Columbia Funds Complex > Columbia Funds Series Trust I
Columbia Strategic Income Fund
$5.03B
Avg Monthly Net Assets
$6.27B
Total Assets
$860.96M
Total Liabilities
$5.41B
Net Assets
Columbia Strategic Income Fund is a Mutual Fund in Columbia Funds Series Trust I
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has seven share classes
and monthly net assets of $5.03B.
On July 26th, 2024 it reported 1,156 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (7.5%), UMBS (2.9%) and UMBS (2.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Advisor Class | C000122657 | CMNRX | |
| Class A | C000029358 | COSIX | |
| Class C | C000029360 | CLSCX | |
| Class R | C000094661 | CSNRX | |
| Institutional 2 Class | C000094663 | CTIVX | |
| Institutional 3 Class | C000129839 | CPHUX | |
| Institutional Class | C000029362 | LSIZX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC UNLIMITED L CO TLB 2.25 (1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)) | Long | Loan | CA | $2M | – | 0.04 |
| 1375209 BC LTD | Long | Debt | CA | $430K | – | 0.01 |
| 8TH AVENUE FOOD & PROV 1LN TL 3.75 (8TH AVENUE FOOD & PROVISIONS INC) | Long | Loan | US | $829K | – | 0.02 |
| AADVANTAGE LOYALTY TL 4.75 (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $3M | – | 0.05 |
| ABBVIE INC | Long | Debt | US | $17M | – | 0.32 |
| ABC SUPPLY CO INC (AMERICAN BUILDERS & CONTRACTORS SUPPLY C) | Long | Debt | US | $3M | – | 0.05 |
| ACADIA HEALTHCARE CO INC | Long | Debt | US | $2M | – | 0.03 |
| ACADIA HEALTHCARE COMPANY INC (ACADIA HEALTHCARE CO INC) | Long | Debt | US | $2M | – | 0.04 |
| ACCENTCARE PLUTO TLB 5.5 (PLUTO ACQUISITION I INC) | Long | Loan | US | $2M | – | 0.03 |
| ACUREN INDUSTRIAL SERVICES TLB 4.0 (ROCKWOOD SERVICE CORP) | Long | Loan | US | $5K | – | 0.00 |
| ACUSHNET CO | Long | Debt | US | $2M | – | 0.03 |
| AEP TEXAS INC | Long | Debt | US | $5M | – | 0.10 |
| AETNA INC | Long | Debt | US | $2M | – | 0.04 |
| AETNA INC | Long | Debt | US | $1M | – | 0.02 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $26M | – | 0.48 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $15M | – | 0.28 |
| AFFRM_24-A (AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A) | Long | ABS-mortgage backed security | US | $15M | – | 0.28 |
| AG ISSUER LLC | Long | Debt | US | $56K | – | 0.00 |
| AG TTMT ESCROW ISSUER LLC | Long | Debt | US | $4M | – | 0.07 |
| AGILITI HEALTH INC TLB 3.0 | Long | Loan | US | $704K | – | 0.01 |
| AIR CANADA | Long | Debt | CA | $2M | – | 0.04 |
| AL GCX HOLDINGS LTD TLB 3.75 (GCX HOLDINGS LTD) | Long | Loan | BM | $1M | – | 0.02 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC) | Long | Debt | US | $3M | – | 0.05 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC) | Long | Debt | US | $1M | – | 0.02 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC) | Long | Debt | US | $501K | – | 0.01 |
| ALCOA NEDERLAND HOLDING BV | Long | Debt | NL | $1M | – | 0.02 |
| ALIXPARTNERS TLB 2.75 (ALIXPARTNERS LLP) | Long | Loan | US | $2M | – | 0.04 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $2M | – | 0.05 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $764K | – | 0.01 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $7M | – | 0.13 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $4M | – | 0.07 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $3M | – | 0.05 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $672K | – | 0.01 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $566K | – | 0.01 |
