Neuberger Berman > NEUBERGER BERMAN INCOME FUNDS
Neuberger Berman Strategic Income Fund
$2.90B
Avg Monthly Net Assets
$5.34B
Total Assets
$685.46M
Total Liabilities
$4.66B
Net Assets
Neuberger Berman Strategic Income Fund is a Mutual Fund in NEUBERGER BERMAN INCOME FUNDS
from Neuberger Berman,
based in New York,
United States of America.
The fund has five share classes
and monthly net assets of $2.90B.
On September 23rd, 2024 it reported 2,031 holdings, the largest
being UMBS, TBA (3.1%), UMBS, TBA (2.7%) and State Street Global Advisors (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000057302 | NSTAX | |
| Class C | C000057303 | NSTCX | |
| Class R6 | C000125076 | NRSIX | |
| Institutional Class | C000021324 | NSTLX | |
| Trust Class | C000044074 | NSTTX |
Holdings
From latest NPORT-P, filed September 23rd, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $637K | – | 0.01 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $152K | – | 0.00 |
| 37 Capital Clo 1 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| 3R Lux SARL | Long | Debt | LU | $212K | – | 0.00 |
| 912810QV3 T-LOCK @ 79.5176 08/22/2024 | Derivative-interest rate | GB | $25K | – | 0.00 | |
| 912810SB5 T-LOCK @ 78.0194 08/22/2024 | Derivative-interest rate | GB | $28K | – | 0.00 | |
| 912810TP3 T-LOCK @ 85.8208 08/22/2024 | Derivative-interest rate | GB | $40K | – | 0.00 | |
| 9128285W6 T-LOCK @ 95.7027 08/22/2024 | Derivative-interest rate | GB | $44K | – | 0.00 | |
| 912828Z37 T-LOCK @ 91.0944 08/22/2024 | Derivative-interest rate | GB | $9K | – | 0.00 | |
| 91282CAQ4 T-LOCK @ 97.0734 08/22/2024 | Derivative-interest rate | GB | $55.65 | – | 0.00 | |
| 91282CCA7 T-LOCK @ 95.9801 08/22/2024 | Derivative-interest rate | GB | $2K | – | 0.00 | |
| 91282CDC2 T-LOCK @ 95.7679 08/22/2024 | Derivative-interest rate | GB | $5K | – | 0.00 | |
| 91282CDX6 T-LOCK @ 87.7358 08/22/2024 | Derivative-interest rate | GB | $53K | – | 0.00 | |
| 91282CFR7 T-LOCK @ 99.5635 08/22/2024 | Derivative-interest rate | GB | $-14K | – | -0.00 | |
| 91282CGK1 T-LOCK @ 93.7711 08/22/2024 | Derivative-interest rate | GB | $82K | – | 0.00 | |
| AA Bond Co Ltd | Long | Debt | JE | $2M | – | 0.04 |
| AA Bond Co Ltd | Long | Debt | JE | $448K | – | 0.01 |
| AA Bond Co Ltd | Long | Debt | JE | $429K | – | 0.01 |
| AASET 2020-1 Trust (Apollo Aviation Securitization Equity Trust) | Long | ABS-other | US | $539K | – | 0.01 |
| Abertis Infraestructuras Finance BV (ABERTIS FINANCE BV) | Long | Debt | NL | $3M | – | 0.08 |
| ABN AMRO Bank NV | Long | Debt | NL | $42K | – | 0.00 |
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $227K | – | 0.00 |
| Acquirente Unico SpA | Long | Debt | IT | $213K | – | 0.00 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $946K | – | 0.02 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $660K | – | 0.01 |
| Adani Green Energy Ltd | Long | Debt | IN | $199K | – | 0.00 |
| ADT Security Corp/The (ADT SEC CORP) | Long | Debt | US | $588K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $564K | – | 0.01 |
| African Export-Import Bank/The | Long | Debt | XX | $189K | – | 0.00 |
| AGL CLO 17 Ltd (AGL CLO 17 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Ahead DB Holdings LLC | Long | Debt | US | $766K | – | 0.02 |
| AIA Group Ltd | Long | Debt | HK | $206K | – | 0.00 |
| AIMCO CLO Series 2018-A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $734K | – | 0.02 |
| Alexandrite Monnet UK Holdco PLC | Long | Debt | GB | $665K | – | 0.01 |
| Alinea CLO 2018-1 Ltd (Alinea CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $544K | – | 0.01 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $965K | – | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $591K | – | 0.01 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $387K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $753K | – | 0.02 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $584K | – | 0.01 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | XX | $1M | – | 0.02 |
| Allwyn Entertainment Financing UK PLC | Long | Debt | GB | $967K | – | 0.02 |
| Allwyn International AS | Long | Debt | CZ | $838K | – | 0.02 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $3M | – | 0.05 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $2M | – | 0.04 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $839K | – | 0.02 |
| Ally Financial Inc | Long | Debt | US | $2M | – | 0.04 |
| Alsea SAB de CV (ALSEA S.A.) | Long | Debt | MX | $219K | – | 0.00 |
| Altice France SA | Long | Debt | FR | $1M | – | 0.02 |
| Altice France SA | Long | Debt | FR | $675K | – | 0.01 |
| Altice France SA | Long | Debt | FR | $77K | – | 0.00 |
| Ambipar Lux Sarl | Long | Debt | LU | $2M | – | 0.04 |
| AMCO - Asset Management Co SpA (AMCO SPA) | Long | Debt | IT | $292K | – | 0.01 |
| Amentum Escrow Corp | Long | Debt | US | $291K | – | 0.01 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $772K | – | 0.02 |
| American Electric Power Co Inc | Long | Debt | US | $7M | – | 0.15 |
| American Express Co | Long | Debt | US | $2M | – | 0.03 |
| American Express Co | Long | Debt | US | $1M | – | 0.03 |
| Amgen Inc | Long | Debt | US | $6M | – | 0.14 |
| Amgen Inc | Long | Debt | US | $554K | – | 0.01 |
| Amur Equipment Finance Receivables XI LLC (AXIS Equipment Finance Receivables LLC) | Long | ABS-other | US | $1M | – | 0.02 |
| AmWINS Group Inc | Long | Debt | US | $547K | – | 0.01 |
| AmWINS Group Inc | Long | Debt | US | $325K | – | 0.01 |
| Analog Devices Inc | Long | Debt | US | $964K | – | 0.02 |
| Angola Government International Bonds | Long | Debt | AO | $189K | – | 0.00 |
| Angolan Government International Bond (Republic of Angola) | Long | Debt | AO | $4M | – | 0.08 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $1M | – | 0.03 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $1M | – | 0.02 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $679K | – | 0.01 |
| Angolan Government International Bond (Republic of Angola) | Long | Debt | AO | $203K | – | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $2M | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $8M | – | 0.17 |
| Aon North America Inc | Long | Debt | US | $5M | – | 0.10 |
| APA Infrastructure Ltd | Long | Debt | AU | $4M | – | 0.08 |
| Apidos CLO XXVIII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.01 |
| Apidos CLO XXVIII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.01 |
| Ares LIII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| Ares LIII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| ARES XLV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Ares XXVII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $1M | – | 0.02 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $189K | – | 0.00 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $101K | – | 0.00 |
| Aroundtown SA | Long | Debt | LU | $194K | – | 0.00 |
| Arsenal AIC Parent LLC | Long | Debt | US | $765K | – | 0.02 |
| Arsenal AIC Parent LLC | Long | Debt | US | $197K | – | 0.00 |
| Ascension Health | Long | Debt | US | $2M | – | 0.04 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $721K | – | 0.02 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $585K | – | 0.01 |
| ASGN Inc (ASGN INCORPORATED) | Long | Debt | US | $973K | – | 0.02 |
| ASSURANT CLO II LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| ASSURANT CLO II LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| AssuredPartners Inc | Long | Debt | US | $519K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $6M | – | 0.13 |
| AthenaHealth Group Inc | Long | Debt | US | $1M | – | 0.03 |
| Athene Global Funding | Long | Debt | US | $213K | – | 0.00 |
| ATLANTIC CITY NJ (City of Atlantic City NJ) | Long | Debt | US | $691K | – | 0.01 |
| AusNet Services Holdings Pty Ltd | Long | Debt | AU | $4M | – | 0.09 |
| Australia & New Zealand Banking Group Ltd/New York NY (AUST & NZ BANKING GRP NY) | Long | Debt | AU | $6M | – | 0.13 |
| Autonomous Community of Madrid Spain (COMMUNITY OF MADRID SPAI) | Long | Debt | ES | $99K | – | 0.00 |
| Auxilior Term Funding 2024-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $100K | – | 0.00 |
| Avantor Funding Inc | Long | Debt | US | $485K | – | 0.01 |
| Avient Corp | Long | Debt | US | $575K | – | 0.01 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.05 |
| B&M European Value Retail SA | Long | Debt | LU | $1M | – | 0.03 |
| Bahamas Government International Bond (Commonwealth of Bahamas) | Long | Debt | BS | $184K | – | 0.00 |
| Bain Capital Credit CLO 2024-4 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Balder Finland Oyj | Long | Debt | FI | $407K | – | 0.01 |
| Balder Finland OYJ | Long | Debt | FI | $182K | – | 0.00 |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance (BALDWIN INSUR GRP/FIN) | Long | Debt | US | $387K | – | 0.01 |
| Ballyrock CLO 14 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Ballyrock CLO 19 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.03 |
| Ballyrock CLO 26 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.02 |
| Ballyrock CLO 27 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $2M | – | 0.03 |
| Banco Bradesco SA/Cayman Islands (BANCO BRADESCO (CAYMAN)) | Long | Debt | KY | $251K | – | 0.01 |
| Banco Bradesco SA/Cayman Islands (BANCO BRADESCO (CAYMAN)) | Long | Debt | KY | $197K | – | 0.00 |
| Banco BTG Pactual SA/Cayman Islands (BANCO BTG PACTUAL/CAYMAN) | Long | Debt | BR | $245K | – | 0.01 |
| Banco BTG Pactual SA/Cayman Islands (BANCO BTG PACTUAL/CAYMAN) | Long | Debt | BR | $204K | – | 0.00 |
| Banco BTG Pactual SA/Cayman Islands (BANCO BTG PACTUAL/CAYMAN) | Long | Debt | BR | $198K | – | 0.00 |
| Banco de Bogota SA | Long | Debt | CO | $199K | – | 0.00 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $89K | – | 0.00 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $2M | – | 0.04 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $1M | – | 0.03 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $149K | – | 0.00 |
| Banco Votorantim SA | Long | Debt | BR | $210K | – | 0.00 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $1M | – | 0.03 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $197K | – | 0.00 |
| Banijay Entertainment SAS | Long | Debt | FR | $1M | – | 0.03 |
| BANK 2019-BNK17 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| BANK 2021-BNK38 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $135K | – | 0.00 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $192K | – | 0.00 |
| Bank of America Auto Trust 2023-1 | Long | ABS-other | US | $218K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $802K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $500K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $233K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $4M | – | 0.09 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $10M | – | 0.22 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $634K | – | 0.01 |
| Bank of New York Mellon/The | Long | Debt | US | $835K | – | 0.02 |
| Bank of New Zealand | Long | Debt | NZ | $107K | – | 0.00 |
| Bank of Nova Scotia/The | Long | Debt | CA | $7M | – | 0.14 |
| BANK5 2023-5YR3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BANK5 2024-5YR5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $5M | – | 0.10 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $3M | – | 0.06 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $2M | – | 0.04 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $200K | – | 0.00 |
| Banque Ouest Africaine de Developpement | Long | Debt | XX | $192K | – | 0.00 |
| Barclays Bank PLC | Long | Debt | GB | $144K | – | 0.00 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.05 |
| Barings CLO Ltd 2024-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Bath & Body Works Inc | Long | Debt | US | $1M | – | 0.03 |
| Bath & Body Works Inc | Long | Debt | US | $486K | – | 0.01 |
| Battalion Clo XXI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $995K | – | 0.02 |
| Baxter International Inc | Long | Debt | US | $1M | – | 0.02 |
| BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE (Bay Area Toll Authority) | Long | Debt | US | $2M | – | 0.04 |
| Bayer AG | Long | Debt | DE | $1M | – | 0.02 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $3M | – | 0.06 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $2M | – | 0.04 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $824K | – | 0.02 |
| BBCMS Mortgage Trust 2021-C11 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| BCP V Modular Services Finance II PLC (BCP MODULAR SERVICES) | Long | Debt | GB | $775K | – | 0.02 |
| BCP V Modular Services Finance PLC | Long | Debt | GB | $456K | – | 0.01 |
| BCPE Empire Holdings Inc | Long | Debt | US | $1M | – | 0.03 |
| Beacon Container Finance II LLC | Long | ABS-other | US | $8M | – | 0.16 |
| Beazer Homes USA Inc | Long | Debt | US | $700K | – | 0.02 |
| Becton Dickinson Euro Finance Sarl | Long | Debt | LU | $111K | – | 0.00 |
| Beijing Gas Singapore Capital Corp (BEIJING GAS SG CAPITAL) | Long | Debt | VG | $197K | – | 0.00 |
| Belden Inc | Long | Debt | US | $502K | – | 0.01 |
| Bellis Acquisition Co PLC | Long | Debt | GB | $1M | – | 0.03 |
| Bellis Finco PLC | Long | Debt | GB | $525K | – | 0.01 |
