ACES, Series 2015-M8, Class A2 | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA ACES, Series 2016-M6, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA ACES, Series 2016-M7, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA ACES, Series 2017-M1, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA ACES, Series 2017-M3, Class A2 | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNMA ACES, Series 2017-M5, Class A2 | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA ACES, Series 2017-M8, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA ACES, Series 2018-M10, Class A2 | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FNMA ACES, Series 2018-M14, Class A2 | Long | ABS-mortgage backed security | US | $32M | – | 0.16 |
| FNMA ACES, Series 2018-M2, Class A2 | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| FNMA ACES, Series 2018-M3, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA ACES, Series 2018-M4, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA ACES, Series 2018-M7, Class A2 | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| FNMA ACES, Series 2019-M1, Class A2 | Long | ABS-mortgage backed security | US | $46M | – | 0.23 |
| FNMA ACES, Series 2019-M12, Class A2 | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| FNMA ACES, Series 2019-M7, Class A2 | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA ACES, Series 2020-M38, Class 2A1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA ACES, Series 2020-M38, Class X2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA ACES, Series 2020-M50, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA ACES, Series 2020-M50, Class X1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA ACES, Series 2022-M2S, Class A2 | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNMA ACES, Series 2023-M1S, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA ACES, Series 2023-M8, Class A2 | Long | ABS-mortgage backed security | US | $31M | – | 0.16 |
| FNMA ACES, Series 2024-M2, Class A2 | Long | ABS-mortgage backed security | US | $51M | – | 0.26 |
| FNMA Trust, Whole Loan, Series 2003-W3, Class 2A5 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2003-W6, Class 1A41 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W2, Class 1A | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W8, Class 3A | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W9, Class 1A3 | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2005-W4, Class 1A1 | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA UMBS, 15 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 15 Year | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $76M | – | 0.38 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $75M | – | 0.38 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $65M | – | 0.33 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $58M | – | 0.29 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $48M | – | 0.24 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $45M | – | 0.23 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $43M | – | 0.22 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $42M | – | 0.21 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $41M | – | 0.21 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $36M | – | 0.18 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35M | – | 0.18 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $34M | – | 0.17 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $28M | – | 0.14 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $28M | – | 0.14 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $23M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $995K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $984K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $919K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $836K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $651K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $553K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $324.04 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $140.95 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $41.22 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2.25 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1.59 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Grantor Trust, Series 2017-T1, Class A | Long | ABS-mortgage backed security | US | $90M | – | 0.45 |
| FNMA, Grantor Trust, Whole Loan, Series 2001-T12 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T16, Class A2 | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A1 | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T4 | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A2 | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A4 | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A1 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A3 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A4 | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1IO4 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $49M | – | 0.25 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $47M | – | 0.24 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $43M | – | 0.22 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $39M | – | 0.20 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $34M | – | 0.17 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $28M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $835K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $788K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2001-W3, Class A | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2002-W10 | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2002-W7, Class IO1 | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2004-W11, Class 1IO1 | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA, REMIC, Series 1997-11, Class E | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 1997-20, Class D | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 1997-27, Class J | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 1997-42, Class EG | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA, REMIC, Series 1997-63, Class ZA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, REMIC, Series 1999-47, Class JZ | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA, REMIC, Series 2000-8, Class Z | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA, REMIC, Series 2001-14, Class Z | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA, REMIC, Series 2001-16, Class Z | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA, REMIC, Series 2001-36, Class ST | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC, Series 2001-72, Class SB | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, REMIC, Series 2001-81, Class HE | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FNMA, REMIC, Series 2002-19, Class SC | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2002-56, Class PE | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA, REMIC, Series 2002-86, Class PG | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FNMA, REMIC, Series 2003-130, Class HZ | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, REMIC, Series 2003-22, Class Z | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA, REMIC, Series 2003-25, Class KP | Long | ABS-mortgage backed security | US | $549K | – | 0.00 |
| FNMA, REMIC, Series 2003-47, Class PE | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA, REMIC, Series 2003-64, Class SX | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, REMIC, Series 2003-91, Class SD | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2004-72, Class F | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA, REMIC, Series 2005-106, Class US | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, REMIC, Series 2005-19, Class PB | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, REMIC, Series 2005-42, Class PS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2005-51, Class MO | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, REMIC, Series 2005-53, Class CS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC, Series 2005-65, Class KO | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2005-72, Class WS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2005-84, Class XM | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA, REMIC, Series 2005-90, Class ES | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 2006-110 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA, REMIC, Series 2006-128 | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA, REMIC, Series 2006-20, Class IB | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2006-22, Class AO | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA, REMIC, Series 2006-27, Class OB | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FNMA, REMIC, Series 2006-27, Class OH | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2006-77, Class PC | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA, REMIC, Series 2006-9, Class KZ | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA, REMIC, Series 2007-10, Class Z | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, REMIC, Series 2007-109, Class YI | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA, REMIC, Series 2007-22, Class SC | Long | ABS-mortgage backed security | US | $48.45 | – | 0.00 |
| FNMA, REMIC, Series 2007-54, Class IB | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA, REMIC, Series 2007-71, Class GZ | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA, REMIC, Series 2008-62, Class SM | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, REMIC, Series 2008-91, Class SI | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, REMIC, Series 2009-112, Class ST | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA, REMIC, Series 2009-112, Class SW | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2009-29, Class LA | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA, REMIC, Series 2009-52, Class PI | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 2010-10, Class NT | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FNMA, REMIC, Series 2010-129, Class PZ | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA, REMIC, Series 2010-35, Class SB | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2010-49, Class SC | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA, REMIC, Series 2010-70, Class SA | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA, REMIC, Series 2011-126, Class KB | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA, REMIC, Series 2011-19, Class ZY | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA, REMIC, Series 2012-148, Class IE | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA, REMIC, Series 2012-46, Class KI | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2013-13, Class IK | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA, REMIC, Series 2016-33, Class JA | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA, REMIC, Series 2016-38, Class NA | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, REMIC, Series 2019-20, Class H | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNMA, STRIPS, Series 313, Class 1 | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA, STRIPS, Series 380, Class S36 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, STRIPS, Series 383, Class 68 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, STRIPS, Series 383, Class 69 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, STRIPS, Series 383, Class 86 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $551M | – | 2.78 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $80M | – | 0.40 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $48M | – | 0.24 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Ford Foundation (The), Series 2020 | Long | Debt | US | $2M | – | 0.01 |
| Ford Motor Co. | Long | Debt | US | $13M | – | 0.06 |
| Ford Motor Co. | Long | Debt | US | $4M | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $7M | – | 0.03 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $6M | – | 0.03 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $4M | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $2M | – | 0.01 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $963K | – | 0.00 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $961K | – | 0.00 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $838K | – | 0.00 |
| Formula One Group, 1st Lien Term Loan B | Long | Loan | LU | $3M | – | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-702K | – | -0.00 | ||
| Foundation Finance Trust, Series 2020-1A, Class B | Long | ABS-other | US | $2M | – | 0.01 |
| Foundation Finance Trust, Series 2020-1A, Class C | Long | ABS-other | US | $4M | – | 0.02 |
| Foursight Capital Automobile Receivables Trust, Series 2021-1, Class D | Long | ABS-other | US | $831K | – | 0.00 |
| Foursight Capital Automobile Receivables Trust, Series 2021-2, Class D | Long | ABS-other | US | $820K | – | 0.00 |
| Freeport-McMoRan, Inc. | Long | Debt | US | $12M | – | 0.06 |
| Freeport-McMoRan, Inc. | Long | Debt | US | $2M | – | 0.01 |
| FREMF Mortgage Trust, Series 19K-1510, Class C | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FREMF Mortgage Trust, Series 2014-K39, Class C | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FREMF Mortgage Trust, Series 2014-K40, Class C | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FREMF Mortgage Trust, Series 2015-K45, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FREMF Mortgage Trust, Series 2015-K46, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FREMF Mortgage Trust, Series 2015-K48, Class B | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FREMF Mortgage Trust, Series 2015-K51, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FREMF Mortgage Trust, Series 2016-K55, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FREMF Mortgage Trust, Series 2016-K56, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FREMF Mortgage Trust, Series 2016-K59, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FREMF Mortgage Trust, Series 2017-K61, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FREMF Mortgage Trust, Series 2017-K63, Class B | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FREMF Mortgage Trust, Series 2017-K63, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FREMF Mortgage Trust, Series 2017-K68, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FREMF Mortgage Trust, Series 2017-K68, Class D (FREMF 17-K68 Mortgage Trust) | Long | ABS-mortgage backed security | US | $39M | – | 0.20 |