| ALLIED UNIVERSAL TLB 3.75 (ALLIED UNIVERSAL HOLDCO LLC) | Long | Loan | US | $2M | – | 0.04 |
| ALTER DOMUS TL DD 3.5 (CHRYSAOR MIDCO SARL) | Long | Loan | LU | $21K | – | 0.00 |
| ALTER DOMUS TLB 3.5 (CHRYSAOR MIDCO SARL) | Long | Loan | LU | $285K | – | 0.01 |
| ALTERRA MOUNTAIN CO TLB4 3.25 | Long | Loan | US | $3M | – | 0.05 |
| ALTERRA MOUNTAIN CO TLB5 3.5 | Long | Loan | US | $430K | – | 0.01 |
| ALTICE FRANCE HOLDING SA | Long | Debt | LU | $1M | – | 0.02 |
| ALTICE FRANCE HOLDING SA TLB14 5.5 | Long | Loan | LU | $1M | – | 0.03 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $4M | – | 0.07 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $884K | – | 0.02 |
| AMENTUM (MAVERICK PURCH) TLB 4.0 (AMENTUM GOVERNMENT SERVICES HOLDINGS LLC) | Long | Loan | US | $2M | – | 0.03 |
| AMENTUM (MAVERICK) TLB 4.0 (AMENTUM GOVERNMENT SERVICES HOLDINGS LLC) | Long | Loan | US | $951K | – | 0.02 |
| AMER SPORTS CO TLB 3.25 (AMER SPORTS COMPANY) | Long | Loan | US | $2M | – | 0.03 |
| AMERICAN AIRLINES INC | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN AIRLINES TLB 3.5 | Long | Loan | US | $2M | – | 0.03 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $7M | – | 0.14 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $1M | – | 0.03 |
| AMERICAN AXLE & MANUFACTURING INC | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN AXLE TLB 3.75 (AMERICAN AXLE & MANUFACTURING INC) | Long | Loan | US | $2M | – | 0.03 |
| AMGEN INC | Long | Debt | US | $9M | – | 0.17 |
| AMWINS GROUP INC | Long | Debt | US | $2M | – | 0.04 |
| ANCESTRY.COM INC TLB 3.25 (ARCHES BUYER INC) | Long | Loan | US | $3M | – | 0.05 |
| ANCHOR PACKAGING LLC TLB 3.75 | Long | Loan | US | $2M | – | 0.03 |
| ANGOLA (REPUBLIC OF) | Long | Debt | AO | $9M | – | 0.17 |
| ANTERO MIDSTREAM PARTNERS/FIN (ANTERO MIDSTREAM PARTNERS LP) | Long | Debt | US | $2M | – | 0.03 |
| ANTLR_24-RTL1 (ANTLER MORTGAGE TRUST ANTLR_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.30 |
| APERGY CORP TLB 3.25 (CHAMPIONX CORP) | Long | Loan | US | $998K | – | 0.02 |
| APPLOVIN CORP TLB 2.5 | Long | Loan | US | $2M | – | 0.04 |
| APX GROUP INC | Long | Debt | US | $651K | – | 0.01 |
| APX GROUP INC TLB 3.50 | Long | Loan | US | $2M | – | 0.03 |
| ARAMARK SERVICES INC TLB7 2.0 | Long | Loan | US | $2M | – | 0.03 |
| ARAMARK SERVICES INC TLB8 | Long | Loan | US | $996K | – | 0.02 |
| ARCHES BUYER INC | Long | Debt | US | $4M | – | 0.07 |
| ARCHES BUYER INC | Long | Debt | US | $2M | – | 0.05 |
| ARDAGH METAL PACKAGING FIN/FIN PLC (ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | IE | $5M | – | 0.10 |
| ARES_17-44A (ARES CLO LTD ARES_17-44A) | Long | ABS-mortgage backed security | US | $15M | – | 0.28 |
| ARETEC ESCROW ISSUER 2 INC | Long | Debt | US | $3M | – | 0.06 |
| ARETEC ESCROW ISSUER INC | Long | Debt | US | $1M | – | 0.02 |
| ARGUS MEDIA FLEET US TLB 3.75 (FLEET US BIDCO INC) | Long | Loan | US | $1M | – | 0.03 |
| ARTERA SERVICES TLB 4.5 (ARTERA SERVICES LLC) | Long | Loan | US | $1M | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $645K | – | 0.01 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $628K | – | 0.01 |
| ASCEND LEARNING LLC TL 2LN 5.75 | Long | Loan | US | $2M | – | 0.03 |
| ASCEND LEARNING LLC TLB 3.5 | Long | Loan | US | $3M | – | 0.05 |
| ASCEND PERFORMANCE TLB 4.75 (ASCEND PERFORMANCE MATERIALS OPERATIONS LLC) | Long | Loan | US | $1M | – | 0.02 |
| ASSUREDPARTNERS INC | Long | Debt | US | $2M | – | 0.04 |
