MERCERGLIN > Mercer Funds
Mercer Core Fixed Income Fund
$1.67B
Avg Monthly Net Assets
$2.27B
Total Assets
$109.69M
Total Liabilities
$2.16B
Net Assets
Mercer Core Fixed Income Fund is a Mutual Fund in Mercer Funds
from MERCERGLIN,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $1.67B.
On August 26th, 2024 it reported 2,016 holdings, the largest
being United States Treasury (1.7%), United States Treasury (1.3%) and United States Treasury (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000027790 | MCFQX | |
| Class Y-3 | C000027792 | MCFIX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $211K | – | 0.01 |
| AAR Escrow Issuer LLC | Long | Debt | US | $131K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $982K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $404K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $296K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $118K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $56K | – | 0.00 |
| ABPCI Direct Lending Fund ABS I Ltd (ABPCI Direct Lending Fund ABS Ltd) | Long | ABS-other | US | $205K | – | 0.01 |
| Abu Dhabi National Energy Co PJSC | Long | Debt | AE | $179K | – | 0.01 |
| AdaptHealth LLC | Long | Debt | US | $339K | – | 0.02 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $1M | – | 0.05 |
| AECOM | Long | Debt | US | $123K | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $287K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $234K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.14 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $660K | – | 0.03 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $203K | – | 0.01 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $329K | – | 0.02 |
| Aetna Inc | Long | Debt | US | $312K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $3M | – | 0.12 |
| AIMCO CLO 10 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Air Canada 2015-1 Class A Pass Through Trust (AIR CANADA 2015-1A PTT) | Long | Debt | CA | $528K | – | 0.02 |
| Air Canada 2020-1 Class C Pass Through Trust (AIR CANADA 2020-1C PTT) | Long | Debt | CA | $689K | – | 0.03 |
| Air Lease Corp | Long | Debt | US | $4M | – | 0.19 |
| Air Lease Corp | Long | Debt | US | $406K | – | 0.02 |
| Aker BP ASA | Long | Debt | NO | $2M | – | 0.09 |
| Aker BP ASA | Long | Debt | NO | $1M | – | 0.05 |
| Aker BP ASA | Long | Debt | NO | $286K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $274K | – | 0.01 |
| ALABAMA ECON SETTLEMENT AUTH BP SETTLEMENT REVENUE (Alabama Economic Settlement Authority) | Long | Debt | US | $58K | – | 0.00 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $270K | – | 0.01 |
| Albion Financing 1 SARL / Aggreko Holdings Inc (ALBION FINANCING 1SARL /) | Long | Debt | LU | $422K | – | 0.02 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $133K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $2M | – | 0.10 |
| Alfa Desarrollo SpA | Long | Debt | CL | $321K | – | 0.01 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $563K | – | 0.03 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $367K | – | 0.02 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $247K | – | 0.01 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $175K | – | 0.01 |
| Ally Financial Inc | Long | Debt | US | $628K | – | 0.03 |
| Ally Financial Inc | Long | Debt | US | $401K | – | 0.02 |
| ALTERA INFRA/TEEKAY OFC | Long | Equity-common | US | $27K | 924 | 0.00 |
| Altria Group Inc | Long | Debt | US | $195K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $3M | – | 0.12 |
| Amer Sports Co (AMER SPORTS COMPANY) | Long | Debt | US | $107K | – | 0.00 |
| Ameren Illinois Co | Long | Debt | US | $2M | – | 0.08 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $277K | – | 0.01 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $1M | – | 0.06 |
| American Airlines 2016-1 Class A Pass Through Trust (AMER AIRLINE 16-1 A PTT) | Long | Debt | US | $672K | – | 0.03 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $247K | – | 0.01 |
| American Airlines 2016-3 Class A Pass Through Trust (AMER AIRLINE 16-3 A PTT) | Long | Debt | US | $130K | – | 0.01 |
| American Airlines 2017-1 Class A Pass Through Trust (AMER AIRLINE 17-1 A PTT) | Long | Debt | US | $235K | – | 0.01 |
| American Airlines 2017-1 Class AA Pass Through Trust (AMER AIRLINE 17-1 AA PTT) | Long | Debt | US | $465K | – | 0.02 |
| American Airlines 2017-2 Class A Pass Through Trust (AMER AIRLINE 17-2 A PTT) | Long | Debt | US | $333K | – | 0.02 |
| American Airlines 2019-1 Class A Pass Through Trust (AMER AIRLINE 19-1A PTT) | Long | Debt | US | $655K | – | 0.03 |
| American Airlines 2019-1 Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $470K | – | 0.02 |
| American Airlines 2019-1 Class B Pass Through Trust (AMER AIRLINE 19-1B PTT) | Long | Debt | US | $163K | – | 0.01 |
| American Airlines 2021-1 Class A Pass Through Trust (AMER AIRLINE 21-1A EETC) | Long | Debt | US | $478K | – | 0.02 |
| American Airlines 2021-1 Class B Pass Through Trust (AMER AIRLINE 21-1B PTT) | Long | Debt | US | $556K | – | 0.03 |
| American Airlines Inc | Long | Debt | US | $427K | – | 0.02 |
| American Electric Power Co Inc | Long | Debt | US | $289K | – | 0.01 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $3M | – | 0.12 |
| American Homes 4 Rent LP | Long | Debt | US | $352K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.06 |
| American Tower Corp | Long | Debt | US | $938K | – | 0.04 |
| American Tower Trust #1 (AMERICAN TOWER TRUST I) | Long | Debt | US | $3M | – | 0.14 |
| AmeriCredit Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $381K | – | 0.02 |
| AmeriCredit Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $375K | – | 0.02 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $707K | – | 0.03 |
| AmeriCredit Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $811K | – | 0.04 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $402K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $1M | – | 0.07 |
| Amgen Inc | Long | Debt | US | $877K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $239K | – | 0.01 |
| AMSR 2021-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $1M | – | 0.06 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $1M | – | 0.07 |
| AMSR 2022-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.12 |
| AmWINS Group Inc | Long | Debt | US | $235K | – | 0.01 |
| Anchorage Capital Europe CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.20 |
| Angel Oak Mortgage Trust 2020-R1 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Angel Oak Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Angel Oak Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| Angel Oak Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $329K | – | 0.02 |
| Angel Oak Mortgage Trust 2024-3 | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $476K | – | 0.02 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $683K | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $71K | – | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $477K | – | 0.02 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $352K | – | 0.02 |
| Antero Resources Corp | Long | Debt | US | $173K | – | 0.01 |
| APIDOS CLO XLVIII Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $372K | – | 0.02 |
| Apple Inc | Long | Debt | US | $816K | – | 0.04 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $152K | – | 0.01 |
| AptarGroup Inc | Long | Debt | US | $856K | – | 0.04 |
| Aptiv PLC / Aptiv Corp | Long | Debt | JE | $2M | – | 0.08 |
| APX Group Inc | Long | Debt | US | $435K | – | 0.02 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $131K | – | 0.01 |
| Aquarion Co | Long | Debt | US | $224K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Arbys Funding LLC | Long | ABS-other | US | $853K | – | 0.04 |
| Ares Capital Corp | Long | Debt | US | $467K | – | 0.02 |
| Ares Capital Corp | Long | Debt | US | $406K | – | 0.02 |
| Ares Capital Corp | Long | Debt | US | $344K | – | 0.02 |
| Ares Capital Corp | Long | Debt | US | $193K | – | 0.01 |
| Arroyo Mortgage Trust 2021-1R | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Arsenal AIC Parent LLC | Long | Debt | US | $279K | – | 0.01 |
| Artera Services LLC | Long | Debt | US | $78K | – | 0.00 |
| Asbury Automotive Group Inc | Long | Debt | US | $422K | – | 0.02 |
| Asbury Automotive Group Inc | Long | Debt | US | $180K | – | 0.01 |
| Ascension Health | Long | Debt | US | $632K | – | 0.03 |
| Ascension Health | Long | Debt | US | $117K | – | 0.01 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $545K | – | 0.03 |
| Ashtead Capital Inc | Long | Debt | US | $585K | – | 0.03 |
| Ashtead Capital Inc | Long | Debt | US | $525K | – | 0.02 |
| Ashtead Capital Inc | Long | Debt | US | $388K | – | 0.02 |
| Ashtead Capital Inc | Long | Debt | US | $325K | – | 0.02 |
| Ashtead Capital Inc | Long | Debt | US | $277K | – | 0.01 |
| Ashtead Capital Inc | Long | Debt | US | $120K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.16 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.14 |
| AT&T Inc | Long | Debt | US | $622K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $399K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $281K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $196K | – | 0.01 |
| Athene Holding Ltd | Long | Debt | US | $319K | – | 0.01 |
| Atlantica Transmision Sur SA (ATL TRANSMISION SUR) | Long | Debt | PE | $331K | – | 0.02 |
| Atlas Senior Loan Fund XXIII Ltd (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.23 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $360K | – | 0.02 |
| Autodesk Inc | Long | Debt | US | $324K | – | 0.01 |
| AutoNation Inc | Long | Debt | US | $584K | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.18 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $698K | – | 0.03 |
| BA Credit Card Trust (Bank of America Credit Card Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| BAE Systems Holdings Inc | Long | Debt | US | $679K | – | 0.03 |
| BAE Systems PLC | Long | Debt | GB | $3M | – | 0.12 |
| BAE Systems PLC | Long | Debt | GB | $940K | – | 0.04 |
| Bain Capital Credit CLO 2024-2 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $341K | – | 0.02 |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance (BALDWIN INSUR GRP/FIN) | Long | Debt | US | $172K | – | 0.01 |
| Ball Corp | Long | Debt | US | $453K | – | 0.02 |
| Ball Corp | Long | Debt | US | $148K | – | 0.01 |
| Ballyrock CLO 26 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $272K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $686K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $188K | – | 0.01 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $872K | – | 0.04 |