| Benchmark 2020-B16 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Benchmark 2020-IG2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Benchmark 2021-B30 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Benchmark 2024-V5 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Benchmark 2024-V6 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Benchmark 2024-V8 Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Benefit Street Partners Clo XII Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| Benefit Street Partners Clo XXII Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Benteler International AG | Long | Debt | AT | $2M | – | 0.03 |
| Benteler International AG | Long | Debt | AT | $460K | – | 0.01 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $480K | – | 0.01 |
| Bidvest Group UK PLC/The | Long | Debt | GB | $190K | – | 0.00 |
| Birkenstock Financing Sarl (BIRKENSTOCK FINANC SARL) | Long | Debt | LU | $3M | – | 0.06 |
| Blackstone Mortgage Trust Inc | Long | Debt | US | $785K | – | 0.02 |
| Block Inc | Long | Debt | US | $2M | – | 0.05 |
| BlueMountain CLO XXV Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.02 |
| BlueMountain CLO XXXIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| BMO 2024-5C3 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BMO 2024-5C3 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $740K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $540K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $12M | – | 0.25 |
| BofA Auto Trust 2024-1 | Long | ABS-other | US | $469K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $1M | – | 0.03 |
| Bombardier Inc | Long | Debt | CA | $404K | – | 0.01 |
| Bonos de la Tesoreria de la Republica en pesos (BONOS TESORERIA PESOS) | Long | Debt | CL | $148K | – | 0.00 |
| Boost Newco Borrower LLC | Long | Debt | US | $1M | – | 0.03 |
| Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV (GTCR W DUTCH FINANCE SUB) | Long | Debt | NL | $2M | – | 0.04 |
| Borr IHC Ltd / Borr Finance LLC | Long | Debt | XX | $474K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $4M | – | 0.09 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.08 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.06 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $109K | – | 0.00 |
| Bpifrance SACA | Long | Debt | FR | $110K | – | 0.00 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $918K | – | 0.02 |
| Brazil Government International Bonds | Long | Debt | BR | $1M | – | 0.03 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $8M | – | 0.16 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $2M | – | 0.03 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $1M | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $1M | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $323K | – | 0.01 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $2M | – | 0.04 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $788K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $1M | – | 0.03 |
| British Telecommunications PLC | Long | Debt | GB | $7M | – | 0.15 |
| Broadcom Inc | Long | Debt | US | $11M | – | 0.24 |
| BroadStreet Partners Inc | Long | Debt | US | $973K | – | 0.02 |
| Bulgaria Government International Bond | Long | Debt | BG | $132K | – | 0.00 |
| Bundesobligation | Long | Debt | DE | $414K | – | 0.01 |
| Bundesobligation | Long | Debt | DE | $282K | – | 0.01 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $709K | – | 0.02 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $271K | – | 0.01 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $180K | – | 0.00 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $148K | – | 0.00 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $116K | – | 0.00 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $112K | – | 0.00 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $38K | – | 0.00 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $6M | – | 0.12 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $3M | – | 0.06 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $469K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| BX TRUST 2024 VLT4 | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| C&W Senior Finance Ltd | Long | Debt | KY | $723K | – | 0.02 |
| Caisse de Refinancement de l'Habitat SA (CAISSE REFINANCE L'HABIT) | Long | Debt | FR | $217K | – | 0.00 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $2M | – | 0.04 |
| CALIFORNIA ST UNIV REVENUE (California State University) | Long | Debt | US | $1M | – | 0.03 |
| Calpine Corp | Long | Debt | US | $2M | – | 0.04 |
| Calpine Corp | Long | Debt | US | $955K | – | 0.02 |
| Calpine Corp | Long | Debt | US | $475K | – | 0.01 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Camelot Return Merger Sub Inc | Long | Debt | US | $562K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $6M | – | 0.13 |
| Canyon Capital CLO 2021-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $966K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $10M | – | 0.22 |
| Capital One Financial Corp | Long | Debt | US | $2M | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $825K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $553K | – | 0.01 |
| Capital One Prime Auto Receivables Trust 2023-1 | Long | ABS-other | US | $258K | – | 0.01 |
| Carbone Clo Ltd (Carbone CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Carbone Clo Ltd (Carbone CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.02 |
| CARLYLE US CLO 2017-5 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $91K | – | 0.00 |
| Carnival Corp | Long | Debt | PA | $768K | – | 0.02 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $395K | – | 0.01 |
| Carvana Co | Long | Debt | US | $495K | – | 0.01 |
| Carvana Co | Long | Debt | US | $481K | – | 0.01 |
| Castellum AB | Long | Debt | SE | $1M | – | 0.03 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $1M | – | 0.03 |
| CCG Receivables Trust | Long | ABS-other | US | $4M | – | 0.08 |
| CCG Receivables Trust 2023-1 | Long | ABS-other | US | $285K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $918K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $917K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $727K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $701K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $659K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $523K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $201K | – | 0.00 |
| CCPINFLATIONZERO--EUR-EXT-CPI-20270418 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| CCPINFLATIONZERO--EUR-EXT-CPI-20310415 | Derivative-interest rate | US | $125K | – | 0.00 | |
| CCPINFLATIONZERO--FRC-EXT-CPI-20290715 | Derivative-interest rate | US | $-701.51 | – | -0.00 | |
| CCPINFLATIONZERO--FRC-EXT-CPI-20340715 | Derivative-interest rate | US | $2K | – | 0.00 | |
| CCPINFLATIONZERO--UK-RPI-20250215 | Derivative-interest rate | US | $57K | – | 0.00 | |
| CCPOIS--CAD-CORRA-OIS-COMPOUND-20250726 | Derivative-interest rate | US | $-44K | – | -0.00 | |
| CCPOIS--CAD-CORRA-OIS-COMPOUND-20250731 | Derivative-interest rate | US | $-7K | – | -0.00 | |
| CCPOIS--CAD-CORRA-OIS-COMPOUND-20260731 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| CCPOIS--EUR-EUROSTR-COMPOUND-20261026 | Derivative-interest rate | XX | $8K | – | 0.00 | |
| CCPOIS--EUR-EUROSTR-COMPOUND-20281026 | Derivative-interest rate | XX | $9K | – | 0.00 | |
| CCPVANILLA--AUD-BBR-BBSW-20250726 | Derivative-interest rate | US | $56K | – | 0.00 | |
| CCPVANILLA--AUD-BBR-BBSW-20250731 | Derivative-interest rate | US | $75K | – | 0.00 | |
| CCPVANILLA--AUD-BBR-BBSW-20290729 | Derivative-interest rate | US | $109K | – | 0.00 | |
| CCPVANILLA--EUR-EURIBOR-REUTERS-20310413 | Derivative-interest rate | US | $37K | – | 0.00 | |
| CCPVANILLA--EUR-EURIBOR-REUTERS-20320830 | Derivative-interest rate | XX | $-10K | – | -0.00 | |
| CCPVANILLA--NZD-BBR-FRA-20290730 | Derivative-interest rate | US | $904.91 | – | 0.00 | |
| CCPVANILLA--SEK-STIBOR-SIDE-20281211 | Derivative-interest rate | SE | $133K | – | 0.00 | |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op (SIX FLAG/CAN/MAGNUM/MIL) | Long | Debt | US | $1M | – | 0.02 |
| Cemex SAB de CV | Long | Debt | MX | $3M | – | 0.07 |
| Cencosud SA | Long | Debt | CL | $193K | – | 0.00 |
| Central American Bank for Economic Integration | Long | Debt | XX | $200K | – | 0.00 |
| Champions Financing Inc | Long | Debt | US | $2M | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $5M | – | 0.12 |
| Charles Schwab Corp/The | Long | Debt | US | $5M | – | 0.10 |
| Charles Schwab Corp/The | Long | Debt | US | $2M | – | 0.05 |
| Chart Industries Inc | Long | Debt | US | $999K | – | 0.02 |
| Chart Industries Inc | Long | Debt | US | $891K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $7M | – | 0.15 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.07 |
| Chase Home Lending Mortgage Trust Series 2024-2 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Chase Home Lending Mortgage Trust Series 2024-4 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Chase Home Lending Mortgage Trust Series 2024-5 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Cheplapharm Arzneimittel GmbH | Long | Debt | DE | $647K | – | 0.01 |
| China Huadian Overseas Development 2018 Ltd | Long | Debt | VG | $229K | – | 0.00 |
| Chinalco Capital Holdings Ltd | Long | Debt | VG | $190K | – | 0.00 |
| CHS/Community Health Systems Inc | Long | Debt | US | $451K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $362K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $350K | – | 0.01 |
| Churchill Downs Inc | Long | Debt | US | $2M | – | 0.05 |
| CIFC Funding 2021-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Cirsa Finance International Sarl | Long | Debt | LU | $3M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2013-375P | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2013-375P | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $164.6 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2023-PRM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.13 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $673K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $434K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $340K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $235K | – | 0.01 |
| Citizens Auto Receivables Trust 2023-1 | Long | ABS-other | US | $220K | – | 0.00 |
| Citizens Auto Receivables Trust 2024-2 | Long | ABS-other | US | $548K | – | 0.01 |
| Citizens Financial Group Inc | Long | Debt | US | $2M | – | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $1M | – | 0.03 |
| Citycon Treasury BV | Long | Debt | NL | $110K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $400K | – | 0.01 |
| Civitas Resources Inc | Long | Debt | US | $373K | – | 0.01 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $200K | – | 0.00 |
| CK Hutchison International 24 Ltd (CK HUTCHISON INTL 24) | Long | Debt | KY | $209K | – | 0.00 |
| CLARK CNTY NV (County of Clark NV) | Long | Debt | US | $2M | – | 0.03 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $1M | – | 0.03 |
| Clear Channel Outdoor Holdings Inc (Clear Channel Worldwide Holdings Inc) | Long | Debt | US | $998K | – | 0.02 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $980K | – | 0.02 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $711K | – | 0.02 |
| Clover CLO 2020-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| CMHI Finance BVI Co Ltd | Long | Debt | VG | $242K | – | 0.01 |
| CMS Energy Corp | Long | Debt | US | $7M | – | 0.15 |
| CMWLTH FING AUTH PA (Commonwealth Financing Authority) | Long | Debt | US | $2M | – | 0.04 |
| CNCBINV 1 BVI Ltd | Long | Debt | VG | $252K | – | 0.01 |
| CNH Equipment Trust 2021-A | Long | ABS-other | US | $55K | – | 0.00 |
| CNH Equipment Trust 2024-B | Long | ABS-other | US | $195K | – | 0.00 |
| Co-operative Group Holdings 2011 Ltd (CO-OP GRP HLDS) | Long | Debt | GB | $778K | – | 0.02 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| Colombia Government International Bond (Republic of Colombia) | Long | Debt | CO | $107K | – | 0.00 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.03 |
| Colombia Government International Bonds | Long | Debt | CO | $775K | – | 0.02 |
| Colombia Government International Bonds | Long | Debt | CO | $693K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $406K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $237K | – | 0.01 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $2M | – | 0.05 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $1M | – | 0.03 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $457K | – | 0.01 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.11 |
| Comision Federal de Electricidad | Long | Debt | MX | $477K | – | 0.01 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| COMM 2013-CCRE8 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $53.44 | – | 0.00 |
| COMM 2014-UBS3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $104.78 | – | 0.00 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $305.45 | – | 0.00 |
| COMM 2024-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Commerzbank AG | Long | Debt | DE | $796K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $2M | – | 0.04 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $201K | – | 0.00 |
| Commonwealth Bank of Australia/New York NY (COMMONWEALTH BK AUSTR NY) | Long | Debt | AU | $8M | – | 0.16 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II, LLC) | Long | ABS-other | US | $3M | – | 0.07 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II, LLC) | Long | ABS-other | US | $3M | – | 0.06 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II, LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| Comstock Resources Inc | Long | Debt | US | $1M | – | 0.03 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $170K | – | 0.00 |