| ASSUREDPARTNERS INC | Long | Debt | US | $2M | – | 0.03 |
| ASSUREDPARTNERS TLB5 3.5 (ASSUREDPARTNERS INC) | Long | Loan | US | $2M | – | 0.03 |
| ASURION LLC TLB8 3.25 | Long | Loan | US | $809K | – | 0.01 |
| AT&T INC | Long | Debt | US | $5M | – | 0.10 |
| ATHENAHEALTH INC TLB 3.5 | Long | Loan | US | $3M | – | 0.06 |
| AUTODATA TLB 3.5 (PROJECT BOOST PURCHASER LLC) | Long | Loan | US | $2M | – | 0.03 |
| AVANTOR FUNDING INC | Long | Debt | US | $4M | – | 0.07 |
| AVANTOR FUNDING INC | Long | Debt | US | $2M | – | 0.03 |
| Avaya Holdings Corp | Long | Equity-common | US | $215K | 41K | 0.00 |
| Avaya Holdings Corp | Long | Equity-common | US | $45K | 8K | 0.00 |
| AVAYA INC RIGHTS TL (AVAYA HOLDINGS CORP) | Long | Loan | US | $1M | – | 0.02 |
| AVIENT CORPORATION | Long | Debt | US | $2M | – | 0.03 |
| AVIS BUDGET CAR RENTAL LLC | Long | Debt | US | $3M | – | 0.05 |
| AVOLON TLB6 2.5 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $737K | – | 0.01 |
| AXALTA COATING SYSTEMS LLC | Long | Debt | US | $1M | – | 0.02 |
| AXALTA COATING SYSTEMS/HOLDING BV (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $2M | – | 0.03 |
| AXALTA COATING TLB6 2.0 (AXALTA COATING SYSTEMS US HOLDINGS INC) | Long | Loan | US | $961K | – | 0.02 |
| BABSN_21-2A (BABSON CLO LTD BABSN_21-2A) | Long | ABS-mortgage backed security | KY | $8M | – | 0.15 |
| BACARDI LTD | Long | Debt | BM | $16M | – | 0.30 |
| BAE SYSTEMS PLC | Long | Debt | GB | $10M | – | 0.19 |
| BAE SYSTEMS PLC | Long | Debt | GB | $4M | – | 0.07 |
| BALLY_21-18A (BALLYROCK CLO LTD BALLY_21-18A) | Long | ABS-mortgage backed security | KY | $13M | – | 0.24 |
| BANK OF AMERICA CORP | Long | Debt | US | $49M | – | 0.90 |
| BANK OF AMERICA CORP | Long | Debt | US | $38M | – | 0.71 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $792K | – | 0.01 |
| BARNES GROUP INC TLB 2.5 | Long | Loan | US | $2M | – | 0.04 |
| BARRACUDA NETWORKS INC TLB 4.5 | Long | Loan | US | $3M | – | 0.05 |
| BAUSCH & LOMB ESCROW CORP (BAUSCH + LOMB CORP) | Long | Debt | CA | $3M | – | 0.05 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $688K | – | 0.01 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $4M | – | 0.07 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $1M | – | 0.03 |
| BCC_21-5A (BAIN CAPITAL CREDIT CLO BCC_21-5) | Long | ABS-mortgage backed security | KY | $8M | – | 0.15 |
| BCC_21-6A (BAIN CAPITAL CREDIT CLO BCC_21-6A) | Long | ABS-mortgage backed security | KY | $11M | – | 0.21 |
| BCC_21-7A (BAIN CAPITAL CREDIT CLO BCC_21-7) | Long | ABS-mortgage backed security | US | $15M | – | 0.27 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $2M | – | 0.04 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $2M | – | 0.03 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $1M | – | 0.02 |
| BECTON DICKINSON EURO FINANCE SARL | Long | Debt | LU | $1M | – | 0.02 |
| BFLD_19-DPLO (BFLD TRUST BFLD_19-DPLO) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| BHR_18-PRME (BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME) | Long | ABS-mortgage backed security | US | $13M | – | 0.25 |
| BHR_18-PRME (BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| BLACKSTONE CQP TLB 3.0 (CQP HOLDCO LP) | Long | Loan | US | $3M | – | 0.06 |
| BLOCK INC | Long | Debt | US | $3M | – | 0.06 |
| BLOCK INC | Long | Debt | US | $2M | – | 0.03 |
| BLOCK INC | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO | Long | Debt | US | $11M | – | 0.20 |