| BANK 2019-BNK23 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BANK 2021-BNK32 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BANK 2021-BNK34 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.28 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $938K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $769K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $764K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $299K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $249K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $205K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $913K | – | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $2M | – | 0.08 |
| BANK5 2023-5YR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.16 |
| Barclays PLC | Long | Debt | GB | $548K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $392K | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $340K | – | 0.02 |
| Barings Euro CLO 2015-1 DAC (Barings Euro CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $148K | – | 0.01 |
| Battalion CLO XXV Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE (Bay Area Toll Authority) | Long | Debt | US | $384K | – | 0.02 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BBCMS Mortgage Trust 2022-C14 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BBCMS Mortgage Trust 2023-C21 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Beacon Roofing Supply Inc | Long | Debt | US | $257K | – | 0.01 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Benchmark 2019-B13 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Benchmark 2019-B15 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Benchmark 2020-IG3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benchmark 2021-B23 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Benchmark 2021-B23 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $792K | – | 0.04 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Benchmark 2021-B31 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Benchmark 2024-V6 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $2M | – | 0.08 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $482K | – | 0.02 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $88K | – | 0.00 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $169K | – | 0.01 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $2M | – | 0.09 |
| BlackRock Funding Inc | Long | Debt | US | $2M | – | 0.10 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $604K | – | 0.03 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $509K | – | 0.02 |
| Blackstone Private Credit Fund | Long | Debt | US | $640K | – | 0.03 |
| Blackstone Private Credit Fund | Long | Debt | US | $581K | – | 0.03 |
| Blackstone Private Credit Fund | Long | Debt | US | $109K | – | 0.01 |
| Block Inc | Long | Debt | US | $164K | – | 0.01 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $115K | – | 0.01 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $57K | – | 0.00 |
| BlueLinx Holdings Inc | Long | Debt | US | $501K | – | 0.02 |
| BMO 2023-5C1 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BMO 2023-5C2 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.16 |
| BNP Paribas SA | Long | Debt | FR | $873K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $872K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $535K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $248K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $227K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $193K | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.11 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $235K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $207K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $181K | – | 0.01 |
| Booking Holdings Inc | Long | Debt | US | $634K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $540K | – | 0.02 |
| Braskem Idesa SAPI | Long | Debt | MX | $275K | – | 0.01 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $830K | – | 0.04 |
| BRAVO Residential Funding Trust 2021-NQM1 | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| BRAVO Residential Funding Trust 2023-RPL1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BRE Grand Islander Timeshare Issuer 2019-A LLC | Long | ABS-other | US | $205K | – | 0.01 |
| British Airways 2018-1 Class A Pass Through Trust (BRITISH AIR 18-1 A PTT) | Long | Debt | US | $113K | – | 0.01 |
| British Airways 2020-1 Class A Pass Through Trust (BRITISH AIR 20-1 A PTT) | Long | Debt | US | $267K | – | 0.01 |
| British Airways 2020-1 Class B Pass Through Trust (BRITISH AIR 20-1 B PTT) | Long | Debt | US | $80K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $869K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $468K | – | 0.02 |
| Brookfield Finance I UK Plc / Brookfield Finance Inc (BROOKFIELD FIN I UK PLC) | Long | Debt | GB | $1M | – | 0.07 |
| Brookfield Finance Inc | Long | Debt | CA | $1M | – | 0.06 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $258K | – | 0.01 |
| Brunswick Corp/DE | Long | Debt | US | $289K | – | 0.01 |
| Builders FirstSource Inc | Long | Debt | US | $531K | – | 0.02 |
| Builders FirstSource Inc | Long | Debt | US | $466K | – | 0.02 |
| Builders FirstSource Inc | Long | Debt | US | $346K | – | 0.02 |
| Bunge Ltd Finance Corp | Long | Debt | US | $1M | – | 0.06 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BX Trust 2022-CLS | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| C&W Senior Finance Ltd | Long | Debt | IE | $445K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $274K | – | 0.01 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $204K | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $393K | – | 0.02 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $1M | – | 0.05 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $780K | – | 0.04 |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE (California Health Facilities Financing Authority) | Long | Debt | US | $1M | – | 0.06 |
| Calpine Corp | Long | Debt | US | $487K | – | 0.02 |
| Canadian Pacific Railway Co | Long | Debt | CA | $518K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $218K | – | 0.01 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $3M | – | 0.14 |
| Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| CarMax Auto Owner Trust 2020-4 | Long | ABS-other | US | $397K | – | 0.02 |
| CarMax Auto Owner Trust 2021-2 | Long | ABS-other | US | $288K | – | 0.01 |
| CarMax Auto Owner Trust 2021-3 | Long | ABS-other | US | $293K | – | 0.01 |
| CarMax Auto Owner Trust 2021-4 | Long | ABS-other | US | $282K | – | 0.01 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $377K | – | 0.02 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $188K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $1M | – | 0.05 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $813K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $191K | – | 0.01 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $449K | – | 0.02 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $230K | – | 0.01 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $191K | – | 0.01 |
| Cemex SAB de CV | Long | Debt | MX | $473K | – | 0.02 |
| Cemex SAB de CV | Long | Debt | MX | $459K | – | 0.02 |
| Cencora Inc | Long | Debt | US | $529K | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $198K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $102K | – | 0.00 |
| Centene Corp | Long | Debt | US | $488K | – | 0.02 |
| Centene Corp | Long | Debt | US | $310K | – | 0.01 |
| Centene Corp | Long | Debt | US | $145K | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $241K | – | 0.01 |
| Century Communities Inc | Long | Debt | US | $359K | – | 0.02 |
| CF 2020-P1 Mortgage Trust (Cantor Commercial Real Estate Lending) | Long | ABS-mortgage backed security | US | $951K | – | 0.04 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $796K | – | 0.04 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $672K | – | 0.03 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| CFK Trust 2020-MF2 | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $784K | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $698K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.18 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $810K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $605K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $127K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $77K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| Cheniere Energy Inc | Long | Debt | US | $316K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $785K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $466K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $280K | – | 0.01 |
| CIFC Funding 2014-II-R Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| CIFC Funding 2015-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.09 |
| CIMIC Finance USA Pty Ltd | Long | Debt | AU | $345K | – | 0.02 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $1M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2014-GC21 | Long | ABS-mortgage backed security | US | $756.16 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $5M | – | 0.21 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $812K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $762K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $591K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $438K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $420K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $409K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $324K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $255K | – | 0.01 |
| Citizens Financial Group Inc | Long | Debt | US | $587K | – | 0.03 |
| Civitas Resources Inc | Long | Debt | US | $323K | – | 0.01 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $730K | – | 0.03 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $574K | – | 0.03 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $523K | – | 0.02 |
| CNA Financial Corp | Long | Debt | US | $206K | – | 0.01 |
| CNO Financial Group Inc | Long | Debt | US | $810K | – | 0.04 |
| CNO Financial Group Inc | Long | Debt | US | $311K | – | 0.01 |
| COLT 2020-RPL1 Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $562K | – | 0.03 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $462K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $3M | – | 0.14 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $789K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.06 |
| Comcast Corp | Long | Debt | US | $11K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $5K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $4K | – | 0.00 |
| Comerica Inc | Long | Debt | US | $409K | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $1M | – | 0.05 |
| COMM 2013-300P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $736K | – | 0.03 |
| COMM 2015-CCRE27 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $838K | – | 0.04 |
| COMM 2017-PANW Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $111K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $2M | – | 0.08 |
| CommonSpirit Health | Long | Debt | US | $961K | – | 0.04 |
