Natixis Loomis Sayles Funds > Natixis Funds Trust I
Loomis Sayles Core Plus Bond Fund
$6.39B
Avg Monthly Net Assets
$8.04B
Total Assets
$372.73M
Total Liabilities
$7.66B
Net Assets
Loomis Sayles Core Plus Bond Fund is a Mutual Fund in Natixis Funds Trust I
from Natixis Loomis Sayles Funds,
based in Massachusetts,
United States of America.
The fund has four share classes
and monthly net assets of $6.39B.
On August 28th, 2024 it reported 888 holdings, the largest
being United States Treasury (2.8%), Fixed Income Clearing Corp. (2.4%) and United States Treasury (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000018168 | NEFRX | |
| Class C | C000018170 | NECRX | |
| Class N | C000125481 | NERNX | |
| Class Y | C000018171 | NERYX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 37 Capital Clo 1 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| 37 Capital Clo 4 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| 37 Capital CLO II (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.01 |
| 720 East CLO IV Ltd (720 East CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $8M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $6M | – | 0.08 |
| AES Corp/The | Long | Debt | US | $3M | – | 0.05 |
| AES Corp/The | Long | Debt | US | $1M | – | 0.02 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.03 |
| AGL CLO 30 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.09 |
| AIB Group PLC | Long | Debt | IE | $5M | – | 0.07 |
| Aimco CLO 14 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $19M | – | 0.25 |
| Aircastle Ltd | Long | Debt | BM | $19M | – | 0.25 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $2M | – | 0.03 |
| Allegro CLO XII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Alpek SAB de CV (ALPEK SA DE CV) | Long | Debt | MX | $1M | – | 0.02 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $6M | – | 0.08 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $4M | – | 0.05 |
| American Builders & Contractors Supply Co Inc (ABC SUPPLY CO INC) | Long | Debt | US | $7M | – | 0.10 |
| American Homes 4 Rent LP | Long | Debt | US | $1M | – | 0.01 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.06 |
| Amgen Inc | Long | Debt | US | $13M | – | 0.17 |
| AMMC CLO 26 Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| Anchorage Capital Clo 13 LLC (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| Anchorage Capital CLO 19 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $754K | – | 0.01 |
| Anchorage Capital Clo 28 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $945K | – | 0.01 |
| Anchorage Capital Clo 29 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $9M | – | 0.11 |
| Anglo American Capital PLC | Long | Debt | GB | $3M | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.02 |
| Antares Holdings LP | Long | Debt | US | $7M | – | 0.09 |
| AOA 2021-1177 Mortgage Trust (Avenue of Americas) | Long | ABS-mortgage backed security | US | $21M | – | 0.27 |
| Ardonagh Finco Ltd | Long | Debt | JE | $18M | – | 0.24 |
| Ares Capital Corp | Long | Debt | US | $22M | – | 0.29 |
| Ascot Group Ltd | Long | Debt | BM | $2M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $9M | – | 0.11 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.07 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.07 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.02 |
| Atlas Senior Loan Fund Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Atrium IX (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $745K | – | 0.01 |
| Atrium XIII (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Atrium XV (Madison Park XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Atrium XV (Madison Park XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Atrium XV (Madison Park XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Atrium XV (Madison Park XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $8M | – | 0.10 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $7M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.01 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $15M | – | 0.20 |
| Baidu Inc | Long | Debt | KY | $4M | – | 0.06 |
| Bain Capital CLO 2024-1 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.08 |
| Bain Capital Credit CLO 2019-1 (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Bain Capital Credit CLO 2021-7 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Bain Capital Credit CLO 2023-1 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.03 |
| Bain Capital Credit CLO 2023-1 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $568K | – | 0.01 |
| Balboa Bay Loan Funding 2021-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Balboa Bay Loan Funding 2023-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| Ballyrock CLO 2019-1 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Banco Santander Chile | Long | Debt | CL | $10M | – | 0.13 |
| Banco Santander SA | Long | Debt | ES | $10M | – | 0.13 |
| Banco Santander SA | Long | Debt | ES | $4M | – | 0.05 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $22M | – | 0.29 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $11M | – | 0.15 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $23M | – | 0.31 |
| Bank of America Corp | Long | Debt | US | $17M | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $14M | – | 0.19 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.03 |
| Barings CLO Ltd 2018-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $26M | – | 0.34 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Battalion CLO X Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| Battalion Clo XIX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $387K | – | 0.01 |
| Baytex Energy Corp | Long | Debt | CA | $12M | – | 0.15 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $8M | – | 0.10 |
| Betony CLO 2 Ltd (Betony CLO 2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Bharti Airtel Ltd | Long | Debt | IN | $17M | – | 0.23 |