| FREMF Mortgage Trust, Series 2017-K69, Class D (FREMF 2017-K69 Mortgage Trust) | Long | ABS-mortgage backed security | US | $33M | – | 0.17 |
| FREMF Mortgage Trust, Series 2017-K69, Class X2B (FREMF 2017-K69 Mortgage Trust) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-K727, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FREMF Mortgage Trust, Series 2017-KL1P, Class BP | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FREMF Mortgage Trust, Series 2018-K157, Class C (FREMF 2018-K1507 Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| FREMF Mortgage Trust, Series 2018-K74, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FREMF Mortgage Trust, Series 2018-K81, Class D (FREMF 2018-K081 Mortgage Trust) | Long | ABS-mortgage backed security | US | $38M | – | 0.19 |
| FREMF Mortgage Trust, Series 2018-K82, Class D (FREMF 2018-K082 Mortgage Trust) | Long | ABS-mortgage backed security | US | $37M | – | 0.19 |
| FREMF Mortgage Trust, Series 2018-K82, Class X2A (FREMF 2018-K082 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-K82, Class X2B (FREMF 2018-K082 Mortgage Trust) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-K84, Class D (FREMF 2018-K84 Mortgage Trust) | Long | ABS-mortgage backed security | US | $42M | – | 0.21 |
| FREMF Mortgage Trust, Series 2018-KBX1, Class C | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FREMF Mortgage Trust, Series 2018-KHG1, Class C | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| FREMF Mortgage Trust, Series 2018-KL2B, Class CB | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FREMF Mortgage Trust, Series 2018-KL3W, Class CW | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FREMF Mortgage Trust, Series 2018-KSL1, Class C | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FREMF Mortgage Trust, Series 2018-KW06, Class C | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FREMF Mortgage Trust, Series 2018-KW06, Class X2A | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KW06, Class X2B | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KW07, Class C | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FREMF Mortgage Trust, Series 2018-KW07, Class X2A | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KW07, Class X2B | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-K92, Class D (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $50M | – | 0.25 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2A (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2B (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-K98, Class B | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FREMF Mortgage Trust, Series 2019-KBF3, Class C | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FREMF Mortgage Trust, Series 2019-KL05, Class BHG | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FREMF Mortgage Trust, Series 2019-KL05, Class CHG | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FREMF Mortgage Trust, Series 2019-KW10, Class B | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FREMF Mortgage Trust, Series 2019-KW10, Class C (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2A (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2B (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K105, Class D (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $36M | – | 0.18 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2A (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2B (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $677K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K116, Class D (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $48M | – | 0.24 |
| FREMF Mortgage Trust, Series 2020-K116, Class X2A (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-K116, Class X2B (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREMF Mortgage Trust, Series 2020-K122, Class D (FREMF 2020-K122 Mortgage Trust) | Long | ABS-mortgage backed security | US | $44M | – | 0.22 |
| FREMF Mortgage Trust, Series 2020-K122, Class X2B (FREMF 2020-K122 Mortgage Trust) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| Frontier Communications Holdings LLC | Long | Debt | US | $5M | – | 0.02 |
| FRR Re-REMIC Trust, Series 2018-C1, Class AK43 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FRR Re-REMIC Trust, Series 2018-C1, Class BK43 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FRTKL, Series 2021-SFR1, Class F | Long | ABS-other | US | $4M | – | 0.02 |
| FTF Funding II LLC | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Gabonese Republic | Long | Debt | GA | $4M | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $1M | – | 0.01 |
| GAM Re-REMIC Trust, Series 2022-FRR3, Class CK89 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Gap, Inc. (The) | Long | Debt | US | $5M | – | 0.02 |
| Garda World Security Corp. | Long | Debt | CA | $2M | – | 0.01 |
| GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class A6 | Long | ABS-other | US | $100K | – | 0.00 |
| General Motors Financial Co., Inc. | Long | Debt | US | $7M | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $4M | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| General Motors Financial Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| Genesee & Wyoming, Inc., 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.02 |
| Genesis Energy LP | Long | Debt | US | $5M | – | 0.02 |
| Genesis Energy LP | Long | Debt | US | $1M | – | 0.01 |
| Genesys Cloud Services Holdings, 1st Lien Term Loan B | Long | Loan | US | $10M | – | 0.05 |
| Georgia Power Co. | Long | Debt | US | $3M | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $5M | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $4M | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $2M | – | 0.01 |
| GFL Environmental, Inc. | Long | Debt | CA | $2M | – | 0.01 |
| Gilead Sciences, Inc. | Long | Debt | US | $7M | – | 0.04 |
| Gilead Sciences, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Gilead Sciences, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Gilead Sciences, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Glencore Finance Canada Ltd. | Long | Debt | CA | $105K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $25M | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $8M | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $7M | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $4M | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $714K | – | 0.00 |
| Global Infrastructure Solutions, Inc. | Long | Debt | US | $7M | – | 0.04 |
| Global Payments, Inc. | Long | Debt | US | $6M | – | 0.03 |
| GLS Auto Receivables Issuer Trust, Series 2022-1A, Class D | Long | ABS-other | US | $20M | – | 0.10 |
| GLS Auto Receivables Issuer Trust, Series 2022-1A, Class E | Long | ABS-other | US | $13M | – | 0.07 |
| GLS Auto Receivables Issuer Trust, Series 2023-2A, Class C | Long | ABS-other | US | $11M | – | 0.06 |
| GLS Auto Receivables Issuer Trust, Series 2023-3A, Class E | Long | ABS-other | US | $5M | – | 0.03 |
| GLS Auto Receivables Issuer Trust, Series 2023-4A, Class D | Long | ABS-other | US | $19M | – | 0.10 |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class B | Long | ABS-other | US | $6M | – | 0.03 |
| GMACM Mortgage Loan Trust, Series 2003-J10, Class A1 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $336.52 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $248.86 | – | 0.00 |
| GNMA II | Long | ABS-mortgage backed security | US | $44M | – | 0.22 |
| GNMA II | Long | ABS-mortgage backed security | US | $36M | – | 0.18 |
| GNMA II | Long | ABS-mortgage backed security | US | $34M | – | 0.17 |
| GNMA II | Long | ABS-mortgage backed security | US | $33M | – | 0.17 |
| GNMA II | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| GNMA II | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| GNMA II | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $812.16 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $740.68 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $380.68 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $315.18 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $204.8 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $182.4 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $176.32 | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $253M | – | 1.28 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $153M | – | 0.77 |
| GNMA, Series 2003-101, Class SK | Long | ABS-mortgage backed security | US | $197.37 | – | 0.00 |
| GNMA, Series 2003-18, Class PG | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| GNMA, Series 2003-52, Class SB | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA, Series 2004-105, Class SN | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2004-19, Class KE | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| GNMA, Series 2004-2, Class SA | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNMA, Series 2004-86, Class SP | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2004-90, Class SI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2005-56, Class IC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2006-26, Class S | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2006-33, Class PK | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA, Series 2007-16, Class KU | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA, Series 2007-17, Class JO | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA, Series 2007-22, Class PK | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| GNMA, Series 2007-24, Class SA | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA, Series 2007-26, Class SC | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2007-67, Class SI | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2007-7, Class EI | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA, Series 2007-9, Class CI | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA, Series 2008-34, Class OC | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNMA, Series 2008-40, Class PS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2008-40, Class SA | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2008-49, Class PH | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| GNMA, Series 2008-50, Class SA | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA, Series 2008-55, Class PL | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| GNMA, Series 2009-106, Class XL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA, Series 2009-12, Class IE | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2009-16, Class SJ | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2009-72, Class SM | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2009-75, Class IY | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA, Series 2009-79, Class OK | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA, Series 2009-81, Class A | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA, Series 2010-157, Class OP | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| GNMA, Series 2010-31, Class SK | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2012-H11, Class FA | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2012-H18, Class FA | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| GNMA, Series 2013-H04, Class BA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2013-H20, Class FB | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| GNMA, Series 2013-H23, Class FA | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| GNMA, Series 2014-60, Class W | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| GNMA, Series 2015-157, Class GA | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| GNMA, Series 2015-H02, Class HA | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| GNMA, Series 2015-H04, Class FL | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA, Series 2015-H23, Class FB | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA, Series 2015-H32, Class FH | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| GNMA, Series 2016-H16, Class FD | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GNMA, Series 2016-H17, Class FC | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA, Series 2017-H08, Class XI | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| GNMA, Series 2017-H11, Class XI | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2017-H14, Class AI | Long | ABS-mortgage backed security | US | $771K | – | 0.00 |
| GNMA, Series 2017-H14, Class XI | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| GNMA, Series 2017-H23, Class FA | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| GNMA, Series 2019-H09, Class FA | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| GNMA, Series 2021-H10, Class AF | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| Go Daddy Operating Co. LLC | Long | Debt | US | $1M | – | 0.01 |
| Go Daddy Operating Co. LLC | Long | Debt | US | $487K | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $27M | – | 0.14 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $13M | – | 0.06 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $12M | – | 0.06 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $9M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $8M | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $8M | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $7M | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $6M | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $5M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $5M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $4M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $4M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $3M | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $807K | – | 0.00 |
