SUNAMERICA > SEASONS SERIES TRUST
SA Multi-Managed Diversified Fixed Income Portfolio
$724.43M
Avg Monthly Net Assets
$781.96M
Total Assets
$127.19M
Total Liabilities
$654.78M
Net Assets
SA Multi-Managed Diversified Fixed Income Portfolio is an Underlying fund in SEASONS SERIES TRUST
from SUNAMERICA,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $724.43M.
On August 28th, 2024 it reported 1,957 holdings, the largest
being UMBS, TBA (2.9%), Government National Mortgage Association (2.7%) and UMBS, TBA (2.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000021823 | ||
| Class 2 | C000021824 | ||
| Class 3 | C000021825 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $308K | – | 0.05 |
| 510 Asset Backed 2021-NPL2 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $414K | – | 0.06 |
| AASET 2020-1 Trust (Apollo Aviation Securitization Equity Trust) | Long | ABS-other | US | $88K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $279K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $104K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $100K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $78K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $36K | – | 0.01 |
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $195K | – | 0.03 |
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $177K | – | 0.03 |
| Adjustable Rate Mortgage Trust 2005-10 | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Adjustable Rate Mortgage Trust 2005-9 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Adobe Inc | Long | Debt | US | $27K | – | 0.00 |
| AES Corp/The | Long | Debt | US | $90K | – | 0.01 |
| AES Corp/The | Long | Debt | US | $47K | – | 0.01 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $336K | – | 0.05 |
| AG Issuer LLC | Long | Debt | US | $10K | – | 0.00 |
| AGCO Corp | Long | Debt | US | $115K | – | 0.02 |
| AGCO Corp | Long | Debt | US | $105K | – | 0.02 |
| Agilent Technologies Inc | Long | Debt | US | $88K | – | 0.01 |
| Ahead DB Holdings LLC | Long | Debt | US | $43K | – | 0.01 |
| Air Canada | Long | Debt | CA | $29K | – | 0.00 |
| Aircastle Ltd | Long | Debt | BM | $5K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $354K | – | 0.05 |
| Aker BP ASA | Long | Debt | NO | $255K | – | 0.04 |
| Aker BP ASA | Long | Debt | NO | $194K | – | 0.03 |
| Alabama Power Co | Long | Debt | US | $371K | – | 0.06 |
| Alabama Power Co | Long | Debt | US | $367K | – | 0.06 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $40K | – | 0.01 |
| Alcon Finance Corp | Long | Debt | US | $326K | – | 0.05 |
| Alcon Finance Corp | Long | Debt | US | $255K | – | 0.04 |
| Alcon Finance Corp | Long | Debt | US | $200K | – | 0.03 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $21K | – | 0.00 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $485K | – | 0.07 |
| Allegion US Holding Co Inc | Long | Debt | US | $62K | – | 0.01 |
| Allegion US Holding Co Inc | Long | Debt | US | $26K | – | 0.00 |
| Allstate Corp/The | Long | Debt | US | $63K | – | 0.01 |
| Ally Financial Inc | Long | Debt | US | $30K | – | 0.00 |
| Alternative Loan Trust 2005-56 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Alternative Loan Trust 2005-64CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Alternative Loan Trust 2005-64CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Alternative Loan Trust 2005-72 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Alternative Loan Trust 2006-9T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Altice France SA | Long | Debt | FR | $132K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $81K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $58K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $43K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $23K | – | 0.00 |
| Amcor Flexibles North America Inc | Long | Debt | US | $35K | – | 0.01 |
| Ameren Corp | Long | Debt | US | $777K | – | 0.12 |
| Ameren Corp | Long | Debt | US | $28K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $32K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $26K | – | 0.00 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $286K | – | 0.04 |
| American Electric Power Co Inc | Long | Debt | US | $547K | – | 0.08 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $157K | – | 0.02 |
| American Express Credit Account Master Trust 2023-2 | Long | ABS-other | US | $249K | – | 0.04 |
| American Home Mortgage Assets Trust 2006-3 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $294K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $152K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $102K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $60K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $52K | – | 0.01 |
| Americo Life Inc | Long | Debt | US | $48K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $1M | – | 0.15 |
| Amgen Inc | Long | Debt | US | $161K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $147K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $90K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $37K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $18K | – | 0.00 |
| Amphenol Corp | Long | Debt | US | $38K | – | 0.01 |
| Amphenol Corp | Long | Debt | US | $23K | – | 0.00 |
| Angel Oak Mortgage Trust 2019-5 | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| Angel Oak Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $198K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $363K | – | 0.06 |
| Angel Oak Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $333K | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $349K | – | 0.05 |
| Angola Government International Bonds | Long | Debt | AO | $292K | – | 0.04 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $100K | – | 0.02 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $29K | – | 0.00 |
| Antero Resources Corp | Long | Debt | US | $19K | – | 0.00 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $214K | – | 0.03 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $108K | – | 0.02 |
| Aon North America Inc | Long | Debt | US | $672K | – | 0.10 |
| Aon North America Inc | Long | Debt | US | $80K | – | 0.01 |
| Aon North America Inc | Long | Debt | US | $51K | – | 0.01 |
| Apache Corp | Long | Debt | US | $121K | – | 0.02 |
| Apache Corp | Long | Debt | US | $35K | – | 0.01 |
| Apache Corp | Long | Debt | US | $33K | – | 0.01 |
| Apollo Commercial Real Estate Finance Inc (APOLLO CMMRL REAL EST FI) | Long | Debt | US | $44K | – | 0.01 |
| Apple Inc | Long | Debt | US | $109K | – | 0.02 |
| Apple Inc | Long | Debt | US | $35K | – | 0.01 |
| Apple Inc | Long | Debt | US | $32K | – | 0.00 |
| Apple Inc | Long | Debt | US | $19K | – | 0.00 |
| Applied Materials Inc | Long | Debt | US | $29K | – | 0.00 |
| ArcelorMittal SA | Long | Debt | LU | $67K | – | 0.01 |
| Archrock Partners LP / Archrock Partners Finance Corp (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $15K | – | 0.00 |
| Archrock Partners LP / Archrock Partners Finance Corp (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $10K | – | 0.00 |
| ARI Fleet Lease Trust 2023-A | Long | ABS-other | US | $435K | – | 0.07 |
| Arizona Public Service Co | Long | Debt | US | $223K | – | 0.03 |
| Arizona Public Service Co | Long | Debt | US | $73K | – | 0.01 |
| Arthur J Gallagher & Co | Long | Debt | US | $33K | – | 0.01 |
| Arthur J Gallagher & Co | Long | Debt | US | $28K | – | 0.00 |
| Arthur J Gallagher & Co | Long | Debt | US | $18K | – | 0.00 |
| Ashtead Capital Inc | Long | Debt | US | $963K | – | 0.15 |
| Astrazeneca Finance LLC | Long | Debt | US | $79K | – | 0.01 |
| Astrazeneca Finance LLC | Long | Debt | US | $77K | – | 0.01 |
| Astrazeneca Finance LLC | Long | Debt | US | $73K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $508K | – | 0.08 |
| AT&T Inc | Long | Debt | US | $190K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $184K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $149K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $31K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $19K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.24 |
| Athene Global Funding | Long | Debt | US | $118K | – | 0.02 |
| Athene Holding Ltd | Long | Debt | US | $416K | – | 0.06 |
| Athene Holding Ltd | Long | Debt | US | $16K | – | 0.00 |
| ATI Inc | Long | Debt | US | $17K | – | 0.00 |
| Atmos Energy Corp | Long | Debt | US | $16K | – | 0.00 |
| AutoZone Inc | Long | Debt | US | $327K | – | 0.05 |
| AutoZone Inc | Long | Debt | US | $320K | – | 0.05 |
| AutoZone Inc | Long | Debt | US | $182K | – | 0.03 |
| AutoZone Inc | Long | Debt | US | $74K | – | 0.01 |
| AutoZone Inc | Long | Debt | US | $20K | – | 0.00 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc (AVIS BUDGET CAR/FINANCE) | Long | Debt | US | $23K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $319K | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $129K | – | 0.02 |
| BA Credit Card Trust (Bank of America Credit Card Trust) | Long | ABS-other | US | $150K | – | 0.02 |
| Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV) | Long | Debt | XX | $99K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $423K | – | 0.06 |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance (BALDWIN INSUR GRP/FIN) | Long | Debt | US | $14K | – | 0.00 |
| Ball Corp | Long | Debt | US | $1M | – | 0.21 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $331K | – | 0.05 |
| Banc of America Funding 2007-1 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Banc of America Funding 2007-A Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Banca Comerciala Romana SA | Long | Debt | RO | $224K | – | 0.03 |
| Banca Transilvania SA | Long | Debt | RO | $339K | – | 0.05 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $115K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $200K | – | 0.03 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $432K | – | 0.07 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| BANK 2018-BNK14 | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| BANK 2019-BNK23 | Long | ABS-mortgage backed security | US | $204K | – | 0.03 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| BANK 2020-BNK28 | Long | ABS-mortgage backed security | US | $394K | – | 0.06 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $198K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $993K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $834K | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $766K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $435K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $425K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $241K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $225K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $177K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $160K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $124K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $93K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $86K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $53K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $45K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $38K | – | 0.01 |
| BANK OF AMERICA MASTER NOTE (BofA Securities, Inc.) | Long | Repurchase agreement | US | $2M | – | 0.25 |
| Bank of Ireland Group PLC | Long | Debt | IE | $696K | – | 0.11 |
| Bank of Montreal | Long | Debt | CA | $379K | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $596K | – | 0.09 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $331K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $253K | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $100K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $59K | – | 0.01 |
| BankUnited Inc | Long | Debt | US | $171K | – | 0.03 |
| BARCLAYS CAPITAL REPO (Barclays Bank PLC) | Long | Repurchase agreement | US | $1M | – | 0.21 |
| Barclays PLC | Long | Debt | GB | $847K | – | 0.13 |
| Barclays PLC | Long | Debt | GB | $179K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $583K | – | 0.09 |
| Baytex Energy Corp | Long | Debt | CA | $20K | – | 0.00 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $172K | – | 0.03 |
| BCAP LLC Trust 2006-AA2 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Bear Stearns ALT-A Trust 2005-10 | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-1 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $72K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $29K | – | 0.00 |
| Belo Corp | Long | Debt | US | $53K | – | 0.01 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Benchmark 2018-B4 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $230K | – | 0.04 |
| Benchmark 2019-B11 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $576K | – | 0.09 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| Benefit Street Partners CLO X Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.10 |
| Benefit Street Partners CLO XXXI Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $519K | – | 0.08 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $193K | – | 0.03 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $168K | – | 0.03 |