| Blue Owl Capital Corp | Long | Debt | US | $13M | – | 0.16 |
| Blue Owl Capital Corp | Long | Debt | US | $4M | – | 0.05 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $10M | – | 0.13 |
| BlueMountain CLO XXIX Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $26M | – | 0.34 |
| BNP Paribas SA | Long | Debt | FR | $14M | – | 0.18 |
| Boeing Co/The | Long | Debt | US | $15M | – | 0.19 |
| Boeing Co/The | Long | Debt | US | $6M | – | 0.08 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.06 |
| Bombardier Inc | Long | Debt | CA | $7M | – | 0.10 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Braskem America Finance Co | Long | Debt | US | $21M | – | 0.27 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $95M | – | 1.24 |
| BRF SA | Long | Debt | BR | $12M | – | 0.16 |
| Brighthouse Financial Inc | Long | Debt | US | $15M | – | 0.20 |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.07 |
| Bryant Park Funding 2024-22 Ltd (Bryant Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $5M | – | 0.06 |
| Canyon CLO 2018-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.01 |
| Canyon CLO 2021-4 Ltd (CANYON CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $26M | – | 0.33 |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $545K | – | 0.01 |
| CarVal CLO III Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Carval Clo X-C Ltd/Jersey (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $526K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $14M | – | 0.18 |
| Celanese US Holdings LLC | Long | Debt | US | $8M | – | 0.10 |
| Celanese US Holdings LLC | Long | Debt | US | $4M | – | 0.06 |
| Celanese US Holdings LLC | Long | Debt | US | $2M | – | 0.02 |
| Centene Corp | Long | Debt | US | $7M | – | 0.10 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.05 |
| CIFC Funding 2017-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $325K | – | 0.00 |
| CIFC Funding 2020-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| CIFC Funding 2021-VII Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| CIFC Funding 2024-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $13M | – | 0.17 |
| Citigroup Commercial Mortgage Trust 2019-GC43 | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $12M | – | 0.16 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $5M | – | 0.07 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| Clover CLO 2019-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $728K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $4M | – | 0.05 |
| Cometa Energia SA de CV | Long | Debt | MX | $21M | – | 0.27 |
| COMM 2010-C1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $628K | – | 0.01 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $1M | – | 0.02 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $2M | – | 0.03 |
| Corning Inc | Long | Debt | US | $12M | – | 0.15 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $9K | – | 0.00 |
| Credit Agricole SA | Long | Debt | FR | $11M | – | 0.14 |
| Crown Castle Inc | Long | Debt | US | $765K | – | 0.01 |
| Crown City CLO III | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.10 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $15M | – | 0.20 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $11M | – | 0.14 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $9M | – | 0.11 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $7M | – | 0.09 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $6M | – | 0.07 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $9M | – | 0.12 |
| Dick's Sporting Goods Inc | Long | Debt | US | $9M | – | 0.12 |
| Dominican Republic International Bond | Long | Debt | DO | $6M | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.03 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $7M | – | 0.09 |
| DPL Inc | Long | Debt | US | $2M | – | 0.03 |
| DT Auto Owner Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $9M | – | 0.12 |
| Edison International | Long | Debt | US | $846K | – | 0.01 |
| Elmwood CLO 26 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| Empresa de los Ferrocarriles del Estado | Long | Debt | CL | $2M | – | 0.03 |
| Empresa Nacional de Telecomunicaciones SA (ENTEL CHILE SA) | Long | Debt | CL | $3M | – | 0.04 |
| Enel Americas SA | Long | Debt | CL | $3M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $9M | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $497K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $112K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $4M | – | 0.05 |
| EPR Properties | Long | Debt | US | $4M | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $9M | – | 0.12 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.03 |
| EQT Corp | Long | Debt | US | $4M | – | 0.06 |
| EQT Corp | Long | Debt | US | $2M | – | 0.02 |
| EQT Corp | Long | Debt | US | $1M | – | 0.01 |
| Equifax Inc | Long | Debt | US | $5M | – | 0.06 |
| Equifax Inc | Long | Debt | US | $2M | – | 0.03 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $47K | – | 0.00 |
| Exeter Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.06 |