| Commonwealth Edison Co | Long | Debt | US | $272K | – | 0.01 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II, LLC) | Long | ABS-other | US | $357K | – | 0.02 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $87K | – | 0.00 |
| Concentrix Corp | Long | Debt | US | $761K | – | 0.04 |
| Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE) | Long | Debt | XX | $570K | – | 0.03 |
| CONNECTICUT ST (State of Connecticut) | Long | Debt | US | $2M | – | 0.08 |
| CONNECTICUT ST (State of Connecticut) | Long | Debt | US | $903K | – | 0.04 |
| Consensus Cloud Solutions Inc | Long | Debt | US | $234K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $297K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $75K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $316K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $381K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $261K | – | 0.01 |
| Constellation Software Inc/Canada | Long | Debt | CA | $2M | – | 0.09 |
| Continental Resources Inc/OK | Long | Debt | US | $790K | – | 0.04 |
| Continental Resources Inc/OK | Long | Debt | US | $356K | – | 0.02 |
| Continental Resources Inc/OK | Long | Debt | US | $355K | – | 0.02 |
| Corebridge Financial Inc | Long | Debt | US | $309K | – | 0.01 |
| Corp Andina de Fomento | Long | Debt | XX | $569K | – | 0.03 |
| Coruripe Netherlands BV | Long | Debt | NL | $288K | – | 0.01 |
| CoStar Group Inc | Long | Debt | US | $639K | – | 0.03 |
| Cox Communications Inc | Long | Debt | US | $4M | – | 0.17 |
| Cox Communications Inc | Long | Debt | US | $802K | – | 0.04 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $791K | – | 0.04 |
| Crown City CLO I | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Crown Point CLO 11 Ltd (Crown Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $925K | – | 0.04 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CSAIL 2019-C18 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $909K | – | 0.04 |
| CSAIL 2021-C20 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSMC 2018-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| CSMC 2020-NET (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| CSMC 2020-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $648K | – | 0.03 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| CSMC 2021-NQM3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| CVC Cordatus Loan Fund VII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.11 |
| CVS Health Corp | Long | Debt | US | $619K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $567K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $466K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $115K | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $1M | – | 0.07 |
| CVS Pass-Through Trust | Long | Debt | US | $913K | – | 0.04 |
| CVS Pass-Through Trust | Long | Debt | US | $465K | – | 0.02 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $647K | – | 0.03 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $578K | – | 0.03 |
| DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE (Dallas Fort Worth International Airport) | Long | Debt | US | $1M | – | 0.05 |
| Dana Inc | Long | Debt | US | $125K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $786K | – | 0.04 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $417K | – | 0.02 |
| DaVita Inc | Long | Debt | US | $663K | – | 0.03 |
| DaVita Inc | Long | Debt | US | $212K | – | 0.01 |
| DB Master Finance LLC | Long | ABS-other | US | $1M | – | 0.05 |
| DB Master Finance LLC | Long | ABS-other | US | $249K | – | 0.01 |
| Dealer Tire LLC / DT Issuer LLC (DEALER TIRE LLC/DT ISSR) | Long | Debt | US | $248K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.05 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $526K | – | 0.02 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $1M | – | 0.05 |
| Delta Air Lines Inc | Long | Debt | US | $578K | – | 0.03 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $819K | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $658K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $527K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $460K | – | 0.02 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $137K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $2M | – | 0.08 |
| Diamondback Energy Inc | Long | Debt | US | $827K | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $666K | – | 0.03 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $200K | – | 0.01 |
| DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE (District of Columbia Water & Sewer Authority) | Long | Debt | US | $81K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $736K | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $512K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $368K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $210K | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $171K | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $4M | – | 0.17 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $287K | – | 0.01 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $593K | – | 0.03 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $540K | – | 0.02 |
| DTE Electric Co | Long | Debt | US | $734K | – | 0.03 |
| DTE Electric Securitization Funding I LLC (DTE ELECTRIC SECUR FND) | Long | Debt | US | $978K | – | 0.05 |
| DTE Energy Co | Long | Debt | US | $2M | – | 0.10 |
| Duke Energy Carolinas LLC | Long | Debt | US | $317K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $700K | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $155K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $307K | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $3M | – | 0.13 |
| Duke Energy Ohio Inc | Long | Debt | US | $218K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $149K | – | 0.01 |
| DuPont de Nemours Inc | Long | Debt | US | $124K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $832K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $411K | – | 0.02 |
| Edison International | Long | Debt | US | $570K | – | 0.03 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $469K | – | 0.02 |
| Electricite de France SA | Long | Debt | FR | $826K | – | 0.04 |
| Electricite de France SA | Long | Debt | FR | $446K | – | 0.02 |
| Element Fleet Management Corp | Long | Debt | CA | $3M | – | 0.15 |
| Elevance Health Inc | Long | Debt | US | $216K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $14K | – | 0.00 |
| Ellington Financial Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Elmwood CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $407K | – | 0.02 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $478K | – | 0.02 |
| Emera US Finance LP | Long | Debt | US | $163K | – | 0.01 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $634K | – | 0.03 |
| Enact Holdings Inc | Long | Debt | US | $690K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $760K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $585K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $582K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $400K | – | 0.02 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $384K | – | 0.02 |
| Endo Finance Holdings Inc | Long | Debt | US | $102K | – | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $262K | – | 0.01 |
| Energean Israel Finance Ltd | Long | Debt | IL | $232K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.17 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $784K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $717K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $658K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $603K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $522K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $406K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $135K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $126K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $69K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $3M | – | 0.14 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $161K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $102K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $70K | – | 0.00 |
| Equifax Inc | Long | Debt | US | $374K | – | 0.02 |
| Esab Corp | Long | Debt | US | $71K | – | 0.00 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $413K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $812K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.09 |
| Eversource Energy | Long | Debt | US | $1M | – | 0.06 |
| Exelon Corp | Long | Debt | US | $1M | – | 0.06 |
| Exelon Corp | Long | Debt | US | $1M | – | 0.06 |
| Exelon Corp | Long | Debt | US | $241K | – | 0.01 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $206K | – | 0.01 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $987K | – | 0.05 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $686K | – | 0.03 |
| Falabella SA (SACI Falabella) | Long | Debt | CL | $594K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $494K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $992K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $986K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $986K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $966K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $952K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $952K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $941K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $907K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $903K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $895K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $889K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $862K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $826K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $821K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $804K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $770K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $766K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $758K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $735K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $727K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $704K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $703K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $701K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $692K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $673K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $672K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $670K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $655K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $653K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $649K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $646K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $638K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $630K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $591K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $579K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $563K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $541K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $529K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $520K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $503K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $497K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $497K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $491K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $487K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $481K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $454K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $382K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 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 | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 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 | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $609K | – | 0.03 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $227K | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $61K | – | 0.00 |