| Block Inc | Long | Debt | US | $672K | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $446K | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $185K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $629K | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $229K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $208K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $76K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $48K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $42K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $34K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $30K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $29K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $27K | – | 0.00 |
| Booz Allen Hamilton Inc | Long | Debt | US | $360K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $814K | – | 0.12 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $312K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $278K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $254K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $162K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $119K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $42K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.15 |
| BPCE SA | Long | Debt | FR | $766K | – | 0.12 |
| BPCE SA | Long | Debt | FR | $498K | – | 0.08 |
| BPCE SA | Long | Debt | FR | $379K | – | 0.06 |
| BPR Trust 2022-STAR | Long | ABS-mortgage backed security | US | $510K | – | 0.08 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $214K | – | 0.03 |
| BRAVO Residential Funding Trust 2021-NQM1 | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $1M | – | 0.22 |
| Bread Financial Holdings Inc (BREAD FINANCIAL HLDGS) | Long | Debt | US | $49K | – | 0.01 |
| Brinker International Inc | Long | Debt | US | $20K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $266K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $76K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $48K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $43K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $34K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $18K | – | 0.00 |
| British Airways 2021-1 Class A Pass Through Trust (BRITISH AIR 21-1 A PPT) | Long | Debt | US | $66K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $103K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $82K | – | 0.01 |
| Brookfield Finance Inc | Long | Debt | CA | $707K | – | 0.11 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $429K | – | 0.07 |
| Builders FirstSource Inc | Long | Debt | US | $705K | – | 0.11 |
| Bunker Hill Loan Depositary Trust 2019-2 | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| Burford Capital Global Finance LLC (BURFORD CAPITAL GLBL FIN) | Long | Debt | US | $29K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $49K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $48K | – | 0.01 |
| BX Commercial Mortgage Trust 2019-IMC (BX Trust) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $418K | – | 0.06 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| C&S Group Enterprises LLC | Long | Debt | US | $52K | – | 0.01 |
| Cable One Inc | Long | Debt | US | $30K | – | 0.00 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $14K | – | 0.00 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $4K | – | 0.00 |
| CaixaBank SA | Long | Debt | ES | $199K | – | 0.03 |
| Calpine Corp | Long | Debt | US | $42K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $29K | – | 0.00 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $671K | – | 0.10 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $43K | – | 0.01 | |
| Canadian Pacific Railway Co | Long | Debt | CA | $44K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $43K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $669K | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $593K | – | 0.09 |
| Capital One Financial Corp | Long | Debt | US | $528K | – | 0.08 |
| Capital One Financial Corp | Long | Debt | US | $284K | – | 0.04 |
| Capstone Borrower Inc | Long | Debt | US | $31K | – | 0.00 |
| Cardinal Health Inc | Long | Debt | US | $106K | – | 0.02 |
| Cardinal Health Inc | Long | Debt | US | $31K | – | 0.00 |
| Cargo Aircraft Management Inc | Long | Debt | US | $75K | – | 0.01 |
| Carlyle US CLO 2024-2 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.05 |
| Carnival Corp | Long | Debt | PA | $86K | – | 0.01 |
| Carnival Corp | Long | Debt | PA | $12K | – | 0.00 |
| Carrier Global Corp | Long | Debt | US | $60K | – | 0.01 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $75K | – | 0.01 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $58K | – | 0.01 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $43K | – | 0.01 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $40K | – | 0.01 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $21K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $34K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $14K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $8K | – | 0.00 |
| CD 2016-CD2 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| CEC Entertainment LLC | Long | Debt | US | $50K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $553K | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $481K | – | 0.07 |
| Celanese US Holdings LLC | Long | Debt | US | $298K | – | 0.05 |
| Cencora Inc | Long | Debt | US | $78K | – | 0.01 |
| Cencora Inc | Long | Debt | US | $36K | – | 0.01 |
| Cencosud SA | Long | Debt | CL | $206K | – | 0.03 |
| Cenovus Energy Inc | Long | Debt | CA | $62K | – | 0.01 |
| Centene Corp | Long | Debt | US | $823K | – | 0.13 |
| Centene Corp | Long | Debt | US | $151K | – | 0.02 |
| Central Parent Inc / CDK Global Inc (CNTRL PARENT/CDK GLB INC) | Long | Debt | US | $25K | – | 0.00 |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc (CNT PRNT/CDK GLO II/FIN) | Long | Debt | US | $7K | – | 0.00 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $194K | – | 0.03 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $187K | – | 0.03 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $124K | – | 0.02 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $97K | – | 0.01 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $86K | – | 0.01 |
| CF Industries Inc | Long | Debt | US | $72K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.19 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $744K | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $715K | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $183K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $151K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $122K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $91K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $84K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $46K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $45K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $41K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $26K | – | 0.00 |
| Chase Mortgage Finance Corp (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2005-A1 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2005-S3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $229K | – | 0.03 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $423K | – | 0.06 |
| Chevron Corp | Long | Debt | US | $94K | – | 0.01 |
| Chevron USA Inc | Long | Debt | US | $41K | – | 0.01 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $324K | – | 0.05 |
| CHICAGO IL BRD OF EDU (Chicago Board of Education) | Long | Debt | US | $236K | – | 0.04 |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE (Chicago Transit Authority Sales Tax Receipts Fund) | Long | Debt | US | $135K | – | 0.02 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $152K | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2005-2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-HYB3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-HYB7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HY4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $34K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $782K | – | 0.12 |
| Cigna Group/The | Long | Debt | US | $74K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $29K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $22K | – | 0.00 |
| Cisco Systems Inc | Long | Debt | US | $360K | – | 0.05 |
| Cisco Systems Inc | Long | Debt | US | $234K | – | 0.04 |
| Cisco Systems Inc | Long | Debt | US | $80K | – | 0.01 |
| Cisco Systems Inc | Long | Debt | US | $17K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $58.35 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC29 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $423K | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $257K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $119K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $108K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $75K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $74K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $28K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $26K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $22K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $15K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2018-RP3 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $279K | – | 0.04 |
| Citizens Financial Group Inc | Long | Debt | US | $459K | – | 0.07 |
| Citizens Financial Group Inc | Long | Debt | US | $217K | – | 0.03 |
| Citizens Financial Group Inc | Long | Debt | US | $123K | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $32K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $10K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $3K | – | 0.00 |
| Clean Harbors Inc | Long | Debt | US | $1M | – | 0.17 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $17K | – | 0.00 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $521K | – | 0.08 |
| Cleveland-Cliffs Inc | Long | Debt | US | $19K | – | 0.00 |
| Cleveland-Cliffs Inc | Long | Debt | US | $5K | – | 0.00 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $28K | – | 0.00 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $15K | – | 0.00 |
| Clydesdale Acquisition Holdings Inc | Long | Debt | US | $34K | – | 0.01 |
| CMS Energy Corp | Long | Debt | US | $56K | – | 0.01 |
| CMS Energy Corp | Long | Debt | US | $38K | – | 0.01 |
| CNH Equipment Trust 2023-A | Long | ABS-other | US | $148K | – | 0.02 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $62K | – | 0.01 |
| Cobra AcquisitionCo LLC | Long | Debt | US | $43K | – | 0.01 |
| Coca-Cola Co/The | Long | Debt | US | $56K | – | 0.01 |
| Cogent Communications Group Inc | Long | Debt | US | $17K | – | 0.00 |
| Cogent Communications Group Inc / Cogent Communications Finance Inc (COGENT COMMS GRP / FIN) | Long | Debt | US | $7K | – | 0.00 |
| Colombia Government International Bonds | Long | Debt | CO | $83K | – | 0.01 |
| COLT 2021-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $314K | – | 0.05 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $547K | – | 0.08 |
| COLT 2022-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $772K | – | 0.12 |
| Columbia Cent CLO 27 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $720K | – | 0.11 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $374K | – | 0.06 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $353K | – | 0.05 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $455K | – | 0.07 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $393K | – | 0.06 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $153K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $723K | – | 0.11 |
| Comcast Corp | Long | Debt | US | $246K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $200K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $195K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $130K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $103K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $66K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $56K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $29K | – | 0.00 |
| COMM 2013-300P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $795K | – | 0.12 |
| COMM 2022-HC Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| COMM 2022-HC Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $321K | – | 0.05 |
| Comstock Resources Inc | Long | Debt | US | $37K | – | 0.01 |
| Comstock Resources Inc | Long | Debt | US | $4K | – | 0.00 |
| Conagra Brands Inc | Long | Debt | US | $102K | – | 0.02 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $17K | – | 0.00 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $527K | – | 0.08 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $228K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $210K | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $64K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $62K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $58K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $323K | – | 0.05 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $226K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $44K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $25K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $29K | – | 0.00 |