| Expedia Group Inc | Long | Debt | US | $2M | – | 0.02 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Falabella SA | Long | Debt | CL | $8M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116M | – | 1.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104M | – | 1.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64M | – | 0.84 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 0.67 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41M | – | 0.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.43 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $964K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $960K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $915K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $898K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $842K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $836K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $832K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $805K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $798K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $788K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $768K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $748K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $731K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $632K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $619K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $594K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $589K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $583K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $446K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $445K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7.27 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Short-term investment vehicle | US | $38M | – | 0.50 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $180M | – | 2.36 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $9M | – | 0.12 |
| Ford Credit Auto Lease Trust 2023-B | Long | ABS-other | US | $5M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $12M | – | 0.15 |
| Ford Motor Credit Co LLC | Long | Debt | US | $6M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $5M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.04 |
| Forestar Group Inc | Long | Debt | US | $6M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $869K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $864K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $771K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $646K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $997K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $966K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $951K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $907K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $810K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $715K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $698K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $586K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $509K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $32M | – | 0.41 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $31M | – | 0.41 |
| Freeport Indonesia PT | Long | Debt | ID | $8M | – | 0.11 |
| Fresnillo PLC | Long | Debt | GB | $11M | – | 0.15 |
| Frontier Issuer LLC | Long | ABS-other | US | $16M | – | 0.20 |
| FS KKR Capital Corp | Long | Debt | US | $19M | – | 0.24 |
| GATX Corp | Long | Debt | US | $4M | – | 0.06 |
| GATX Corp | Long | Debt | US | $4M | – | 0.05 |
| General Motors Co | Long | Debt | US | $16M | – | 0.21 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.03 |
| Generate Clo 13 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.04 |
| Generate CLO 7 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| Generate CLO 9 LTD (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.01 |
| Georgetown University/The | Long | Debt | US | $3M | – | 0.04 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $346.21 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $318.3 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $967K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $846K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $797K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $771K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $668K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $889.95 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $823.33 | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $22M | – | 0.28 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $14M | – | 0.18 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7M | – | 0.09 |
| Golub Capital Partners CLO 72 B Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.08 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $8M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $94.63 | – | 0.00 |
| Gray Oak Pipeline LLC | Long | Debt | US | $2M | – | 0.03 |
| Gray Oak Pipeline LLC | Long | Debt | US | $924K | – | 0.01 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Gruma SAB de CV | Long | Debt | MX | $2M | – | 0.03 |
| Grupo Televisa SAB | Long | Debt | MX | $2M | – | 0.02 |
| GS Mortgage Securities Trust 2011-GC5 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| HCA Inc | Long | Debt | US | $11M | – | 0.14 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $13M | – | 0.17 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $7M | – | 0.09 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $17M | – | 0.22 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $14M | – | 0.19 |
| Hyundai Capital America | Long | Debt | US | $10M | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $7M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $6M | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.05 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $4M | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $11M | – | 0.15 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $4M | – | 0.05 |
| Invesco US CLO 2023-2 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.07 |
| IPALCO Enterprises Inc | Long | Debt | US | $696K | – | 0.01 |
| Iron Mountain Inc | Long | Debt | US | $12M | – | 0.16 |
| Jabil Inc | Long | Debt | US | $5M | – | 0.06 |
| Jabil Inc | Long | Debt | US | $3M | – | 0.04 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $12M | – | 0.15 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $7M | – | 0.10 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $28M | – | 0.36 |
| JPMorgan Chase & Co | Long | Debt | US | $22M | – | 0.28 |
| JPMorgan Chase & Co | Long | Debt | US | $14M | – | 0.18 |
| Kimberly-Clark de Mexico SAB de CV | Long | Debt | MX | $2M | – | 0.02 |