| Ferguson Finance PLC | Long | Debt | GB | $2M | – | 0.10 |
| Ferguson Finance PLC | Long | Debt | GB | $2M | – | 0.10 |
| Fiesta Purchaser Inc | Long | Debt | US | $75K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $1M | – | 0.06 |
| Fifth Third Bancorp | Long | Debt | US | $440K | – | 0.02 |
| First Quantum Minerals Ltd | Long | Debt | CA | $675K | – | 0.03 |
| First Quantum Minerals Ltd | Long | Debt | CA | $200K | – | 0.01 |
| FirstEnergy Corp | Long | Debt | US | $378K | – | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $105K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $540K | – | 0.02 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $488K | – | 0.02 |
| Five Guys Holdings Inc (Five Guys Funding, LLC) | Long | ABS-other | US | $447K | – | 0.02 |
| Flagstar Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Flagstar Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $463K | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $2M | – | 0.09 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $300K | – | 0.01 |
| Flowserve Corp (FLOWSERVE CORPORATION) | Long | Debt | US | $324K | – | 0.01 |
| Flutter Treasury Designated Activity Co (FLUTTER TREASURY DAC) | Long | Debt | IE | $201K | – | 0.01 |
| FMC Corp | Long | Debt | US | $904K | – | 0.04 |
| Ford Credit Auto Owner Trust 2020-C | Long | ABS-other | US | $297K | – | 0.01 |
| Ford Credit Auto Owner Trust 2022-A | Long | ABS-other | US | $285K | – | 0.01 |
| Ford Credit Auto Owner Trust 2022-B | Long | ABS-other | US | $2M | – | 0.10 |
| Ford Credit Auto Owner Trust 2023-B | Long | ABS-other | US | $2M | – | 0.08 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $848K | – | 0.04 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $2M | – | 0.10 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $670K | – | 0.03 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $368K | – | 0.02 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $251K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $6M | – | 0.25 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $952K | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $801K | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $581K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $425K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $290K | – | 0.01 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.16 |
| Foundry JV Holdco LLC | Long | Debt | US | $602K | – | 0.03 |
| Foundry JV Holdco LLC | Long | Debt | US | $364K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $762K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $735K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $652K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $685K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $997K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $974K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $918K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $916K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $915K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $914K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $898K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $888K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $847K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $843K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $817K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $799K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $796K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $785K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $751K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $729K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $723K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $667K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $661K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $625K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $598K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $565K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $543K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $528K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $497K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $455K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $396K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $852K | – | 0.04 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $743K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $729K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | US | $820K | – | 0.04 |
| Freeport-McMoRan Inc | Long | Debt | US | $690K | – | 0.03 |
| Freeport-McMoRan Inc | Long | Debt | US | $493K | – | 0.02 |
| Fresenius Medical Care US Finance III Inc (FRESENIUS MED CARE III) | Long | Debt | US | $860K | – | 0.04 |
| Full House Resorts Inc | Long | Debt | US | $267K | – | 0.01 |
| GA Global Funding Trust | Long | Debt | US | $2M | – | 0.09 |
| Gap Inc/The | Long | Debt | US | $196K | – | 0.01 |
| Gap Inc/The | Long | Debt | US | $143K | – | 0.01 |
| Gartner Inc | Long | Debt | US | $715K | – | 0.03 |
| GATX Corp | Long | Debt | US | $3M | – | 0.15 |
| GCAT 2021-NQM1 Trust | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| GCAT 2021-NQM2 Trust | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| GCAT 2023-NQM2 Trust | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| GCI LLC | Long | Debt | US | $482K | – | 0.02 |
| GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC (GEMS MENASA KY LTD/GEMS) | Long | Debt | XX | $259K | – | 0.01 |
| General Motors Co | Long | Debt | US | $534K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $4M | – | 0.17 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $893K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $877K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $821K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $594K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $416K | – | 0.02 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $920K | – | 0.04 |
| Generate CLO 4 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $2M | – | 0.09 |
| Georgia Power Co | Long | Debt | US | $376K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $884K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $582K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $445K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $397K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Global Atlantic Fin Co | Long | Debt | US | $421K | – | 0.02 |
| Global Atlantic Fin Co | Long | Debt | US | $193K | – | 0.01 |
| Global Infrastructure Solutions Inc | Long | Debt | US | $418K | – | 0.02 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $112K | – | 0.01 |
| Globo Comunicacao e Participacoes SA (GLOBO COMMUNICACOES PART) | Long | Debt | BR | $292K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.05 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $265K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $248K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $199K | – | 0.01 |
| GM Financial Consumer Automobile Receivables Trust 2021-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $293K | – | 0.01 |
| GM Financial Consumer Automobile Receivables Trust 2023-3 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $505K | – | 0.02 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $718K | – | 0.03 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $513K | – | 0.02 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $996K | – | 0.05 |
| GMF Floorplan Owner Revolving Trust (General Motors) | Long | ABS-other | US | $3M | – | 0.14 |
| GN Bondco LLC | Long | Debt | US | $187K | – | 0.01 |
| GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT (Golden State Tobacco Securitization Corp) | Long | Debt | US | $252K | – | 0.01 |
| GoldenTree Loan Management US CLO 20 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $687K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $440K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $367K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $210K | – | 0.01 |
| Golub Capital Partners ABS Funding 2020-1 Ltd (Golub Capital Partners Funding) | Long | ABS-other | KY | $310K | – | 0.01 |
| Golub Capital Partners ABS Funding 2021-1 Ltd (Golub Capital Partners Funding) | Long | ABS-other | KY | $470K | – | 0.02 |
| Graphic Packaging International LLC | Long | Debt | US | $394K | – | 0.02 |
| Graphic Packaging International LLC | Long | Debt | US | $365K | – | 0.02 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $407K | – | 0.02 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $234K | – | 0.01 |
| Group 1 Automotive Inc | Long | Debt | US | $300K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2020-UPTN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GS Mortgage Securities Trust 2015-GC28 | Long | ABS-mortgage backed security | US | $731K | – | 0.03 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GS Mortgage Securities Trust 2019-GC40 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GS Mortgage Securities Trust 2020-GC47 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GS Mortgage Securities Trust 2021-GSA3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GS Mortgage-Backed Securities Corp Trust 2021-NQM1 (GS Mortgage-Backed Securities Trust) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2020-NQM1 | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| H&E Equipment Services Inc | Long | Debt | US | $452K | – | 0.02 |
| Harvest CLO XXXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.25 |
| HCA Inc | Long | Debt | US | $337K | – | 0.02 |
| HCA Inc | Long | Debt | US | $314K | – | 0.01 |
| HCA Inc | Long | Debt | US | $219K | – | 0.01 |
| HCA Inc | Long | Debt | US | $201K | – | 0.01 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $3M | – | 0.16 |
| Healthpeak OP LLC | Long | Debt | US | $3M | – | 0.13 |
| Healthpeak OP LLC | Long | Debt | US | $619K | – | 0.03 |
| Hess Midstream Operations LP | Long | Debt | US | $117K | – | 0.01 |