| Constellation Insurance Inc (CONSTELLATION INSURC INC) | Long | Debt | US | $196K | – | 0.03 |
| Constellation Software Inc/Canada | Long | Debt | CA | $265K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $270K | – | 0.04 |
| Corning Inc | Long | Debt | US | $78K | – | 0.01 |
| Costa Rica Government International Bond | Long | Debt | CR | $252K | – | 0.04 |
| Costco Wholesale Corp | Long | Debt | US | $35K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $322K | – | 0.05 |
| Cox Communications Inc | Long | Debt | US | $303K | – | 0.05 |
| Cox Communications Inc | Long | Debt | US | $47K | – | 0.01 |
| CPS Auto Receivables Trust 2023-B (CPS Auto Trust) | Long | ABS-other | US | $379K | – | 0.06 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $296K | – | 0.05 |
| Credit Acceptance Corp | Long | Debt | US | $32K | – | 0.00 |
| Credit Agricole SA | Long | Debt | FR | $367K | – | 0.06 |
| Crescent Energy Finance LLC | Long | Debt | US | $20K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $15K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $10K | – | 0.00 |
| CRH SMW Finance DAC | Long | Debt | IE | $200K | – | 0.03 |
| Crown Americas LLC | Long | Debt | US | $28K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $715K | – | 0.11 |
| Crown Castle Inc | Long | Debt | US | $652K | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $297K | – | 0.05 |
| Crown Castle Inc | Long | Debt | US | $23K | – | 0.00 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CSAIL 2015-C3 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $631K | – | 0.10 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $75K | – | 0.01 |
| CSMC 2017-FHA1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $275K | – | 0.04 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $419K | – | 0.06 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $267K | – | 0.04 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $364K | – | 0.06 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| CSMC Trust 2016-NXSR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| CSX Corp | Long | Debt | US | $44K | – | 0.01 |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $35K | – | 0.01 |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $2K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $435K | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $306K | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $145K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $64K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $48K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $30K | – | 0.00 |
| DAE Funding LLC | Long | Debt | US | $842K | – | 0.13 |
| Danske Bank A/S | Long | Debt | DK | $226K | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $198K | – | 0.03 |
| DB Master Finance LLC | Long | ABS-other | US | $1M | – | 0.17 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Deephaven Residential Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp (DELEK LOG PART/FINANCE) | Long | Debt | US | $26K | – | 0.00 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $70K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $62K | – | 0.01 |
| Deluxe Corp | Long | Debt | US | $40K | – | 0.01 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $799K | – | 0.12 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $255K | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $165K | – | 0.03 |
| DEUTSCHE REPO (Deutsche Bank Securities, Inc.) | Long | Repurchase agreement | US | $2M | – | 0.25 |
| Development Bank of Japan Inc (DEVELOPMENT BK OF JAPAN) | Long | Debt | JP | $262K | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $251K | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $128K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $99K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $99K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $59K | – | 0.01 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $249K | – | 0.04 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $349K | – | 0.05 |
| Discovery Communications LLC | Long | Debt | US | $500K | – | 0.08 |
| Discovery Communications LLC | Long | Debt | US | $62K | – | 0.01 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $251K | – | 0.04 |
| Dominion Energy Inc | Long | Debt | US | $840K | – | 0.13 |
| Dominion Energy Inc | Long | Debt | US | $287K | – | 0.04 |
| Dominion Energy Inc | Long | Debt | US | $65K | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $36K | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $703K | – | 0.11 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $432K | – | 0.07 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $297K | – | 0.05 |
| Dow Chemical Co/The | Long | Debt | US | $43K | – | 0.01 |
| DSLA Mortgage Loan Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $249K | – | 0.04 |
| DTE Electric Co | Long | Debt | US | $67K | – | 0.01 |
| DTE Energy Co | Long | Debt | US | $69K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $117K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $42K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $19K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $17K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $599K | – | 0.09 |
| Duke Energy Corp | Long | Debt | US | $440K | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $157K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $156K | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $30K | – | 0.00 |
| Duke Energy Indiana LLC | Long | Debt | US | $408K | – | 0.06 |
| Duke Energy Indiana LLC | Long | Debt | US | $122K | – | 0.02 |
| Duke Energy Ohio Inc | Long | Debt | US | $202K | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $20K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $725K | – | 0.11 |
| Duke Energy Progress LLC | Long | Debt | US | $171K | – | 0.03 |
| Eastern Energy Gas Holdings LLC | Long | Debt | US | $608K | – | 0.09 |
| Eastman Chemical Co | Long | Debt | US | $54K | – | 0.01 |
| Ecolab Inc | Long | Debt | US | $49K | – | 0.01 |
| Ecolab Inc | Long | Debt | US | $47K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.19 |
| Ecopetrol SA | Long | Debt | CO | $655K | – | 0.10 |
| Ecopetrol SA | Long | Debt | CO | $411K | – | 0.06 |
| Ecopetrol SA | Long | Debt | CO | $119K | – | 0.02 |
| Edgewell Personal Care Co | Long | Debt | US | $19K | – | 0.00 |
| Edison International | Long | Debt | US | $675K | – | 0.10 |
| Edison International | Long | Debt | US | $530K | – | 0.08 |
| Edison International | Long | Debt | US | $143K | – | 0.02 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $511K | – | 0.08 |
| Elevance Health Inc | Long | Debt | US | $588K | – | 0.09 |
| Elevance Health Inc | Long | Debt | US | $50K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $29K | – | 0.00 |
| Eli Lilly & Co | Long | Debt | US | $59K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $47K | – | 0.01 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| Elmwood CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $676K | – | 0.10 |
| Elmwood CLO 23 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.07 |
| Emera Inc | Long | Debt | CA | $422K | – | 0.06 |
| Emera US Finance LP | Long | Debt | US | $71K | – | 0.01 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $195K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $1M | – | 0.15 |
| Enbridge Inc | Long | Debt | CA | $574K | – | 0.09 |
| Enbridge Inc | Long | Debt | CA | $305K | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $123K | – | 0.02 |
| Energean Israel Finance Ltd | Long | Debt | IL | $227K | – | 0.03 |
| Energean Israel Finance Ltd | Long | Debt | IL | $148K | – | 0.02 |
| Energo-Pro AS (ENERGO PRO AS) | Long | Debt | CZ | $577K | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $718K | – | 0.11 |
| Energy Transfer LP | Long | Debt | US | $209K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $56K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $46K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $45K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $44K | – | 0.01 |
| EnerSys | Long | Debt | US | $42K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $753K | – | 0.12 |
| EnLink Midstream Partners LP | Long | Debt | US | $77K | – | 0.01 |
| Enova International Inc | Long | Debt | US | $51K | – | 0.01 |
| Enstar Group Ltd | Long | Debt | BM | $60K | – | 0.01 |
| Entegris Inc | Long | Debt | US | $35K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $26K | – | 0.00 |
| Entergy Texas Inc | Long | Debt | US | $87K | – | 0.01 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $350K | – | 0.05 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $130K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $14K | – | 0.00 |
| Enviri Corp | Long | Debt | US | $44K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $16K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $6K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $3K | – | 0.00 |
| EQT Corp | Long | Debt | US | $117K | – | 0.02 |
| EquipmentShare.com Inc | Long | Debt | US | $21K | – | 0.00 |
| Equitable Financial Life Global Funding | Long | Debt | US | $761K | – | 0.12 |
| Equitable Financial Life Global Funding | Long | Debt | US | $91K | – | 0.01 |
| Equitable Holdings Inc | Long | Debt | US | $121K | – | 0.02 |
| Estee Lauder Cos Inc/The (ESTEE LAUDER CO INC) | Long | Debt | US | $48K | – | 0.01 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-102K | – | -0.02 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | XX | $161K | – | 0.02 |
| Evergy Inc | Long | Debt | US | $451K | – | 0.07 |
| Eversource Energy | Long | Debt | US | $350K | – | 0.05 |
| Eversource Energy | Long | Debt | US | $294K | – | 0.04 |
| Exeter Automobile Receivables Trust 2019-4 | Long | ABS-other | US | $78K | – | 0.01 |
| Exeter Automobile Receivables Trust 2020-1 | Long | ABS-other | US | $54K | – | 0.01 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $140K | – | 0.02 |
| Expedia Group Inc | Long | Debt | US | $24K | – | 0.00 |
| F&G Global Funding | Long | Debt | US | $96K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $322K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $291K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 1.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $977K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $972K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $965K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $924K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $804K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $751K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $726K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $634K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $607K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $569K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $568K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $568K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $547K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $533K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $507K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $473K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $466K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $466K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $447K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $434K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $410K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $405K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $281K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $227K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $985.38 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298.85 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $436K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $220K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $186K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Federal Home Loan Mortgage Corp (Freddie Mac) | Long | Debt | US | $231K | – | 0.04 |
| Federal Home Loan Mortgage Corp (Freddie Mac) | Long | Debt | US | $113K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $3M | – | 0.40 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $2M | – | 0.31 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $974K | – | 0.15 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $787K | – | 0.12 |
| FedEx Corp 2020-1 Class AA Pass Through Trust (FEDEX 2020-1 CLASS AA) | Long | Debt | US | $133K | – | 0.02 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $31K | – | 0.00 |
| First Franklin Mortgage Loan Trust 2006-FF12 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $317K | – | 0.05 |
| FirstCash Inc | Long | Debt | US | $311K | – | 0.05 |
| FirstCash Inc | Long | Debt | US | $10K | – | 0.00 |