| KKR CLO Ltd 22 (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Klabin Austria GmbH | Long | Debt | AT | $12M | – | 0.16 |
| Lear Corp | Long | Debt | US | $11M | – | 0.14 |
| Lear Corp | Long | Debt | US | $1M | – | 0.02 |
| Leviathan Bond Ltd | Long | Debt | IL | $10M | – | 0.13 |
| Liberty Mutual Group Inc | Long | Debt | US | $5M | – | 0.07 |
| Lithia Motors Inc | Long | Debt | US | $7M | – | 0.09 |
| Long Point Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $5M | – | 0.07 |
| Macquarie Bank Ltd | Long | Debt | AU | $14M | – | 0.18 |
| Madison Park Funding LXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Madison Park Funding XXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $680K | – | 0.01 |
| Madison Park Funding XXXV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.01 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $836K | – | 0.01 |
| Magnetite XXI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Main Street Capital Corp | Long | Debt | US | $4M | – | 0.05 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| MercadoLibre Inc | Long | Debt | US | $4M | – | 0.06 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $71M | – | 0.93 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $15M | – | 0.19 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $13M | – | 0.17 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $5M | – | 0.06 |
| Milos CLO Ltd (Milos CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Minerva Luxembourg SA | Long | Debt | LU | $10M | – | 0.13 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $9M | – | 0.12 |
| Mohawk Industries Inc | Long | Debt | US | $2M | – | 0.03 |
| Mohawk Industries Inc | Long | Debt | US | $969K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $13M | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $12M | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.02 |
| MP CLO VIII Ltd (MP Clo VIII, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $466K | – | 0.01 |
| Nassau 2022-I Ltd (Nassau LTD) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $11M | – | 0.14 |
| Natura &Co Luxembourg Holdings Sarl (NATURA &CO LUX HLD SARL) | Long | Debt | LU | $3M | – | 0.03 |
| Natura &Co Luxembourg Holdings Sarl (NATURA &CO LUX HLD SARL) | Long | Debt | LU | $2M | – | 0.02 |
| Navient Corp | Long | Debt | US | $9M | – | 0.11 |
| Navient Corp | Long | Debt | US | $1M | – | 0.02 |
| Navient Private Education Refi Loan Trust 2020-H (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-c (Navient Student Loan Trust) | Long | ABS-other | US | $6M | – | 0.08 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $8M | – | 0.10 |
| Navigator Aircraft ABS Ltd (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $7M | – | 0.10 |
| Neuberger Berman CLO XIV Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Neuberger Berman CLO XIV Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $650K | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 27 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $6M | – | 0.08 |
| Nutrien Ltd | Long | Debt | CA | $4M | – | 0.06 |
| NVR Inc | Long | Debt | US | $9M | – | 0.11 |
| NYACK Park CLO Ltd (Nyack Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| OBX 2018-EXP1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $800K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $12M | – | 0.16 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $7M | – | 0.10 |
| Octagon Investment Partners 31 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Octagon Investment Partners 32 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| Octagon Investment Partners 49 Ltd (Octagon Investment Partners 49, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| OHA Credit Funding 10 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| OHA Credit Funding 16 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.01 |
| OHA Credit Funding 17 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $4M | – | 0.06 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.12 |
| OHA Credit Partners XI Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| OHA Credit Partners XII Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| OHA Credit Partners XV Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| OneAmerica Financial Partners Inc (ONEAMERICA FINL PARTNERS) | Long | Debt | US | $2M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $11M | – | 0.14 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $9M | – | 0.12 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $8M | – | 0.10 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $6M | – | 0.08 |
| OZLM Funding IV Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $470K | – | 0.01 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Palmer Square CLO 2015-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.00 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Palmer Square CLO 2024-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| Palmer Square CLO 2024-2 LTD (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Palmer Square Loan Funding 2021-1 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Palmer Square Loan Funding 2021-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Palmer Square Loan Funding 2022-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Palmer Square Loan Funding 2022-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Pan American Energy LLC/Argentina | Long | Debt | AR | $4M | – | 0.06 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $11M | – | 0.14 |
| Panama Government International Bonds | Long | Debt | PA | $4M | – | 0.05 |
| Peebles Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.05 |
| Phinia Inc | Long | Debt | US | $4M | – | 0.05 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $10M | – | 0.14 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $4M | – | 0.06 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $6M | – | 0.08 |