| Goldman Sachs Group, Inc. (The), Series X | Long | Debt | US | $29M | – | 0.15 |
| Goodgreen Ltd., Series 2024-1A, Class A | Long | ABS-other | US | $24M | – | 0.12 |
| Goodgreen Trust, Series 2016-1A, Class B | Long | ABS-other | US | $456K | – | 0.00 |
| Goodgreen Trust, Series 2017-1A, Class A | Long | ABS-other | US | $616K | – | 0.00 |
| Goodgreen Trust, Series 2017-2A, Class A | Long | ABS-other | US | $4M | – | 0.02 |
| Goodgreen Trust, Series 2017-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Goodgreen, Series 2018-1A, Class A | Long | ABS-other | KY | $3M | – | 0.02 |
| Goodgreen, Series 2023-1A, Class A | Long | ABS-other | JE | $20M | – | 0.10 |
| Goodman Networks, Inc. | Long | Equity-preferred | US | $0.05 | 46K | 0.00 |
| Goodman Networks, Inc. | Long | Equity-common | US | $0.04 | 39K | 0.00 |
| Goodman US Finance Three LLC | Long | Debt | US | $539K | – | 0.00 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $5M | – | 0.03 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $5M | – | 0.03 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $4M | – | 0.02 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $346K | – | 0.00 |
| Graham Packaging Co., Inc., 1st Lien Term Loan | Long | Loan | US | $5M | – | 0.03 |
| Granite Park Equipment Leasing LLC, Series 2023-1A, Class E | Long | ABS-other | US | $8M | – | 0.04 |
| Granite Park FX Notes Issuer LLC, Series 2024-1A, Class A | Long | ABS-other | US | $15M | – | 0.08 |
| Granite Park FX Notes Issuer LLC, Series 2024-1A, Class B | Long | ABS-other | US | $7M | – | 0.03 |
| Graphic Packaging International LLC | Long | Debt | US | $2M | – | 0.01 |
| Graphic Packaging International LLC | Long | Debt | US | $2M | – | 0.01 |
| Gray Oak Pipeline LLC | Long | Debt | US | $2M | – | 0.01 |
| Gray Oak Pipeline LLC | Long | Debt | US | $1M | – | 0.01 |
| Gray Television, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Gray Television, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Gray Television, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Great Ajax Operating Partnership LP, Series QIB | Long | Debt | US | $21M | – | 0.11 |
| Great-West Lifeco Finance 2018 LP | Long | Debt | US | $337K | – | 0.00 |
| Greenko Dutch BV | Long | Debt | NL | $2M | – | 0.01 |
| Grene Energy Senio | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Grene Energy Senio | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| Griffon Corp. | Long | Debt | US | $7M | – | 0.03 |
| Grifols SA | Long | Debt | ES | $3M | – | 0.01 |
| Group 1 Automotive, Inc. | Long | Debt | US | $3M | – | 0.02 |
| GS Mortgage Securities Trust, Series 2019-GC38, Class A4 | Long | ABS-mortgage backed security | US | $28M | – | 0.14 |
| GSR Mortgage Loan Trust, Series 2003-7F, Class 1A4 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4 | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-5F, Class 8A1 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-5F, Class 8A3 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GTCR W Merger Sub LLC, 1st Lien Term Loan B | Long | Loan | US | $6M | – | 0.03 |
| GTP Acquisition Partners I LLC | Long | ABS-other | US | $3M | – | 0.02 |
| Guara Norte SARL | Long | Debt | LU | $5M | – | 0.03 |
| Guardian Life Global Funding | Long | Debt | US | $2M | – | 0.01 |
| Guardian Life Insurance Co. of America (The) | Long | Debt | US | $218K | – | 0.00 |
| Gulfport Energy Corp. | Long | Equity-common | US | $5M | 29K | 0.02 |
| Gulfport Energy Corp. | Long | Debt | US | $3M | – | 0.01 |
| Gulfport Energy Corp. | Long | Debt | US | $2M | – | 0.01 |
| Gulfport Energy Corp. | Long | Equity-preferred | US | $2M | 148 | 0.01 |
| Hackensack Meridian Health, Inc., Series 2020 | Long | Debt | US | $1M | – | 0.01 |
| Haleon US Capital LLC | Long | Debt | US | $2M | – | 0.01 |
| Halliburton Co. | Long | Debt | US | $292K | – | 0.00 |
| Halliburton Co. | Long | Debt | US | $233K | – | 0.00 |
| Hanesbrands, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Hartford HealthCare Corp. | Long | Debt | US | $2M | – | 0.01 |
| Harvest Midstream I LP | Long | Debt | US | $3M | – | 0.02 |
| Harvest SBA Loan Trust, Series 2021-1, Class A | Long | ABS-other | US | $586K | – | 0.00 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $3M | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $19M | – | 0.10 |
| HCA, Inc. | Long | Debt | US | $9M | – | 0.05 |
| HCA, Inc. | Long | Debt | US | $6M | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $5M | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $5M | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $5M | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $4M | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $2M | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $980K | – | 0.00 |
| HCA, Inc. | Long | Debt | US | $849K | – | 0.00 |
| Headlands Residential LLC, Series 2021-RPL1, Class NOTE | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Health and Educational Facilities Authority of the State of Missouri, The Washington University, Series 2020A (Health & Educational Facilities Authority of the State of Missouri) | Long | Debt | US | $2M | – | 0.01 |
| Healthcare Realty Holdings LP | Long | Debt | US | $4M | – | 0.02 |
| Healthpeak OP LLC | Long | Debt | US | $429K | – | 0.00 |
| Herc Holdings, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Hercules Achievement, Inc., 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.01 |
| HERO Funding II, Series 2016-4B, Class B | Long | ABS-other | KY | $316K | – | 0.00 |
| HERO Funding III, Series 2017-1A, Class A | Long | ABS-other | KY | $2M | – | 0.01 |
| HERO Funding Trust, Series 2015-3A, Class A | Long | ABS-other | US | $1M | – | 0.01 |
| HERO Funding Trust, Series 2016-3A, Class A1 | Long | ABS-other | US | $455K | – | 0.00 |
| HERO Funding Trust, Series 2017-1A, Class A2 | Long | ABS-other | KY | $2M | – | 0.01 |
| HERO Funding Trust, Series 2017-2A, Class A2 | Long | ABS-other | KY | $2M | – | 0.01 |
| HERO Funding, Series 2017-3A, Class A1 | Long | ABS-other | KY | $2M | – | 0.01 |
| HERO Funding, Series 2017-3A, Class A2 | Long | ABS-other | KY | $1M | – | 0.01 |
| Hertz Corp. (The) | Long | Debt | US | $5M | – | 0.03 |
| Hertz Vehicle Financing LLC, Series 2023-3A, Class A (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $12M | – | 0.06 |
| Hess Corp. | Long | Debt | US | $11M | – | 0.06 |
| Hess Midstream Operations LP | Long | Debt | US | $5M | – | 0.03 |
| HF Sinclair Corp. | Long | Debt | US | $3M | – | 0.02 |
| HGI CRE CLO Ltd., Series 2022-FL3, Class D | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.05 |
| High Street Funding Trust I | Long | Debt | US | $2M | – | 0.01 |
| Hilcorp Energy I LP | Long | Debt | US | $9M | – | 0.05 |
| Hillenbrand, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Hillenbrand, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $3M | – | 0.02 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $1M | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $1M | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $847K | – | 0.00 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $324K | – | 0.00 |
| Hilton Grand Vacations Trust, Series 2020-AA, Class C | Long | ABS-other | US | $2M | – | 0.01 |
| Hilton Grand Vacations Trust, Series 2022-1D, Class D | Long | ABS-other | US | $3M | – | 0.01 |
| Hilton Grand Vacations Trust, Series 2022-2A, Class D | Long | ABS-other | US | $4M | – | 0.02 |
| Hilton Worldwide Finance LLC | Long | Debt | US | $1M | – | 0.01 |
| HINNT LLC, Series 2022-A, Class D | Long | ABS-other | US | $9M | – | 0.04 |
| HINNT LLC, Series 2022-A, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| HINNT LLC, Series 2024-A, Class D | Long | ABS-other | US | $5M | – | 0.03 |
| Hologic, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Hologic, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Home Depot, Inc. (The) | Long | Debt | US | $4M | – | 0.02 |
| Home Depot, Inc. (The) | Long | Debt | US | $2M | – | 0.01 |
| Home Partners of America Trust, Series 2019-2, Class E | Long | ABS-other | US | $8M | – | 0.04 |
| Home Partners of America Trust, Series 2021-2, Class F | Long | ABS-other | US | $6M | – | 0.03 |
| Home Partners of America Trust, Series 2021-3, Class E2 | Long | ABS-other | US | $11M | – | 0.06 |
| Home RE Ltd., Series 2022-1, Class M1C | Long | ABS-mortgage backed security | BM | $20M | – | 0.10 |
| Honeywell International, Inc. | Long | Debt | US | $5M | – | 0.02 |
| HPA, Inc. | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| HSBC Holdings plc | Long | Debt | GB | $26M | – | 0.13 |
| HSBC Holdings plc | Long | Debt | GB | $26M | – | 0.13 |
| HSBC Holdings plc | Long | Debt | GB | $16M | – | 0.08 |
| HSBC Holdings plc | Long | Debt | GB | $12M | – | 0.06 |
| HSBC Holdings plc | Long | Debt | GB | $10M | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $8M | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $6M | – | 0.03 |
| HSBC Holdings plc | Long | Debt | GB | $5M | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $4M | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $2M | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $743K | – | 0.00 |
| Hub International Ltd., 1st Lien Term Loan | Long | Loan | US | $5M | – | 0.03 |
| Hughes Satellite Systems Corp. | Long | Debt | US | $2M | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $2M | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $1M | – | 0.01 |
| Hunt Companies Finance Trust, Inc. | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $985K | – | 0.00 |
| Hyundai Capital Services, Inc. | Long | Debt | KR | $1M | – | 0.01 |
| Icahn Enterprises LP | Long | Debt | US | $4M | – | 0.02 |
| Icahn Enterprises LP | Long | Debt | US | $1M | – | 0.01 |
| Icahn Enterprises LP | Long | Debt | US | $907K | – | 0.00 |
| iHeartCommunications, Inc. | Long | Debt | US | $3M | – | 0.01 |
| iHeartCommunications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| iHeartCommunications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| iHeartMedia, Inc., Class A | Long | Equity-common | US | $117K | 126K | 0.00 |
| ILFC E-Capital Trust I | Long | Structured note | US | $4M | – | 0.02 |
| ILFC E-Capital Trust II | Long | Structured note | US | $1M | – | 0.01 |
| Imola Merger Corp. | Long | Debt | US | $7M | – | 0.04 |
| Impac CMB Trust, Series 2004-10, Class 3A1 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Impac CMB Trust, Series 2004-10, Class 3A2 | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Independence Plaza Trust, Series 2018-INDP, Class A | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| INEOS Quattro Finance 2 plc | Long | Debt | GB | $2M | – | 0.01 |
| Ineos US Finance LLC, 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.03 |
| Insulet Corp., 1st Lien Term Loan B | Long | Loan | US | $905K | – | 0.00 |
| Intel Corp. | Long | Debt | US | $4M | – | 0.02 |
| Intel Corp. | Long | Debt | US | $1M | – | 0.01 |
| Intel Corp. | Long | Debt | US | $410K | – | 0.00 |
| Intelsat Jackson Holdings SA | Long | Debt | LU | $12M | – | 0.06 |
| Intelsat SA | Long | Equity-common | LU | $3M | 70K | 0.01 |
| Interchile SA | Long | Debt | CL | $3M | – | 0.01 |
| Interstate Power and Light Co. | Long | Debt | US | $743K | – | 0.00 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $13M | – | 0.06 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $12M | – | 0.06 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $4M | – | 0.02 |
| Intuit, Inc. | Long | Debt | US | $7M | – | 0.04 |
| IQVIA, Inc. | Long | Debt | US | $5M | – | 0.03 |
| IQVIA, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Iridium Communications, Inc., 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.03 |
| Iron Mountain, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Iron Mountain, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Iron Mountain, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Iron Mountain, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Iron Mountain, Inc. | Long | Debt | US | $926K | – | 0.00 |
| Istanbul Metropolitan Municipality | Long | Debt | TR | $4M | – | 0.02 |
| ITC Holdings Corp. | Long | Debt | US | $9M | – | 0.05 |
| ITC Holdings Corp. | Long | Debt | US | $6M | – | 0.03 |
| ITC Holdings Corp. | Long | Debt | US | $6M | – | 0.03 |
| ITC Holdings Corp. | Long | Debt | US | $3M | – | 0.02 |
| Jackson National Life Global Funding | Long | Debt | US | $3M | – | 0.01 |
| JBS USA Holding Lux Sarl | Long | Debt | LU | $5M | – | 0.02 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $2M | – | 0.01 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $1M | – | 0.01 |
| Jefferies Financial Group, Inc. | Long | Debt | US | $936K | – | 0.00 |
| Jefferies Financial Group, Inc. | Long | Debt | US | $106K | – | 0.00 |
| JELD-WEN, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Jersey Central Power & Light Co. | Long | Debt | US | $790K | – | 0.00 |
| Jonah | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| Jonah Energy Abs LLC, Series 2022-1, Class A1 (Jonah Energy Abs I LLC) | Long | ABS-other | US | $14M | – | 0.07 |
| JPMCC Re-REMIC Trust, Series 2015-FRR2, Class AK39 | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| JPMCC Re-REMIC Trust, Series 2015-FRR2, Class BK39 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2005-CB11, Class X1 | Long | ABS-mortgage backed security | US | $261.48 | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2004-S1, Class 3A1 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2004-S2, Class 4A5 | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2004-S2, Class 5A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A2 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| JPMorgan Prime Money Market Fund, Class Institutional | Long | Short-term investment vehicle | US | $2B | 2B | 7.87 |
| JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | Long | Short-term investment vehicle | US | $200K | 200K | 0.00 |
| JPMorgan U.S. Government Money Market Fund, Share Class IM | Long | Short-term investment vehicle | US | $428K | 428K | 0.00 |
| Kaiser Aluminum Corp. | Long | Debt | US | $3M | – | 0.02 |
| KBC Group NV | Long | Debt | BE | $12M | – | 0.06 |