| Hess Midstream Operations LP | Long | Debt | US | $109K | – | 0.01 |
| Hess Midstream Operations LP | Long | Debt | US | $51K | – | 0.00 |
| HI-FI Music IP Issuer LP (HI-FI MUSIC IP ISSUER II L.P) | Long | ABS-other | CA | $704K | – | 0.03 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $366K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $242K | – | 0.01 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $529K | – | 0.02 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $464K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $3M | – | 0.12 |
| Home Equity Asset Trust | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $2M | – | 0.11 |
| Hotwire Funding LLC | Long | ABS-other | US | $135K | – | 0.01 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $77K | – | 0.00 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.09 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $411K | – | 0.02 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $422K | – | 0.02 |
| Huntsman International LLC | Long | Debt | US | $825K | – | 0.04 |
| Huntsman International LLC | Long | Debt | US | $320K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $641K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $291K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $282K | – | 0.01 |
| Icon Investments Six DAC | Long | Debt | IE | $337K | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | IE | $202K | – | 0.01 |
| IHS Markit Ltd | Long | Debt | BM | $19K | – | 0.00 |
| Iliad Holding SASU | Long | Debt | FR | $203K | – | 0.01 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.09 |
| Imperial Fund Mortgage Trust 2021-NQM1 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Imperial Fund Mortgage Trust 2023-NQM1 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Indonesia Government International Bonds | Long | Debt | ID | $426K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $364K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $326K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $198K | – | 0.01 |
| Intel Corp | Long | Debt | US | $119K | – | 0.01 |
| Invesco Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.10 |
| IPALCO Enterprises Inc | Long | Debt | US | $158K | – | 0.01 |
| IQVIA Inc | Long | Debt | US | $368K | – | 0.02 |
| Iron Mountain Inc | Long | Debt | US | $277K | – | 0.01 |
| Iron Mountain Information Management Services Inc (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $124K | – | 0.01 |
| J.P. Morgan Mortgage Trust 2023-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Jacobs Entertainment Inc | Long | Debt | US | $153K | – | 0.01 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $199K | – | 0.01 |
| JB Poindexter & Co Inc | Long | Debt | US | $279K | – | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $937K | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $845K | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $447K | – | 0.02 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $110K | – | 0.01 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.07 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $576K | – | 0.03 |
| JetBlue 2019-1 Class AA Pass Through Trust | Long | Debt | US | $356K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $563K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $755K | – | 0.03 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $618K | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $646K | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $923K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $879K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $701K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $642K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $501K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $439K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $287K | – | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $564K | – | 0.03 |
| KB Home | Long | Debt | US | $349K | – | 0.02 |
| KeyCorp | Long | Debt | US | $299K | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $411K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $492K | – | 0.02 |
| KKR Group Finance Co II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $1M | – | 0.06 |
| KKR Group Finance Co VII LLC | Long | Debt | US | $183K | – | 0.01 |
| KKR Group Finance Co X LLC (KKR GROUP FIN CO X LLC) | Long | Debt | US | $186K | – | 0.01 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $319K | – | 0.01 |
| Korea National Oil Corp | Long | Debt | KR | $204K | – | 0.01 |
| Korea National Oil Corp | Long | Debt | KR | $198K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.06 |
| Kraft Heinz Foods Co | Long | Debt | US | $311K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Debt | US | $94K | – | 0.00 |
| Kubota Credit Owner Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.12 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.09 |
| Lam Research Corp | Long | Debt | US | $258K | – | 0.01 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $433K | – | 0.02 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $132K | – | 0.01 |
| Lazard Group LLC | Long | Debt | US | $588K | – | 0.03 |
| LCPR Senior Secured Financing DAC (LCPR SR SECURED FIN DAC) | Long | Debt | IE | $427K | – | 0.02 |
| Legacy Mortgage Asset Trust 2019-PR1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Leviathan Bond Ltd | Long | Debt | IL | $738K | – | 0.03 |
| Leviathan Bond Ltd | Long | Debt | IL | $120K | – | 0.01 |
| Liberty Mutual Group Inc | Long | Debt | US | $3M | – | 0.15 |
| Liberty Mutual Group Inc | Long | Debt | US | $449K | – | 0.02 |
| Liberty Mutual Group Inc | Long | Debt | US | $328K | – | 0.02 |
| Lithia Motors Inc | Long | Debt | US | $213K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $157K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $152K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.06 |
| LLPL Capital Pte Ltd | Long | Debt | SG | $156K | – | 0.01 |
| Long: B8A9KCBB7 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8A9KCBB7 IRS USD P F 1.35000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $472K | – | 0.02 | |
| Long: B8ABUSVQ1 IRS USD R V 12MSOFR 1 CCPBASISSWAP / Short: B8ABUSVQ1 IRS USD P F 4.80509 2 CCPBASISSWAP (LCH Limited) | Derivative-interest rate | US | $22K | – | 0.00 | |
| Long: B8ABWYG59 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8ABWYG59 IRS USD P F 4.69900 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Long: B8ACMDF14 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8ACMDF14 IRS USD P F 4.25300 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-74K | – | -0.00 | |
| Long: B8ACMZRB0 IRS USD R V 12MSOFR 1 CCPOIS / Short: B8ACMZRB0 IRS USD P F 4.66900 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| Long: S8ABBF2Z2 IRS USD R F 4.94625 2 CCPOIS / Short: S8ABBF2Z2 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| Long: S8ABBMQT5 IRS USD R F 5.11000 2 CCPOIS / Short: S8ABBMQT5 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| Long: S8ABBUGG6 IRS USD R F 5.08800 2 CCPOIS / Short: S8ABBUGG6 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| Long: S8ABUSVM0 IRS USD R F 5.38429 2 CCPBASISSWAP / Short: S8ABUSVM0 IRS USD P V 12MSOFR 1 CCPBASISSWAP (LCH Limited) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| Long: S8ACMDEY3 IRS USD R F 4.49700 2 CCPOIS / Short: S8ACMDEY3 IRS USD P V 12MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $61K | – | 0.00 | |
| Long: S8ACMZR87 IRS USD R F 5.11300 2 CCPOIS / Short: S8ACMZR87 IRS USD P V 12MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Long: S96J5F3R6 CDS USD R F 5.00000 2 CCPCDX / Short: S96J5F3R6 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $246K | – | 0.01 | |
| LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH (Louisiana Local Government Environmental Facilities & Community Development Auth) | Long | Debt | US | $1M | – | 0.05 |
| Lowe's Cos Inc | Long | Debt | US | $1M | – | 0.06 |
| Lowe's Cos Inc | Long | Debt | US | $284K | – | 0.01 |
| LPL Holdings Inc | Long | Debt | US | $315K | – | 0.01 |
| Lubrizol Corp/The | Long | Debt | US | $1M | – | 0.05 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $633K | – | 0.03 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $279K | – | 0.01 |
| Macquarie Bank Ltd | Long | Debt | AU | $428K | – | 0.02 |
| Macquarie Group Ltd | Long | Debt | AU | $1M | – | 0.05 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $410K | – | 0.02 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $292K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $267K | – | 0.01 |
| Madison Park Euro Funding XIV DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| Madison Park Funding XXXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Magnetite XL Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $387K | – | 0.02 |
| Manulife Financial Corp | Long | Debt | CA | $1M | – | 0.05 |
| MARB BondCo PLC | Long | Debt | GB | $650K | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $958K | – | 0.04 |
| Martin Marietta Materials Inc | Long | Debt | US | $348K | – | 0.02 |
| Marvell Technology Inc | Long | Debt | US | $766K | – | 0.04 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $408K | – | 0.02 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $2M | – | 0.07 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $859K | – | 0.04 |
| MasTec Inc | Long | Debt | US | $370K | – | 0.02 |
| MasTec Inc | Long | Debt | US | $259K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $352K | – | 0.02 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $137K | – | 0.01 |
| MC Brazil Downstream Trading SARL (MC BRAZIL DWNSTRM) | Long | Debt | LU | $477K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $957K | – | 0.04 |
| MetLife Inc | Long | Debt | US | $637K | – | 0.03 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $589K | – | 0.03 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $4M | – | 0.21 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $836K | – | 0.04 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $214K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $731K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $236K | – | 0.01 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $812K | – | 0.04 |
| Michaels Cos Inc/The | Long | Debt | US | $547K | – | 0.03 |
| Michaels Cos Inc/The | Long | Debt | US | $379K | – | 0.02 |
| MICHIGAN ST UNIV REVENUES (Michigan State University) | Long | Debt | US | $354K | – | 0.02 |
| Micron Technology Inc | Long | Debt | US | $1M | – | 0.06 |
| Micron Technology Inc | Long | Debt | US | $701K | – | 0.03 |
| Micron Technology Inc | Long | Debt | US | $468K | – | 0.02 |
| Micron Technology Inc | Long | Debt | US | $407K | – | 0.02 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $793K | – | 0.04 |
| MidAmerican Energy Co | Long | Debt | US | $234K | – | 0.01 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $658K | – | 0.03 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $530K | – | 0.02 |