| CONE Trust 2024-DFW1 (CART) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CONE Trust 2024-DFW1 (CART) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Consolidated Energy Finance SA | Long | Debt | LU | $197K | – | 0.00 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $2M | – | 0.05 |
| Corebridge Financial Inc | Long | Debt | US | $4M | – | 0.09 |
| Corebridge Financial Inc | Long | Debt | US | $3M | – | 0.06 |
| Cornerstone Building Brands Inc | Long | Debt | US | $507K | – | 0.01 |
| Corp Andina de Fomento | Long | Debt | XX | $270K | – | 0.01 |
| Corp Andina de Fomento | Long | Debt | XX | $97K | – | 0.00 |
| Corp Andina de Fomento | Long | Debt | XX | $26K | – | 0.00 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $3M | – | 0.06 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $366K | – | 0.01 |
| Cosan Luxembourg SA | Long | Debt | LU | $409K | – | 0.01 |
| Coty Inc | Long | Debt | US | $781K | – | 0.02 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $970K | – | 0.02 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $790K | – | 0.02 |
| Country Garden Holdings Co Ltd (COUNTRY GARDEN HLDGS) | Long | Debt | KY | $99K | – | 0.00 |
| CPI Property Group SA | Long | Debt | LU | $796K | – | 0.02 |
| CPI Property Group SA | Long | Debt | LU | $607K | – | 0.01 |
| CPI Property Group SA | Long | Debt | LU | $206K | – | 0.00 |
| CPI Property Group SA | Long | Debt | LU | $200K | – | 0.00 |
| CPUK Finance Ltd | Long | Debt | JE | $657K | – | 0.01 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC (CQP HOLDCO LP/BIP-V CHIN) | Long | Debt | US | $2M | – | 0.05 |
| Credit Mutuel Home Loan SFH SA (CRED MUTUEL HOME LOAN SF) | Long | Debt | FR | $108K | – | 0.00 |
| Crelan SA | Long | Debt | BE | $118K | – | 0.00 |
| Croatia Government International Bond | Long | Debt | HR | $114K | – | 0.00 |
| Crown Castle Towers LLC | Long | Debt | US | $3M | – | 0.07 |
| Crown City CLO III | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| Crown City CLO III | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| Crown City CLO VI | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $814K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $429K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $293K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $280K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $218K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $185K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $180K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $115K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $86K | – | 0.00 |
| CSN Inova Ventures (CSN ISLANDS XI CORP) | Long | Debt | KY | $3M | – | 0.06 |
| CSN Inova Ventures (CSN ISLANDS XI CORP) | Long | Debt | KY | $193K | – | 0.00 |
| CT Investment GmbH | Long | Debt | DE | $992K | – | 0.02 |
| CTEC II GmbH | Long | Debt | DE | $998K | – | 0.02 |
| Cullinan Holdco Scsp | Long | Debt | LU | $734K | – | 0.02 |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $757K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $10M | – | 0.22 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $2M | – | 0.04 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $1M | – | 0.03 |
| Daimler Trucks Retail Trust 2024-1 | Long | ABS-other | US | $256K | – | 0.01 |
| DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE (Dallas Area Rapid Transit) | Long | Debt | US | $1M | – | 0.03 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $2M | – | 0.04 |
| DBS Group Holdings Ltd | Long | Debt | SG | $202K | – | 0.00 |
| Dealer Tire LLC / DT Issuer LLC (DEALER TIRE LLC/DT ISSR) | Long | Debt | US | $773K | – | 0.02 |
| Dell Equipment Finance Trust 2023-1 | Long | ABS-other | US | $29K | – | 0.00 |
| Dell Equipment Finance Trust 2023-3 | Long | ABS-other | US | $243K | – | 0.01 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.05 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-other | US | $214K | – | 0.00 |
| Deuce Finco Plc | Long | Debt | GB | $872K | – | 0.02 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $199K | – | 0.00 |
| Dexia SA | Long | Debt | FR | $209K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $4M | – | 0.09 |
| Diamondback Energy Inc | Long | Debt | US | $3M | – | 0.06 |
| DIB Sukuk Ltd | Long | Debt | KY | $193K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $312K | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $219K | – | 0.00 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $280K | – | 0.01 |
| DLLAD 2023-1 LLC (DLLAD LLC) | Long | ABS-other | US | $46K | – | 0.00 |
| DLLMT 2023-1 LLC (DLLMT LLC) | Long | ABS-other | US | $138K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $4M | – | 0.09 |
| Dominican Republic International Bond | Long | Debt | DO | $1M | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $363K | – | 0.01 |
| Dominican Republic International Bonds | Long | Debt | DO | $196K | – | 0.00 |
| Dominion Energy Inc | Long | Debt | US | $8M | – | 0.17 |
| Dominion Energy Inc | Long | Debt | US | $1M | – | 0.03 |
| Dryden 36 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $686K | – | 0.01 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.01 |
| Dryden 54 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| DT Midstream Inc | Long | Debt | US | $785K | – | 0.02 |
| DT Midstream Inc | Long | Debt | US | $392K | – | 0.01 |
| Dufry One BV | Long | Debt | NL | $1M | – | 0.03 |
| Eaton Vance Clo 2015-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $863K | – | 0.02 |
| Eaton Vance Clo 2015-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $851K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $877K | – | 0.02 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $739K | – | 0.02 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $689K | – | 0.01 |
| Edison International | Long | Debt | US | $6M | – | 0.12 |
| EDP SA | Long | Debt | PT | $1M | – | 0.02 |
| EDP SA | Long | Debt | PT | $577K | – | 0.01 |
| Egypt Government International Bond (Arab Republic of Egypt) | Long | Debt | EG | $3M | – | 0.06 |
| Egypt Government International Bond (Arab Republic of Egypt) | Long | Debt | EG | $103K | – | 0.00 |
| Egypt Government International Bonds | Long | Debt | EG | $279K | – | 0.01 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $278K | – | 0.01 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $146K | – | 0.00 |
| El Salvador Government International Bond (Republic of El Salvador) | Long | Debt | SV | $138K | – | 0.00 |
| El Salvador Government International Bond (Republic of El Salvador) | Long | Debt | SV | $59K | – | 0.00 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $4K | – | 0.00 |
| Electricite de France SA | Long | Debt | FR | $7M | – | 0.15 |
| Electricite de France SA | Long | Debt | FR | $2M | – | 0.04 |
| Electricite de France SA | Long | Debt | FR | $1M | – | 0.03 |
| Eleven Madison Trust 2015-11MD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| ELFI Graduate Loan Program 2024-A LLC (ELFI Graduate Loan Program LLC) | Long | ABS-other | US | $5M | – | 0.11 |
| Elia Group SA/NV | Long | Debt | BE | $4M | – | 0.08 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Emirates NBD Bank PJSC | Long | Debt | AE | $2M | – | 0.04 |
| Empower CLO 2024-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $433K | – | 0.01 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $306K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $3M | – | 0.07 |
| EnBW Energie Baden-Wuerttemberg AG (ENBW ENERGIE BADEN - WU) | Long | Debt | DE | $192K | – | 0.00 |
| Endeavour Mining PLC | Long | Debt | GB | $191K | – | 0.00 |
| Enel SpA | Long | Debt | IT | $4M | – | 0.10 |
| Energia Group Roi Financeco DAC | Long | Debt | IE | $677K | – | 0.01 |
| Energizer Gamma Acquisition BV (ENERGIZER GAMMA ACQ BV) | Long | Debt | NL | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.15 |
| Enterprise Products Operating LLC | Long | Debt | US | $828K | – | 0.02 |
| Ephios Subco 3 Sarl (EPHIOS SUBCO SARL) | Long | Debt | LU | $1M | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $680K | – | 0.01 |
| EquipmentShare.com Inc | Long | Debt | US | $834K | – | 0.02 |
| Eroski S Coop | Long | Debt | ES | $2M | – | 0.04 |
| Esab Corp | Long | Debt | US | $654K | – | 0.01 |
| EURO-BOBL FUTURE SEP24 | Derivative-interest rate | DE | $94K | – | 0.00 | |
| EURO-BOBL FUTURE SEP24 | Derivative-interest rate | DE | $-518K | – | -0.01 | |
| EURO-BTP FUTURE SEP24 | Derivative-interest rate | DE | $194K | – | 0.00 | |
| EURO-BUND FUTURE SEP24 | Derivative-interest rate | DE | $231K | – | 0.00 | |
| EURO-BUND FUTURE SEP24 | Derivative-interest rate | DE | $-68K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 | Derivative-interest rate | DE | $56K | – | 0.00 | |
| EURO-OAT FUTURE SEP24 | Derivative-interest rate | DE | $38K | – | 0.00 | |
| EURO-OAT FUTURE SEP24 | Derivative-interest rate | DE | $-13K | – | -0.00 | |
| EURO-SCHATZ FUT SEP24 | Derivative-interest rate | DE | $683K | – | 0.01 | |
| Eurofins Scientific SE | Long | Debt | LU | $1M | – | 0.03 |
| European Union | Long | Debt | XX | $446K | – | 0.01 |
| European Union | Long | Debt | XX | $244K | – | 0.01 |
| European Union | Long | Debt | XX | $178K | – | 0.00 |
| European Union | Long | Debt | XX | $171K | – | 0.00 |
| European Union | Long | Debt | XX | $125K | – | 0.00 |
| European Union | Long | Debt | XX | $117K | – | 0.00 |
| European Union | Long | Debt | XX | $103K | – | 0.00 |
| European Union | Long | Debt | XX | $83K | – | 0.00 |
| European Union | Long | Debt | XX | $60K | – | 0.00 |
| European Union | Long | Debt | XX | $58K | – | 0.00 |
| European Union | Long | Debt | XX | $28K | – | 0.00 |
| Evergreen Credit Card Trust | Long | ABS-other | US | $560K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $4M | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.27 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.25 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $974K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $990K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| 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 | $968K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $954K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $950K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $945K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $892K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $889K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $842K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $800K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $764K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $761K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $733K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $723K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $667K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $597K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $584K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $553K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $398K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $806K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $781K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| Fastighets AB Balder | Long | Debt | SE | $2M | – | 0.04 |
| FED FUND 30DAY SEP24 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $2M | – | 0.05 |
| Fiber Bidco Spa | Long | Debt | IT | $643K | – | 0.01 |
| Fiber Midco Spa | Long | Debt | IT | $653K | – | 0.01 |
| Fifth Third Auto Trust 2023-1 | Long | ABS-other | US | $291K | – | 0.01 |
| Fifth Third Bancorp | Long | Debt | US | $4M | – | 0.08 |
| Fifth Third Bancorp | Long | Debt | US | $2M | – | 0.04 |
| Fifth Third Bancorp | Long | Debt | US | $2M | – | 0.03 |
| Flagship Credit Auto Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.05 |
| Flatiron CLO 18 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $950K | – | 0.02 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $906K | – | 0.02 |
| Fnac Darty SA | Long | Debt | FR | $892K | – | 0.02 |
| Fondo MIVIVIENDA SA | Long | Debt | PE | $147K | – | 0.00 |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE (Foothill-Eastern Transportation Corridor Agency) | Long | Debt | US | $2M | – | 0.04 |
| Fortress Intermediate 3 Inc | Long | Debt | US | $2M | – | 0.04 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $1M | – | 0.03 |
| Forvia SE | Long | Debt | FR | $2M | – | 0.04 |
| Forvia SE | Long | Debt | FR | $391K | – | 0.01 |
| Forvia SE | Long | Debt | FR | $319K | – | 0.01 |
| Forvia SE | Long | Debt | FR | $190K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $8M | – | 0.17 |
| Fox Corp | Long | Debt | US | $4M | – | 0.08 |
| Fox Corp | Long | Debt | US | $477K | – | 0.01 |
| Freddie Mac Mscr Trust Mn8 (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Multiclass Certificates Series 2015-P001 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Multiclass Certificates Series 2015-P001 | Long | ABS-mortgage backed security | US | $909K | – | 0.02 |