| KBR, Inc., 1st Lien Term Loan B | Long | Loan | US | $7M | – | 0.04 |
| KDC US Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $4M | – | 0.02 |
| Kennedy-Wilson, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Kennedy-Wilson, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Keurig Dr Pepper, Inc. | Long | Debt | US | $208K | – | 0.00 |
| Keurig Dr. Pepper, Inc. (Keurig Dr Pepper, Inc.) | Long | Debt | US | $464K | – | 0.00 |
| KeyCorp | Long | Debt | US | $10M | – | 0.05 |
| KGS-Alpha SBA COOF Trust, Series 2012-2, Class A | Long | ABS-other | US | $31K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2012-4, Class A | Long | ABS-other | US | $32K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2013-2, Class A | Long | ABS-other | US | $53K | – | 0.00 |
| Kinder Morgan, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Kinetik Holdings LP | Long | Debt | US | $21M | – | 0.11 |
| Kinetik Holdings LP | Long | Debt | US | $7M | – | 0.04 |
| Kingdom of Bahrain | Long | Debt | BH | $3M | – | 0.01 |
| Kingdom of Bahrain | Long | Debt | BH | $2M | – | 0.01 |
| Kingdom of Morocco | Long | Debt | MA | $1M | – | 0.01 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $4M | – | 0.02 |
| KLA Corp. | Long | Debt | US | $534K | – | 0.00 |
| Knife River Corp. | Long | Debt | US | $5M | – | 0.02 |
| Kroger Co. (The), Series B | Long | Debt | US | $962K | – | 0.00 |
| L3Harris Technologies, Inc. | Long | Debt | US | $2M | – | 0.01 |
| LABL, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Lamar Media Corp. | Long | Debt | US | $5M | – | 0.02 |
| Lamar Media Corp. | Long | Debt | US | $860K | – | 0.00 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $831K | – | 0.00 |
| Lehman Brothers Holdings, Inc. | Long | Debt | US | $300 | – | 0.00 |
| Lehman Brothers Holdings, Inc. | Long | Debt | US | $88.5 | – | 0.00 |
| Lehman Brothers Holdings, Inc., Escrow | Long | Debt | US | $70.5 | – | 0.00 |
| Lendbuzz Securitization Trust, Series 2024-1A, Class A2 | Long | ABS-other | US | $8M | – | 0.04 |
| LendingPoint Asset Securitization Trust, Series 2020-REV1, Class C | Long | ABS-other | US | $6M | – | 0.03 |
| LendingPoint Asset Securitization Trust, Series 2020-REV1, Class D | Long | ABS-other | US | $5M | – | 0.02 |
| Lendingpoint Asset Securitization Trust, Series 2021-A, Class C | Long | ABS-other | US | $3M | – | 0.02 |
| Lendingpoint Asset Securitization Trust, Series 2021-B, Class C | Long | ABS-other | US | $6M | – | 0.03 |
| Lendingpoint Asset Securitization Trust, Series 2022-B, Class C | Long | ABS-other | US | $4M | – | 0.02 |
| Lendingpoint SPE Trust, Series 2020-VFN1, Class A1B | Long | ABS-other | US | $3M | – | 0.01 |
| Lendingpoint SPE Trust, Series 2020-VFN1, Class A2B1 | Long | ABS-other | US | $401K | – | 0.00 |
| Lendmark Funding Trust, Series 2021-1A, Class D | Long | ABS-other | US | $11M | – | 0.06 |
| Lendmark Funding Trust, Series 2021-2A, Class D | Long | ABS-other | US | $7M | – | 0.04 |
| Lendmark Funding Trust, Series 2022-1A, Class E | Long | ABS-other | US | $27M | – | 0.14 |
| Level 3 Financing, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Level 3 Financing, Inc. | Long | Debt | US | $924K | – | 0.00 |
| Leviathan Bond Ltd. | Long | Debt | IL | $1M | – | 0.01 |
| Leviathan Bond Ltd. | Long | Debt | IL | $1M | – | 0.01 |
| Leviathan Bond Ltd. | Long | Debt | IL | $602K | – | 0.00 |
| LFT CRE Ltd., Series 2021-FL1, Class D | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.07 |
| LFT CRE Ltd., Series 2021-FL1, Class E | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.06 |
| LHOME Mortgage Trust, Series 2023-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| LHOME Mortgage Trust, Series 2023-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| LHOME Mortgage Trust, Series 2023-RTL4, Class A1 | Long | ABS-mortgage backed security | US | $30M | – | 0.15 |
| Liberty Mutual Group, Inc. | Long | Debt | US | $336K | – | 0.00 |
| Lithia Motors, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Lithia Motors, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Lithia Motors, Inc. | Long | Debt | US | $375K | – | 0.00 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $7M | – | 0.04 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $2M | – | 0.01 |
| LL ABS Trust, Series 2022-1A, Class D | Long | ABS-other | US | $5M | – | 0.02 |
| Lloyds Banking Group plc | Long | Debt | GB | $9M | – | 0.05 |
| Lloyds Banking Group plc | Long | Debt | GB | $7M | – | 0.03 |
| Lloyds Banking Group plc | Long | Debt | GB | $3M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $611K | – | 0.00 |
| Lockheed Martin Corp. | Long | Debt | US | $5M | – | 0.02 |
| Lowe's Cos., Inc. | Long | Debt | US | $5M | – | 0.02 |
| LP LMS Asset Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| LP LMS Asset Securitization Trust, Series 2021-2A, Class C | Long | ABS-other | US | $14M | – | 0.07 |
| Lumen Technologies, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Lumen Technologies, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Lumen Technologies, Inc. | Long | Debt | US | $2M | – | 0.01 |
| LYB International Finance III LLC | Long | Debt | US | $1M | – | 0.01 |
| Macquarie Airfinance Holdings Ltd. | Long | Debt | GB | $1M | – | 0.01 |
| Macquarie Group Ltd. | Long | Debt | AU | $762K | – | 0.00 |
| Macquarie Group Ltd. | Long | Debt | AU | $320K | – | 0.00 |
| Macy's Retail Holdings LLC | Long | Debt | US | $3M | – | 0.01 |
| Madison IAQ LLC | Long | Debt | US | $8M | – | 0.04 |
| Madison IAQ LLC, 1st Lien Term Loan | Long | Loan | US | $4M | – | 0.02 |
| Mariner Finance Issuance Trust, Series 2019-AA, Class D | Long | ABS-other | US | $7M | – | 0.04 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class E | Long | ABS-other | US | $7M | – | 0.03 |
| Mariner Finance Issuance Trust, Series 2021-BA, Class E | Long | ABS-other | US | $7M | – | 0.04 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class D | Long | ABS-other | US | $11M | – | 0.06 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class E | Long | ABS-other | US | $23M | – | 0.11 |
| Mariner Finance Issuance Trust, Series 2023-AA, Class E | Long | ABS-other | US | $16M | – | 0.08 |
| Marlette Funding Trust, Series 2023-2A, Class C | Long | ABS-other | US | $6M | – | 0.03 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $2M | – | 0.01 |
| Marvell Technology, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Massachusetts Electric Co. | Long | Debt | US | $951K | – | 0.00 |
| MasTec, Inc. | Long | Debt | US | $5M | – | 0.02 |
| MasTec, Inc. | Long | Debt | US | $1M | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-10, Class 1A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-6, Class 6A1 | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-6, Class 7A1 | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-7, Class 30PO | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-7, Class 3A1 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-8, Class 6A1 | Long | ABS-mortgage backed security | US | $297.07 | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2005-1, Class 5A1 | Long | ABS-mortgage backed security | US | $124.95 | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-6, Class 15PO | Long | ABS-mortgage backed security | US | $83.78 | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-6, Class 3A1 | Long | ABS-mortgage backed security | US | $2.17 | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-P7, Class A6 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MASTR Resecuritization Trust, Series 2005-PO, Class 3PO | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Matador Resources Co. | Long | Debt | US | $4M | – | 0.02 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $10M | – | 0.05 |
| McDonald's Corp. | Long | Debt | US | $2M | – | 0.01 |
| Mead Johnson Nutrition Co. | Long | Debt | US | $844K | – | 0.00 |
| Medline Borrower LP | Long | Debt | US | $11M | – | 0.05 |
| Medline Borrower LP | Long | Debt | US | $3M | – | 0.02 |
| Medline Borrower LP | Long | Debt | US | $3M | – | 0.01 |
| Medline Borrower LP, 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.01 |
| MEG Energy Corp. | Long | Debt | CA | $3M | – | 0.01 |
| Memorial Health Services | Long | Debt | US | $458K | – | 0.00 |
| Memorial Sloan-Kettering Cancer Center | Long | Debt | US | $180K | – | 0.00 |
| Memorial Sloan-Kettering Cancer Center, Series 2015 | Long | Debt | US | $630K | – | 0.00 |
| Merck & Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| Merck & Co., Inc. | Long | Debt | US | $2M | – | 0.01 |
| Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A | Long | ABS-other | US | $15M | – | 0.08 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A2 | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A3 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Meta Platforms, Inc. | Long | Debt | US | $4M | – | 0.02 |
| MetLife, Inc. | Long | Debt | US | $740K | – | 0.00 |
| MetLife, Inc. | Long | Debt | US | $402K | – | 0.00 |
| Metropolitan Life Global Funding I | Long | Debt | US | $9M | – | 0.04 |
| Metropolitan Life Global Funding I | Long | Debt | US | $1M | – | 0.01 |
| Metropolitan Life Insurance Co. | Long | Debt | US | $2M | – | 0.01 |
| MGM Resorts International | Long | Debt | US | $4M | – | 0.02 |
| MGM Resorts International | Long | Debt | US | $3M | – | 0.01 |
| MGM Resorts International | Long | Debt | US | $2M | – | 0.01 |
| MGM Resorts International | Long | Debt | US | $2M | – | 0.01 |
| MH Sub I LLC, 1st Lien Term Loan B | Long | Loan | US | $6M | – | 0.03 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class F | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| Microsoft Corp. | Long | Debt | US | $2M | – | 0.01 |
| Mid-America Apartments LP | Long | Debt | US | $1M | – | 0.01 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $7M | – | 0.04 |
| Mid-State Capital Corp. Trust, Series 2005-1, Class A | Long | ABS-other | US | $31K | – | 0.00 |
| Mid-State Capital Corp. Trust, Series 2005-1, Class M1 | Long | ABS-other | US | $722K | – | 0.00 |
| Mid-State Capital Corp. Trust, Series 2006-1, Class A | Long | ABS-other | US | $612K | – | 0.00 |
| Mid-State Capital Corp. Trust, Series 2006-1, Class M1 | Long | ABS-other | US | $743K | – | 0.00 |
| Mid-State Capital Corp. Trust, Series 2006-1, Class M2 | Long | ABS-other | US | $309K | – | 0.00 |
| MidAmerican Energy Co. | Long | Debt | US | $1M | – | 0.01 |
| Mileage Plus Holdings LLC | Long | Debt | US | $4M | – | 0.02 |
| Mill City Securities Ltd., Series 2021-RS1, Class A2 | Long | ABS-mortgage backed security | KY | $10M | – | 0.05 |
| Mississippi Power Co. | Long | Debt | US | $520K | – | 0.00 |
| Mitsubishi HC Finance America LLC | Long | Debt | US | $3M | – | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $3M | – | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $3M | – | 0.01 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.01 |
| Mitsubishi UFJ Financial Group, Inc., Series 8NC7 | Long | Debt | JP | $2M | – | 0.01 |
| MIWD Holdco II LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $3M | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $4M | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $4M | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.01 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $24M | – | 0.12 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $7M | – | 0.04 |
| Monongahela Power Co. | Long | Debt | US | $9M | – | 0.05 |
| Moran Foods Backstop Equity | Long | Equity-common | US | $59K | 6M | 0.00 |
| Moran Foods LLC, 1st Lien Super Senior Delayed Term Loan | Long | Loan | US | $28K | – | 0.00 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $817K | – | 0.00 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $719K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $13M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $8M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $815K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $718K | – | 0.00 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-SD1, Class M1 | Long | ABS-other | US | $99K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A6 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Mount Sinai Hospital, Series 2017 | Long | Debt | US | $507K | – | 0.00 |
| MPLX LP | Long | Debt | US | $7M | – | 0.04 |
| MPLX LP | Long | Debt | US | $1M | – | 0.01 |
| MPLX LP | Long | Debt | US | $282K | – | 0.00 |
| MPT Operating Partnership LP | Long | Debt | US | $1M | – | 0.01 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class F | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | Long | ABS-mortgage backed security | US | $50M | – | 0.25 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10 | Long | ABS-mortgage backed security | US | $58M | – | 0.29 |
| MultiCare Health System | Long | Debt | US | $204K | – | 0.00 |
| MV24 Capital BV | Long | Debt | NL | $2M | – | 0.01 |
| MVW LLC, Series 2022-1A, Class D | Long | ABS-other | US | $6M | – | 0.03 |
| MVW LLC, Series 2022-2A, Class D | Long | ABS-other | US | $11M | – | 0.06 |
| MVW LLC, Series 2023-1A, Class D | Long | ABS-other | US | $8M | – | 0.04 |
| MVW LLC, Series 2023-2A, Class D | Long | ABS-other | US | $7M | – | 0.03 |
| MVW Owner Trust, Series 2019-1A, Class B | Long | ABS-other | US | $3M | – | 0.01 |
| MVW Owner Trust, Series 2019-1A, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| MyMichigan Health, Series 2020 | Long | Debt | US | $661K | – | 0.00 |
| MYT Holding LLC | Long | Equity-common | US | $327K | 935K | 0.00 |
| MYT Holding LLC, Series A | Long | Equity-preferred | US | $1M | 2M | 0.01 |
| Nabors Industries, Inc. | Long | Debt | US | $3M | – | 0.01 |
| NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| National Australia Bank Ltd. | Long | Debt | AU | $4M | – | 0.02 |
| National Grid plc | Long | Debt | GB | $2M | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $1M | – | 0.01 |
| Nationstar Mortgage Holdings, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Nationstar Mortgage Holdings, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Nationwide Building Society | Long | Debt | GB | $3M | – | 0.01 |