| Mill City Mortgage Trust 2015-1 | Long | ABS-mortgage backed security | US | $717K | – | 0.03 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $408K | – | 0.02 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $200K | – | 0.01 |
| Mohegan Tribal Gaming Authority | Long | Debt | US | $401K | – | 0.02 |
| Moody's Corp (MOODY'S CORPORATION) | Long | Debt | US | $856K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $867K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $831K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $575K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $529K | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2003-NC10 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2003-NC7 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $781K | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Morgan Stanley Capital I Trust 2018-L1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Morgan Stanley Capital I Trust 2020-HR8 | Long | ABS-mortgage backed security | US | $818K | – | 0.04 |
| Motorola Solutions Inc | Long | Debt | US | $2M | – | 0.08 |
| Motorola Solutions Inc | Long | Debt | US | $765K | – | 0.04 |
| Motorola Solutions Inc | Long | Debt | US | $625K | – | 0.03 |
| MPLX LP | Long | Debt | US | $2M | – | 0.07 |
| MPLX LP | Long | Debt | US | $675K | – | 0.03 |
| MPLX LP | Long | Debt | US | $436K | – | 0.02 |
| MPLX LP | Long | Debt | US | $428K | – | 0.02 |
| MPLX LP | Long | Debt | US | $370K | – | 0.02 |
| MPLX LP | Long | Debt | US | $323K | – | 0.01 |
| MPLX LP | Long | Debt | US | $305K | – | 0.01 |
| MPLX LP | Long | Debt | US | $94K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $339K | – | 0.02 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $166K | – | 0.01 |
| MSCI Inc | Long | Debt | US | $651K | – | 0.03 |
| MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia) | Long | Debt | US | $374K | – | 0.02 |
| Mylan Inc | Long | Debt | US | $601K | – | 0.03 |
| National Grid PLC | Long | Debt | GB | $2M | – | 0.08 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $2M | – | 0.11 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $320K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $146K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust 2018-ALXA | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $755K | – | 0.03 |
| NatWest Group PLC | Long | Debt | GB | $547K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2020-H (Navient Student Loan Trust) | Long | ABS-other | US | $215K | – | 0.01 |
| Navient Student Loan Trust 2020-2 | Long | ABS-other | US | $63K | – | 0.00 |
| NBM US Holdings Inc | Long | Debt | US | $612K | – | 0.03 |
| Neighborly Issuer 2022-1 (Neighborly Issuer LLC) | Long | ABS-other | US | $449K | – | 0.02 |
| Neighborly Issuer LLC | Long | ABS-other | US | $876K | – | 0.04 |
| Netflix Inc | Long | Debt | US | $1M | – | 0.06 |
| New Century Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Issuer LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Issuer LLC) | Long | ABS-other | US | $256K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE (New York City Transitional Finance Authority Future Tax Secured Revenue) | Long | Debt | US | $944K | – | 0.04 |
| NEW YORK ST URBAN DEV CORP REVENUE (New York State Urban Development Corp) | Long | Debt | US | $1M | – | 0.06 |
| Newmont Corp | Long | Debt | US | $371K | – | 0.02 |
| Newmont Corp | Long | Debt | US | $269K | – | 0.01 |
| Newmont Corp | Long | Debt | US | $146K | – | 0.01 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $3M | – | 0.12 |
| News Corp | Long | Debt | US | $416K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $2M | – | 0.10 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $647K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $629K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $241K | – | 0.01 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $473K | – | 0.02 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $156K | – | 0.01 |
| NextGear Floorplan Master Owner Trust | Long | ABS-other | US | $3M | – | 0.15 |
| NextGear Floorplan Master Owner Trust | Long | ABS-other | US | $3M | – | 0.12 |
| NGC 2024-I Ltd (NGC Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.22 |
| NiSource Inc | Long | Debt | US | $346K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $155K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $122K | – | 0.01 |
| Nomura Holdings Inc | Long | Debt | JP | $165K | – | 0.01 |
| Norfolk Southern Corp | Long | Debt | US | $886K | – | 0.04 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $143K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $1M | – | 0.05 |
| Novelis Corp | Long | Debt | US | $530K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $895K | – | 0.04 |
| NRG Energy Inc | Long | Debt | US | $635K | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $581K | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $535K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $477K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $419K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $291K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $134K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $59K | – | 0.00 |
| NSTAR Electric Co | Long | Debt | US | $401K | – | 0.02 |
| NSTAR Electric Co | Long | Debt | US | $165K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $317K | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $407K | – | 0.02 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $3M | – | 0.13 |
| NYMT Loan Trust 2022-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| OBX 2020-EXP2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| OBX 2021-NQM3 Trust (ONSLOW BAY FINANCIAL LLC) | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.09 |
| Occidental Petroleum Corp | Long | Debt | US | $822K | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $757K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $277K | – | 0.01 |
| OCP CLO 2015-9 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $629K | – | 0.03 |
| OHA Credit Partners XI Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $283K | – | 0.01 |
| OneMain Finance Corp | Long | Debt | US | $378K | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $119K | – | 0.01 |
| OneMain Finance Corp | Long | Debt | US | $62K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $957K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $586K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $303K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $59K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.07 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $682K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $649K | – | 0.03 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $395K | – | 0.02 |
| Ovintiv Inc | Long | Debt | US | $579K | – | 0.03 |
| Ovintiv Inc | Long | Debt | US | $259K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $198K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $90K | – | 0.00 |
| Owens Corning | Long | Debt | US | $680K | – | 0.03 |
| Owens Corning | Long | Debt | US | $314K | – | 0.01 |
| Owens Corning | Long | Debt | US | $76K | – | 0.00 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $170K | – | 0.01 |
| OZLM Funding IV Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $722K | – | 0.03 |
| OZLM VI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $203K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $624K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $405K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $230K | – | 0.01 |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $499K | – | 0.02 |
| Palmer Square CLO 2024-2 LTD (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $322K | – | 0.01 |
| Panther Escrow Issuer LLC | Long | Debt | US | $706K | – | 0.03 |
| Paramount Global | Long | Debt | US | $565K | – | 0.03 |
| Paramount Global | Long | Debt | US | $297K | – | 0.01 |
| Paramount Global | Long | Debt | US | $140K | – | 0.01 |
| Park Avenue Institutional Advisers CLO Ltd 2018-1 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Parkland Corp | Long | Debt | CA | $339K | – | 0.02 |
| Parkland Corp | Long | Debt | CA | $309K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $271K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $156K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $4M | – | 0.17 |
| Peru Government International Bonds | Long | Debt | PE | $39K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $933K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $834K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $372K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $288K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $174K | – | 0.01 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $2M | – | 0.11 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $2M | – | 0.09 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $2M | – | 0.10 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $2M | – | 0.08 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $1M | – | 0.07 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $773K | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.06 |
| Phillips 66 Co | Long | Debt | US | $786K | – | 0.04 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $134K | – | 0.01 |
| Pilgrim's Pride Corp | Long | Debt | US | $443K | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $877K | – | 0.04 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $2M | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $3M | – | 0.14 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.10 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $910K | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $685K | – | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $474K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $351K | – | 0.02 |
| Popular Inc | Long | Debt | PR | $590K | – | 0.03 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $288K | – | 0.01 |
| Progress Residential 2022-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.07 |
| Progress Residential 2024-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.13 |
| Progress Residential 2024-SFR4 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.07 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $122K | – | 0.01 |
| Provident Funding Mortgage Trust 2020-F1 | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Province of Alberta Canada | Long | Debt | CA | $281K | – | 0.01 |
| Province of Alberta Canada | Long | Debt | CA | $167K | – | 0.01 |
| Province of Manitoba Canada (MANITOBA (PROVINCE OF)) | Long | Debt | CA | $95K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $209K | – | 0.01 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $2M | – | 0.07 |
| Public Service Electric and Gas Co | Long | Debt | US | $422K | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $292K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $123K | – | 0.01 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $425K | – | 0.02 |