| BOMBARDIER INC | Long | Debt | CA | $2M | – | 0.03 |
| BOMBARDIER INC | Long | Debt | CA | $650K | – | 0.01 |
| BOMBARDIER REC PRODUCTS TLB3 2.75 (BOMBARDIER RECREATIONAL PRODUCTS) | Long | Loan | CA | $2M | – | 0.04 |
| BOMBARDIER RECREATIONAL TLB4 2.75 (BOMBARDIER RECREATIONAL PRODUCTS) | Long | Loan | CA | $1M | – | 0.02 |
| BOOZ ALLEN HAMILTON INC | Long | Debt | US | $1M | – | 0.02 |
| BOXER PARENT CO INC | Long | Debt | US | $449K | – | 0.01 |
| BOYD GAMING CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| BOYD GAMING CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| BOYNE USA INC | Long | Debt | US | $667K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $16M | – | 0.30 |
| BRAND ENERGY & INFRAS TLB 4.5 (BRAND INDUSTRIAL SERVICES INC) | Long | Loan | US | $144K | – | 0.00 |
| BRASKEM NETHERLANDS BV (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $445K | – | 0.01 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $6M | – | 0.11 |
| BRAVO_21-B (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.21 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $10M | – | 0.18 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.03 |
| BROADCOM INC | Long | Debt | US | $14M | – | 0.27 |
| BROADSTREET PARTNERS INC | Long | Debt | US | $3M | – | 0.05 |
| BROADSTREET PARTNERS INC TLB3 4.0 | Long | Loan | US | $2M | – | 0.04 |
| BROADSTREET PARTNERS TLB4 3.25 (BROADSTREET PARTNERS INC) | Long | Loan | US | $80K | – | 0.00 |
| BVRT_21-3F (BVRT FINANCING TRUST BVRT_21-3F) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.29 |
| BVRT_21-CRT1 (BVRT FINANCING TRUST BVRT_21-CRT1) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.49 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $5M | – | 0.09 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $4M | – | 0.07 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $3M | – | 0.06 |
| CAESARS ENTERTAINMENT INC TLB 3.25 | Long | Loan | US | $2M | – | 0.05 |
| CAESARS ENTERTAINMENT TLB2 2.75 (CAESARS ENTERTAINMENT INC) | Long | Loan | US | $849K | – | 0.02 |
| CAFL_21-RTL1 (COLONY AMERICAN FINANCE LTD CAFL_21-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.15 |
| CALPINE CONSTRUCTION FIN TLB 2.25 (CALPINE CONSTRUCTION FINANCE COMPANY LP) | Long | Loan | US | $727K | – | 0.01 |
| CALPINE CORP | Long | Debt | US | $2M | – | 0.04 |
| CALPINE CORP TLB5 2.0 | Long | Loan | US | $719K | – | 0.01 |
| CALPINE CORP TLB9 2.0 | Long | Loan | US | $1M | – | 0.03 |
| CAMELOT FINANCE SA | Long | Debt | LU | $892K | – | 0.02 |
| CANPACK SA/CANPACK US LLC | Long | Debt | PL | $3M | – | 0.06 |
| CARMX_24-1 (CARMAX AUTO OWNER TRUST CARMX_24-1) | Long | ABS-mortgage backed security | US | $25M | – | 0.46 |
| CARNIVAL CORP | Long | Debt | PA | $3M | – | 0.05 |
| CARNIVAL CORP | Long | Debt | PA | $2M | – | 0.04 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $2M | – | 0.03 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $1M | – | 0.02 |
| CARNIVAL HOLDINGS BERMUDA LTD (CARNIVAL HOLDINGS (BERMUDA) LTD) | Long | Debt | BM | $3M | – | 0.06 |
| CARRIER GLOBAL CORP | Long | Debt | US | $14M | – | 0.26 |
| CARROLL CNTY ENERGY LLC TLB 3.5 (CARROLL COUNTY ENERGY LLC) | Long | Loan | US | $377K | – | 0.01 |
| CAS_19-HRP1 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| CAST & CREW PAYROLL TL 3.75 (CAST & CREW LLC) | Long | Loan | US | $1M | – | 0.02 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $2M | – | 0.05 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $559K | – | 0.01 |