| Nationwide Building Society | Long | Debt | GB | $524K | – | 0.00 |
| NatWest Group plc | Long | Debt | GB | $10M | – | 0.05 |
| NatWest Group plc | Long | Debt | GB | $9M | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $7M | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $7M | – | 0.04 |
| NatWest Markets plc | Long | Debt | GB | $12M | – | 0.06 |
| NatWest Markets plc | Long | Debt | GB | $3M | – | 0.01 |
| NBN Co. Ltd. | Long | Debt | AU | $2M | – | 0.01 |
| NCR Atleos Corp. | Long | Debt | US | $4M | – | 0.02 |
| NCR Atleos LLC, 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.02 |
| NCR Voyix Corp. | Long | Debt | US | $5M | – | 0.03 |
| NCR Voyix Corp. | Long | Debt | US | $3M | – | 0.02 |
| Netflix, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Nevada Power Co. | Long | Debt | US | $2M | – | 0.01 |
| Nevada Power Co. | Long | Debt | US | $577K | – | 0.00 |
| New Century Home Equity Loan Trust, Series 2003-5, Class AI6 | Long | ABS-other | US | $176K | – | 0.00 |
| New Century Home Equity Loan Trust, Series 2005-1, Class M1 | Long | ABS-other | US | $47K | – | 0.00 |
| New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| New York and Presbyterian Hospital (The) | Long | Debt | US | $379K | – | 0.00 |
| New York Life Global Funding | Long | Debt | US | $3M | – | 0.01 |
| New York Life Insurance Co. | Long | Debt | US | $327K | – | 0.00 |
| New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series 2010H | Long | Debt | US | $1M | – | 0.01 |
| Newell Brands, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Newell Brands, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Newell Brands, Inc. | Long | Debt | US | $4M | – | 0.02 |
| News Corp. | Long | Debt | US | $3M | – | 0.01 |
| Nexstar Media, Inc. | Long | Debt | US | $9M | – | 0.04 |
| Nexstar Media, Inc. | Long | Debt | US | $1M | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $5M | – | 0.03 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $3M | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $1M | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $498K | – | 0.00 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $84K | – | 0.00 |
| NGL Energy Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| NGL Energy Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| NGPL PipeCo LLC | Long | Debt | US | $3M | – | 0.01 |
| NGPL PipeCo LLC | Long | Debt | US | $684K | – | 0.00 |
| Niagara Mohawk Power Corp. | Long | Debt | US | $598K | – | 0.00 |
| Nissan Auto Lease Trust, Series 2023-B, Class A4 | Long | ABS-other | US | $9M | – | 0.05 |
| Nmg Research Ltd. | Derivative-other | GB | $441K | 33K | 0.00 | |
| NMG, Inc. | Long | Equity-common | US | $1M | 9K | 0.01 |
| NMG, Inc. | Long | Equity-common | US | $203K | 2K | 0.00 |
| NNN REIT, Inc. | Long | Debt | US | $1M | – | 0.01 |
| NNN REIT, Inc. | Long | Debt | US | $881K | – | 0.00 |
| NNN REIT, Inc. | Long | Debt | US | $746K | – | 0.00 |
| Noble Finance II LLC | Long | Debt | US | $3M | – | 0.01 |
| Nomura Holdings, Inc. | Long | Debt | JP | $3M | – | 0.01 |
| Nomura Holdings, Inc. | Long | Debt | JP | $1M | – | 0.01 |
| Nordea Bank Abp | Long | Debt | FI | $611K | – | 0.00 |
| Nordstrom, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Norfolk Southern Corp. | Long | Debt | US | $746K | – | 0.00 |
| Northern States Power Co. | Long | Debt | US | $2M | – | 0.01 |
| Northern States Power Co. | Long | Debt | US | $672K | – | 0.00 |
| Northern States Power Co. | Long | Debt | US | $179K | – | 0.00 |
| Northern Trust Corp. | Long | Debt | US | $912K | – | 0.00 |
| NorthRiver Midstream, 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.02 |
| Northrop Grumman Corp. | Long | Debt | US | $2M | – | 0.01 |
| Northwestern Mutual Global Funding | Long | Debt | US | $4M | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $5M | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $2M | – | 0.01 |
| NOVA Chemicals Corp. | Long | Debt | CA | $2M | – | 0.01 |
| NOVA Chemicals Corp. | Long | Debt | CA | $1M | – | 0.01 |
| NOVA Chemicals Corp. | Long | Debt | CA | $805K | – | 0.00 |
| Novelis Corp. | Long | Debt | US | $1M | – | 0.01 |
| Novelis Corp. | Long | Debt | US | $642K | – | 0.00 |
| NRG Energy, Inc. | Long | Debt | US | $10M | – | 0.05 |
| NRG Energy, Inc. | Long | Debt | US | $4M | – | 0.02 |
| NRG Energy, Inc. | Long | Debt | US | $2M | – | 0.01 |
| NRG Energy, Inc. | Long | Debt | US | $1M | – | 0.01 |
| NRG Energy, Inc. | Long | Debt | US | $658K | – | 0.00 |
| NRG Energy, Inc. | Long | Debt | US | $526K | – | 0.00 |
| NRG Energy, Inc. | Long | Debt | US | $114K | – | 0.00 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $5M | – | 0.02 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A | Long | ABS-other | US | $7M | – | 0.03 |
| NRZ FHT Excess LLC, Series 2020-FHT1, Class A | Long | ABS-other | US | $4M | – | 0.02 |
| NuStar Logistics LP | Long | Debt | US | $4M | – | 0.02 |
| NuStar Logistics LP | Long | Debt | US | $2M | – | 0.01 |
| NuStar Logistics LP | Long | Debt | US | $1M | – | 0.01 |
| NuStar Logistics LP | Long | Debt | US | $645K | – | 0.00 |
| Nutrien Ltd. | Long | Debt | CA | $1M | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $442K | – | 0.00 |
| Nuveen LLC | Long | Debt | US | $660K | – | 0.00 |
| NW Re-REMIC TRUST, Series 2021-FRR1, Class BK88 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| NXP BV | Long | Debt | US | $3M | – | 0.01 |
| NXP BV | Long | Debt | US | $1M | – | 0.01 |
| NYU Langone Hospitals, Series 2020 | Long | Debt | US | $737K | – | 0.00 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $972K | – | 0.00 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $171K | – | 0.00 |
| Occidental Petroleum Corp. | Long | Debt | US | $9M | – | 0.04 |
| OCP SA | Long | Debt | MA | $4M | – | 0.02 |
| Octane Receivables Trust, Series 2020-1A, Class D | Long | ABS-other | US | $6M | – | 0.03 |
| Octane Receivables Trust, Series 2022-1A, Class E | Long | ABS-other | US | $2M | – | 0.01 |
| Octane Receivables Trust, Series 2023-3A, Class D | Long | ABS-other | US | $5M | – | 0.02 |
| Octane Receivables Trust, Series 2024-1A, Class C | Long | ABS-other | US | $3M | – | 0.02 |
| OGE Energy Corp. | Long | Debt | US | $3M | – | 0.02 |
| Ohio Power Co. | Long | Debt | US | $444K | – | 0.00 |
| Ohio Power Co., Series R | Long | Debt | US | $4M | – | 0.02 |
| Ohio State University (The), General Receipts, Series 2011A | Long | Debt | US | $1M | – | 0.01 |
| Ohio University, General Receipts, Federally Taxable | Long | Debt | US | $2M | – | 0.01 |
| OL SP LLC, Series 2018, Class A | Long | ABS-other | US | $693K | – | 0.00 |
| OL SP LLC, Series 2018, Class B | Long | ABS-other | US | $217K | – | 0.00 |
| OL SP LLC, Series 2018, Class C | Long | ABS-other | US | $188K | – | 0.00 |
| OL SP LLC, Term Loan | Long | Loan | US | $1M | – | 0.01 |
| ON Semiconductor Corp. | Long | Debt | US | $3M | – | 0.01 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $647K | – | 0.00 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $512K | – | 0.00 |
| ONE Gas, Inc. | Long | Debt | US | $327K | – | 0.00 |
| OneMain Finance Corp. | Long | Debt | US | $6M | – | 0.03 |
| OneMain Finance Corp. | Long | Debt | US | $4M | – | 0.02 |
| OneMain Finance Corp. | Long | Debt | US | $3M | – | 0.02 |
| OneMain Finance Corp. | Long | Debt | US | $3M | – | 0.01 |
| ONEOK Partners LP | Long | Debt | US | $1M | – | 0.01 |
| Ontario Teachers' Cadillac Fairview Properties Trust | Long | Debt | CA | $580K | – | 0.00 |
| Oportun Issuance Trust, Series 2021-B, Class B | Long | ABS-other | US | $6M | – | 0.03 |
| Oportun Issuance Trust, Series 2021-B, Class C | Long | ABS-other | US | $8M | – | 0.04 |
| Oportun Issuance Trust, Series 2022-2, Class C | Long | ABS-other | US | $8M | – | 0.04 |
| Oportun Issuance Trust, Series 2022-3, Class C | Long | ABS-other | US | $8M | – | 0.04 |
| Oportun Issuance Trust, Series 2022-A, Class A | Long | ABS-other | US | $12M | – | 0.06 |
| Oportun Issuance Trust, Series 2022-A, Class C | Long | ABS-other | US | $5M | – | 0.03 |
| Oportun Issuance Trust, Series 2024-1A, Class A | Long | ABS-other | US | $9M | – | 0.05 |
| Oracle Corp. | Long | Debt | US | $6M | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $5M | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $4M | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $3M | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $1M | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $1M | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $1M | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $499K | – | 0.00 |
| Organon & Co. | Long | Debt | US | $5M | – | 0.03 |
| Organon & Co. | Long | Debt | US | $4M | – | 0.02 |
| Outfront Media Capital LLC | Long | Debt | US | $4M | – | 0.02 |
| Outfront Media, Inc., 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.02 |
| Ovintiv, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Owens & Minor, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Owens & Minor, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Owens-Brockway Glass Container, Inc. | Long | Debt | US | $6M | – | 0.03 |
| P -stlb | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| P Opportunitie frn (Popportunitiefrn 1) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| P2 | Long | ABS-mortgage backed security | US | $35M | – | 0.17 |
| Pacific Gas and Electric Co. | Long | Debt | US | $12M | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $12M | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $12M | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $11M | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $8M | – | 0.04 |
| Pacific Gas and Electric Co. | Long | Debt | US | $6M | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $4M | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $1M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $1M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $954K | – | 0.00 |
| Pacific Life Insurance Co. | Long | Debt | US | $2M | – | 0.01 |
| PacifiCorp | Long | Debt | US | $4M | – | 0.02 |
| Packaging Corp. of America | Long | Debt | US | $1M | – | 0.01 |
| Pactiv Evergreen Group Issuer, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class E1 | Long | ABS-other | US | $23M | – | 0.11 |
| Palomino Funding Trust I | Long | Debt | US | $2M | – | 0.01 |
| Par Pharmaceutical, Inc. | Long | Debt | US | $0.04 | – | 0.00 |
| Parexel International Corp., 1st Lien Term Loan | Long | Loan | US | $9M | – | 0.04 |
| Parker-Hannifin Corp. | Long | Debt | US | $661K | – | 0.00 |
| Parker-Hannifin Corp. | Long | Debt | US | $455K | – | 0.00 |
| PECO Energy Co. | Long | Debt | US | $458K | – | 0.00 |
| Pendoor Proper | Long | ABS-mortgage backed security | US | $31M | – | 0.15 |
| Penske Automotive Group, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $2M | – | 0.01 |
| Pepco Holdings LLC | Long | Debt | US | $1M | – | 0.01 |
| Performance Food Group, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Permian Resources Operating LLC | Long | Debt | US | $5M | – | 0.03 |
| Permian Resources Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Petco Health & Wellness Co., Inc., Term Loan B | Long | Loan | US | $6M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $135K | – | 0.00 |
| Petronas Capital Ltd. | Long | Debt | MY | $3M | – | 0.02 |
| PetSmart, Inc. | Long | Debt | US | $9M | – | 0.04 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $16M | – | 0.08 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $5M | – | 0.02 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $5M | – | 0.02 |
| Pfizer, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Pfizer, Inc. | Long | Debt | US | $2M | – | 0.01 |
| PG&E Corp. | Long | Debt | US | $6M | – | 0.03 |
| PG&E Corp. | Long | Debt | US | $2M | – | 0.01 |
| PG&E Recovery Funding LLC, Series A-3 | Long | Debt | US | $4M | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC, Series A-2 | Long | Debt | US | $982K | – | 0.00 |
| PG&E Wildfire Recovery Funding LLC, Series A-4 | Long | Debt | US | $741K | – | 0.00 |
| PG&E Wildfire Recovery Funding LLC, Series A-5 | Long | Debt | US | $3M | – | 0.01 |
| PHH Mortgage Corp. | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| PHH Mortgage Trust, Series 2008-CIM2, Class 5A1 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Philip Morris International, Inc. | Long | Debt | US | $22M | – | 0.11 |
| Philip Morris International, Inc. | Long | Debt | US | $13M | – | 0.07 |
| Philip Morris International, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Philip Morris International, Inc. | Long | Debt | US | $9M | – | 0.05 |
| Phillips 66 | Long | Debt | US | $900K | – | 0.00 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $715K | – | 0.00 |
| Pinnacle West Capital Corp. | Long | Debt | US | $741K | – | 0.00 |
| Pioneer Natural Resources Co. | Long | Debt | US | $20M | – | 0.10 |
| PMC PLS ESR Issuer LLC, Series 2022-PLS1, Class A | Long | ABS-other | US | $8M | – | 0.04 |
| PNC Bank NA | Long | Debt | US | $4M | – | 0.02 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $13M | – | 0.06 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $4M | – | 0.02 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $2M | – | 0.01 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $2M | – | 0.01 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $2M | – | 0.01 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $800K | – | 0.00 |
| Pnmac jun26 | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Port Authority of New York and New Jersey, Consolidated, Series 174 (Port Authority of New York & New Jersey) | Long | Debt | US | $646K | – | 0.00 |
| Post Holdings, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Post Holdings, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Post Holdings, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Post Road Equipment Finance LLC, Series 2024-1A, Class E | Long | ABS-other | US | $3M | – | 0.02 |
| Potomac Electric Power Co. | Long | Debt | US | $386K | – | 0.00 |
| PPL Electric Utilities Corp. | Long | Debt | US | $1M | – | 0.01 |
| Precision Drilling Corp. | Long | Debt | CA | $3M | – | 0.01 |