| Point Au Roche Park CLO Ltd (Point Au Roche Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| POSCO | Long | Debt | KR | $5M | – | 0.07 |
| Post CLO 2021-1 LTD (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Post CLO 2021-1 LTD (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Post CLO 2022-1 LTD (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Post CLO 2024-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| PPM CLO 5 Ltd (PPM Clo, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Progress Residential 2023-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.04 |
| Prosus NV | Long | Debt | NL | $11M | – | 0.15 |
| Prosus NV | Long | Debt | NL | $10M | – | 0.13 |
| Prpm 2024-1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Raizen Fuels Finance SA | Long | Debt | LU | $8M | – | 0.10 |
| Raizen Fuels Finance SA | Long | Debt | LU | $5M | – | 0.06 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| REESE PARK CLO LTD (Reese Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $14M | – | 0.18 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $7M | – | 0.09 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $1M | – | 0.02 |
| Rockford Tower CLO 2017-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Rockford Tower CLO 2021-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Rockland Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| RR 26 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| RR 28 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.09 |
| Sabre GLBL Inc | Long | Debt | US | $3M | – | 0.04 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C | Long | ABS-other | US | $722K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C | Long | ABS-other | US | $460K | – | 0.01 |
| Santander Holdings USA Inc | Long | Debt | US | $11M | – | 0.15 |
| Saudi Arabian Oil Co | Long | Debt | SA | $8M | – | 0.10 |
| SBA Communications Corp | Long | Debt | US | $13M | – | 0.17 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $3M | – | 0.04 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $2M | – | 0.03 |
| Science Applications International Corp | Long | Debt | US | $37K | – | 0.00 |
| Sempra Infrastructure Partners LP | Long | Debt | US | $12M | – | 0.15 |
| Sensata Technologies Inc | Long | Debt | US | $4M | – | 0.05 |
| Sequoia Mortgage Trust 2017-CH1 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Sequoia Mortgage Trust 2018-CH1 | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| Sequoia Mortgage Trust 2018-CH3 | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Signal Peak CLO 12 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.01 |
| Silver Point Clo 4 Ltd (Silver Point CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.09 |
| Sitios Latinoamerica SAB de CV | Long | Debt | MX | $16M | – | 0.21 |
| Sixth Street CLO XXIV Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.07 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $2M | – | 0.03 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $6M | – | 0.08 |
| SMB Private Education Loan Trust 2023-A | Long | ABS-other | US | $7M | – | 0.10 |
| Smithfield Foods Inc | Long | Debt | US | $1M | – | 0.02 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $15M | – | 0.20 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $7M | – | 0.09 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $3M | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $24M | – | 0.31 |
| Societe Generale SA | Long | Debt | FR | $14M | – | 0.18 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Program LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $23M | – | 0.30 |
| Standard Chartered PLC | Long | Debt | GB | $16M | – | 0.21 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $631K | – | 0.01 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $11M | – | 0.14 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $5M | – | 0.07 |
| SunCoke Energy Inc | Long | Debt | US | $4M | – | 0.05 |
| Sycamore Tree CLO 2023-2 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $937K | – | 0.01 |
| TD SYNNEX Corp | Long | Debt | US | $4M | – | 0.05 |
| Tencent Holdings Ltd | Long | Debt | KY | $9M | – | 0.12 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $7M | – | 0.09 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $5M | – | 0.07 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $3M | – | 0.03 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $11M | – | 0.14 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $8M | – | 0.10 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Limited) | Long | ABS-other | BM | $2M | – | 0.03 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $14M | – | 0.19 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $1M | – | 0.02 |
| TICP CLO V 2016-1 Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| TICP CLO XII Ltd (TICP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $7M | – | 0.09 |
| Time Warner Cable LLC | Long | Debt | US | $5M | – | 0.06 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $652K | – | 0.01 |
| Toorak Mortgage Trust 2024-RRTL1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Towd Point Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Towd Point Mortgage Trust 2016-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Towd Point Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Transelec SA | Long | Debt | CL | $7M | – | 0.09 |