| FirstCash Inc | Long | Debt | US | $8K | – | 0.00 |
| FirstEnergy Corp | Long | Debt | US | $47K | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $82K | – | 0.01 |
| FirstEnergy Transmission LLC | Long | Debt | US | $71K | – | 0.01 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $1M | – | 0.15 |
| Fiserv Inc | Long | Debt | US | $67K | – | 0.01 |
| Flagship Credit Auto Trust 2022-3 | Long | ABS-other | US | $438K | – | 0.07 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $125K | – | 0.02 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $309K | – | 0.05 |
| Florida Power & Light Co | Long | Debt | US | $64K | – | 0.01 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $888K | – | 0.14 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $45K | – | 0.01 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $168K | – | 0.03 |
| Ford Foundation/The | Long | Debt | US | $38K | – | 0.01 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $158K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $200K | – | 0.03 |
| Fortress Intermediate 3 Inc | Long | Debt | US | $20K | – | 0.00 |
| FORWARDS GOLDMAN SACHS BOC | Short | Short-term investment vehicle | US | $-260K | -260K | -0.04 |
| FORWARDS MORGAN STANLEY BOC | Short | Short-term investment vehicle | US | $-429K | -429K | -0.07 |
| FORWARDS WELLS FARGO BOC | Short | Short-term investment vehicle | US | $-250K | -250K | -0.04 |
| Foundry JV Holdco LLC | Long | Debt | US | $790K | – | 0.12 |
| Fox Corp | Long | Debt | US | $46K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $983K | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $793K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $610K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $560K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $532K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $517K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $501K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $434K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $554K | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $284K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $245K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $357K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $342K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $870K | – | 0.13 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $322K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $462K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $580K | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $358K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $302K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2023-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $891K | – | 0.14 |
| GA Global Funding Trust | Long | Debt | US | $150K | – | 0.02 |
| Gaci First Investment Co | Long | Debt | KY | $177K | – | 0.03 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $341K | – | 0.05 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $146K | – | 0.02 |
| Garda World Security Corp | Long | Debt | CA | $36K | – | 0.01 |
| GATX Corp | Long | Debt | US | $57K | – | 0.01 |
| GATX Corp | Long | Debt | US | $46K | – | 0.01 |
| GATX Corp | Long | Debt | US | $36K | – | 0.01 |
| GATX Corp | Long | Debt | US | $20K | – | 0.00 |
| GCAT 2021-NQM2 Trust | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $101K | – | 0.02 |
| Gen Digital Inc | Long | Debt | US | $530K | – | 0.08 |
| Gen Digital Inc | Long | Debt | US | $502K | – | 0.08 |
| Gen Digital Inc | Long | Debt | US | $11K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $109K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $63K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $46K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $42K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $34K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $21K | – | 0.00 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $28K | – | 0.00 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $15K | – | 0.00 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $5K | – | 0.00 |
| Genuine Parts Co | Long | Debt | US | $65K | – | 0.01 |
| Georgia Power Co | Long | Debt | US | $255K | – | 0.04 |
| Georgia Power Co | Long | Debt | US | $219K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $176K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $58K | – | 0.01 |
| Georgia-Pacific LLC | Long | Debt | US | $205K | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $35K | – | 0.01 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18M | – | 2.70 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 1.96 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.99 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $995.26 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $903.6 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $897.89 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $830.34 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $797.38 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $783.3 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $781.71 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $779.2 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $658.72 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $658.12 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $590.86 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $536.62 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $526.75 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $513.79 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $375.38 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $342.74 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $275.35 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $264.18 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $198.05 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $189.02 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $176.82 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $820K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $596K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $546K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $237K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $149K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Glatfelter Corp | Long | Debt | US | $33K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $714K | – | 0.11 |
| Glencore Funding LLC | Long | Debt | US | $662K | – | 0.10 |
| Glencore Funding LLC | Long | Debt | US | $652K | – | 0.10 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $167K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $75K | – | 0.01 |
| GMACM Mortgage Loan Trust 2005-AR5 (GMAC Mortgage Corporation Loan Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GMACM Mortgage Loan Trust 2006-AR1 (GMAC Mortgage Corporation Loan Trust) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $918K | – | 0.14 |
| goeasy Ltd | Long | Debt | CA | $26K | – | 0.00 |
| goeasy Ltd | Long | Debt | CA | $3K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $640K | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $612K | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $610K | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $295K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $186K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $172K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $170K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $95K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $48K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $45K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $42K | – | 0.01 |
| Golub Capital Partners CLO 68B Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $407K | – | 0.06 |
| Gray Oak Pipeline LLC | Long | Debt | US | $131K | – | 0.02 |
| Greenko Power II Ltd | Long | Debt | MU | $281K | – | 0.04 |
| GreenPoint Mortgage Funding Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $381K | – | 0.06 |
| Greystar Real Estate Partners LLC | Long | Debt | US | $19K | – | 0.00 |
| GrubHub Holdings Inc | Long | Debt | US | $28K | – | 0.00 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $474K | – | 0.07 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| GSAA Home Equity Trust 2006-10 | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| GSAA Home Equity Trust 2006-15 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GSAA Home Equity Trust 2006-19 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSAA Home Equity Trust 2006-20 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GSAA Home Equity Trust 2006-20 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSAA Home Equity Trust 2006-3 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSAA Home Equity Trust 2007-1 | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| GSR Mortgage Loan Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-1F | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GXO Logistics Inc | Long | Debt | US | $63K | – | 0.01 |
| Haleon US Capital LLC | Long | Debt | US | $224K | – | 0.03 |
| Halliburton Co | Long | Debt | US | $44K | – | 0.01 |
| HarborView Mortgage Loan Trust 2006-12 | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| HarborView Mortgage Loan Trust 2006-12 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Harvest Midstream I LP | Long | Debt | US | $25K | – | 0.00 |
| Harvest Midstream I LP | Long | Debt | US | $25K | – | 0.00 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $66K | – | 0.01 |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd | Long | Debt | KY | $45K | – | 0.01 |
| HCA Inc | Long | Debt | US | $919K | – | 0.14 |
| HCA Inc | Long | Debt | US | $64K | – | 0.01 |
| HCA Inc | Long | Debt | US | $56K | – | 0.01 |
| HCA Inc | Long | Debt | US | $53K | – | 0.01 |
| HCA Inc | Long | Debt | US | $43K | – | 0.01 |
| HCA Inc | Long | Debt | US | $34K | – | 0.01 |
| HCA Inc | Long | Debt | US | $28K | – | 0.00 |
| Hertz Corp/The | Long | Debt | US | $25K | – | 0.00 |
| Hertz Corp/The | Long | Debt | US | $11K | – | 0.00 |
| Hess Corp | Long | Debt | US | $605K | – | 0.09 |
| Hess Corp | Long | Debt | US | $490K | – | 0.07 |
| Hess Midstream Operations LP | Long | Debt | US | $816K | – | 0.12 |
| Hess Midstream Operations LP | Long | Debt | US | $101K | – | 0.02 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $88K | – | 0.01 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $70K | – | 0.01 |
| HF Sinclair Corp | Long | Debt | US | $71K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $40K | – | 0.01 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $31K | – | 0.00 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $19K | – | 0.00 |
| HLF Financing Sarl LLC / Herbalife International Inc (HLF FIN SARL LLC/HERBALI) | Long | Debt | US | $31K | – | 0.00 |
| HLF Financing Sarl LLC / Herbalife International Inc (HLF FIN SARL LLC/HERBALI) | Long | Debt | US | $15K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $78K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $39K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $29K | – | 0.00 |
| Honda Auto Receivables 2022-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $49K | – | 0.01 |
| Honda Auto Receivables 2023-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $64K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $52K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $50K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $48K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $44K | – | 0.01 |
| Hormel Foods Corp | Long | Debt | US | $58K | – | 0.01 |
| Host Hotels & Resorts LP | Long | Debt | US | $40K | – | 0.01 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $16K | – | 0.00 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $14K | – | 0.00 |
| Howard University | Long | Debt | US | $219K | – | 0.03 |
| Howard University | Long | Debt | US | $93K | – | 0.01 |
| Howard University | Long | Debt | US | $86K | – | 0.01 |
| Howard University | Long | Debt | US | $85K | – | 0.01 |
| Howard University | Long | Debt | US | $68K | – | 0.01 |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC (HOWDEN UK REFINANCE / US) | Long | Debt | GB | $30K | – | 0.00 |
| HSBC Holdings PLC | Long | Debt | GB | $937K | – | 0.14 |
| HSBC Holdings PLC | Long | Debt | GB | $440K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $267K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $261K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $244K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $224K | – | 0.03 |
| HSI Asset Securitization Corp Trust 2006-OPT3 (HSI Asset Securitization Corporation Trust) | Long | ABS-other | US | $81K | – | 0.01 |
| Hudbay Minerals Inc | Long | Debt | CA | $16K | – | 0.00 |
| Humana Inc | Long | Debt | US | $234K | – | 0.04 |
| Humana Inc | Long | Debt | US | $67K | – | 0.01 |
| Humana Inc | Long | Debt | US | $24K | – | 0.00 |
| Humana Inc | Long | Debt | US | $24K | – | 0.00 |
| Humana Inc | Long | Debt | US | $18K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $838K | – | 0.13 |