| Freddie Mac Multiclass Certificates Series 2020-RR03 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Multiclass Certificates Series 2020-RR04 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.52 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.40 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| 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 | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| 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 | $983K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $957K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $930K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $864K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $839K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $797K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $789K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $776K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $773K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $723K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $666K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $660K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $608K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $385K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $905K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $716K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $708K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $19M | – | 0.41 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $12M | – | 0.25 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2024-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Free State of Saxony (FREISTAAT SACHSEN) | Long | Debt | DE | $5M | – | 0.12 |
| French Republic Government Bonds OAT | Long | Debt | FR | $492K | – | 0.01 |
| French Republic Government Bonds OAT | Long | Debt | FR | $399K | – | 0.01 |
| French Republic Government Bonds OAT | Long | Debt | FR | $379K | – | 0.01 |
| French Republic Government Bonds OAT | Long | Debt | FR | $371K | – | 0.01 |
| French Republic Government Bonds OAT | Long | Debt | FR | $184K | – | 0.00 |
| French Republic Government Bonds OAT | Long | Debt | FR | $128K | – | 0.00 |
| French Republic Government Bonds OAT | Long | Debt | FR | $127K | – | 0.00 |
| French Republic Government Bonds OAT | Long | Debt | FR | $119K | – | 0.00 |
| French Republic Government Bonds OAT | Long | Debt | FR | $86K | – | 0.00 |
| French Republic Government Bonds OAT | Long | Debt | FR | $37K | – | 0.00 |
| French Republic Government Bonds OAT | Long | Debt | FR | $33K | – | 0.00 |
| Frontier Communications Holdings LLC | Long | Debt | US | $772K | – | 0.02 |
| Frontier Communications Holdings LLC | Long | Debt | US | $573K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $414K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $382K | – | 0.01 |
| Frontier Issuer LLC | Long | ABS-other | US | $8M | – | 0.18 |
| Frontier Issuer LLC | Long | ABS-other | US | $5M | – | 0.10 |
| FS Luxembourg Sarl | Long | Debt | LU | $965K | – | 0.02 |
| Galaxy XV CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Galaxy XXVII CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.01 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Garda World Security Corp | Long | Debt | CA | $721K | – | 0.02 |
| Garda World Security Corp | Long | Debt | CA | $650K | – | 0.01 |
| GECU Auto Receivables Trust 2023-1 | Long | ABS-other | US | $83K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $580K | – | 0.01 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $979K | – | 0.02 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $297K | – | 0.01 |
| Geopark Ltd | Long | Debt | BM | $188K | – | 0.00 |
| Georgetown University/The | Long | Debt | US | $1M | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $551K | – | 0.01 |
| Ghana Government International Bonds | Long | Debt | GH | $100K | – | 0.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $93M | – | 2.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42M | – | 0.91 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34M | – | 0.74 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $263.46 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| 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 | $668K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $613K | – | 0.01 |
| Global Atlantic Fin Co | Long | Debt | US | $4M | – | 0.09 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.06 |
| GM Financial Automobile Leasing Trust 2023-2 | Long | ABS-other | US | $90K | – | 0.00 |
| GM Financial Consumer Automobile Receivables Trust 2023-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $82K | – | 0.00 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $1M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $979K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $729K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $643K | – | 0.01 |
| Goldstory SAS (GOLDSTORY SASU) | Long | Debt | FR | $750K | – | 0.02 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $1M | – | 0.03 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $298K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $916K | – | 0.02 |
| Gracie Point International Funding 2024-1 LLC | Long | ABS-other | US | $9M | – | 0.19 |
| Gracie Point International Funding 2024-1 LLC | Long | ABS-other | US | $725K | – | 0.02 |
| Gracie Point International Funding 2024-1 LLC | Long | ABS-other | US | $708K | – | 0.02 |
| Gracie Point International Funding 2024-1 LLC | Long | ABS-other | US | $593K | – | 0.01 |
| Grand City Properties SA | Long | Debt | LU | $79K | – | 0.00 |
| GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE (Grand Parkway Transportation Corp) | Long | Debt | US | $2M | – | 0.03 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Greenko Wind Projects Mauritius Ltd (GREENKO WIND PROJECTS MU) | Long | Debt | MU | $199K | – | 0.00 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issuer Trust) | Long | ABS-other | US | $8M | – | 0.18 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issuer Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issuer Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| Grifols SA | Long | Debt | ES | $758K | – | 0.02 |
| Grifols SA | Long | Debt | ES | $605K | – | 0.01 |
| Gruenenthal GmbH | Long | Debt | DE | $660K | – | 0.01 |
| Gruenenthal GmbH | Long | Debt | DE | $132K | – | 0.00 |
| Grupo Antolin-Irausa SA (GRUPO-ANTOLIN IRAUSA SA) | Long | Debt | ES | $178K | – | 0.00 |
| Grupo Aval Ltd | Long | Debt | KY | $1M | – | 0.02 |
| Grupo de Inversiones Suramericana SA (GRUPO INVERSIONES SURAME) | Long | Debt | CO | $197K | – | 0.00 |
| GS Mortgage Securities Trust 2011-GC5 | Long | ABS-mortgage backed security | US | $0.27 | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GTCR AP Finance Inc | Long | Debt | US | $908K | – | 0.02 |
| Guala Closures SpA | Long | Debt | IT | $769K | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $3M | – | 0.05 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $194K | – | 0.00 |
| HalseyPoint CLO 4 Ltd (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Harley-Davidson Motorcycle Trust 2024-A | Long | ABS-other | US | $163K | – | 0.00 |
| Harvest Midstream I LP | Long | Debt | US | $967K | – | 0.02 |
| HCA Inc | Long | Debt | US | $3M | – | 0.07 |
| Heimstaden Bostad AB | Long | Debt | SE | $736K | – | 0.02 |
| Heimstaden Bostad AB | Long | Debt | SE | $222K | – | 0.00 |
| Heimstaden Bostad Treasury BV (HEIMSTADEN BOSTAD TRESRY) | Long | Debt | NL | $973K | – | 0.02 |
| Hellenic Republic Government Bond | Long | Debt | GR | $403K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $163K | – | 0.00 |
| Herc Holdings Inc | Long | Debt | US | $296K | – | 0.01 |
| HIGHLAND OH LOCAL SCH DIST (Highland Local School District/Medina County) | Long | Debt | US | $2M | – | 0.03 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $786K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $590K | – | 0.01 |
| Hillenbrand Inc | Long | Debt | US | $850K | – | 0.02 |
| Hilton Grand Vacations Trust 2022-1D | Long | ABS-other | US | $1M | – | 0.03 |
| Hilton Grand Vacations Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.04 |
| Hilton Grand Vacations Trust 2024-1B | Long | ABS-other | US | $2M | – | 0.05 |
| Hilton Grand Vacations Trust 2024-1B | Long | ABS-other | US | $2M | – | 0.04 |
| Hilton Grand Vacations Trust 2024-2 | Long | ABS-other | US | $5M | – | 0.11 |
| Hilton Grand Vacations Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.03 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $631K | – | 0.01 |
| Honda Auto Receivables 2023-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $392K | – | 0.01 |
| House of HR Group BV (VILLA DUTCH BIDCO BV) | Long | Debt | NL | $679K | – | 0.01 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $664K | – | 0.01 |
| HPEFS Equipment Trust | Long | ABS-other | US | $182K | – | 0.00 |
| HPEFS Equipment Trust 2024-2 | Long | ABS-other | US | $6M | – | 0.12 |
| HPEFS Equipment Trust 2024-2 | Long | ABS-other | US | $236K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.02 |
| HT Troplast GmbH (HT TROPLAST AG) | Long | Debt | DE | $337K | – | 0.01 |
| Huarong Finance 2019 Co Ltd | Long | Debt | VG | $198K | – | 0.00 |
| HUB International Ltd | Long | Debt | US | $3M | – | 0.06 |
| HUB International Ltd | Long | Debt | US | $411K | – | 0.01 |
| Hudbay Minerals Inc | Long | Debt | CA | $1M | – | 0.03 |
| Hudbay Minerals Inc | Long | Debt | CA | $575K | – | 0.01 |
| Hudson Yards 2016-10HY Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Hungary Government Bond | Long | Debt | HU | $5M | – | 0.10 |
| Hungary Government Bond | Long | Debt | HU | $336K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $4M | – | 0.08 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $2M | – | 0.04 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $2M | – | 0.03 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $501K | – | 0.01 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $9M | – | 0.19 |
| Hyundai Auto Receivables Trust 2022-C | Long | ABS-other | US | $47K | – | 0.00 |
| Hyundai Auto Receivables Trust 2023-C | Long | ABS-other | US | $455K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $201K | – | 0.00 |
| Iberdrola Finanzas SA (IBERDROLA FINANZAS SAU) | Long | Debt | ES | $100K | – | 0.00 |
| IBOXXTRS--USD-SOFR-COMPOUND-20240920 | Derivative-credit | GB | $2M | – | 0.03 | |
| ICE 3MTH SONIA FU SEP24 | Derivative-interest rate | GB | $-124K | – | -0.00 | |
| Iceland Bondco PLC | Long | Debt | GB | $543K | – | 0.01 |
| Iceland Bondco PLC | Long | Debt | GB | $275K | – | 0.01 |
| IHO Verwaltungs GmbH | Long | Debt | DE | $3M | – | 0.06 |
| IHS Holding Ltd | Long | Debt | KY | $190K | – | 0.00 |
| Iliad Holding SASU | Long | Debt | FR | $3M | – | 0.06 |
| Iliad Holding SASU | Long | Debt | FR | $531K | – | 0.01 |
| Iliad Holding SASU | Long | Debt | FR | $496K | – | 0.01 |
| ILPT Trust 2019-SURF (ILPT Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Imola Merger Corp | Long | Debt | US | $588K | – | 0.01 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $9M | – | 0.20 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $4M | – | 0.08 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $4M | – | 0.08 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $2M | – | 0.04 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $1M | – | 0.03 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $495K | – | 0.01 |
| INEOS Finance PLC | Long | Debt | GB | $1M | – | 0.02 |
| INEOS Finance PLC | Long | Debt | GB | $718K | – | 0.02 |
| INEOS Quattro Finance 1 Plc | Long | Debt | GB | $2M | – | 0.04 |
| ING Groep NV | Long | Debt | NL | $4M | – | 0.09 |
| ING Groep NV | Long | Debt | NL | $3M | – | 0.06 |
| ING Groep NV | Long | Debt | NL | $800K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $97K | – | 0.00 |
| Intel Corp | Long | Debt | US | $4M | – | 0.08 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $5M | – | 0.11 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $3M | – | 0.06 |
| Ireland Government Bonds | Long | Debt | IE | $54K | – | 0.00 |
| Iron Mountain Inc | Long | Debt | US | $405K | – | 0.01 |
| Iron Mountain Inc | Long | Debt | US | $392K | – | 0.01 |
| Iron Mountain Information Management Services Inc (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $388K | – | 0.01 |
| iShares iBoxx $ High Yield Corporate Bond ETF | Long | Equity-common | US | $31M | 394K | 0.66 |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | Long | Equity-common | US | $45M | 410K | 0.96 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $789K | – | 0.02 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $512K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $436K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $239K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $183K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $179K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $177K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $174K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $146K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $121K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $93K | – | 0.00 |
| ITT Holdings LLC | Long | Debt | US | $601K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $3M | – | 0.07 |
| Ivory Coast Government International Bond | Long | Debt | CI | $799K | – | 0.02 |
| Ivory Coast Government International Bond | Long | Debt | CI | $387K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $99K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $86K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Jaguar Land Rover Automotive PLC | Long | Debt | GB | $2M | – | 0.05 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $276K | – | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $191K | – | 0.00 |
| JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE (JobsOhio Beverage System) | Long | Debt | US | $2M | – | 0.04 |
| John Deere Capital Corp | Long | Debt | US | $752K | – | 0.02 |
| John Deere Capital Corp | Long | Debt | US | $436K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $138K | – | 0.00 |
| John Deere Owner Trust 2022-C | Long | ABS-other | US | $8K | – | 0.00 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $1M | – | 0.02 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $3M | – | 0.06 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $651K | – | 0.01 |
| JP Morgan Mortgage Trust 2024-2 | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| JP Morgan Mortgage Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JP Morgan Mortgage Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JP Morgan Mortgage Trust Series 2024-4 | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $731K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $674K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $444K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $258K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $2M | – | 0.05 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $942K | – | 0.02 |
| KB Home | Long | Debt | US | $1M | – | 0.02 |
| KB Home | Long | Debt | US | $325K | – | 0.01 |
| KEB Hana Bank (HANA BANK) | Long | Debt | KR | $193K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $4M | – | 0.08 |
| Kinetik Holdings LP | Long | Debt | US | $836K | – | 0.02 |
| Kinetik Holdings LP | Long | Debt | US | $594K | – | 0.01 |
| Kingdom of Belgium Government Bonds | Long | Debt | BE | $155K | – | 0.00 |
| Kingdom of Belgium Government Bonds | Long | Debt | BE | $45K | – | 0.00 |
| KKR Clo 25 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| Kommunekredit | Long | Debt | DK | $96K | – | 0.00 |
| Koninklijke FrieslandCampina NV (KONINKLIJKA FRIESLAND) | Long | Debt | NL | $105K | – | 0.00 |
| Koninklijke KPN NV | Long | Debt | NL | $575K | – | 0.01 |
| Korea Electric Power Corp | Long | Debt | KR | $202K | – | 0.00 |
| Korea Expressway Corp | Long | Debt | KR | $188K | – | 0.00 |
| Korea Housing Finance Corp | Long | Debt | KR | $401K | – | 0.01 |
| Korea Hydro & Nuclear Power Co Ltd | Long | Debt | KR | $202K | – | 0.00 |
| Korea National Oil Corp | Long | Debt | KR | $215K | – | 0.00 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $230K | – | 0.00 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $112K | – | 0.00 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $85K | – | 0.00 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $39K | – | 0.00 |
| Kronos International Inc | Long | Debt | US | $675K | – | 0.01 |
| Kronos International Inc | Long | Debt | US | $230K | – | 0.00 |
| Kubota Credit Owner Trust 2023-2 | Long | ABS-other | US | $72K | – | 0.00 |
| Kubota Credit Owner Trust 2024-2 | Long | ABS-other | US | $5M | – | 0.12 |
| Kubota Credit Owner Trust 2024-2 | Long | ABS-other | US | $100K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $4M | – | 0.08 |
| Las Vegas Sands Corp | Long | Debt | US | $3M | – | 0.06 |
| Level 3 Financing Inc | Long | Debt | US | $445K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $424K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $71K | – | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $46K | – | 0.00 |
| Leviathan Bond Ltd | Long | Debt | IL | $103K | – | 0.00 |
| LHMC Finco 2 Sarl | Long | Debt | LU | $469K | – | 0.01 |
| LHOME Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| Liberty Mutual Group Inc | Long | Debt | US | $2M | – | 0.05 |
| LifePoint Health Inc | Long | Debt | US | $1M | – | 0.02 |
| LifePoint Health Inc | Long | Debt | US | $690K | – | 0.01 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $957K | – | 0.02 |
| Lithuania Government International Bond (REPUBLIC OF LITHUANIA) | Long | Debt | LT | $216K | – | 0.00 |
| Lloyds Banking Group PLC | Long | Debt | GB | $8M | – | 0.17 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.02 |
| LONG GILT FUTURE SEP24 | Derivative-interest rate | GB | $476K | – | 0.01 | |
| LONG GILT FUTURE SEP24 | Derivative-interest rate | GB | $-378K | – | -0.01 | |
| Longfor Group Holdings Ltd (LONGFOR HOLDINGS LTD) | Long | Debt | KY | $158K | – | 0.00 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $3M | – | 0.06 |
| LOS ANGELES CA CMNTY CLG DIST (Los Angeles Community College District/CA) | Long | Debt | US | $1M | – | 0.03 |
| Lowe's Cos Inc | Long | Debt | US | $768K | – | 0.02 |
| Loxam SAS | Long | Debt | FR | $1M | – | 0.02 |
| Lune Holdings Sarl | Long | Debt | LU | $421K | – | 0.01 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $3M | – | 0.07 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $660K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $454K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $298K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $288K | – | 0.01 |
| Madison IAQ LLC | Long | Debt | US | $843K | – | 0.02 |
| Magnetite XX Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Magnetite XX Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Maison Finco PLC | Long | Debt | GB | $882K | – | 0.02 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Marble Point CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $8M | – | 0.17 |
| MASSACHUSETTS ST EDUCTNL FING AUTH (Massachusetts Educational Financing Authority) | Long | Debt | US | $1M | – | 0.02 |
| Masterbrand Inc | Long | Debt | US | $134K | – | 0.00 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $2M | – | 0.04 |
| Maxeda DIY Holding BV | Long | Debt | NL | $85K | – | 0.00 |
| McAfee Corp | Long | Debt | US | $951K | – | 0.02 |
| McGraw-Hill Education Inc | Long | Debt | US | $1M | – | 0.02 |
| McGraw-Hill Education Inc | Long | Debt | US | $742K | – | 0.02 |
| MED Commercial Mortgage Trust 2024-MOB (MED Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Medco Bell Pte Ltd | Long | Debt | SG | $808K | – | 0.02 |
| Medline Borrower LP | Long | Debt | US | $2M | – | 0.05 |
| Medline Borrower LP | Long | Debt | US | $1M | – | 0.03 |
| Medtronic Inc | Long | Debt | US | $113K | – | 0.00 |
| MEGlobal Canada ULC | Long | Debt | CA | $198K | – | 0.00 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $2M | – | 0.04 |
| Mercedes-Benz Auto Lease Trust 2023-A | Long | ABS-other | US | $154K | – | 0.00 |
| Mercedes-Benz Auto Receivables Trust 2023-1 | Long | ABS-other | US | $56K | – | 0.00 |
| Mercedes-Benz Auto Receivables Trust 2023-2 | Long | ABS-other | US | $422K | – | 0.01 |
| Merlin Entertainments Group US Holdings Inc | Long | Debt | US | $829K | – | 0.02 |
| Metinvest BV | Long | Debt | NL | $1M | – | 0.03 |
| Metinvest BV | Long | Debt | NL | $169K | – | 0.00 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $9M | – | 0.19 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $4M | – | 0.08 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $2M | – | 0.05 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $9M | – | 0.20 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $7M | – | 0.15 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 0.06 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.04 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $387K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $3M | – | 0.07 |
| Mexico Government International Bonds | Long | Debt | MX | $3M | – | 0.07 |
| MFB Magyar Fejlesztesi Bank Zrt | Long | Debt | HU | $409K | – | 0.01 |
| MICHIGAN ST FIN AUTH REVENUE (Michigan Finance Authority) | Long | Debt | US | $1M | – | 0.03 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $2M | – | 0.03 |
| Miller Homes Group Finco PLC | Long | Debt | GB | $1M | – | 0.02 |
| Minerva Luxembourg SA | Long | Debt | LU | $844K | – | 0.02 |
| Mizuho Financial Group Inc | Long | Debt | JP | $2M | – | 0.04 |
| Mobico Group PLC | Long | Debt | GB | $669K | – | 0.01 |
| Molina Healthcare Inc | Long | Debt | US | $597K | – | 0.01 |
| Molson Coors Beverage Co | Long | Debt | US | $7M | – | 0.14 |
| Molson Coors Beverage Co | Long | Debt | US | $247K | – | 0.01 |
| Mongolia Government International Bond (MONGOLIA INTL BOND) | Long | Debt | MN | $956K | – | 0.02 |
| Mongolia Government International Bond (MONGOLIA INTL BOND) | Long | Debt | MN | $210K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $330K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Morgan Stanley Capital I Trust 2018-H4 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Capital I Trust 2018-L1 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Morgan Stanley Capital I Trust 2021-230P | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Morgan Stanley Eaton Vance Clo 2021-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Motion Bondco DAC | Long | Debt | IE | $748K | – | 0.02 |
| Motion Bondco DAC | Long | Debt | IE | $613K | – | 0.01 |
| Motion Finco Sarl | Long | Debt | LU | $564K | – | 0.01 |
| Mount Sinai Hospital/The (MT SINAI HOSPITAL) | Long | Debt | US | $2M | – | 0.03 |
| Movida Europe SA | Long | Debt | LU | $2M | – | 0.03 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $170K | – | 0.00 |
| MSD Netherlands Capital BV | Long | Debt | NL | $109K | – | 0.00 |
| MSWF Commercial Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Multiversity SpA | Long | Debt | IT | $1M | – | 0.02 |
| Muthoot Finance Ltd | Long | Debt | IN | $204K | – | 0.00 |
| MV24 Capital BV | Long | Debt | NL | $459K | – | 0.01 |
| MVW 2021-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| MVW 2022-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| MVW 2023-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $3M | – | 0.07 |
| MVW 2023-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $1M | – | 0.03 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $5M | – | 0.10 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $3M | – | 0.06 |
| MVW Owner Trust 2018-1 | Long | ABS-other | US | $107K | – | 0.00 |
| Nabors Industries Inc | Long | Debt | US | $582K | – | 0.01 |
| National Australia Bank Ltd | Long | Debt | AU | $210K | – | 0.00 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $975K | – | 0.02 |
| Nationale-Nederlanden Bank NV/The Netherlands (NN BANK NV NETHERLANDS) | Long | Debt | NL | $201K | – | 0.00 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $2M | – | 0.04 |
| Natura &Co Luxembourg Holdings Sarl (NATURA &CO LUX HLD SARL) | Long | Debt | LU | $30K | – | 0.00 |
| Naturgy Finance Iberia SA (NATURGY FINANCE SA) | Long | Debt | ES | $1M | – | 0.03 |
| NatWest Group PLC | Long | Debt | GB | $7M | – | 0.14 |
| NatWest Group PLC | Long | Debt | GB | $4M | – | 0.09 |
| NatWest Group PLC | Long | Debt | GB | $3M | – | 0.06 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.02 |
| Nautilus Power LLC 2023 Term Loan B | Long | Loan | US | $660K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-E (Navient Student Loan Trust) | Long | ABS-other | US | $6M | – | 0.14 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $11M | – | 0.23 |
| Navient Private Education Refi Loan Trust 2021-G (Navient Student Loan Trust) | Long | ABS-other | US | $5M | – | 0.11 |
| Navient Private Education Refi Loan Trust 2024-A (Navient Student Loan Trust) | Long | ABS-other | US | $12M | – | 0.25 |
| NB Global Monthly Income Fund Ltd | Long | Equity-common | GG | $36K | 48K | 0.00 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $579K | – | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $388K | – | 0.01 |
| Neopharmed Gentili SPA | Long | Debt | IT | $781K | – | 0.02 |
| Neptune Bidco US Inc | Long | Debt | US | $1M | – | 0.03 |
| Netherlands Government Bonds | Long | Debt | NL | $433K | – | 0.01 |
| Netherlands Government Bonds | Long | Debt | NL | $247K | – | 0.01 |
| Netherlands Government Bonds | Long | Debt | NL | $234K | – | 0.01 |
| New Fortress Energy Inc | Long | Debt | US | $404K | – | 0.01 |
| NEW JERSEY ST HSG & MTGE FIN AGY REVENUE (New Jersey Housing & Mortgage Finance Agency) | Long | Debt | US | $535K | – | 0.01 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $5M | – | 0.10 |
| NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT (New York State Dormitory Authority) | Long | Debt | US | $2M | – | 0.04 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $6M | – | 0.13 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $823K | – | 0.02 |
| NGG Finance PLC | Long | Debt | GB | $436K | – | 0.01 |
| Nidda Healthcare Holding GmbH | Long | Debt | DE | $1M | – | 0.02 |
| Nigeria Government International Bonds | Long | Debt | NG | $188K | – | 0.00 |
| Nissan Auto Lease Trust 2023-B | Long | ABS-other | US | $94K | – | 0.00 |
| Nissan Auto Receivables 2023-A Owner Trust (Nissan Auto Receivables Owner Trust) | Long | ABS-other | US | $269K | – | 0.01 |
| Nordea Bank Abp | Long | Debt | FI | $4M | – | 0.09 |
| Nordea Bank Abp | Long | Debt | FI | $3M | – | 0.06 |
| Nordea Bank Abp | Long | Debt | FI | $477K | – | 0.01 |
| Northriver Midstream Finance LP | Long | Debt | CA | $744K | – | 0.02 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $2M | – | 0.04 |
| NOVA Chemicals Corp | Long | Debt | CA | $1M | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $1M | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $891K | – | 0.02 |
| Oaktree CLO 2024-26 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.02 |