| PURCHASED EUR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | XX | $-53K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $233K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $230K | – | 0.01 |
| Qorvo Inc | Long | Debt | US | $384K | – | 0.02 |
| Qorvo Inc | Long | Debt | US | $358K | – | 0.02 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $992K | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $2M | – | 0.07 |
| Realty Income Corp | Long | Debt | US | $310K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $99K | – | 0.00 |
| Regal Rexnord Corp | Long | Debt | US | $342K | – | 0.02 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $654K | – | 0.03 |
| Regions Financial Corp | Long | Debt | US | $712K | – | 0.03 |
| Renaissance Home Equity Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $467K | – | 0.02 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $424K | – | 0.02 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $282K | – | 0.01 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $581K | – | 0.03 |
| Rocket Software Inc | Long | Debt | US | $282K | – | 0.01 |
| Roper Technologies Inc | Long | Debt | US | $361K | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $115K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $258K | – | 0.01 |
| RPM International Inc | Long | Debt | US | $348K | – | 0.02 |
| RTX Corp | Long | Debt | US | $2M | – | 0.09 |
| Ryder System Inc | Long | Debt | US | $2M | – | 0.11 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $989K | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $341K | – | 0.02 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $234K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $196K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2021-2 | Long | ABS-other | US | $581K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-1 | Long | ABS-other | US | $593K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-5 | Long | ABS-other | US | $2M | – | 0.07 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $198K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $604K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $913K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-5 | Long | ABS-other | US | $1M | – | 0.07 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $405K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $103K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $499K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $505K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $3M | – | 0.12 |
| Santander Holdings USA Inc | Long | Debt | US | $1M | – | 0.06 |
| Santander Holdings USA Inc | Long | Debt | US | $555K | – | 0.03 |
| Santander Holdings USA Inc | Long | Debt | US | $313K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $382K | – | 0.02 |
| Sasol Financing USA LLC | Long | Debt | US | $293K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $310K | – | 0.01 |
| SBA Small Business Investment Cos (Small Business Administration) | Long | ABS-other | US | $3M | – | 0.15 |
| SBA Tower Trust | Long | Debt | US | $241K | – | 0.01 |
| SBL Holdings Inc | Long | Debt | US | $545K | – | 0.03 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $2M | – | 0.10 |
| Sempra | Long | Debt | US | $585K | – | 0.03 |
| Sempra | Long | Debt | US | $468K | – | 0.02 |
| Sensata Technologies Inc | Long | Debt | US | $161K | – | 0.01 |
| Sequoia Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Sequoia Mortgage Trust 2024-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.05 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $296K | – | 0.01 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $411K | – | 0.02 |
| Sesac Finance LLC (SESAC Finance, LLC) | Long | ABS-other | US | $612K | – | 0.03 |
| Simon Property Group LP | Long | Debt | US | $924K | – | 0.04 |
| Sirius XM Radio Inc | Long | Debt | US | $704K | – | 0.03 |
| Sirius XM Radio Inc | Long | Debt | US | $373K | – | 0.02 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $402K | – | 0.02 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $42K | – | 0.00 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $475K | – | 0.02 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $178K | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $867K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $811K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $474K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $383K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $320K | – | 0.01 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.05 |
| Solventum Corp | Long | Debt | US | $525K | – | 0.02 |
| Sonic Capital LLC | Long | ABS-other | US | $580K | – | 0.03 |
| Sonic Capital LLC | Long | ABS-other | US | $535K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $388K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $257K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.09 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.08 |
| Southern Co/The | Long | Debt | US | $583K | – | 0.03 |
| Southwest Airlines Co | Long | Debt | US | $654K | – | 0.03 |
| Southwestern Energy Co | Long | Debt | US | $381K | – | 0.02 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Standard Industries Inc/NJ | Long | Debt | US | $366K | – | 0.02 |
| Standard Industries Inc/NJ | Long | Debt | US | $24K | – | 0.00 |
| Starwood Mortgage Residential Trust 2022-1 | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| Starwood Property Trust Inc | Long | Debt | US | $165K | – | 0.01 |
| Starwood Property Trust Inc | Long | Debt | US | $85K | – | 0.00 |
| State Street Corp | Long | Debt | US | $299K | – | 0.01 |
| State Street Navigator Securities Lending Government Money Market Portfolio (State Street Global Advisors) | Long | Short-term investment vehicle | US | $19M | 19M | 0.90 |
| Steel Dynamics Inc | Long | Debt | US | $841K | – | 0.04 |
| Stellantis Finance US Inc (STELLANTIS FIN US INC) | Long | Debt | US | $3M | – | 0.15 |
| Subway Funding LLC | Long | ABS-other | US | $4M | – | 0.19 |
| Subway Funding LLC | Long | ABS-other | US | $319K | – | 0.01 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $118K | – | 0.01 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.07 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $1M | – | 0.06 |
| Sunbird Engine Finance LLC (Project Sunbird) | Long | ABS-other | KY | $172K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $363K | – | 0.02 |
| Sunoco LP | Long | Debt | US | $360K | – | 0.02 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $476K | – | 0.02 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $193K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.14 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $890K | – | 0.04 |
| Taco Bell Funding LLC (TACO BELL FUNDING, LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| Taco Bell Funding LLC (TACO BELL FUNDING, LLC) | Long | ABS-other | US | $980K | – | 0.05 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $350K | – | 0.02 |
| Talos Production Inc | Long | Debt | US | $63K | – | 0.00 |
| Talos Production Inc | Long | Debt | US | $50K | – | 0.00 |
| Tapestry Inc | Long | Debt | US | $371K | – | 0.02 |
| Tapestry Inc | Long | Debt | US | $312K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.09 |
| Targa Resources Corp | Long | Debt | US | $677K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $589K | – | 0.03 |
| Taylor Morrison Communities Inc | Long | Debt | US | $209K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $134K | – | 0.01 |
| TCW CLO 2019-2 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $557K | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $42K | – | 0.00 |
| Teledyne Technologies Inc | Long | Debt | US | $963K | – | 0.04 |
| Tenet Healthcare Corp | Long | Debt | US | $65K | – | 0.00 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $171K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $68K | – | 0.00 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $371K | – | 0.02 |
| TIF Funding II LLC | Long | ABS-other | US | $461K | – | 0.02 |
| Tikehau US CLO IV Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $4M | – | 0.19 |
| Toronto-Dominion Bank/The (TORONTO DOMINION BANK) | Long | Debt | CA | $2M | – | 0.08 |
| Total Play Telecomunicaciones SA de CV | Long | Debt | MX | $235K | – | 0.01 |
| TotalEnergies Capital SA | Long | Debt | FR | $664K | – | 0.03 |
| Towd Point Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Towd Point Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Towd Point Mortgage Trust 2021-SJ2 | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Toyota Auto Receivables 2023-A Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $3M | – | 0.14 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $426K | – | 0.02 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $106K | – | 0.00 |
| Travel + Leisure Co | Long | Debt | US | $181K | – | 0.01 |
| Tricon American Homes 2019-SFR1 Trust | Long | ABS-other | US | $1M | – | 0.07 |
| Tricon Residential 2022-SFR2 Trust | Long | ABS-other | US | $3M | – | 0.12 |
| Tricon Residential 2023-SFR2 Trust | Long | ABS-other | US | $3M | – | 0.13 |
| Trimaran Cavu 2021-1 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| TriNet Group Inc | Long | Debt | US | $156K | – | 0.01 |
| Triton Container Finance VIII LLC (Triton Container Finance LLC) | Long | ABS-other | US | $661K | – | 0.03 |
| Triton Container Finance VIII LLC (Triton Container Finance LLC) | Long | ABS-other | US | $472K | – | 0.02 |
| Truist Financial Corp | Long | Debt | US | $3M | – | 0.14 |
| Truist Financial Corp | Long | Debt | US | $913K | – | 0.04 |
| Truist Financial Corp | Long | Debt | US | $873K | – | 0.04 |
| Truist Financial Corp | Long | Debt | US | $759K | – | 0.04 |
| Trust Fibra Uno (TRUST FIBRAUNO) | Long | Debt | MX | $659K | – | 0.03 |