| Hungary Government International Bond | Long | Debt | HU | $443K | – | 0.07 |
| Hungary Government International Bond | Long | Debt | HU | $192K | – | 0.03 |
| Hungary Government International Bonds | Long | Debt | HU | $196K | – | 0.03 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $74K | – | 0.01 |
| Huntington National Bank/The | Long | Debt | US | $250K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $59K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $46K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $36K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $35K | – | 0.01 |
| Icon Investments Six DAC | Long | Debt | IE | $202K | – | 0.03 |
| Imola Merger Corp | Long | Debt | US | $28K | – | 0.00 |
| India Clean Energy Holdings (INDIA CLEAN ENERGY HLDG) | Long | Debt | MU | $184K | – | 0.03 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $518K | – | 0.08 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $189K | – | 0.03 |
| Industrial Bank of Korea | Long | Debt | KR | $327K | – | 0.05 |
| IndyMac INDA Mortgage Loan Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2005-AR14 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2007-AR9 | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $215K | – | 0.03 |
| Ingersoll Rand Inc | Long | Debt | US | $41K | – | 0.01 |
| Insight Enterprises Inc (INSIGHT ENTERPRS) | Long | Debt | US | $665K | – | 0.10 |
| Intel Corp | Long | Debt | US | $364K | – | 0.06 |
| Intel Corp | Long | Debt | US | $326K | – | 0.05 |
| Intel Corp | Long | Debt | US | $82K | – | 0.01 |
| Intel Corp | Long | Debt | US | $49K | – | 0.01 |
| Intel Corp | Long | Debt | US | $16K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $1M | – | 0.16 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $60K | – | 0.01 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $46K | – | 0.01 |
| International Airport Finance SA (INTL AIRPORT FINANCE SA) | Long | Debt | ES | $960K | – | 0.15 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | XX | $115K | – | 0.02 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $47K | – | 0.01 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $330K | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $161K | – | 0.02 |
| Invesco US CLO 2023-2 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $311K | – | 0.05 |
| Investment Energy Resources Ltd (INVEST ENERGY RES LTD) | Long | Debt | BM | $188K | – | 0.03 |
| ION Trading Technologies Sarl | Long | Debt | LU | $183K | – | 0.03 |
| ITT Holdings LLC | Long | Debt | US | $59K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $194K | – | 0.03 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $40K | – | 0.01 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $24K | – | 0.00 |
| Jacobs Engineering Group Inc | Long | Debt | US | $34K | – | 0.01 |
| Jacobs Engineering Group Inc | Long | Debt | US | $26K | – | 0.00 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $29K | – | 0.00 |
| John Deere Capital Corp | Long | Debt | US | $83K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $59K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $41K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $33K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $27K | – | 0.00 |
| Johnson & Johnson | Long | Debt | US | $49K | – | 0.01 |
| Jones Deslauriers Insurance Management Inc | Long | Debt | CA | $34K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $269K | – | 0.04 |
| JP Morgan Mortgage Trust 2006-A3 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $883K | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $650K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $582K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $487K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $449K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $443K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $377K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $322K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $317K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $266K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $178K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $175K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $144K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $115K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $29K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $190K | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $141K | – | 0.02 |
| Kennedy-Wilson Inc | Long | Debt | US | $43K | – | 0.01 |
| Kentucky Power Co | Long | Debt | US | $98K | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $56K | – | 0.01 |
| KeySpan Gas East Corp | Long | Debt | US | $361K | – | 0.06 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $41K | – | 0.01 |
| Kodiak Gas Services LLC | Long | Debt | US | $5K | – | 0.00 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $38K | – | 0.01 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $30K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $122K | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $32K | – | 0.00 |
| Kroger Co/The | Long | Debt | US | $14K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $501K | – | 0.08 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $427K | – | 0.07 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $47K | – | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $44K | – | 0.01 |
| LABL Inc | Long | Debt | US | $22K | – | 0.00 |
| LABL Inc | Long | Debt | US | $12K | – | 0.00 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $23K | – | 0.00 |
| Lamar Media Corp | Long | Debt | US | $515K | – | 0.08 |
| Las Vegas Sands Corp | Long | Debt | US | $125K | – | 0.02 |
| Latvia Government International Bond (REPUBLIC OF LATVIA) | Long | Debt | LV | $197K | – | 0.03 |
| LBM Acquisition LLC | Long | Debt | US | $44K | – | 0.01 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $225K | – | 0.03 |
| Legacy Mortgage Asset Trust 2021-GS3 | Long | ABS-mortgage backed security | US | $312K | – | 0.05 |
| Lehman XS Trust Series 2006-16N | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| Leidos Inc | Long | Debt | US | $61K | – | 0.01 |
| Lennox International Inc | Long | Debt | US | $90K | – | 0.01 |
| Leviathan Bond Ltd | Long | Debt | IL | $430K | – | 0.07 |
| LFS Topco LLC | Long | Debt | US | $24K | – | 0.00 |
| Liberty Mutual Group Inc | Long | Debt | US | $91K | – | 0.01 |
| Liberty Utilities Finance GP 1 | Long | Debt | US | $43K | – | 0.01 |
| Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F 2.88000 99D0UTL09 CCPOIS (LCH Limited) | Derivative-interest rate | US | $128K | – | 0.02 | |
| Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F 2.97000 99D0UXBE1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $308K | – | 0.05 | |
| Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS (LCH Limited) | Derivative-interest rate | US | $123K | – | 0.02 | |
| Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F 3.59000 99D0WFLF4 CCPOIS (LCH Limited) | Derivative-interest rate | US | $65K | – | 0.01 | |
| Long: B9D0Y3KM5 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D0Y3KM5 CDS USD P F 1.00000 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $77K | – | 0.01 | |
| Long: B9D0YMEH1 IRS USD R V 12MSOFR 99D0YMEG3 CCPOIS / Short: B9D0YMEH1 IRS USD P F 3.71150 99D0YMEH1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Long: B9D0YNN30 IRS USD R V 12MSOFR 99D0YNN22 CCPOIS / Short: B9D0YNN30 IRS USD P F 3.65700 99D0YNN30 CCPOIS (LCH Limited) | Derivative-interest rate | US | $28K | – | 0.00 | |
| Long: B9D0YNOG0 IRS USD R V 12MSOFR 99D0YNOE5 CCPOIS / Short: B9D0YNOG0 IRS USD P F 3.65150 99D0YNOG0 CCPOIS (LCH Limited) | Derivative-interest rate | US | $15K | – | 0.00 | |
| Long: B9D0YNSO9 IRS USD R V 12MSOFR 99D0YNSN1 CCPOIS / Short: B9D0YNSO9 IRS USD P F 3.65000 99D0YNSO9 CCPOIS (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.00 | |
| Lowe's Cos Inc | Long | Debt | US | $25K | – | 0.00 |
| LXP Industrial Trust | Long | Debt | US | $29K | – | 0.00 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $893K | – | 0.14 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $847K | – | 0.13 |
| Madison Park Funding LXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $872K | – | 0.13 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $555K | – | 0.08 |
| Marathon Oil Corp | Long | Debt | US | $66K | – | 0.01 |
| Marathon Oil Corp | Long | Debt | US | $54K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $87K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $67K | – | 0.01 |
| Mars Inc | Long | Debt | US | $81K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $316K | – | 0.05 |
| Martin Marietta Materials Inc | Long | Debt | US | $34K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $451K | – | 0.07 |
| MasTec Inc | Long | Debt | US | $40K | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Mattamy Group Corp | Long | Debt | CA | $23K | – | 0.00 |
| Mattamy Group Corp | Long | Debt | CA | $14K | – | 0.00 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $20K | – | 0.00 |
| Mavis Tire Express Services Topco Corp | Long | Debt | US | $21K | – | 0.00 |
| mBank SA | Long | Debt | PL | $292K | – | 0.04 |
| McAfee Corp | Long | Debt | US | $51K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $119K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $58K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $56K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $29K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $10K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A4 | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Methanex Corp | Long | Debt | CA | $24K | – | 0.00 |
| METLIFE SECURITIZATION TRUST | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $617K | – | 0.09 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $227K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $638K | – | 0.10 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $190K | – | 0.03 |
| MFA 2020-NQM3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| MFA 2021-NQM2 Trust (MFRA TRUST) | Long | ABS-mortgage backed security | US | $202K | – | 0.03 |
| Mill City Mortgage Loan Trust 2019-GS1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $461K | – | 0.07 |
| Mineral Resources Ltd | Long | Debt | AU | $30K | – | 0.00 |
| Mineral Resources Ltd | Long | Debt | AU | $21K | – | 0.00 |
| Mineral Resources Ltd | Long | Debt | AU | $15K | – | 0.00 |
| Mineral Resources Ltd | Long | Debt | AU | $2K | – | 0.00 |
| Minerals Technologies Inc | Long | Debt | US | $34K | – | 0.01 |
| Minerva Luxembourg SA | Long | Debt | LU | $338K | – | 0.05 |
| Minerva Luxembourg SA | Long | Debt | LU | $207K | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $200K | – | 0.03 |
| Mizuho Financial Group Inc | Long | Debt | JP | $203K | – | 0.03 |
| Mobius Merger Sub Inc | Long | Debt | US | $30K | – | 0.00 |
| Monongahela Power Co | Long | Debt | US | $300K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $605K | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $539K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $470K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $361K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $329K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $221K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $187K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $182K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $123K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $79K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $70K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $58K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $36K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $24K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $12K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2006-NC4 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $3K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $406.79 | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $781K | – | 0.12 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| MPH Acquisition Holdings LLC | Long | Debt | US | $13K | – | 0.00 |
| MPLX LP | Long | Debt | US | $811K | – | 0.12 |
| MSCI Inc | Long | Debt | US | $309K | – | 0.05 |
| Murphy Oil USA Inc | Long | Debt | US | $15K | – | 0.00 |
| Murphy Oil USA Inc | Long | Debt | US | $13K | – | 0.00 |
| Nabors Industries Inc | Long | Debt | US | $20K | – | 0.00 |
| Nabors Industries Inc | Long | Debt | US | $10K | – | 0.00 |
| Nabors Industries Ltd | Long | Debt | BM | $10K | – | 0.00 |
| Narragansett Electric Co/The | Long | Debt | US | $41K | – | 0.01 |
| Nasdaq Inc | Long | Debt | US | $23K | – | 0.00 |
| Nasdaq Inc | Long | Debt | US | $19K | – | 0.00 |
| National Health Investors Inc | Long | Debt | US | $41K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $213K | – | 0.03 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $14K | – | 0.00 |
| NatWest Group PLC | Long | Debt | GB | $167K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $312K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $463K | – | 0.07 |