| OBX 2021-NQM4 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Ocado Group PLC | Long | Debt | GB | $607K | – | 0.01 |
| OCP CLO 2017-13 Ltd (OCP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| OCP CLO 2017-14 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| OCP CLO 2017-14 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| OCP CLO 2020-19 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Odido Group Holding BV | Long | Debt | NL | $609K | – | 0.01 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| OHA Credit Funding 6 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| OHIO ST TURNPIKE COMMISSION (Ohio Turnpike & Infrastructure Commission) | Long | Debt | US | $2M | – | 0.04 |
| OHIO UNIV GEN RECPTS ATHENS (Ohio University) | Long | Debt | US | $2M | – | 0.03 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $1M | – | 0.03 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $793K | – | 0.02 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $771K | – | 0.02 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $537K | – | 0.01 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $531K | – | 0.01 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $243K | – | 0.01 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $3M | – | 0.06 |
| ONE 2021-PARK Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| ONE 2021-PARK Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| ONE Hotels GmbH (ONE HOTEL GMBH) | Long | Debt | DE | $786K | – | 0.02 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $7M | – | 0.16 |
| ONNI Commerical Mortgage Trust 2024-APT (ONNI Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Optics Bidco SpA | Long | Debt | IT | $1M | – | 0.03 |
| Optics Bidco SpA | Long | Debt | IT | $525K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $8M | – | 0.16 |
| Oracle Corp | Long | Debt | US | $5M | – | 0.11 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.05 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $188K | – | 0.00 |
| ORL Trust 2023-GLKS | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Orsted AS (ORSTED A/S) | Long | Debt | DK | $5M | – | 0.11 |
| Orsted AS (ORSTED A/S) | Long | Debt | DK | $1M | – | 0.03 |
| Oztel Holdings SPC Ltd | Long | Debt | AE | $2M | – | 0.05 |
| Pachelbel Bidco SpA | Long | Debt | IT | $449K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $8M | – | 0.17 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $285K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $187K | – | 0.00 |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $104K | – | 0.00 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $2M | – | 0.04 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| Panama Government International Bond (Republic of Panama) | Long | Debt | PA | $180K | – | 0.00 |
| Panama Government International Bond (Republic of Panama) | Long | Debt | PA | $109K | – | 0.00 |
| Panama Government International Bonds | Long | Debt | PA | $1M | – | 0.03 |
| Panther Escrow Issuer LLC | Long | Debt | US | $985K | – | 0.02 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $2M | – | 0.03 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $1M | – | 0.03 |
| Paraguay Government International Bond (Republic of Paraguay) | Long | Debt | PY | $1M | – | 0.03 |
| Parallel 2020-1 Ltd (Parallel Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $1M | – | 0.02 |
| PepsiCo Inc | Long | Debt | US | $727K | – | 0.02 |
| Pepsico Singapore Financing I Pte Ltd | Long | Debt | SG | $602K | – | 0.01 |
| Performance Food Group Inc | Long | Debt | US | $794K | – | 0.02 |
| Periama Holdings LLC/DE | Long | Debt | US | $1M | – | 0.02 |
| Permanent TSB Group Holdings PLC | Long | Debt | IE | $209K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $824K | – | 0.02 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $6M | – | 0.12 |
| Peruvian Government International Bond (Republic of Peru) | Long | Debt | PE | $2M | – | 0.05 |
| Petrobras Global Finance BV | Long | Debt | NL | $2M | – | 0.04 |
| Petrobras Global Finance BV | Long | Debt | NL | $201K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.07 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $276K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $14K | – | 0.00 |
| PetSmart Inc / PetSmart Finance Corp (PETSMART INC/PETSMART FI) | Long | Debt | US | $578K | – | 0.01 |
| PetSmart Inc / PetSmart Finance Corp (PETSMART INC/PETSMART FI) | Long | Debt | US | $379K | – | 0.01 |
| PEU Fin PLC (PEU FIN LTD) | Long | Debt | GB | $1M | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $5M | – | 0.11 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $8M | – | 0.17 |
| Philippine National Bank | Long | Debt | PH | $199K | – | 0.00 |
| Picard Bondco SA | Long | Debt | LU | $309K | – | 0.01 |
| Pinnacle Bidco PLC | Long | Debt | GB | $964K | – | 0.02 |
| Pinnacle Bidco PLC | Long | Debt | GB | $128K | – | 0.00 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $6M | – | 0.14 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $4M | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.03 |
| Porsche Financial Auto Securitization Trust 2023-1 | Long | ABS-other | US | $62K | – | 0.00 |
| Porsche Financial Auto Securitization Trust 2023-2 | Long | ABS-other | US | $272K | – | 0.01 |
| Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO) | Long | Debt | PT | $253K | – | 0.01 |
| Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO) | Long | Debt | PT | $87K | – | 0.00 |
| POSCO | Long | Debt | KR | $198K | – | 0.00 |
| PPL Capital Funding Inc | Long | Debt | US | $995K | – | 0.02 |
| PPM CLO 3 Ltd (PPM CLO 3 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.01 |
| Prestige Auto Receivables Trust 2021-1 | Long | ABS-other | US | $7M | – | 0.15 |
| Prestige Auto Receivables Trust 2021-1 | Long | ABS-other | US | $6M | – | 0.13 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $794K | – | 0.02 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $588K | – | 0.01 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $5M | – | 0.12 |
| ProGroup AG | Long | Debt | DE | $968K | – | 0.02 |
| Protective Life Global Funding | Long | Debt | US | $518K | – | 0.01 |
| Protective Life Global Funding | Long | Debt | US | $291K | – | 0.01 |
| Provincia de Cordoba | Long | Debt | AR | $94K | – | 0.00 |
| Prudential Financial Inc | Long | Debt | US | $2M | – | 0.05 |
| Prudential Financial Inc | Long | Debt | US | $1M | – | 0.03 |
| PURCHASED BRL / SOLD USD | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| PURCHASED BRL / SOLD USD | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| PURCHASED BRL / SOLD USD | Derivative-foreign exchange | BR | $-22K | – | -0.00 | |
| PURCHASED BRL / SOLD USD | Derivative-foreign exchange | BR | $-22K | – | -0.00 | |
| PURCHASED BRL / SOLD USD | Derivative-foreign exchange | BR | $-91K | – | -0.00 | |
| PURCHASED BRL / SOLD USD | Derivative-foreign exchange | BR | $-319K | – | -0.01 | |
| PURCHASED CLP / SOLD USD | Derivative-foreign exchange | CL | $17K | – | 0.00 | |
| PURCHASED CLP / SOLD USD | Derivative-foreign exchange | CL | $-13K | – | -0.00 | |
| PURCHASED CNH / SOLD USD | Derivative-foreign exchange | CN | $7K | – | 0.00 | |
| PURCHASED CNH / SOLD USD | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| PURCHASED COP / SOLD USD | Derivative-foreign exchange | CO | $23K | – | 0.00 | |
| PURCHASED COP / SOLD USD | Derivative-foreign exchange | CO | $9K | – | 0.00 | |
| PURCHASED COP / SOLD USD | Derivative-foreign exchange | CO | $6K | – | 0.00 | |
| PURCHASED COP / SOLD USD | Derivative-foreign exchange | CO | $-5K | – | -0.00 | |
| PURCHASED COP / SOLD USD | Derivative-foreign exchange | CO | $-30K | – | -0.00 | |
| PURCHASED COP / SOLD USD | Derivative-foreign exchange | CO | $-52K | – | -0.00 | |
| PURCHASED CZK / SOLD EUR | Derivative-foreign exchange | CZ | $-1K | – | -0.00 | |
| PURCHASED CZK / SOLD EUR | Derivative-foreign exchange | CZ | $-11K | – | -0.00 | |
| PURCHASED DKK / SOLD USD | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK | Derivative-foreign exchange | XX | $655.28 | – | 0.00 | |
| PURCHASED EUR / SOLD HUF | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| PURCHASED EUR / SOLD HUF | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD HUF | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD HUF | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD RON | Derivative-foreign exchange | XX | $-85.62 | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $13K | – | 0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-172.98 | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-707.7 | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| PURCHASED GBP / SOLD EUR | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| PURCHASED GBP / SOLD USD | Derivative-foreign exchange | GB | $17K | – | 0.00 | |
| PURCHASED GBP / SOLD USD | Derivative-foreign exchange | GB | $11K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR | Derivative-foreign exchange | HU | $9K | – | 0.00 | |
| PURCHASED HUF / SOLD EUR | Derivative-foreign exchange | HU | $-391.96 | – | -0.00 | |
| PURCHASED HUF / SOLD EUR | Derivative-foreign exchange | HU | $-2K | – | -0.00 | |
| PURCHASED HUF / SOLD EUR | Derivative-foreign exchange | HU | $-3K | – | -0.00 | |
| PURCHASED HUF / SOLD USD | Derivative-foreign exchange | HU | $28K | – | 0.00 | |
| PURCHASED HUF / SOLD USD | Derivative-foreign exchange | HU | $134.11 | – | 0.00 | |
| PURCHASED IDR / SOLD USD | Derivative-foreign exchange | ID | $3K | – | 0.00 | |
| PURCHASED IDR / SOLD USD | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| PURCHASED INR / SOLD USD | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| PURCHASED JPY / SOLD USD | Derivative-foreign exchange | JP | $632K | – | 0.01 | |
| PURCHASED KRW / SOLD USD | Derivative-foreign exchange | KR | $658.18 | – | 0.00 | |
| PURCHASED KRW / SOLD USD | Derivative-foreign exchange | KR | $-214.81 | – | -0.00 | |
| PURCHASED MXN / SOLD USD | Derivative-foreign exchange | MX | $-14K | – | -0.00 | |
| PURCHASED MXN / SOLD USD | Derivative-foreign exchange | MX | $-66K | – | -0.00 | |
| PURCHASED PLN / SOLD EUR | Derivative-foreign exchange | PL | $17K | – | 0.00 | |
| PURCHASED PLN / SOLD EUR | Derivative-foreign exchange | PL | $6K | – | 0.00 | |
| PURCHASED PLN / SOLD EUR | Derivative-foreign exchange | PL | $452.24 | – | 0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-46.94 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-62.59 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-62.59 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-76.55 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-82.46 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-102.07 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-102.07 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-234.51 | – | -0.00 | |
| PURCHASED RON / SOLD EUR | Derivative-foreign exchange | RO | $-234.51 | – | -0.00 | |
| PURCHASED TRY / SOLD USD | Derivative-foreign exchange | TR | $121K | – | 0.00 | |
| PURCHASED TRY / SOLD USD | Derivative-foreign exchange | TR | $17K | – | 0.00 | |
| PURCHASED TRY / SOLD USD | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| PURCHASED TRY / SOLD USD | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| PURCHASED TRY / SOLD USD | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| PURCHASED TWD / SOLD USD | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $146K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD BRL | Derivative-foreign exchange | US | $20.85 | – | 0.00 | |
| PURCHASED USD / SOLD CLP | Derivative-foreign exchange | US | $42K | – | 0.00 | |
| PURCHASED USD / SOLD CLP | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD CNH | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PURCHASED USD / SOLD CNH | Derivative-foreign exchange | US | $176.63 | – | 0.00 | |
| PURCHASED USD / SOLD CNH | Derivative-foreign exchange | US | $-655.32 | – | -0.00 | |
| PURCHASED USD / SOLD CNH | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD COP | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $219K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $130K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $948.21 | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $354.85 | – | 0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-94.15 | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-780.02 | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-951.67 | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PURCHASED USD / SOLD EUR | Derivative-foreign exchange | US | $-34K | – | -0.00 | |
| PURCHASED USD / SOLD GBP | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| PURCHASED USD / SOLD GBP | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| PURCHASED USD / SOLD GBP | Derivative-foreign exchange | US | $-103K | – | -0.00 | |
| PURCHASED USD / SOLD IDR | Derivative-foreign exchange | US | $-659.82 | – | -0.00 | |
| PURCHASED USD / SOLD JPY | Derivative-foreign exchange | US | $-584K | – | -0.01 | |
| PURCHASED USD / SOLD MXN | Derivative-foreign exchange | US | $409K | – | 0.01 | |
| PURCHASED USD / SOLD MXN | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| PURCHASED USD / SOLD MXN | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| PURCHASED USD / SOLD MXN | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PURCHASED USD / SOLD MXN | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD PEN | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD THB | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD THB | Derivative-foreign exchange | US | $-69K | – | -0.00 | |