| U.S. Treasury Bills (United States Treasury) | Long | Debt | US | $12M | – | 0.56 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $36M | – | 1.67 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $28M | – | 1.28 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $23M | – | 1.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $21M | – | 0.97 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $21M | – | 0.97 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $18M | – | 0.83 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $18M | – | 0.82 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $13M | – | 0.62 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $12M | – | 0.57 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $12M | – | 0.54 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10M | – | 0.46 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.37 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.20 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $50K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $29M | – | 1.32 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $22M | – | 1.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 0.96 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $18M | – | 0.82 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $11M | – | 0.53 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.38 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $174K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $5M | – | 0.21 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $4M | – | 0.18 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $928K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $909K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $833K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $724K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $164K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $90K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $88K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $45K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $38K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $30K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $24K | – | 0.00 |
| Uber Technologies Inc | Long | Debt | US | $769K | – | 0.04 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $870K | – | 0.04 |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $702K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $577K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $441K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $368K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $301K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $296K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| UMBS | Long | ABS-mortgage backed security | US | $742K | – | 0.03 |
| UMBS | Long | ABS-mortgage backed security | US | $674K | – | 0.03 |
| UMBS | Long | ABS-mortgage backed security | US | $653K | – | 0.03 |
| UMBS | Long | ABS-mortgage backed security | US | $643K | – | 0.03 |
| UMBS | Long | ABS-mortgage backed security | US | $627K | – | 0.03 |
| UMBS | Long | ABS-mortgage backed security | US | $553K | – | 0.03 |
| UMBS | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $485K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| UMBS | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| UMBS | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| UMBS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-2M | – | -0.11 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $2M | – | 0.08 |
| United Airlines 2014-2 Class A Pass Through Trust (UNITED AIR 2014-2 A PTT) | Long | Debt | US | $698K | – | 0.03 |
| United Airlines 2016-1 Class A Pass Through Trust (UNITED AIR 2016-1 A PTT) | Long | Debt | US | $554K | – | 0.03 |
| United Airlines 2018-1 Class B Pass Through Trust (UNITED AIR 2018-1 B PTT) | Long | Debt | US | $197K | – | 0.01 |
| United Airlines 2019-1 Class A Pass Through Trust (UNITED AIR 2019-1 A PTT) | Long | Debt | US | $462K | – | 0.02 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $1M | – | 0.05 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $703K | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $561K | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $276K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $558K | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $451K | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $365K | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $152K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $149K | – | 0.01 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $3M | – | 0.13 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $3M | – | 0.13 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $2M | – | 0.11 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $2M | – | 0.10 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $2M | – | 0.10 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $2M | – | 0.09 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $2M | – | 0.08 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $2M | – | 0.07 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $1M | – | 0.07 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $1M | – | 0.06 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $1M | – | 0.06 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $960K | – | 0.04 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $821K | – | 0.04 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $654K | – | 0.03 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $623K | – | 0.03 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $334K | – | 0.02 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $276K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $654K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $499K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $474K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $107K | – | 0.00 |
| UNIV OF MICHIGAN MI (University of Michigan) | Long | Debt | US | $1M | – | 0.06 |
| UNIV OF VIRGINIA VA UNIV REVENUES (University of Virginia) | Long | Debt | US | $378K | – | 0.02 |
| UNIV OF VIRGINIA VA UNIV REVENUES (University of Virginia) | Long | Debt | US | $147K | – | 0.01 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $534K | – | 0.02 |
| University of Chicago/The | Long | Debt | US | $91K | – | 0.00 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $235K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-72K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $114K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $221K | – | 0.01 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $712K | – | 0.03 |
| US Bancorp | Long | Debt | US | $3M | – | 0.13 |
| US Bancorp | Long | Debt | US | $1M | – | 0.05 |
| US Bancorp | Long | Debt | US | $729K | – | 0.03 |
| US Bancorp | Long | Debt | US | $480K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-107K | – | -0.00 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $7K | – | 0.00 | |
| Valvoline Inc | Long | Debt | US | $418K | – | 0.02 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $917K | – | 0.04 |
| Vantage Data Centers LLC | Long | ABS-other | US | $765K | – | 0.04 |
| Var Energi ASA | Long | Debt | NO | $1M | – | 0.07 |
| Var Energi ASA | Long | Debt | NO | $1M | – | 0.06 |
| Varex Imaging Corp (VAREX IMAGING CORPORATIO) | Long | Debt | US | $290K | – | 0.01 |
| Vector Group Ltd | Long | Debt | US | $661K | – | 0.03 |
| Velocity Vehicle Group LLC | Long | Debt | US | $141K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $344K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $185K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $641K | – | 0.03 |
| Venture XIX CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.02 |
| Verisk Analytics Inc | Long | Debt | US | $444K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $364K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $118K | – | 0.01 |
| Verizon Master Trust | Long | ABS-other | US | $2M | – | 0.11 |
| Verus Securitization Trust 2020-5 | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Verus Securitization Trust 2021-3 | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| Verus Securitization Trust 2021-R1 | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Viatris Inc | Long | Debt | US | $2M | – | 0.07 |
| Viatris Inc | Long | Debt | US | $825K | – | 0.04 |
| Viatris Inc | Long | Debt | US | $376K | – | 0.02 |
| VICI Properties LP | Long | Debt | US | $307K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $591K | – | 0.03 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $327K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $294K | – | 0.01 |
| Virginia Power Fuel Securitization LLC | Long | Debt | US | $3M | – | 0.14 |
| Vistra Corp | Long | Debt | US | $163K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.05 |
| Vistra Operations Co LLC | Long | Debt | US | $964K | – | 0.04 |
| Vistra Operations Co LLC | Long | Debt | US | $693K | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $459K | – | 0.02 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $358K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $250K | – | 0.01 |
| Vital Energy Inc | Long | Debt | US | $245K | – | 0.01 |
| Vodafone Group PLC | Long | Debt | GB | $575K | – | 0.03 |
| Vodafone Group PLC | Long | Debt | GB | $399K | – | 0.02 |
| VR Funding LLC | Long | ABS-other | US | $412K | – | 0.02 |
| WakeMed | Long | Debt | US | $238K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.10 |
| Warnermedia Holdings Inc | Long | Debt | US | $870K | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $281K | – | 0.01 |
| Wellfleet CLO 2018-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $437K | – | 0.02 |
| Wellfleet CLO 2020-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.17 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $819K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $799K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2017-RB1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2020-C56 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2021-C60 | Long | ABS-mortgage backed security | US | $709K | – | 0.03 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $497K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $534K | – | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $347K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C23 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| William Carter Co/The | Long | Debt | US | $345K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $530K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $296K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $250K | – | 0.01 |
| Williams Scotsman Inc | Long | Debt | US | $227K | – | 0.01 |
| Willis Engine Structured Trust V (Willis Engine Securitization Trust) | Long | ABS-other | US | $131K | – | 0.01 |
| WMG Acquisition Corp | Long | Debt | US | $263K | – | 0.01 |
| Wolverine World Wide Inc | Long | Debt | US | $251K | – | 0.01 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $190K | – | 0.01 |
| WP Carey Inc | Long | Debt | US | $513K | – | 0.02 |
| XPO Inc | Long | Debt | US | $51K | – | 0.00 |
| Yale University | Long | Debt | US | $379K | – | 0.02 |
| Yamana Gold Inc | Long | Debt | CA | $891K | – | 0.04 |
| Yara International ASA | Long | Debt | NO | $1M | – | 0.05 |
| Zaxbys Funding LLC (Zaxby's Funding LLC) | Long | ABS-other | US | $497K | – | 0.02 |
Address
Mercer Funds
99 HIGH STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Luis A. Ubinas
Gail A. Schneider
Adela M. Cepeda
Joan E. Steel
Transfer Agents
State Street Bank and Trust Company
Pricing Services
Bloomberg L.P.
S&P Global Inc.
ICE Data Services, Inc.
Bank of America, National Association
Pluris, Inc.
PricingDirect Inc.
London Stock Exchange Group PLC
Custodians
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
Mercer Investments LLC
Admins
Mercer Investments LLC
State Street Bank and Trust Company
Brokers
Morgan Stanley & Co. LLC