| NBM US Holdings Inc | Long | Debt | US | $345K | – | 0.05 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $42K | – | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $33K | – | 0.01 |
| NCR Voyix Corp | Long | Debt | US | $24K | – | 0.00 |
| Network i2i Ltd | Long | Debt | MU | $396K | – | 0.06 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Issuer LLC) | Long | ABS-other | US | $610K | – | 0.09 |
| New Mountain Finance Corp | Long | Debt | US | $185K | – | 0.03 |
| New Residential Mortgage Loan Trust 2016-2 | Long | ABS-mortgage backed security | US | $269K | – | 0.04 |
| New Residential Mortgage Loan Trust 2016-4 | Long | ABS-mortgage backed security | US | $266K | – | 0.04 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $286K | – | 0.04 |
| New Residential Mortgage Loan Trust 2017-5 | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| New Residential Mortgage Loan Trust 2018-5 | Long | ABS-mortgage backed security | US | $219K | – | 0.03 |
| New Residential Mortgage Loan Trust 2019-5 | Long | ABS-mortgage backed security | US | $230K | – | 0.04 |
| New Residential Mortgage Loan Trust 2019-NQM4 | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| New Residential Mortgage Loan Trust 2021-NQM2R | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $36K | – | 0.01 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $64K | – | 0.01 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $28K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $166K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $32K | – | 0.00 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $46K | – | 0.01 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $25K | – | 0.00 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $6K | – | 0.00 |
| Niagara Mohawk Power Corp | Long | Debt | US | $656K | – | 0.10 |
| NiSource Inc | Long | Debt | US | $427K | – | 0.07 |
| NiSource Inc | Long | Debt | US | $262K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $258K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $228K | – | 0.03 |
| NMLT 2021-INV1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $576K | – | 0.09 |
| NNN REIT Inc | Long | Debt | US | $59K | – | 0.01 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 (Nomura Asset Acceptance Corporation) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Nomura Holdings Inc | Long | Debt | JP | $324K | – | 0.05 |
| North Macedonia Government International Bond | Long | Debt | MK | $499K | – | 0.08 |
| North Macedonia Government International Bond | Long | Debt | MK | $433K | – | 0.07 |
| Northern Natural Gas Co | Long | Debt | US | $21K | – | 0.00 |
| Northrop Grumman Corp | Long | Debt | US | $477K | – | 0.07 |
| Northrop Grumman Corp | Long | Debt | US | $37K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $29K | – | 0.00 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $43K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $64K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $57K | – | 0.01 |
| NSTAR Electric Co | Long | Debt | US | $380K | – | 0.06 |
| Nucor Corp | Long | Debt | US | $54K | – | 0.01 |
| NuStar Logistics LP | Long | Debt | US | $22K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $30K | – | 0.00 |
| nVent Finance Sarl | Long | Debt | LU | $63K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $99K | – | 0.02 |
| O'Reilly Automotive Inc | Long | Debt | US | $285K | – | 0.04 |
| O'Reilly Automotive Inc | Long | Debt | US | $48K | – | 0.01 |
| O'Reilly Automotive Inc | Long | Debt | US | $38K | – | 0.01 |
| OBX 2021-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $376K | – | 0.06 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $423K | – | 0.06 |
| OBX 2021-NQM3 Trust (ONSLOW BAY FINANCIAL LLC) | Long | ABS-mortgage backed security | US | $760K | – | 0.12 |
| Occidental Petroleum Corp | Long | Debt | US | $63K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $62K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $10K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $344K | – | 0.05 |
| Octagon 61 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $665K | – | 0.10 |
| Oglethorpe Power Corp | Long | Debt | US | $268K | – | 0.04 |
| Oglethorpe Power Corp | Long | Debt | US | $54K | – | 0.01 |
| Ohio Edison Co | Long | Debt | US | $353K | – | 0.05 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $91K | – | 0.01 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $48K | – | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $446K | – | 0.07 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $45K | – | 0.01 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $567K | – | 0.09 |
| OneMain Finance Corp | Long | Debt | US | $30K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $475K | – | 0.07 |
| ONEOK Partners LP | Long | Debt | US | $164K | – | 0.03 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc (ONT GAMING GTA/OTG CO-IS) | Long | Debt | CA | $21K | – | 0.00 |
| Open Text Corp | Long | Debt | CA | $73K | – | 0.01 |
| Open Text Corp | Long | Debt | CA | $25K | – | 0.00 |
| Open Text Corp | Long | Debt | CA | $2K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $586K | – | 0.09 |
| Oracle Corp | Long | Debt | US | $566K | – | 0.09 |
| Oracle Corp | Long | Debt | US | $489K | – | 0.07 |
| Oracle Corp | Long | Debt | US | $243K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $196K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $168K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $129K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $100K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $36K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $34K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $27K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $17K | – | 0.00 |
| Otis Worldwide Corp | Long | Debt | US | $496K | – | 0.08 |
| OTP Bank Nyrt | Long | Debt | HU | $381K | – | 0.06 |
| OTP Bank Nyrt | Long | Debt | HU | $205K | – | 0.03 |
| Ovintiv Inc | Long | Debt | US | $344K | – | 0.05 |
| Owens Corning | Long | Debt | US | $28K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.16 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $829K | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $823K | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $537K | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $232K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $224K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $166K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $84K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $75K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $61K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $50K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $33K | – | 0.01 |
| Packaging Corp of America | Long | Debt | US | $62K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $209K | – | 0.03 |
| Panama Government International Bonds | Long | Debt | PA | $155K | – | 0.02 |
| Panther Escrow Issuer LLC | Long | Debt | US | $20K | – | 0.00 |
| Paragon Offshore Finance Company Term Loan B | Long | Loan | KY | $0 | – | – |
| Paramount Global | Long | Debt | US | $397K | – | 0.06 |
| Paramount Global | Long | Debt | US | $128K | – | 0.02 |
| Paramount Global | Long | Debt | US | $99K | – | 0.02 |
| Paramount Global | Long | Debt | US | $38K | – | 0.01 |
| Paramount Global | Long | Debt | US | $18K | – | 0.00 |
| Paramount Global | Long | Debt | US | $16K | – | 0.00 |
| PARIBAS REPO (BNP Paribas SA) | Long | Repurchase agreement | US | $1M | – | 0.21 |
| Park River Holdings Inc | Long | Debt | US | $33K | – | 0.01 |
| Pattern Energy Operations LP / Pattern Energy Operations Inc (PATTERN ENERGY OP LP/PAT) | Long | Debt | US | $32K | – | 0.00 |
| Patterson-UTI Energy Inc | Long | Debt | US | $222K | – | 0.03 |
| Patterson-UTI Energy Inc | Long | Debt | US | $121K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $836K | – | 0.13 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $673K | – | 0.10 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $257K | – | 0.04 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $153K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $60K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $41K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $37K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $16K | – | 0.00 |
| Performance Food Group Inc | Long | Debt | US | $28K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $17K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $10K | – | 0.00 |
| Peru Government International Bonds | Long | Debt | PE | $61K | – | 0.01 |
| Peruvian Government International Bond (Republic of Peru) | Long | Debt | PE | $102K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $39K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $93K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $55K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $55K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $37K | – | 0.01 |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING (Philadelphia Authority for Industrial Development) | Long | Debt | US | $1M | – | 0.21 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $909K | – | 0.14 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $514K | – | 0.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $292K | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $189K | – | 0.03 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $259K | – | 0.04 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $228K | – | 0.03 |
| Phillips 66 Co | Long | Debt | US | $514K | – | 0.08 |
| Piedmont Operating Partnership LP | Long | Debt | US | $425K | – | 0.06 |
| Pioneer Natural Resources Co | Long | Debt | US | $36K | – | 0.01 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $64K | – | 0.01 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $31K | – | 0.00 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $247K | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $126K | – | 0.02 |
| PRET 2021-NPL3 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $321K | – | 0.05 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $273K | – | 0.04 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $616K | – | 0.09 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-other | US | $577K | – | 0.09 |
| Procter & Gamble Co/The | Long | Debt | US | $74K | – | 0.01 |
| PROG Holdings Inc | Long | Debt | US | $28K | – | 0.00 |
| Progress Residential 2022-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $182K | – | 0.03 |
| Progress Residential 2022-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $301K | – | 0.05 |
| Progress Residential 2023-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $384K | – | 0.06 |
| Progress Residential 2024-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $275K | – | 0.04 |
| Prosus NV | Long | Debt | NL | $157K | – | 0.02 |
| Protective Life Global Funding | Long | Debt | US | $329K | – | 0.05 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $118K | – | 0.02 |
| PRPM 2020-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $224K | – | 0.03 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $411K | – | 0.06 |
| PRPM 2021-5 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $424K | – | 0.06 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $681K | – | 0.10 |
| Prudential Financial Inc | Long | Debt | US | $47K | – | 0.01 |
| Prudential Funding Asia PLC | Long | Debt | GB | $22K | – | 0.00 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $99K | – | 0.02 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $84K | – | 0.01 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $33K | – | 0.01 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $61K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $286K | – | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $499K | – | 0.08 |
| Public Service Enterprise Group Inc | Long | Debt | US | $179K | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $109K | – | 0.02 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $18K | – | 0.00 |
| Puget Energy Inc | Long | Debt | US | $2M | – | 0.28 |
| Puget Energy Inc | Long | Debt | US | $464K | – | 0.07 |
| Puget Sound Energy Inc | Long | Debt | US | $36K | – | 0.01 |
| PURCHASED EUR / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | US | $55K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Qatar Government International Bonds | Long | Debt | QA | $194K | – | 0.03 |
| Qatar Government International Bonds | Long | Debt | QA | $175K | – | 0.03 |
| Qorvo Inc | Long | Debt | US | $540K | – | 0.08 |
| QUALCOMM Inc | Long | Debt | US | $29K | – | 0.00 |
| Quanta Services Inc | Long | Debt | US | $44K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $43K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $31K | – | 0.00 |
| Rackspace Finance LLC | Long | Debt | US | $19K | – | 0.00 |