| PURCHASED USD / SOLD TRY | Derivative-foreign exchange | US | $155.3 | – | 0.00 | |
| PURCHASED USD / SOLD TWD | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD TWD | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR | Derivative-foreign exchange | US | $816.3 | – | 0.00 | |
| PURCHASED USD / SOLD ZAR | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD | Derivative-foreign exchange | ZA | $16K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD | Derivative-foreign exchange | ZA | $13K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD | Derivative-foreign exchange | ZA | $12K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD | Derivative-foreign exchange | ZA | $3K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD | Derivative-foreign exchange | ZA | $-176.31 | – | -0.00 | |
| PVH Corp | Long | Debt | US | $110K | – | 0.00 |
| Q-Park Holding I BV | Long | Debt | NL | $674K | – | 0.01 |
| Qatar Government International Bond (STATE OF QATAR) | Long | Debt | QA | $1M | – | 0.02 |
| QatarEnergy | Long | Debt | QA | $557K | – | 0.01 |
| RAC Bond Co PLC | Long | Debt | GB | $682K | – | 0.01 |
| Rakuten Group Inc | Long | Debt | JP | $351K | – | 0.01 |
| Raptor Acquisition Corp / Raptor Co-Issuer LLC (RAPTOR ACQ/RAPTOR CO-ISS) | Long | Debt | US | $1M | – | 0.03 |
| Regatta XX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Republic of Austria Government Bonds | Long | Debt | AT | $336K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $4M | – | 0.08 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $2M | – | 0.04 |
| Republic of Poland Government International Bond | Long | Debt | PL | $115K | – | 0.00 |
| Republic of Poland Government International Bond | Long | Debt | PL | $95K | – | 0.00 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $2M | – | 0.05 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $2M | – | 0.04 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $424K | – | 0.01 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $1M | – | 0.03 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $678K | – | 0.01 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $447K | – | 0.01 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $317K | – | 0.01 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $293K | – | 0.01 |
| Riserva Clo Ltd (Riserva CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $975K | – | 0.02 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $867K | – | 0.02 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $536K | – | 0.01 |
| RLJ Lodging Trust LP | Long | Debt | US | $783K | – | 0.02 |
| RLJ Lodging Trust LP | Long | Debt | US | $553K | – | 0.01 |
| Roche Holdings Inc | Long | Debt | US | $947K | – | 0.02 |
| Rogers Communications Inc | Long | Debt | CA | $3M | – | 0.06 |
| Romania Government Bond | Long | Debt | RO | $5M | – | 0.11 |
| Romania Government Bond | Long | Debt | RO | $3M | – | 0.06 |
| Romania Government Bond | Long | Debt | RO | $74K | – | 0.00 |
| Romania Government International Bonds | Long | Debt | RO | $3M | – | 0.06 |
| Romania Government International Bonds | Long | Debt | RO | $2M | – | 0.04 |
| Romania Government International Bonds | Long | Debt | RO | $220K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $963K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $512K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $343K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $226K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $172K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $164K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $149K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $118K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $113K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $81K | – | 0.00 |
| Royal Bank of Canada | Long | Debt | CA | $6M | – | 0.12 |
| Royal Bank of Canada | Long | Debt | CA | $1M | – | 0.02 |
| RRX 5 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| RRX 6 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $980K | – | 0.02 |
| Sandstone Peak Ltd (Sandstone Peak Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Sandstone Peak Ltd (Sandstone Peak Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $997K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.05 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $5M | – | 0.12 |
| Sappi Papier Holding GmbH (SAPPI PAPIER HOLDNG GMBH) | Long | Debt | AT | $315K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $3M | – | 0.06 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $783K | – | 0.02 |
| SBNA Auto Lease Trust 2023-A | Long | ABS-other | US | $169K | – | 0.00 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $173K | – | 0.00 |
| SCCU Auto Receivables Trust 2024-1 (Space Coast Credit Union) | Long | ABS-other | US | $146K | – | 0.00 |
| Schaeffler AG | Long | Debt | DE | $1M | – | 0.03 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $782K | – | 0.02 |
| SeaWorld Parks & Entertainment Inc | Long | Debt | US | $1M | – | 0.03 |
| Senegal Government International Bond (Republic of Senegal) | Long | Debt | SN | $141K | – | 0.00 |
| Sensata Technologies BV | Long | Debt | NL | $577K | – | 0.01 |
| Sensata Technologies Inc | Long | Debt | US | $289K | – | 0.01 |
| SEPLAT Energy PLC | Long | Debt | NG | $197K | – | 0.00 |
| Sequoia Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| Sequoia Mortgage Trust 2024-7 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $366K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $186K | – | 0.00 |
| SES SA | Long | Debt | LU | $680K | – | 0.01 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.09 |
| SFS Auto Receivables Securitization Trust 2024-2 | Long | ABS-other | US | $870K | – | 0.02 |
| SG Residential Mortgage Trust 2021-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Shea Homes LP / Shea Homes Funding Corp (SHEA HOMES LP/FNDG CP) | Long | Debt | US | $982K | – | 0.02 |
| SHER Trust 2024-DAL | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Shriram Finance Ltd | Long | Debt | IN | $201K | – | 0.00 |
| Sierra Timeshare 2019-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $573K | – | 0.01 |
| Sierra Timeshare 2020-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $534K | – | 0.01 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $1M | – | 0.03 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $272K | – | 0.01 |
| Sierra Timeshare 2022-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Sierra Timeshare 2023-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $946K | – | 0.02 |
| Sierra Timeshare 2023-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Sierra Timeshare 2023-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $972K | – | 0.02 |
| Sierra Timeshare 2023-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $479K | – | 0.01 |
| Sierra Timeshare 2024-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $4M | – | 0.08 |
| Sierra Timeshare 2024-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $1M | – | 0.02 |
| Sierra Timeshare 2024-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $6M | – | 0.13 |
| Signal Peak CLO 11 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Signal Peak CLO 11 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Signal Peak CLO 7 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| Simon Property Group LP | Long | Debt | US | $2M | – | 0.03 |
| Sinopec Group Overseas Development 2018 Ltd (SINOPEC GRP DEV 2018) | Long | Debt | VG | $196K | – | 0.00 |
| Sinopec Group Overseas Development 2018 Ltd (SINOPEC GRP DEV 2018) | Long | Debt | VG | $191K | – | 0.00 |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc (SIX FLAGS ENTER / THEME) | Long | Debt | US | $406K | – | 0.01 |
| Six Flags Entertainment Corp/DE | Long | Debt | US | $2M | – | 0.03 |
| Six Flags Entertainment Corp/DE | Long | Debt | US | $363K | – | 0.01 |
| SK Hynix Inc | Long | Debt | KR | $208K | – | 0.00 |
| SK Hynix Inc | Long | Debt | KR | $203K | – | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $3M | – | 0.07 |
| Slovakia Government Bond | Long | Debt | SK | $239K | – | 0.01 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Program LLC) | Long | ABS-other | US | $1M | – | 0.03 |
| SONIA 1YR MIDCURV DEC24C 96.2 | Derivative-interest rate | GB | $149K | – | 0.00 | |
| SONIA 1YR MIDCURV DEC24C 96.4 | Derivative-interest rate | GB | $-106K | – | -0.00 | |
| SONIA 1YR MIDCURV DEC24C 96.6 | Derivative-interest rate | GB | $-74K | – | -0.00 | |
| SONIA 1YR MIDCURV DEC24C 96.8 | Derivative-interest rate | GB | $51K | – | 0.00 | |
| Sotheby's Artfi Master Trust (Sothebyfr 1/64 13/32s Artfi Master Trust 2024-A) | Long | ABS-other | US | $8M | – | 0.18 |
| Southern Co/The | Long | Debt | US | $9M | – | 0.19 |
| Southern Co/The | Long | Debt | US | $3M | – | 0.07 |
| Southern Gas Corridor CJSC | Long | Debt | AZ | $605K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $346K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $290K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $150K | – | 0.00 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $73K | – | 0.00 |
| Spain Government Bonds | Long | Debt | ES | $342K | – | 0.01 |
| Spain Government Bonds | Long | Debt | ES | $222K | – | 0.00 |
| Spain Government Bonds | Long | Debt | ES | $222K | – | 0.00 |
| Spain Government Bonds | Long | Debt | ES | $143K | – | 0.00 |
| Spain Government Bonds | Long | Debt | ES | $53K | – | 0.00 |
| Spain Government Bonds | Long | Debt | ES | $21K | – | 0.00 |
| SPDR Portfolio High Yield Bond ETF | Long | Equity-common | US | $32M | 1M | 0.69 |
| Spectra Energy Partners LP | Long | Debt | US | $803K | – | 0.02 |
| SPX FLOW Inc | Long | Debt | US | $1M | – | 0.02 |
| Sri Lanka Government International Bond (Republic of Sri Lanka) | Long | Debt | LK | $168K | – | 0.00 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $111K | – | 0.00 |
| SSE PLC | Long | Debt | GB | $4M | – | 0.08 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $7M | – | 0.15 |
| Standard Chartered PLC | Long | Debt | GB | $204K | – | 0.00 |
| Standard Industries Inc/NJ | Long | Debt | US | $993K | – | 0.02 |
| Standard Industries Inc/NJ | Long | Debt | US | $672K | – | 0.01 |
| Standard Industries Inc/NJ (STANDARD INDUSTR INC/NJ) | Long | Debt | US | $306K | – | 0.01 |
| Star Parent Inc | Long | Debt | US | $2M | – | 0.04 |
| Starwood Mortgage Residential Trust 2021-5 | Long | ABS-mortgage backed security | US | $17M | – | 0.37 |
| Starwood Property Trust Inc | Long | Debt | US | $1M | – | 0.03 |
| State Street Corp | Long | Debt | US | $5M | – | 0.10 |
| State Street Corp | Long | Debt | US | $3M | – | 0.07 |
| State Street Corp | Long | Debt | US | $660K | – | 0.01 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $99M | 99M | 2.13 |
| Stedin Holding NV | Long | Debt | NL | $2M | – | 0.04 |
| Stillwater Mining Co | Long | Debt | US | $198K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $7M | – | 0.16 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.04 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.04 |
| Summer BC Holdco B SARL | Long | Debt | LU | $959K | – | 0.02 |
| Surgery Center Holdings Inc | Long | Debt | US | $2M | – | 0.04 |
| Svenska Handelsbanken AB | Long | Debt | SE | $7M | – | 0.16 |
| SWAP/CDSWAP/ICE: (COLOM) | Derivative-credit | US | $252K | – | 0.01 | |
| SWAP/CDSWAP/ICE: (ITRAXX.XO.41.V1) | Derivative-credit | US | $-105K | – | -0.00 | |
| Symphony CLO 44 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| Synthomer PLC | Long | Debt | GB | $1M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $6M | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $572K | – | 0.01 |
| Taco Bell Funding LLC (TACO BELL FUNDING, LLC) | Long | ABS-other | US | $10M | – | 0.22 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $900K | – | 0.02 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $839K | – | 0.02 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $118K | – | 0.00 |
| Taubman Centers Commercial Mortgage Trust 2022-DPM | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| TD SYNNEX Corp | Long | Debt | US | $6M | – | 0.12 |
| Team Health Holdings Inc | Long | Debt | US | $879K | – | 0.02 |
| Techem Verwaltungsgesellschaft 674 mbH | Long | Debt | DE | $1M | – | 0.02 |
| Telecom Italia SpA/Milano | Long | Debt | IT | $977K | – | 0.02 |
| Telecom Italia SpA/Milano | Long | Debt | IT | $287K | – | 0.01 |
| Telefonica Europe BV | Long | Debt | NL | $2M | – | 0.04 |
| Telefonica Europe BV | Long | Debt | NL | $1M | – | 0.03 |
| Telefonica Europe BV | Long | Debt | NL | $516K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $796K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $728K | – | 0.02 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $206K | – | 0.00 |
| Tesla Auto Lease Trust 2023-B | Long | ABS-other | US | $138K | – | 0.00 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $2M | – | 0.05 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $2M | – | 0.04 |
| TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE (Texas Private Activity Bond Surface Transportation Corp) | Long | Debt | US | $1M | – | 0.03 |
| TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU (Central Texas Turnpike System) | Long | Debt | US | $2M | – | 0.04 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $158K | – | 0.00 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $694K | – | 0.01 |