| Presidio Holdings, Inc. | Long | Debt | US | $5M | – | 0.02 |
| PRET LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $7M | – | 0.04 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $13M | – | 0.07 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A2 | Long | ABS-other | US | $14M | – | 0.07 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1 | Long | ABS-other | US | $7M | – | 0.04 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A1 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Prime Security Services Borrower LLC | Long | Debt | US | $5M | – | 0.02 |
| Prime Security Services Borrower LLC | Long | Debt | US | $2M | – | 0.01 |
| PrimeSource, 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.01 |
| Principal Financial Group, Inc. | Long | Debt | US | $545K | – | 0.00 |
| Principal Life Global Funding II | Long | Debt | US | $3M | – | 0.01 |
| Principal Life Global Funding II | Long | Debt | US | $544K | – | 0.00 |
| Progress Residential Trust, Series 2020-SFR2, Class B | Long | ABS-other | US | $11M | – | 0.06 |
| Progress Residential Trust, Series 2020-SFR2, Class C | Long | ABS-other | US | $9M | – | 0.04 |
| Progress Residential Trust, Series 2020-SFR2, Class D | Long | ABS-other | US | $9M | – | 0.05 |
| Progress Residential Trust, Series 2020-SFR2, Class GREG | Long | ABS-other | US | $17M | – | 0.09 |
| Progress Residential Trust, Series 2020-SFR3, Class F | Long | ABS-other | US | $9M | – | 0.05 |
| Progress Residential Trust, Series 2020-SFR3, Class G | Long | ABS-other | US | $6M | – | 0.03 |
| Progress Residential Trust, Series 2021-SFR2, Class E2 | Long | ABS-other | US | $14M | – | 0.07 |
| Progress Residential Trust, Series 2021-SFR8, Class E1 | Long | ABS-other | US | $22M | – | 0.11 |
| Progress Residential Trust, Series 2022-SFR1, Class E1 | Long | ABS-other | US | $11M | – | 0.06 |
| Progress Residential Trust, Series 2022-SFR1, Class F | Long | ABS-other | US | $3M | – | 0.01 |
| Progress Residential Trust, Series 2022-SFR2, Class E2 | Long | ABS-other | US | $20M | – | 0.10 |
| Progress Residential Trust, Series 2022-SFR3, Class E2 | Long | ABS-other | US | $19M | – | 0.09 |
| Progress Residential Trust, Series 2022-SFR3, Class F | Long | ABS-other | US | $11M | – | 0.06 |
| Progress Residential, Series 2021-SFR1, Class F | Long | ABS-other | US | $11M | – | 0.05 |
| Progress Residential, Series 2021-SFR3, Class E2 | Long | ABS-other | US | $9M | – | 0.04 |
| Prologis LP | Long | Debt | US | $3M | – | 0.02 |
| Prologis LP | Long | Debt | US | $2M | – | 0.01 |
| Prologis LP | Long | Debt | US | $782K | – | 0.00 |
| Protective Life Global Funding | Long | Debt | US | $1M | – | 0.01 |
| PRPM LLC, Series 2021-2, Class A1 | Long | ABS-other | US | $10M | – | 0.05 |
| PRPM LLC, Series 2024-RCF1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Prudential Financial, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Prudential Insurance Co. of America (The) | Long | Debt | US | $153K | – | 0.00 |
| Public Service Co. of Colorado | Long | Debt | US | $2M | – | 0.01 |
| Public Service Co. of Colorado | Long | Debt | US | $2M | – | 0.01 |
| Public Service Co. of Oklahoma | Long | Debt | US | $1M | – | 0.01 |
| Public Service Co. of Oklahoma, Series G | Long | Debt | US | $1M | – | 0.01 |
| Public Service Electric and Gas Co. | Long | Debt | US | $2M | – | 0.01 |
| Public Service Electric and Gas Co. | Long | Debt | US | $851K | – | 0.00 |
| Public Service Electric and Gas Co. | Long | Debt | US | $392K | – | 0.00 |
| Public Service Enterprise Group, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Public Storage Operating Co. | Long | Debt | US | $4M | – | 0.02 |
| Puget Sound Energy, Inc. | Long | Debt | US | $861K | – | 0.00 |
| Puget Sound Energy, Inc. | Long | Debt | US | $791K | – | 0.00 |
| QUALCOMM, Inc. | Long | Debt | US | $259K | – | 0.00 |
| Quest Diagnostics, Inc. | Long | Debt | US | $856K | – | 0.00 |
| Quikrete Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.03 |
| Radnor RE Ltd., Series 2022-1, Class M1B | Long | ABS-mortgage backed security | BM | $13M | – | 0.07 |
| Raisa Funding I LLC | Long | ABS-other | US | $8M | – | 0.04 |
| Raizen Fuels Finance SA | Long | Debt | LU | $2M | – | 0.01 |
| RALI Trust, Series 2005-QS5, Class A4 | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| Range Resources Corp. | Long | Debt | US | $6M | – | 0.03 |
| Range Resources Corp. | Long | Debt | US | $2M | – | 0.01 |
| Range Resources Corp. | Long | Debt | US | $766K | – | 0.00 |
| Rcfii Baml Frn | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| RCO VI Mortgage LLC, Series 2022-1, Class A1 | Long | ABS-other | US | $10M | – | 0.05 |
| ReadyCap Holdings LLC, Series QIB | Long | Debt | US | $23M | – | 0.12 |
| Realty Income Corp. | Long | Debt | US | $798K | – | 0.00 |
| Realty Income Corp. | Long | Debt | US | $476K | – | 0.00 |
| Regal Rexnord Corp. | Long | Debt | US | $2M | – | 0.01 |
| Regal Rexnord Corp. | Long | Debt | US | $1M | – | 0.01 |
| Regency Centers LP | Long | Debt | US | $3M | – | 0.02 |
| Regents of the University of California, Medical Center Pooled, Series 2020N (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $1M | – | 0.01 |
| Regional Management Issuance Trust, Series 2021-1, Class D | Long | ABS-other | US | $2M | – | 0.01 |
| Renew, Series 2017-1A, Class A | Long | ABS-other | KY | $786K | – | 0.00 |
| Renew, Series 2017-1A, Class B | Long | ABS-other | KY | $478K | – | 0.00 |
| Renew, Series 2017-2A, Class A | Long | ABS-other | KY | $8M | – | 0.04 |
| Renew, Series 2023-1A, Class A | Long | ABS-other | JE | $10M | – | 0.05 |
| Republic of Angola | Long | Debt | AO | $4M | – | 0.02 |
| Republic of Colombia | Long | Debt | CO | $7M | – | 0.04 |
| Republic of Colombia | Long | Debt | CO | $1M | – | 0.01 |
| Republic of Colombia | Long | Debt | CO | $429K | – | 0.00 |
| Republic of Costa Rica | Long | Debt | CR | $4M | – | 0.02 |
| Republic of Costa Rica | Long | Debt | CR | $4M | – | 0.02 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $3M | – | 0.02 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.01 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $770K | – | 0.00 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $646K | – | 0.00 |
| Republic of Iraq | Long | Debt | IQ | $2M | – | 0.01 |
| Republic of Panama | Long | Debt | PA | $2M | – | 0.01 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $12M | – | 0.06 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $7M | – | 0.04 |
| Republic of Paraguay | Long | Debt | PY | $4M | – | 0.02 |
| Republic of Paraguay | Long | Debt | PY | $1M | – | 0.01 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $434K | – | 0.00 |
| Republic of Paraguay | Long | Debt | PY | $426K | – | 0.00 |
| Republic of Philippines (Republic of the Philippines) | Long | Debt | PH | $8M | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $5M | – | 0.03 |
| Republic of Poland | Long | Debt | PL | $1M | – | 0.01 |
| Republic of Senegal | Long | Debt | SN | $3M | – | 0.01 |
| Republic of South Africa | Long | Debt | ZA | $5M | – | 0.03 |
| Republic of South Africa | Long | Debt | ZA | $2M | – | 0.01 |
| Republic of Turkiye (The) | Long | Debt | TR | $10M | – | 0.05 |
| Republic Services, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Republic Services, Inc. | Long | Debt | US | $93K | – | 0.00 |
| Residential Asset Securitization Trust, Series 2003-A8, Class A1 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Residential Asset Securitization Trust, Series 2006-A6, Class 2A13 | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Retium-rcaf mar25 144a | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| RHP Hotel Properties LP | Long | Debt | US | $7M | – | 0.03 |
| RHP Hotel Properties LP | Long | Debt | US | $992K | – | 0.01 |
| RingCentral, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Rio Tinto Finance USA Ltd. | Long | Debt | AU | $2M | – | 0.01 |
| Ritchie Bros Holdings, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Ritchie Bros Holdings, Inc. | Long | Debt | US | $853K | – | 0.00 |
| Rite Aid Corp. | Long | Debt | US | $2M | – | 0.01 |
| River Rock SFR Frn (River Rock Sfr Frn 144a) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Roche Holdings, Inc. | Long | Debt | US | $14M | – | 0.07 |
| Rocket Mortgage LLC | Long | Debt | US | $3M | – | 0.01 |
| Rocket Mortgage LLC | Long | Debt | US | $3M | – | 0.01 |
| Rocket Mortgage LLC | Long | Debt | US | $2M | – | 0.01 |
| Rocket Mortgage LLC | Long | Debt | US | $469K | – | 0.00 |
| Rockies Express Pipeline LLC | Long | Debt | US | $3M | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $2M | – | 0.01 |
| Romania Government Bond | Long | Debt | RO | $3M | – | 0.02 |
| Romania Government Bond | Long | Debt | RO | $2M | – | 0.01 |
| Roper Technologies, Inc. | Long | Debt | US | $932K | – | 0.00 |
| Royal Bank of Canada | Long | Debt | CA | $406K | – | 0.00 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $8M | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $8M | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $5M | – | 0.02 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $2M | – | 0.01 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $2M | – | 0.01 |
| RSFR, Series 2020-1, Class PT | Long | ABS-other | US | $27M | – | 0.13 |
| RT Fin LLC | Long | ABS-other | US | $13M | – | 0.07 |
| RTX Corp. | Long | Debt | US | $7M | – | 0.03 |
| RTX Corp. | Long | Debt | US | $4M | – | 0.02 |
| RTX Corp. | Long | Debt | US | $3M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $2M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $134K | – | 0.00 |
| S&P Global, Inc. | Long | Debt | US | $6M | – | 0.03 |
| S&P Global, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $14M | – | 0.07 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $3M | – | 0.01 |
| Sabra Health Care LP | Long | Debt | US | $2M | – | 0.01 |
| SACO I, Inc., Series 1997-2, Class 1A5 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Safehold GL Holdings LLC | Long | Debt | US | $4M | – | 0.02 |
| San Diego Gas & Electric Co. | Long | Debt | US | $1M | – | 0.01 |
| San Diego Gas & Electric Co. | Long | Debt | US | $502K | – | 0.00 |
| San Diego Gas & Electric Co. | Long | Debt | US | $214K | – | 0.00 |
| San Diego Gas & Electric Co., Series UUU | Long | Debt | US | $3M | – | 0.02 |
| San Diego Gas & Electric Co., Series XXX | Long | Debt | US | $4M | – | 0.02 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class D | Long | ABS-other | US | $45M | – | 0.23 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class D | Long | ABS-other | US | $27M | – | 0.14 |
| Santander Drive Auto Receivables Trust, Series 2023-2, Class C | Long | ABS-other | US | $24M | – | 0.12 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class D | Long | ABS-other | US | $8M | – | 0.04 |
| Santander Holdings USA, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Santander Holdings USA, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Santander Revolving Auto Loan Trust, Series 2019-A, Class A | Long | ABS-other | US | $31M | – | 0.16 |
| Santander Revolving Auto Loan Trust, Series 2019-A, Class C | Long | ABS-other | US | $10M | – | 0.05 |
| Santander Revolving Auto Loan Trust, Series 2019-A, Class D | Long | ABS-other | US | $7M | – | 0.04 |
| Santander UK Group Holdings plc | Long | Debt | GB | $10M | – | 0.05 |
| Santander UK Group Holdings plc | Long | Debt | GB | $5M | – | 0.03 |
| Santander UK Group Holdings plc | Long | Debt | GB | $3M | – | 0.02 |
| SART | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| Saudi Arabian Oil Co. | Long | Debt | SA | $212K | – | 0.00 |
| SBA Communications Corp. | Long | Debt | US | $6M | – | 0.03 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3 | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class XA | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| SCE Recovery Funding LLC, Series A-1 | Long | Debt | US | $982K | – | 0.00 |
| SCE Recovery Funding LLC, Series A-2 | Long | Debt | US | $295K | – | 0.00 |
| Scentre Group Trust 1 | Long | Debt | AU | $1M | – | 0.01 |
| Scentre Group Trust 1 | Long | Debt | AU | $940K | – | 0.00 |
| Scentre Group Trust 2 | Long | Debt | AU | $691K | – | 0.00 |
| SCF Equipment Leasing LLC, Series 2019-2A, Class G | Long | ABS-other | US | $11M | – | 0.05 |
| SCF Equipment Leasing LLC, Series 2020-1A, Class G | Long | ABS-other | US | $3M | – | 0.01 |
| SCF Equipment Leasing LLC, Series 2021-1A, Class F | Long | ABS-other | US | $38M | – | 0.19 |
| SCF Equipment Leasing LLC, Series 2021-1A, Class G | Long | ABS-other | US | $10M | – | 0.05 |
| SCF Equipment Leasing LLC, Series 2022-1A, Class E | Long | ABS-other | US | $3M | – | 0.02 |
| SCF Equipment Leasing LLC, Series 2022-1A, Class F | Long | ABS-other | US | $6M | – | 0.03 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class E | Long | ABS-other | US | $10M | – | 0.05 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class A3 | Long | ABS-other | US | $20M | – | 0.10 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class E | Long | ABS-other | US | $19M | – | 0.09 |
| Schlumberger Holdings Corp. | Long | Debt | US | $719K | – | 0.00 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $6M | – | 0.03 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $2M | – | 0.01 |
| Scripps Escrow II, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Scripps Escrow, Inc. | Long | Debt | US | $785K | – | 0.00 |
| Seagate HDD Cayman | Long | Debt | KY | $3M | – | 0.02 |
| Seagate HDD Cayman | Long | Debt | KY | $3M | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $3M | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $2M | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $2M | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $863K | – | 0.00 |
| Sealed Air Corp. | Long | Debt | US | $2M | – | 0.01 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2 | Long | ABS-other | US | $102K | – | 0.00 |
| Sempra | Long | Debt | US | $13M | – | 0.06 |
| Sensata Technologies BV | Long | Debt | NL | $542K | – | 0.00 |
| Sensata Technologies, Inc. | Long | Debt | US | $909K | – | 0.00 |