| Raising Cane's Restaurants LLC | Long | Debt | US | $23K | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| RALI Series 2006-QA3 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $207K | – | 0.03 |
| Regal Rexnord Corp | Long | Debt | US | $956K | – | 0.15 |
| Regal Rexnord Corp | Long | Debt | US | $337K | – | 0.05 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $26K | – | 0.00 |
| Regions Financial Corp | Long | Debt | US | $79K | – | 0.01 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $349K | – | 0.05 |
| Renaissance Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $197K | – | 0.03 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $98K | – | 0.01 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $49K | – | 0.01 |
| Republic Services Inc | Long | Debt | US | $263K | – | 0.04 |
| Republic Services Inc | Long | Debt | US | $75K | – | 0.01 |
| Republic Services Inc | Long | Debt | US | $67K | – | 0.01 |
| Republic Services Inc | Long | Debt | US | $36K | – | 0.01 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $650K | – | 0.10 |
| Reworld Holding Corp | Long | Debt | US | $27K | – | 0.00 |
| RFMSI Series 2007-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Rio Tinto Alcan Inc | Long | Debt | CA | $408K | – | 0.06 |
| Roche Holdings Inc | Long | Debt | US | $206K | – | 0.03 |
| Rogers Communications Inc | Long | Debt | CA | $79K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $862K | – | 0.13 |
| Romanian Government International Bond | Long | Debt | RO | $715K | – | 0.11 |
| Romanian Government International Bond | Long | Debt | RO | $448K | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $204K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $101K | – | 0.02 |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO | Long | Repurchase agreement | US | $2M | – | 0.25 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $42K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $538K | – | 0.08 |
| Royalty Pharma PLC | Long | Debt | GB | $529K | – | 0.08 |
| Royalty Pharma PLC | Long | Debt | GB | $257K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $112K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $35K | – | 0.01 |
| RPM International Inc | Long | Debt | US | $23K | – | 0.00 |
| RR 23 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $998K | – | 0.15 |
| RTX Corp | Long | Debt | US | $59K | – | 0.01 |
| RTX Corp | Long | Debt | US | $39K | – | 0.01 |
| RWE Finance US LLC | Long | Debt | US | $148K | – | 0.02 |
| Ryan Specialty LLC (RYAN SPECIALTY GROUP) | Long | Debt | US | $15K | – | 0.00 |
| Ryder System Inc | Long | Debt | US | $46K | – | 0.01 |
| Ryder System Inc | Long | Debt | US | $24K | – | 0.00 |
| Ryder System Inc | Long | Debt | US | $20K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $65K | – | 0.01 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $36K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $263K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $440K | – | 0.07 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Limited) | Long | ABS-other | US | $141K | – | 0.02 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $831K | – | 0.13 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $88K | – | 0.01 |
| SBA Tower Trust | Long | Debt | US | $540K | – | 0.08 |
| SBL Holdings Inc | Long | Debt | US | $60K | – | 0.01 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $200K | – | 0.03 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $124K | – | 0.02 |
| Seagate HDD Cayman | Long | Debt | KY | $19K | – | 0.00 |
| SeaWorld Parks & Entertainment Inc | Long | Debt | US | $33K | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2006-HE1 | Long | ABS-other | US | $48K | – | 0.01 |
| Select Medical Corp | Long | Debt | US | $29K | – | 0.00 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $197K | – | 0.03 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $703K | – | 0.11 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $487K | – | 0.07 |
| Service Properties Trust | Long | Debt | US | $28K | – | 0.00 |
| Service Properties Trust | Long | Debt | US | $18K | – | 0.00 |
| Service Properties Trust | Long | Debt | US | $10K | – | 0.00 |
| Service Properties Trust | Long | Debt | US | $5K | – | 0.00 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $218K | – | 0.03 |
| SG Commercial Mortgage Securities Trust 2020-COVE | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Shell International Finance BV | Long | Debt | NL | $330K | – | 0.05 |
| Shell International Finance BV | Long | Debt | NL | $160K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $139K | – | 0.02 |
| Shellpoint Co-Originator Trust 2017-2 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA) | Long | Debt | IE | $85K | – | 0.01 |
| Sirius XM Radio Inc | Long | Debt | US | $36K | – | 0.01 |
| Smith & Nephew PLC | Long | Debt | GB | $217K | – | 0.03 |
| Smithfield Foods Inc | Long | Debt | US | $64K | – | 0.01 |
| Smithfield Foods Inc | Long | Debt | US | $60K | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $517K | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $327K | – | 0.05 |
| Solventum Corp | Long | Debt | US | $623K | – | 0.10 |
| Solventum Corp | Long | Debt | US | $148K | – | 0.02 |
| Sonoco Products Co | Long | Debt | US | $206K | – | 0.03 |
| Sotheby's | Long | Debt | US | $71K | – | 0.01 |
| Soundview Home Loan Trust 2006-3 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $196K | – | 0.03 |
| Soundview Home Loan Trust 2007-OPT2 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| South32 Treasury Ltd | Long | Debt | AU | $77K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $918K | – | 0.14 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $329K | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $280K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $270K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $165K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $147K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $111K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $51K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $50K | – | 0.01 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $985K | – | 0.15 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $410K | – | 0.06 |
| Southern Co Gas Capital Corp | Long | Debt | US | $133K | – | 0.02 |
| Southern Co/The | Long | Debt | US | $250K | – | 0.04 |
| Southern Co/The | Long | Debt | US | $75K | – | 0.01 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $693K | – | 0.11 |
| Southwestern Energy Co | Long | Debt | US | $19K | – | 0.00 |
| Specialty Building Products Holdings LLC / SBP Finance Corp | Long | Debt | US | $23K | – | 0.00 |
| SS&C Technologies Inc | Long | Debt | US | $886K | – | 0.14 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $382K | – | 0.06 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $206K | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $451K | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $306K | – | 0.05 |
| Standard Chartered PLC | Long | Debt | GB | $213K | – | 0.03 |
| Standard Industries Inc/NJ | Long | Debt | US | $641K | – | 0.10 |
| Standard Industries Inc/NJ | Long | Debt | US | $22K | – | 0.00 |
| Stanley Black & Decker Inc | Long | Debt | US | $130K | – | 0.02 |
| STAR 2021-1 Trust (Starwood Residential Mortgage Trust) | Long | ABS-mortgage backed security | US | $291K | – | 0.04 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| Starwood Mortgage Residential Trust 2021-6 | Long | ABS-mortgage backed security | US | $546K | – | 0.08 |
| State Street Institutional Liquid Reserves Fund | Long | Equity-common | US | $1M | 1M | 0.21 |
| Station Casinos LLC | Long | Debt | US | $20K | – | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $29K | – | 0.00 |
| STERIS Irish FinCo UnLtd Co (STERIS PLC) | Long | Debt | IE | $113K | – | 0.02 |
| Strathcona Resources Ltd/Alberta | Long | Debt | CA | $47K | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR1 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $540K | – | 0.08 |
| Summit Issuer LLC (Summit Issuer, LLC) | Long | ABS-other | US | $274K | – | 0.04 |
| Suzano Austria GmbH | Long | Debt | AT | $105K | – | 0.02 |
| SWAP GOLDMAN SACHS BOC | Short | Short-term investment vehicle | US | $-20K | -20K | -0.00 |
| Swedbank AB | Long | Debt | SE | $233K | – | 0.04 |
| Synchrony Financial | Long | Debt | US | $107K | – | 0.02 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $122K | – | 0.02 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $69K | – | 0.01 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $36K | – | 0.01 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $21K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $543K | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $303K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $280K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $249K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $147K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $36K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $35K | – | 0.01 |
| Take-Two Interactive Software Inc | Long | Debt | US | $13K | – | 0.00 |
| Talos Production Inc | Long | Debt | US | $26K | – | 0.00 |
| Talos Production Inc | Long | Debt | US | $5K | – | 0.00 |
| Tapestry Inc | Long | Debt | US | $420K | – | 0.06 |
| Tapestry Inc | Long | Debt | US | $158K | – | 0.02 |
| Tapestry Inc | Long | Debt | US | $108K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $164K | – | 0.03 |
| Targa Resources Corp | Long | Debt | US | $129K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $302K | – | 0.05 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $38K | – | 0.01 |
| TD SYNNEX Corp | Long | Debt | US | $15K | – | 0.00 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $127K | – | 0.02 |
| Telesat Canada / Telesat LLC (TELESAT CANADA/TELESAT L) | Long | Debt | CA | $22K | – | 0.00 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $494K | – | 0.08 |
| Termocandelaria Power Ltd | Long | Debt | KY | $140K | – | 0.02 |
| Texas Capital Bancshares Inc | Long | Debt | US | $35K | – | 0.01 |
| Texas Debt Capital CLO 2023-I Ltd (Texas Debt Capital CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $567K | – | 0.09 |
| Texas Instruments Inc | Long | Debt | US | $48K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $46K | – | 0.01 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $509K | – | 0.08 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $38K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $80K | – | 0.01 |
| TotalEnergies Capital SA | Long | Debt | FR | $489K | – | 0.07 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $900K | – | 0.14 |
| Towd Point Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $411K | – | 0.06 |
| Toyota Auto Receivables 2023-B Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $138K | – | 0.02 |
| Toyota Auto Receivables 2024-A Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $40K | – | 0.01 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $129K | – | 0.02 |
| Travel + Leisure Co | Long | Debt | US | $22K | – | 0.00 |
| Travel + Leisure Co | Long | Debt | US | $9K | – | 0.00 |
| Tricolor Auto Securitization Trust 2023-1 | Long | ABS-other | US | $43K | – | 0.01 |
| Tricon Residential 2023-SFR1 Trust | Long | ABS-other | US | $262K | – | 0.04 |
| Tricon Residential 2024-SFR1 Trust | Long | ABS-other | US | $160K | – | 0.02 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $132K | – | 0.02 |
| Trimble Inc | Long | Debt | US | $34K | – | 0.01 |
| Trimble Inc | Long | Debt | US | $32K | – | 0.00 |
| TriNet Group Inc | Long | Debt | US | $25K | – | 0.00 |
| Trinidad & Tobago Government International Bond | Long | Debt | TT | $198K | – | 0.03 |
| Trinseo Materials Operating SCA / Trinseo Materials Finance Inc (TRINSEO OP / TRINSEO FIN) | Long | Debt | LU | $7K | – | 0.00 |
| Triton Container International Ltd | Long | Debt | BM | $104K | – | 0.02 |
| Triton Container International Ltd | Long | Debt | BM | $62K | – | 0.01 |
| TTM Technologies Inc | Long | Debt | US | $37K | – | 0.01 |
| Tyson Foods Inc | Long | Debt | US | $254K | – | 0.04 |