| CATALENT PHARMA TLB4 3.0 (CATALENT PHARMA SOLUTIONS INC) | Long | Loan | US | $2M | – | 0.04 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $3M | – | 0.05 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $3M | – | 0.05 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $2M | – | 0.04 |
| CCO HOLDINGS LLC/CAP CORP (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $2M | – | 0.04 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $2M | – | 0.04 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $698K | – | 0.01 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $8M | – | 0.14 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $1M | – | 0.03 |
| CD&R HYDRA/STS OPER TLB 4.0 (STS Operating) | Long | Loan | US | $436K | – | 0.01 |
| CD&R SMOKEY BUYER INC | Long | Debt | US | $5M | – | 0.10 |
| CDK GLOBAL INC (CDK GLOBAL II LLC) | Long | Debt | US | $425K | – | 0.01 |
| CDK GLOBAL TLB 3.25 (CENTRAL PARENT LLC) | Long | Loan | US | $4M | – | 0.07 |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-2M | – | -0.03 | |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $-2M | – | -0.03 | |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $-2M | – | -0.03 | |
| CDS: (CMBX.NA.10.BBB-) (Citi) | Derivative-credit | US | $-4M | – | -0.06 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $2M | – | 0.03 | |
| CDS: (CMBX.NA.11.BBB-) (Goldman Sachs International) | Derivative-credit | GB | $573K | – | 0.01 | |
| CDS: (CMBX.NA.11.BBB-) (JPMorgan) | Derivative-credit | US | $573K | – | 0.01 | |
| CDS: (CMBX.NA.12.BBB-) (Citi) | Derivative-credit | US | $2M | – | 0.04 | |
| CDS: (CMBX.NA.16.BBB-) (Morgan Stanley) | Derivative-credit | US | $2M | – | 0.03 | |
| CDS: (CMBX.NA.8.BBB-) (Morgan Stanley) | Derivative-credit | US | $-508K | – | -0.01 | |
| CEDAR FAIR LP | Long | Debt | US | $541K | – | 0.01 |
| CEDAR FAIR LP/CANADA WONDERLAND | Long | Debt | US | $779K | – | 0.01 |
| CENGAGE LEARNING INC TLB 4.25 | Long | Loan | US | $3M | – | 0.05 |
| CENTENE CORPORATION | Long | Debt | US | $37M | – | 0.69 |
| CENTENE CORPORATION | Long | Debt | US | $10M | – | 0.18 |
| CENTENE CORPORATION | Long | Debt | US | $6M | – | 0.11 |
| CETERA FIN GROUP TLB 4.5 (ARETEC GROUP INC) | Long | Loan | US | $2M | – | 0.04 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.02 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $858K | – | 0.02 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $427K | – | 0.01 |
| CHART INDUSTRIES INC | Long | Debt | US | $1M | – | 0.03 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $7M | – | 0.14 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $3M | – | 0.06 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $3M | – | 0.06 |
| CHARTER NEX FILMS INC TLB 3.5 (CHARTER NEXT GENERATION INC) | Long | Loan | US | $4M | – | 0.07 |
| CHG HEALTHCARE SVCS INC TLB 3.5 | Long | Loan | US | $763K | – | 0.01 |
| CHOBANI LLC/FINANCE CORP | Long | Debt | US | $740K | – | 0.01 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $4M | – | 0.08 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $3M | – | 0.05 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $2M | – | 0.04 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $2M | – | 0.04 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $1M | – | 0.02 |
| CHURCHILL DOWNS INCORPORATED | Long | Debt | US | $2M | – | 0.04 |
| CHURCHILL DOWNS INCORPORATED | Long | Debt | US | $1M | – | 0.02 |