| Sequoia Mortgage Trust, Series 2004-8, Class A2 | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Series RR Trust, Series 2015-1, Class A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Series RR Trust, Series 2015-1, Class B | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Service Corp. International | Long | Debt | US | $5M | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $5M | – | 0.03 |
| Shell International Finance BV | Long | Debt | NL | $2M | – | 0.01 |
| Shutterfly Finance LLC | Long | Debt | US | $1M | – | 0.01 |
| Shutterfly Finance LLC | Long | Debt | US | $155K | – | 0.00 |
| Siemens Financieringsmaatschappij NV | Long | Debt | NL | $1M | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class D | Long | ABS-other | US | $2M | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class D | Long | ABS-other | US | $939K | – | 0.00 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-1A, Class D | Long | ABS-other | US | $6M | – | 0.03 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D | Long | ABS-other | US | $3M | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D | Long | ABS-other | US | $5M | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-1A, Class D | Long | ABS-other | US | $3M | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class D | Long | ABS-other | US | $4M | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-3A, Class D | Long | ABS-other | US | $4M | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class D | Long | ABS-other | US | $2M | – | 0.01 |
| Sigeco Securitization I LLC, Series A1 | Long | Debt | US | $695K | – | 0.00 |
| Sigeco Securitization I LLC, Series A2 | Long | Debt | US | $290K | – | 0.00 |
| Simon Property Group LP | Long | Debt | US | $3M | – | 0.02 |
| Sinclair Television Group, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Sirius XM Radio, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Sirius XM Radio, Inc. | Long | Debt | US | $9M | – | 0.04 |
| Sirius XM Radio, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Sirius XM Radio, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Sitios Latinoamerica SAB de CV | Long | Debt | MX | $2M | – | 0.01 |
| Six Flags Entertainment Corp. | Long | Debt | US | $2M | – | 0.01 |
| Six Flags Entertainment Corp. | Long | Debt | US | $2M | – | 0.01 |
| Six Flags Theme Parks, Inc. | Long | Debt | US | $535K | – | 0.00 |
| SM Energy Co. | Long | Debt | US | $5M | – | 0.02 |
| SM Energy Co. | Long | Debt | US | $1M | – | 0.01 |
| SM Energy Co. | Long | Debt | US | $1M | – | 0.01 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $7M | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $26M | – | 0.13 |
| Societe Generale SA | Long | Debt | FR | $11M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $10M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $7M | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $7M | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.01 |
| Sonic Automotive, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | Long | ABS-other | US | $448K | – | 0.00 |
| Southern California Edison Co. | Long | Debt | US | $15M | – | 0.08 |
| Southern California Edison Co. | Long | Debt | US | $10M | – | 0.05 |
| Southern California Edison Co. | Long | Debt | US | $4M | – | 0.02 |
| Southern California Edison Co. | Long | Debt | US | $4M | – | 0.02 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.01 |
| Southern California Edison Co., Series 06-E | Long | Debt | US | $429K | – | 0.00 |
| Southern California Edison Co., Series 08-A | Long | Debt | US | $280K | – | 0.00 |
| Southern California Edison Co., Series 20A | Long | Debt | US | $5M | – | 0.03 |
| Southern California Edison Co., Series B | Long | Debt | US | $917K | – | 0.00 |
| Southern California Edison Co., Series C | Long | Debt | US | $903K | – | 0.00 |
| Southern California Edison Co., Series C | Long | Debt | US | $759K | – | 0.00 |
| Southern California Gas Co., Series XX | Long | Debt | US | $603K | – | 0.00 |
| Southern Co. (The) | Long | Debt | US | $2M | – | 0.01 |
| Southern Co. Gas Capital Corp., Series 21A | Long | Debt | US | $6M | – | 0.03 |
| Southwestern Electric Power Co. | Long | Debt | US | $2M | – | 0.01 |
| Southwestern Electric Power Co., Series J | Long | Debt | US | $890K | – | 0.00 |
| Southwestern Electric Power Co., Series N | Long | Debt | US | $2M | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $6M | – | 0.03 |
| Southwestern Energy Co. | Long | Debt | US | $3M | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $2M | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $520K | – | 0.00 |
| Southwestern Energy Co. | Long | Debt | US | $196K | – | 0.00 |
| Spectrum Brands, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | US | $482K | – | 0.00 |
| Sprint Capital Corp. | Long | Debt | US | $5M | – | 0.02 |
| Sprint LLC | Long | Debt | US | $1M | – | 0.01 |
| SPX Flow, Inc., 1st Lien Term Loan B | Long | Loan | US | $4M | – | 0.02 |
| SS&C Technologies, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Stagwell Global LLC | Long | Debt | US | $5M | – | 0.03 |
| Standard Chartered plc | Long | Debt | GB | $11M | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $8M | – | 0.04 |
| Standard Chartered plc | Long | Debt | GB | $7M | – | 0.03 |
| Standard Chartered plc | Long | Debt | GB | $4M | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $3M | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $2M | – | 0.01 |
| Standard Chartered plc | Long | Debt | GB | $2M | – | 0.01 |
| Standard Chartered plc | Long | Debt | GB | $1M | – | 0.01 |
| Standard Chartered plc | Long | Debt | GB | $980K | – | 0.00 |
| Standard Industries, Inc. | Long | Debt | US | $6M | – | 0.03 |
| Standard Industries, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Standard Industries, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Staples, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Staples, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Staples, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Starbucks Corp. | Long | Debt | US | $3M | – | 0.02 |
| Starbucks Corp. | Long | Debt | US | $2M | – | 0.01 |
| Starwood Property Trust, Inc. | Long | Debt | US | $5M | – | 0.02 |
| State of California, Various Purpose | Long | Debt | US | $2M | – | 0.01 |
| State of Israel Government Bond | Long | Debt | IL | $5M | – | 0.03 |
| State Street Corp., Series I | Long | Debt | US | $13M | – | 0.06 |
| Station Casinos LLC | Long | Debt | US | $2M | – | 0.01 |
| Stericycle, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5 | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 1A | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 2A | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $13M | – | 0.07 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $1M | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $3M | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $3M | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $1M | – | 0.01 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $2M | – | 0.01 |
| Summer BC Bidco B LLC | Long | Debt | US | $780K | – | 0.00 |
| Summit Materials LLC | Long | Debt | US | $5M | – | 0.03 |
| Sunoco LP | Long | Debt | US | $5M | – | 0.03 |
| Sunoco LP | Long | Debt | US | $3M | – | 0.02 |
| Sunoco LP | Long | Debt | US | $1M | – | 0.01 |
| Sunoco LP | Long | Debt | US | $1M | – | 0.01 |
| Sunrise FinCo. I BV | Long | Debt | NL | $676K | – | 0.00 |
| Superior Plus LP | Long | Debt | CA | $4M | – | 0.02 |
| Svenska Handelsbanken AB | Long | Debt | SE | $15M | – | 0.07 |
| Swiss Re Finance Luxembourg SA | Long | Debt | LU | $384K | – | 0.00 |
| Sydney Airport Finance Co. Pty. Ltd. | Long | Debt | AU | $1M | – | 0.01 |
| Syneos Health, Inc., 1st Lien Term Loan B | Long | Loan | US | $10M | – | 0.05 |
| Sysco Corp. | Long | Debt | US | $3M | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $14M | – | 0.07 |
| T-Mobile USA, Inc. | Long | Debt | US | $10M | – | 0.05 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $797K | – | 0.00 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $1M | – | 0.01 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $504K | – | 0.00 |
| Tallgrass Energy Partners LP | Long | Debt | US | $5M | – | 0.02 |
| Tallgrass Energy Partners LP | Long | Debt | US | $4M | – | 0.02 |
| Tallgrass Energy Partners LP | Long | Debt | US | $2M | – | 0.01 |
| Target Corp. | Long | Debt | US | $2M | – | 0.01 |
| Teachers Insurance & Annuity Association of America | Long | Debt | US | $625K | – | 0.00 |
| Teachers Insurance & Annuity Association of America | Long | Debt | US | $431K | – | 0.00 |
| Teck Resources Ltd. | Long | Debt | CA | $1M | – | 0.01 |
| TEGNA, Inc. | Long | Debt | US | $4M | – | 0.02 |
| TEGNA, Inc. | Long | Debt | US | $3M | – | 0.02 |
| Telecom Italia Capital SA | Long | Debt | LU | $3M | – | 0.01 |
| Telecom Italia Capital SA | Long | Debt | LU | $851K | – | 0.00 |
| Telecom Italia Capital SA | Long | Debt | LU | $151K | – | 0.00 |
| Telecom Italia Capital SA | Long | Debt | LU | $132K | – | 0.00 |
| Tempur Sealy International, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Tenet Healthcare Corp. | Long | Debt | US | $13M | – | 0.06 |
| Tenet Healthcare Corp. | Long | Debt | US | $11M | – | 0.06 |
| Tenet Healthcare Corp. | Long | Debt | US | $8M | – | 0.04 |
| Tenet Healthcare Corp. | Long | Debt | US | $5M | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $5M | – | 0.02 |
| Tenet Healthcare Corp. | Long | Debt | US | $486K | – | 0.00 |
| Terex Corp. | Long | Debt | US | $3M | – | 0.01 |
| Texas Health Resources | Long | Debt | US | $873K | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $278K | – | 0.00 |
| Texas Instruments, Inc. | Long | Debt | US | $8M | – | 0.04 |
| Texas Instruments, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Texas Instruments, Inc. | Long | Debt | US | $242K | – | 0.00 |
| Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2 | Long | Debt | US | $848K | – | 0.00 |
| Theorem Funding Trust, Series 2022-2A, Class A | Long | ABS-other | US | $5M | – | 0.03 |
| Tierra Mojada Luxembourg II SARL | Long | Debt | LU | $3M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $331K | – | 0.00 |
| Topgolf Callaway, 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.02 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $7M | – | 0.03 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $2M | – | 0.01 |
| TotalEnergies Capital International SA | Long | Debt | FR | $4M | – | 0.02 |
| TotalEnergies Capital International SA | Long | Debt | FR | $4M | – | 0.02 |
| TotalEnergies Capital SA | Long | Debt | FR | $14M | – | 0.07 |
| TotalEnergies Capital SA | Long | Debt | FR | $6M | – | 0.03 |
| Towd Point Mortgage Trust, Series 2017-FRE2, Class M6 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A1 | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A2C | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Trane Technologies Co. LLC | Long | Debt | US | $15K | – | 0.00 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $10M | – | 0.05 |
| TransDigm, Inc. | Long | Debt | US | $3M | – | 0.01 |
| TransDigm, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Transocean, Inc. | Long | Debt | KY | $2M | – | 0.01 |
| Transurban Finance Co. Pty. Ltd. | Long | Debt | AU | $513K | – | 0.00 |
| Tricolor Auto Securitization Trust, Series 2022-1A, Class E | Long | ABS-other | US | $5M | – | 0.03 |
| Tricon American Homes Trust, Series 2019-SFR1, Class F | Long | ABS-other | US | $6M | – | 0.03 |
| TriMas Corp. | Long | Debt | US | $3M | – | 0.01 |
| Trinity Industries, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $895K | – | 0.00 |
| Triton Container International Ltd. | Long | Debt | BM | $3M | – | 0.01 |
| Triton Water Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $8M | – | 0.04 |
| Trivium Packaging Finance BV | Long | Debt | NL | $5M | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $16M | – | 0.08 |
| Truist Financial Corp. | Long | Debt | US | $8M | – | 0.04 |
| Truist Financial Corp. | Long | Debt | US | $7M | – | 0.03 |
| Truist Financial Corp. | Long | Debt | US | $4M | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $4M | – | 0.02 |
| TSMC Arizona Corp. | Long | Debt | US | $6M | – | 0.03 |
| Tucson Electric Power Co. | Long | Debt | US | $3M | – | 0.01 |
| Tucson Electric Power Co. | Long | Debt | US | $506K | – | 0.00 |
| Turkiye Ihracat Kredi Bankasi A/S | Long | Debt | TR | $1M | – | 0.01 |
| Two Harbors Msr Frn | Long | ABS-mortgage backed security | US | $35M | – | 0.18 |
| Tyson Foods, Inc. | Long | Debt | US | $4M | – | 0.02 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $36K | – | 0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-856.63 | – | -0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $473.37 | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-1M | – | -0.01 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $634K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $2M | – | 0.01 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $-30K | – | -0.00 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $141M | – | 0.71 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $85M | – | 0.43 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $65M | – | 0.33 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $58M | – | 0.29 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $56M | – | 0.28 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $48M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $47M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $46M | – | 0.23 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $46M | – | 0.23 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $46M | – | 0.23 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $40M | – | 0.20 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $39M | – | 0.20 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $34M | – | 0.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $33M | – | 0.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $18M | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $17M | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $10M | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 0.04 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $48K | – | 0.00 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $203M | – | 1.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $163M | – | 0.83 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $161M | – | 0.81 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $85M | – | 0.43 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $79M | – | 0.40 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $43M | – | 0.22 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $11M | – | 0.06 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $56M | – | 0.28 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $29M | – | 0.15 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $20M | – | 0.10 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $17M | – | 0.09 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $10M | – | 0.05 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $8M | – | 0.04 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $4M | – | 0.02 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $3M | – | 0.02 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-10M | – | -0.05 | |