| Tyson Foods Inc | Long | Debt | US | $70K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 1.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.70 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.61 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.56 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.50 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.39 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.32 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.29 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.27 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.26 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $965K | – | 0.15 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $955K | – | 0.15 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $946K | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $940K | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $916K | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $902K | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $787K | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $785K | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $724K | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $612K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $577K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $506K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $497K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $490K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $487K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $476K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $457K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $416K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $414K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $392K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $375K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $352K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $317K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $26K | – | 0.00 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.45 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $793K | – | 0.12 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $783K | – | 0.12 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $277K | – | 0.04 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $9M | – | 1.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 1.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.99 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.87 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.86 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.79 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.77 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.77 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.76 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.73 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.71 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.68 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.65 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.65 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.62 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.62 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.61 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.58 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.58 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.57 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.53 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.52 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.51 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.50 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.48 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.47 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.47 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.46 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.45 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.43 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.42 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.38 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.37 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.37 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.36 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.35 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.31 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.30 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.28 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $855K | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $810K | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $736K | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $685K | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $508K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $506K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $501K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $499K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $475K | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $381K | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $353K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $299K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $94K | – | 0.01 |
| UAE INTERNATIONAL GOVERNMENT BOND (UAE INT'L GOVT BOND) | Long | Debt | AE | $199K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $906K | – | 0.14 |
| UBS Group AG | Long | Debt | CH | $761K | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $379K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $343K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $176K | – | 0.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $19M | – | 2.94 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $17M | – | 2.58 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $14M | – | 2.08 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $12M | – | 1.83 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $9M | – | 1.44 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 1.08 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 0.95 |
| Union Electric Co | Long | Debt | US | $28K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $50K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $563K | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $309K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $230K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $121K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $102K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $58K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $51K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $44K | – | 0.01 |
| Univision Communications Inc | Long | Debt | US | $34K | – | 0.01 |
| Univision Communications Inc | Long | Debt | US | $16K | – | 0.00 |
| Upbound Group Inc | Long | Debt | US | $38K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-96K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $35K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $25K | – | 0.00 | |
| US Bancorp | Long | Debt | US | $168K | – | 0.03 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-34K | – | -0.01 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-77K | – | -0.01 | |
| Valaris Ltd | Long | Debt | BM | $29K | – | 0.00 |
| VCAT 2021-NPL2 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $79K | – | 0.01 |
| VCAT 2021-NPL3 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $308K | – | 0.05 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $31K | – | 0.00 |
| Veralto Corp | Long | Debt | US | $522K | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $96K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $58K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $48K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $41K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $8K | – | 0.00 |
| Verus Securitization Trust 2021-2 | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $232K | – | 0.04 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $791K | – | 0.12 |
| Verus Securitization Trust 2021-8 | Long | ABS-mortgage backed security | US | $386K | – | 0.06 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $179K | – | 0.03 |
| VFH Parent LLC / Valor Co-Issuer Inc (VFH PARENT / VALOR CO) | Long | Debt | US | $22K | – | 0.00 |
| Viasat Inc | Long | Debt | US | $32K | – | 0.00 |
| Viasat Inc | Long | Debt | US | $18K | – | 0.00 |
| Viatris Inc | Long | Debt | US | $102K | – | 0.02 |
| Viatris Inc | Long | Debt | US | $47K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $700K | – | 0.11 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $589K | – | 0.09 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $510K | – | 0.08 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $90K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $89K | – | 0.01 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $44K | – | 0.01 |
| Vital Energy Inc | Long | Debt | US | $17K | – | 0.00 |
| VM Consolidated Inc | Long | Debt | US | $33K | – | 0.01 |
| Vodafone Group PLC | Long | Debt | GB | $149K | – | 0.02 |
| Vodafone Group PLC | Long | Debt | GB | $37K | – | 0.01 |
| Vodafone Group PLC | Long | Debt | GB | $21K | – | 0.00 |
| Vodafone Group PLC | Long | Debt | GB | $16K | – | 0.00 |
| Vodafone Group PLC | Long | Debt | GB | $16K | – | 0.00 |
| Vontier Corp | Long | Debt | US | $81K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $358K | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $323K | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $198K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $117K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $15K | – | 0.00 |
| Warrior Met Coal Inc | Long | Debt | US | $16K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Waste Connections Inc | Long | Debt | CA | $80K | – | 0.01 |
| Waste Management Inc | Long | Debt | US | $61K | – | 0.01 |
| Waste Management Inc | Long | Debt | US | $53K | – | 0.01 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $917K | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $747K | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $512K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $307K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $210K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $126K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $86K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $51K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $49K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $44K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $42K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3 | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2006-AR16 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $395K | – | 0.06 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $125K | – | 0.02 |
| Westlake Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $135K | – | 0.02 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $144K | – | 0.02 |
| Westlake Corp | Long | Debt | US | $41K | – | 0.01 |
| Weyerhaeuser Co | Long | Debt | US | $67K | – | 0.01 |
| Weyerhaeuser Co | Long | Debt | US | $25K | – | 0.00 |
| WF Card Issuance Trust (Wells Fargo Card issuance Trust) | Long | ABS-other | US | $150K | – | 0.02 |
| William Carter Co/The | Long | Debt | US | $149K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $77K | – | 0.01 |
| Willis North America Inc | Long | Debt | US | $84K | – | 0.01 |
| Willis North America Inc | Long | Debt | US | $67K | – | 0.01 |
| Windsor Holdings III LLC | Long | Debt | US | $22K | – | 0.00 |
| Wingstop Funding LLC | Long | ABS-other | US | $255K | – | 0.04 |
| Wipro IT Services LLC | Long | Debt | US | $232K | – | 0.04 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $179K | – | 0.03 |
| Xcel Energy Inc | Long | Debt | US | $313K | – | 0.05 |
| Zions Bancorp NA | Long | Debt | US | $209K | – | 0.03 |
| Zoetis Inc | Long | Debt | US | $33K | – | 0.00 |
Address
SEASONS SERIES TRUST
21650 Oxnard Street
Woodland Hills
California
91367
United States of America
Directors
John T. Genoy
Charles H. Self III
Christianne F. Kerns
Bruce G. Willison
Martha B. Willis
Tracey C. Doi
Jane Jelenko
Transfer Agents
VALIC Retirement Services Company
Pricing Services
Bloomberg L.P.
CanDeal Group Inc.
ICE Data Services, Inc.
LSEG US Fin Corp.
S&P Global Market Intelligence Inc.
State Street GS Performance Services Limited
Virtu Financial, Inc.
Bank of America Merrill Lynch Securities Inc
PricingDirect Inc.
Custodians
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
Intesa Sanpaolo S.p.A.
Citibank del Peru S.A.
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
BNP Paribas (Athens, Attica, GR, Branch)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
First Abu Dhabi Bank P.J.S.C.
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Bank Hapoalim B.M.
FirstRand Bank Limited
The Hongkong and Shanghai Banking Corporation Limited
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
UBS Switzerland AG
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken A/S
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Standard Chartered International Commercial Bank Co., Ltd.
Standard Chartered Bank (Thai) Public Company Limited
BNP Paribas
UniCredit Bank Austria AG
Royal Bank of Canada
Citibank Europe Public Limited Company
State Street Bank and Trust Company
Citibank, National Association (Singapore, SG, Branch)
Standard Chartered Bank (Hong Kong) Limited
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Citibank, Anonim Sirketi
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
Clearstream Banking S.A.
Citibank Europe Public Limited Company (Budapest, HU, Branch)
Shareholder Servicing Agents
VALIC Retirement Services Company
Admins
N/A
Brokers
Barclays Capital Inc.
Robert W. Baird & Co. Incorporated
Cowen and Company, LLC
Cantor Fitzgerald & Co.
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
RBC Capital Markets, LLC
Jefferies LLC
Nomura Securities International, Inc.
UBS Securities LLC