| CIGNA GROUP | Long | Debt | US | $4M | – | 0.07 |
| CIM_21-NR4 (CIM TRUST CIM_21-NR4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| CINEMARK USA INC | Long | Debt | US | $3M | – | 0.06 |
| CINEMARK USA INC TLB 3.75 | Long | Loan | US | $3M | – | 0.05 |
| CINEWORLD RIGHTS (CINEWORLD GROUP PLC) | Long | Equity-common | GB | $566K | 32K | 0.01 |
| CITADEL SECURITIES LP TLB 2.25 | Long | Loan | US | $3M | – | 0.06 |
| CITCO GROUP TLB 3.25 | Long | Loan | KY | $820K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $19M | – | 0.34 |
| CITRIX SYSTEMS INC TLB 4.5 (CLOUD SOFTWARE GROUP INC) | Long | Loan | US | $2M | – | 0.04 |
| CITZN_24-1 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-mortgage backed security | US | $22M | – | 0.41 |
| CIVITAS RESOURCES INC | Long | Debt | US | $1M | – | 0.02 |
| CIVITAS RESOURCES INC | Long | Debt | US | $949K | – | 0.02 |
| CIVITAS RESOURCES INC | Long | Debt | US | $860K | – | 0.02 |
| CLARIOS GLOBAL LP/CLARIOS US FIN | Long | Debt | CA | $3M | – | 0.05 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $4M | – | 0.07 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $1M | – | 0.02 |
| CLARIVATE TLB 2.75 (CAMELOT US ACQUISITION LLC) | Long | Loan | US | $3M | – | 0.05 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $5M | – | 0.08 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $2M | – | 0.05 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $2M | – | 0.04 |
| CLEAR CHANNEL WORLDWIDE HOLDINGS (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $2M | – | 0.03 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $7M | – | 0.14 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $4M | – | 0.07 |
| CLNY_19-IKPR (COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| CLOUD SOFTWARE GROUP INC | Long | Debt | US | $7M | – | 0.12 |
| CLOUD SOFTWARE GROUP INC | Long | Debt | US | $4M | – | 0.07 |
| CLOUD SOFTWARE GROUP TLA 4.5 (CLOUD SOFTWARE GROUP INC) | Long | Loan | US | $2M | – | 0.03 |
| CLOUDERA INC TLB 3.75 | Long | Loan | US | $2M | – | 0.04 |
| CLYDESDALE ACQUISITION HOLDINGS (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Debt | US | $1M | – | 0.02 |
| CMLTI_10-6 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| CMLTI_14-C | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| CNX MIDSTREAM PARTNERS LP | Long | Debt | US | $3M | – | 0.06 |
| CNX RESOURCES CORP | Long | Debt | US | $3M | – | 0.06 |
| CODELCO INC (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $6M | – | 0.11 |
| COHERENT CORP TLB 2.5 | Long | Loan | US | $2M | – | 0.03 |
| COLGATE ENERGY PARTNERS III LLC (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $7M | – | 0.12 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $5M | – | 0.09 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $4M | – | 0.07 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $404M | 404M | 7.48 |
| COLUMBUS MCKINNON CORP TLB 2.5 | Long | Loan | US | $1M | – | 0.02 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| COMMSCOPE TECHNOLOGIES FINANCE LLC (COMMSCOPE TECHNOLOGIES LLC) | Long | Debt | US | $1M | – | 0.02 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $2M | – | 0.04 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $480K | – | 0.01 |
| CONDOR MERGER SUB INC (MCAFEE CORP) | Long | Debt | US | $4M | – | 0.07 |