| Uber Technologies, Inc. | Long | Debt | US | $2M | – | 0.01 |
| UBS AG | Long | Debt | CH | $735K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $25M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $18M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $11M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $10M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $8M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $8M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $889K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $784K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $352K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $289K | – | 0.00 |
| UBS-BAMLL Trust, Series 2012-WRM, Class A | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| UDR, Inc. | Long | Debt | US | $714K | – | 0.00 |
| UDR, Inc. | Long | Debt | US | $370K | – | 0.00 |
| Ultimate Software Group, 1st Lien Term Loan B | Long | Loan | US | $8M | – | 0.04 |
| UniCredit SpA | Long | Debt | IT | $4M | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $641K | – | 0.00 |
| Union Carbide Corp. | Long | Debt | US | $2M | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $4M | – | 0.02 |
| Union Electric Co. | Long | Debt | US | $2M | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $2M | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $968K | – | 0.00 |
| Union Pacific Corp. | Long | Debt | US | $2M | – | 0.01 |
| United Airlines Holdings, Inc. | Long | Debt | US | $2M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $352K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2014-1, Class A | Long | ABS-other | US | $2M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2014-2, Class A | Long | ABS-other | US | $294K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-1, Class AA | Long | ABS-other | US | $799K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-2, Class A | Long | Debt | US | $4M | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2016-2, Class AA | Long | ABS-other | US | $1M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2016-2, Class B | Long | ABS-other | US | $833K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $823K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2018-1, Class AA | Long | ABS-other | US | $8M | – | 0.04 |
| United Airlines Pass-Through Trust, Series 2019-1, Class A | Long | ABS-other | US | $1M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $1M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2019-2, Class AA | Long | ABS-other | US | $1M | – | 0.01 |
| United Airlines, Inc., 1st Lien Term Loan B | Long | Loan | US | $8M | – | 0.04 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.01 |
| United Rentals North America, Inc. | Long | Debt | US | $5M | – | 0.03 |
| United Rentals North America, Inc. | Long | Debt | US | $5M | – | 0.03 |
| United Rentals North America, Inc. | Long | Debt | US | $4M | – | 0.02 |
| United States Cellular Corp. | Long | Debt | US | $4M | – | 0.02 |
| United States Steel Corp. | Long | Debt | US | $3M | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $15M | – | 0.08 |
| UnitedHealth Group, Inc. | Long | Debt | US | $8M | – | 0.04 |
| UnitedHealth Group, Inc. | Long | Debt | US | $1M | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $832K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $581K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $495K | – | 0.00 |
| University of California, Taxable, Series 2012AD | Long | Debt | US | $671K | – | 0.00 |
| University of Miami, Series 2022 | Long | Debt | US | $3M | – | 0.01 |
| University of Southern California, Series A | Long | Debt | US | $461K | – | 0.00 |
| Univision Communications, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Univision Communications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| UOG ABS Issuer I LLC, Series 2023-1, Class A1 | Long | ABS-other | US | $18M | – | 0.09 |
| US Auto Funding Trust, Series 2022-1A, Class D | Long | ABS-other | US | $2M | – | 0.01 |
| US Auto Funding, Series 2021-1A, Class D | Long | ABS-other | US | $1M | – | 0.01 |
| US Bancorp | Long | Debt | US | $4M | – | 0.02 |
| US Bancorp | Long | Debt | US | $3M | – | 0.01 |
| USA Compression Partners LP | Long | Debt | US | $3M | – | 0.02 |
| USI, Inc., 1st Lien Term Loan B | Long | Loan | US | $5M | – | 0.03 |
| Vail Resorts, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Valaris Ltd. | Long | Debt | BM | $4M | – | 0.02 |
| Vale Overseas Ltd. | Long | Debt | KY | $2M | – | 0.01 |
| Valero Energy Corp. | Long | Debt | US | $791K | – | 0.00 |
| VCAT LLC, Series 2021-NPL3, Class A1 | Long | ABS-other | US | $3M | – | 0.01 |
| Vendee Mortgage Trust, Series 1996-2, Class 1Z | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Vendee Mortgage Trust, Series 1998-1, Class 2E | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Vendee Mortgage Trust, Series 1999-1, Class 2Z | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $575K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $428K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $200K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $82K | – | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $6M | – | 0.03 |
| Venture Global LNG, Inc. | Long | Debt | US | $11M | – | 0.05 |
| Venture Global LNG, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Venture Global LNG, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Verdant Receivables LLC, Series 2023-1A, Class A2 | Long | ABS-other | US | $16M | – | 0.08 |
| Verizon Communications, Inc. | Long | Debt | US | $11M | – | 0.06 |
| Verizon Communications, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Veros Auto Receivables Trust, Series 2022-1, Class D | Long | ABS-other | US | $4M | – | 0.02 |
| Vertiv Group Corp. | Long | Debt | US | $500K | – | 0.00 |
| Vertiv Group Corp., 1st Lien Term Loan B | Long | Loan | US | $9M | – | 0.05 |
| VICI Properties LP | Long | Debt | US | $4M | – | 0.02 |
| VICI Properties LP | Long | Debt | US | $2M | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $504K | – | 0.00 |
| Videotron Ltd. | Long | Debt | CA | $3M | – | 0.01 |
| Videotron Ltd. | Long | Debt | CA | $422K | – | 0.00 |
| Virgin Media Secured Finance plc | Long | Debt | GB | $5M | – | 0.03 |
| Virginia Electric and Power Co. | Long | Debt | US | $846K | – | 0.00 |
| Virginia Electric and Power Co. | Long | Debt | US | $241K | – | 0.00 |
| Virginia Power Fuel Securitization LLC, Series A-2 | Long | Debt | US | $1M | – | 0.01 |
| Visa, Inc. | Long | Debt | US | $1M | – | 0.01 |
| VistaJet Malta Finance plc | Long | Debt | US | $3M | – | 0.01 |
| Vistra Operations Co. LLC | Long | Debt | US | $28M | – | 0.14 |
| Vistra Operations Co. LLC | Long | Debt | US | $6M | – | 0.03 |
| Vistra Operations Co. LLC | Long | Debt | US | $5M | – | 0.02 |
| Vistra Operations Co. LLC | Long | Debt | US | $4M | – | 0.02 |
| Vistra Operations Co. LLC | Long | Debt | US | $4M | – | 0.02 |
| Vistra Operations Co. LLC | Long | Debt | US | $4M | – | 0.02 |
| Vistra Operations Co. LLC | Long | Debt | US | $3M | – | 0.01 |
| Vital Energy, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Viterra Finance BV | Long | Debt | NL | $6M | – | 0.03 |
| VM Master Issuer LLC, Series 2022-1, Class B | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| vMobo, Inc. | Long | ABS-other | US | $51M | – | 0.26 |
| VMware LLC | Long | Debt | US | $3M | – | 0.02 |
| Volkswagen International Finance NV | Long | Debt | NL | $4M | – | 0.02 |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | Long | ABS-other | US | $10M | – | 0.05 |
| VOLT XCIX LLC, Series 2021-NPL8, Class A1 | Long | ABS-other | US | $7M | – | 0.04 |
| VOLT XCV LLC, Series 2021-NPL4, Class A1 | Long | ABS-other | US | $4M | – | 0.02 |
| VOLT XCVI LLC, Series 2021-NPL5, Class A1 | Long | ABS-other | US | $14M | – | 0.07 |
| VOLT XCVII LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $9M | – | 0.04 |
| W R Berkley Corp. | Long | Debt | US | $2M | – | 0.01 |
| Wachovia Corp. | Long | Debt | US | $2M | – | 0.01 |
| Wachovia Corp. | Long | Debt | US | $520K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2 | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4 | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR2, Class 2A21 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Wand NewCo 3, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $12M | – | 0.06 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $10M | – | 0.05 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2004-RA1, Class 2A | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Weekley Homes LLC | Long | Debt | US | $5M | – | 0.02 |
| Welk Resorts LLC, Series 2019-AA, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $24M | – | 0.12 |
| Wells Fargo & Co. | Long | Debt | US | $18M | – | 0.09 |
| Wells Fargo & Co. | Long | Debt | US | $14M | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $14M | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $9M | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $9M | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $8M | – | 0.04 |
| Wells Fargo & Co. | Long | Debt | US | $8M | – | 0.04 |
| Wells Fargo & Co. | Long | Debt | US | $8M | – | 0.04 |
| Wells Fargo & Co. | Long | Debt | US | $6M | – | 0.03 |
| Wells Fargo & Co. | Long | Debt | US | $5M | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $163K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class A4 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2004-K, Class 1A2 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2004-U, Class A1 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Wesco Aircraft Holdings, Inc. | Long | Debt | US | $1M | – | 0.01 |
| WESCO Distribution, Inc. | Long | Debt | US | $4M | – | 0.02 |
| WESCO Distribution, Inc. | Long | Debt | US | $3M | – | 0.02 |
| WESCO Distribution, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Westgate Resorts LLC, Series 2020-1A, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| Westgate Resorts LLC, Series 2023-1A, Class C | Long | ABS-other | US | $3M | – | 0.02 |
| Westlake Automobile Receivables Trust, Series 2023-3A, Class D | Long | ABS-other | US | $19M | – | 0.10 |
| Westlake Automobile Receivables Trust, Series 2023-4A, Class D | Long | ABS-other | US | $16M | – | 0.08 |
| Westpac Banking Corp. | Long | Debt | AU | $3M | – | 0.01 |
| WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| William Carter Co. (The) | Long | Debt | US | $4M | – | 0.02 |
| Williams Scotsman, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Williams Scotsman, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Windstream Holdings, Inc. | Long | Equity-common | US | $78K | 6K | 0.00 |
| WMG Acquisition Corp. | Long | Debt | US | $4M | – | 0.02 |
| Workday, Inc. | Long | Debt | US | $5M | – | 0.03 |
| Worldwide Plaza Trust, Series 2017-WWP, Class A | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| WP Carey, Inc. | Long | Debt | US | $2M | – | 0.01 |
| WP Carey, Inc. | Long | Debt | US | $2M | – | 0.01 |
| WR Grace Holdings LLC | Long | Debt | US | $5M | – | 0.03 |
| WRKCo, Inc. | Long | Debt | US | $2M | – | 0.01 |
| WW Grainger, Inc. | Long | Debt | US | $452K | – | 0.00 |
| Wyeth LLC | Long | Debt | US | $1M | – | 0.01 |
| Wynn Las Vegas LLC | Long | Debt | US | $3M | – | 0.01 |
| Wynn Macau Ltd. | Long | Debt | KY | $3M | – | 0.01 |
| Wynn Macau Ltd. | Long | Debt | KY | $2M | – | 0.01 |
| Wynn Resorts Finance LLC | Long | Debt | US | $9M | – | 0.05 |
| Xcel Energy, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Xerox Holdings Corp. | Long | Debt | US | $3M | – | 0.02 |
| XPO, Inc. | Long | Debt | US | $6M | – | 0.03 |
| XPO, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Yale-New Haven Health Services Corp., Series 2020 | Long | Debt | US | $560K | – | 0.00 |
| Ygrene Energy Fund, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Yum! Brands, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Yum! Brands, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Yum! Brands, Inc. | Long | Debt | US | $736K | – | 0.00 |
| Zekelman Industries, Inc., 1st Lien Term Loan B | Long | Loan | US | $6M | – | 0.03 |
| Zoetis, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Zoetis, Inc. | Long | Debt | US | $2M | – | 0.01 |
Address
JPMorgan Trust II
277 Park Avenue
New York
New York
10172
United States of America
Websites
Directors
John F. Finn
Nina O. Shenker
Kathleen M. Gallagher
Marian U. Pardo
Emily A. Youssouf
Gary L. French
Raymond Kanner
Stephen P. Fisher
Dr. Robert A. Oden, Jr.
Mary E. Martinez
Robert F. Deutsch
Thomas P. Lemke
Marilyn McCoy
Frankie D. Hughes
Robert J. Grassi
Lawrence R. Maffia
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Custodians
Euroclear
J.P. Morgan Bank Luxembourg S.A.
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
JPMorgan Distribution Services, Inc.
Admins
J.P. Morgan Investment Management Inc.
JPMorgan Chase Bank, N.A.
Brokers
N/A