| TIF Funding III LLC | Long | ABS-other | US | $5M | – | 0.11 |
| TIF Funding III LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Timken Co/The | Long | Debt | US | $158K | – | 0.00 |
| TK Elevator Holdco GmbH | Long | Debt | DE | $955K | – | 0.02 |
| TK Elevator Midco GmbH | Long | Debt | DE | $3M | – | 0.06 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $4M | – | 0.08 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $4M | – | 0.08 |
| Towd Point Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| Toyota Auto Receivables 2022-D Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $67K | – | 0.00 |
| Toyota Auto Receivables 2023-A Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $56K | – | 0.00 |
| Toyota Auto Receivables 2023-B Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $90K | – | 0.00 |
| Toyota Auto Receivables 2023-D Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $441K | – | 0.01 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $6M | – | 0.13 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $4M | – | 0.09 |
| TransDigm Inc | Long | Debt | US | $1M | – | 0.02 |
| TransDigm Inc | Long | Debt | US | $472K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $387K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $383K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $375K | – | 0.01 |
| TRESTLES CLO 2017-1 Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| TRESTLES CLO II LTD (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Trident Energy Finance PLC | Long | Debt | GB | $208K | – | 0.00 |
| Trident TPI Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| Trinitas CLO XVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Trivium Packaging Finance BV | Long | Debt | NL | $913K | – | 0.02 |
| Tronox Inc | Long | Debt | US | $1M | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $6M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $5M | – | 0.11 |
| Truist Financial Corp | Long | Debt | US | $5M | – | 0.10 |
| Truist Financial Corp | Long | Debt | US | $332K | – | 0.01 |
| Trust Fibra Uno (TRUST F/1401) | Long | Debt | MX | $197K | – | 0.00 |
| Tullow Oil PLC | Long | Debt | GB | $166K | – | 0.00 |
| Turkiye Government International Bonds | Long | Debt | TR | $220K | – | 0.00 |
| Turkiye Ihracat Kredi Bankasi AS (TURK IHRACAT KR BK) | Long | Debt | TR | $209K | – | 0.00 |
| Turkiye Vakiflar Bankasi TAO | Long | Debt | TR | $2M | – | 0.04 |
| Turkiye Vakiflar Bankasi TAO | Long | Debt | TR | $295K | – | 0.01 |
| TVL Finance PLC | Long | Debt | JE | $991K | – | 0.02 |
| U.K. Gilts | Long | Debt | GB | $161K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.03 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $132K | – | 0.00 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1000K | – | 0.02 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $215K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $7M | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $4M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $749K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $351K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $109K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $106K | – | 0.00 |
| UGI International LLC | Long | Debt | US | $665K | – | 0.01 |
| UKG Inc | Long | Debt | US | $2M | – | 0.05 |
| Ukraine Government International Bond | Long | Debt | UA | $1M | – | 0.03 |
| Ukraine Government International Bond | Long | Debt | UA | $73K | – | 0.00 |
| Unibail-Rodamco-Westfield SE | Long | Debt | FR | $3M | – | 0.06 |
| UniCredit SpA | Long | Debt | IT | $254K | – | 0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $145M | – | 3.10 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $126M | – | 2.71 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $69M | – | 1.49 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $42M | – | 0.90 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $23M | – | 0.49 |
| United Airlines Inc | Long | Debt | US | $512K | – | 0.01 |
| United Group BV | Long | Debt | NL | $1M | – | 0.03 |
| United Group BV | Long | Debt | NL | $532K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $581K | – | 0.01 |
| Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $845K | – | 0.02 |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $1M | – | 0.03 |
| Uruguay Government International Bonds | Long | Debt | UY | $1M | – | 0.03 |
| US 10YR NOTE (CBT)SEP24 | Derivative-interest rate | US | $13M | – | 0.28 | |
| US 10YR ULTRA FUT SEP24 | Derivative-interest rate | US | $26K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 | Derivative-interest rate | US | $-36K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $2M | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $11M | – | 0.24 | |
| US Bancorp | Long | Debt | US | $9M | – | 0.20 |
| US Bank NA (U.S. Bank National Association) | Long | ABS-other | US | $5M | – | 0.11 |
| US Foods Inc | Long | Debt | US | $680K | – | 0.01 |
| US Foods Inc | Long | Debt | US | $571K | – | 0.01 |
| US LONG BOND(CBT) SEP24 | Derivative-interest rate | US | $-3M | – | -0.06 | |
| US ULTRA BOND CBT SEP24 | Derivative-interest rate | US | $-10M | – | -0.22 | |
| UTAH ST TRANSIT AUTH SALES TAX REVENUE (Utah Transit Authority) | Long | Debt | US | $2M | – | 0.03 |
| Valeo SE | Long | Debt | FR | $1M | – | 0.03 |
| Vattenfall AB | Long | Debt | SE | $5M | – | 0.11 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $196K | – | 0.00 |
| Venture Global LNG Inc | Long | Debt | US | $904K | – | 0.02 |
| Venture Global LNG Inc | Long | Debt | US | $477K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $455K | – | 0.01 |
| Veolia Environnement SA | Long | Debt | FR | $3M | – | 0.07 |
| Veolia Environnement SA | Long | Debt | FR | $1M | – | 0.02 |
| Veolia Environnement SA | Long | Debt | FR | $196K | – | 0.00 |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| Verde Purchaser LLC | Long | Debt | US | $744K | – | 0.02 |
| Verisure Holding AB | Long | Debt | SE | $1M | – | 0.03 |
| Verisure Midholding AB | Long | Debt | SE | $2M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.09 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $219K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $144K | – | 0.00 |
| Verizon Master Trust | Long | ABS-other | US | $337K | – | 0.01 |
| Verizon Master Trust | Long | ABS-other | US | $274K | – | 0.01 |
| Verus Securitization Trust 2021-6 | Long | ABS-mortgage backed security | US | $17M | – | 0.36 |
| Verus Securitization Trust 2021-6 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Verus Securitization Trust 2022-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Verus Securitization Trust 2024-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Verus Securitization Trust 2024-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| VF Ukraine PAT via VFU Funding PLC (VF UKRAINE (VFU FUNDING)) | Long | Debt | UA | $222K | – | 0.00 |
| Vibrantz Technologies Inc (VIBRANTZ TECH INC) | Long | Debt | US | $474K | – | 0.01 |
| Viking Cruises Ltd | Long | Debt | BM | $1M | – | 0.03 |
| Viking Ocean Cruises Ship VII Ltd | Long | Debt | BM | $789K | – | 0.02 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $717K | – | 0.02 |
| Virgin Media Vendor Financing Notes III DAC | Long | Debt | IE | $2M | – | 0.04 |
| Virgin Money UK PLC | Long | Debt | GB | $109K | – | 0.00 |
| Vistra Corp | Long | Debt | US | $2M | – | 0.04 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $666K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $396K | – | 0.01 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $188K | – | 0.00 |
| Vodafone Group PLC | Long | Debt | GB | $8M | – | 0.18 |
| Vodafone Group PLC | Long | Debt | GB | $5M | – | 0.11 |
| Vodafone Group PLC | Long | Debt | GB | $731K | – | 0.02 |
| Volkswagen Auto Lease Trust 2023-A | Long | ABS-other | US | $392K | – | 0.01 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $1M | – | 0.02 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $201K | – | 0.00 |
| Volkswagen International Finance NV (VOLKSWAGEN INTL FIN NV) | Long | Debt | NL | $5M | – | 0.10 |
| Voya CLO 2018-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $244K | – | 0.01 |
| Wand NewCo 3 Inc | Long | Debt | US | $1M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $18M | – | 0.39 |
| Warnermedia Holdings Inc | Long | Debt | US | $214K | – | 0.00 |
| Wellington Management Clo 3 Ltd (Wellington Management CLO 1 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Wells Fargo Bank NA | Long | Debt | US | $2M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Westpac Banking Corp | Long | Debt | AU | $6M | – | 0.13 |
| Westpac Banking Corp | Long | Debt | AU | $3M | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2013-C14 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $33.14 | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C22 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $111.59 | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C25 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $367.63 | – | 0.00 |
| White Cap Parent LLC | Long | Debt | US | $579K | – | 0.01 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Windsor Holdings III LLC | Long | Debt | US | $2M | – | 0.04 |
| Wintershall Dea Finance 2 BV (WINTERSHALL DEA FIN 2BV) | Long | Debt | NL | $586K | – | 0.01 |
| World Omni Auto Receivables Trust 2023-A | Long | ABS-other | US | $148K | – | 0.00 |
| World Omni Auto Receivables Trust 2023-B | Long | ABS-other | US | $449K | – | 0.01 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $988K | – | 0.02 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $483K | – | 0.01 |
| Wrangler Holdco Corp | Long | Debt | US | $1M | – | 0.03 |
| Wyndham Hotels & Resorts Inc | Long | Debt | US | $991K | – | 0.02 |
| Wynn Macau Ltd | Long | Debt | KY | $1M | – | 0.03 |
| Wynn Macau Ltd | Long | Debt | KY | $197K | – | 0.00 |
| XHR LP | Long | Debt | US | $840K | – | 0.02 |
| XP Inc | Long | Debt | KY | $262K | – | 0.01 |
| XPO Inc | Long | Debt | US | $2M | – | 0.04 |
| Yapi ve Kredi Bankasi AS | Long | Debt | TR | $603K | – | 0.01 |
| Yapi ve Kredi Bankasi AS | Long | Debt | TR | $214K | – | 0.00 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $403K | – | 0.01 |
| Zambia Government International Bond (REPUBLIC OF ZAMBIA) | Long | Debt | ZM | $74K | – | 0.00 |
| ZF Europe Finance BV | Long | Debt | NL | $2M | – | 0.04 |
| ZF Finance GmbH | Long | Debt | DE | $943K | – | 0.02 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $600K | – | 0.01 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $522K | – | 0.01 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $407K | – | 0.01 |
| Ziff Davis Inc | Long | Debt | US | $965K | – | 0.02 |
| Ziggo Bond Co BV | Long | Debt | NL | $1M | – | 0.03 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $7M | – | 0.14 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $4M | – | 0.10 |
Address
NEUBERGER BERMAN INCOME FUNDS
1290 AVENUE OF THE AMERICAS
NEW YORK
New York
10104
United States of America
Websites
Directors
Deborah C. McLean
Ami Kaplan
George W. Morriss
Joseph V. Amato
James G. Stavridis
Michael M. Knetter
Franklyn E. Smith
Michael J. Cosgrove
Tom D. Seip
Marc Gary
Martha C. Goss
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
Bloomberg L.P.
S&P Global Inc.
Refinitiv US Holdings Inc.
ICE Data Services, Inc.
PricingDirect Inc.
Custodians
Standard Chartered Bank Malaysia Berhad
State Street Bank International GmbH
Royal Bank of Canada
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
Citibank, National Association (Singapore, SG, Branch)
Standard Chartered Bank (Thai) Public Company Limited
AS SEB banka
Privredna Banka Zagreb - Dionicko Drustvo
Banco de Chile
Citibank Europe Public Limited Company
HSBC Bank (China) Company Limited
Bank Handlowy w Warszawie Spolka Akcyjna
State Street Trust Company Canada
AB SEB bankas
Bank Hapoalim B.M.
Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Joint Stock Company 'Commercial Bank CitiBank'
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
BNP Paribas
Ceskoslovenska obchodni banka, a. s.
Standard Chartered Bank Uganda Limited
Stanbic IBTC Bank PLC
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
Citibank, National Association (Cairo, Cairo, EG, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
The Hongkong and Shanghai Banking Corporation Limited
Citibank del Peru S.A.
Standard Chartered Bank Ghana PLC
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
State Street Bank and Trust Company
Euroclear Bank
HSBC Bank Bermuda Limited
Standard Chartered Bank Kenya Limited
Cititrust Colombia S A Sociedad Fiduciaria
Citibank, Anonim Sirketi
UniCredit Bank Hungary Zrt.
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Joint Stock Company 'Citibank'
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
UniCredit Bank Srbija a.d. Beograd
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Standard Chartered Bank (Hong Kong) Limited
First Abu Dhabi Bank P.J.S.C.
BNP Paribas (Athens, Attica, GR, Branch)
Standard Chartered Bank Zambia PLC
State Street Bank and Trust Company (Edinburgh, GB, Branch)
UBS Switzerland AG
Banco Itau Uruguay S.A.
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Neuberger Berman Investment Advisers LLC
State Street Bank and Trust Company
Brokers
Goldman Sachs & Co. LLC