| Trestles Clo IV Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| Trinitas CLO XVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Trinitas CLO XVIII Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $7M | – | 0.09 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $39M | – | 0.50 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $29M | – | 0.38 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $27M | – | 0.36 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $26M | – | 0.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $166M | – | 2.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $161M | – | 2.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $102M | – | 1.33 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $73M | – | 0.96 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $65M | – | 0.85 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $52M | – | 0.68 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $46M | – | 0.60 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $41M | – | 0.54 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $39M | – | 0.51 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $35M | – | 0.45 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $32M | – | 0.42 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $29M | – | 0.38 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $16M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $14M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $212M | – | 2.76 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $148M | – | 1.94 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $130M | – | 1.69 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $128M | – | 1.68 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $120M | – | 1.56 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $108M | – | 1.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $94M | – | 1.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $90M | – | 1.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $50M | – | 0.65 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $45M | – | 0.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $45M | – | 0.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $41M | – | 0.53 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $40M | – | 0.52 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $37M | – | 0.48 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $33M | – | 0.43 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $31M | – | 0.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $31M | – | 0.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $31M | – | 0.40 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $30M | – | 0.39 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $25M | – | 0.33 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $22M | – | 0.29 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 0.27 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $19M | – | 0.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $14M | – | 0.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $12M | – | 0.15 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $7M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $693K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $16M | – | 0.20 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $42M | – | 0.55 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $14M | – | 0.19 |
| United Airlines 2020-1 Class B Pass Through Trust (UNITED AIR 2020-1 B PTT) | Long | Debt | US | $2M | – | 0.03 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $15M | – | 0.19 |
| United Airlines Inc | Long | Debt | US | $5M | – | 0.06 |
| United Airlines Inc | Long | Debt | US | $2M | – | 0.03 |
| UNIV OF VIRGINIA VA UNIV REVENUES (University of Virginia) | Long | Debt | US | $8M | – | 0.10 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $100M | – | 1.31 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $21M | – | 0.28 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $5M | – | 0.07 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $2M | – | 0.03 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.03 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.04 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.02 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $522K | – | 0.01 | |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Viatris Inc | Long | Debt | US | $1M | – | 0.02 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $37M | – | 0.49 |
| Warnermedia Holdings Inc | Long | Debt | US | $17M | – | 0.23 |
| Wellfleet CLO 2024-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| Wellington Management CLO 1 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.03 |
| Wellington Management Clo 2 Ltd (Wellington Management CLO 1 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.05 |
| Westlake Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $7M | – | 0.09 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.02 |
| Westlake Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $5M | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2011-C4 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $15M | – | 0.19 |
| Willis Engine Structured Trust VII (Willis Engine Securitization Trust) | Long | ABS-other | US | $16M | – | 0.21 |
| Wind River 2021-3 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Ziff Davis Inc | Long | Debt | US | $13M | – | 0.17 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $14M | – | 0.18 |
Address
Natixis Funds Trust I
888 BOYLSTON STREET
Suite 800
BOSTON
Massachusetts
02199-8197
United States of America
Websites
Directors
Richard A. Goglia
Maureen B. Mitchell
Cynthia L. Walker
Edmond J. English
Kevin P. Charleston
Erik R. Sirri
James P. Palermo
Martin T. Meehan
Peter J. Smail
Kirk A. Sykes
David L. Giunta
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
Refinitiv US Holdings Inc.
PricingDirect Inc.
Chicago Mercantile Exchange Inc.
Bloomberg L.P.
The London Clearing House Limited
S&P Global Inc.
ICE Data Services, Inc.
Merrill Lynch Valuations LLC
Custodians
Bank Hapoalim B.M.
J.P. Morgan Securities LLC
Royal Bank of Canada
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Euroclear Bank
State Street Bank and Trust Company
State Street Trust Company Canada
Cititrust Colombia S A Sociedad Fiduciaria
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
State Street Bank and Trust Company
Natixis Advisors, LLC
Brokers
J.P. Morgan Securities LLC