| CONSERVICE MIDCO LLC TLB 4.0 | Long | Loan | US | $3M | – | 0.05 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $12M | – | 0.21 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $5M | – | 0.09 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $2M | – | 0.04 |
| CORELOGIC INC TLB 3.5 | Long | Loan | US | $2M | – | 0.04 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $5M | – | 0.10 |
| COTE D IVOIRE (REPUBLIC OF) | Long | Debt | CI | $9M | – | 0.16 |
| COVANTA HOLDING CORP TLB 2.5 | Long | Loan | US | $2M | – | 0.04 |
| COVANTA HOLDING CORP TLC 2.5 | Long | Loan | US | $157K | – | 0.00 |
| COVIA HLDS TLB EXIT FIN 4.0 (COVIA HOLDINGS LLC) | Long | Loan | US | $2M | – | 0.03 |
| COX MEDIA GROUP TLB 3.5 (CMG MEDIA CORP) | Long | Loan | US | $835K | – | 0.02 |
| CPG INTERNATIONAL (AZEK) TLB 2.5 (CPG INTERNATIONAL LLC) | Long | Loan | US | $747K | – | 0.01 |
| CPS_24-A (CPS AUTO RECEIVABLES TRUST CPS_24-A) | Long | ABS-mortgage backed security | US | $10M | – | 0.19 |
| CREATIVE ARTISTS AGENCY TLB 3.25 (CREATIVE ARTISTS AGENCY LLC) | Long | Loan | US | $3M | – | 0.05 |
| CROWN FINANCE US INC EXIT TL 8.5 | Long | Loan | US | $847K | – | 0.02 |
| CROWN SUBSEA COMM TLB 4.75 (CROWN SUBSEA COMMUNICATIONS HOLDING INC) | Long | Loan | US | $2M | – | 0.05 |
| CROWNROCK LP/CROWNROCK FINANCE INC | Long | Debt | US | $2M | – | 0.04 |
| CROWNROCK LP/CROWNROCK FINANCE INC | Long | Debt | US | $2M | – | 0.04 |
| CSC (CORPORATION SERVICE) TLB 3.25 (WMB HOLDINGS INC) | Long | Loan | US | $2M | – | 0.04 |
| CSC HOLDINGS LLC | Long | Debt | US | $3M | – | 0.06 |
| CSC HOLDINGS LLC | Long | Debt | US | $2M | – | 0.04 |
| CSC HOLDINGS LLC | Long | Debt | US | $2M | – | 0.03 |
| CSC HOLDINGS LLC | Long | Debt | US | $2M | – | 0.03 |
| CSC HOLDINGS LLC TLB6 4.5 | Long | Loan | US | $1M | – | 0.03 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CSMC_15-6R (CREDIT SUISSE MORTGAGE TRUST CSM) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| CSMC_20-RPL2 (CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.12 |
| CUBIC CORPORATION TLB 4.25 (ATLAS CC ACQUISITION CORP) | Long | Loan | US | $1M | – | 0.03 |
| CUBIC CORPORATION TLC 4.25 (ATLAS CC ACQUISITION CORP) | Long | Loan | US | $294K | – | 0.01 |
| CULLIGAN AI AQUA MRG SUB TLB 4.0 (AI AQUA MERGER SUB INC) | Long | Loan | US | $747K | – | 0.01 |
| CUMULUS MEDIA EXCH TLB 5.0 (CUMULUS MEDIA NEW HOLDINGS INC) | Long | Loan | US | $674K | – | 0.01 |
| CUSHMAN & WAKEFIELD TLB 3.25 (CUSHMAN & WAKEFIELD US BORROWER LLC) | Long | Loan | US | $1000K | – | 0.02 |
| CUSHMAN & WAKEFIELD TLB 3.75 (CUSHMAN & WAKEFIELD US BORROWER LLC) | Long | Loan | US | $1M | – | 0.02 |
| CWGS GROUP LLC TLB 2.5 | Long | Loan | US | $1M | – | 0.02 |
| DARLING INGREDIENTS INC | Long | Debt | US | $3M | – | 0.05 |
| DAVE & BUSTERS INC TLB 3.25 | Long | Loan | US | $1M | – | 0.03 |
| DEL MONTE FOODS INC TLB 4.25 | Long | Loan | US | $1M | – | 0.02 |
| DELEK LOGISTICS PARTNERS LP | Long | Debt | US | $5M | – | 0.09 |
| DIGICERT INC TLB 4.0 (DCERT BUYER INC) | Long | Loan | US | $3M | – | 0.06 |
| DIGITAL DUTCH FINCO BV | Long | Debt | NL | $3M | – | 0.06 |
| DIRECTV FINANCING LLC TLB 5.75 | Long | Loan | US | $1M | – | 0.02 |
| DISH NETWORK CORP | Long | Debt | US | $6M | – | 0.10 |
| DISH NETWORK CORP | Long | Debt | US | $3M | – | 0.05 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $2M | – | 0.04 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $448K | – | 0.01 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $8M | – | 0.15 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $5M | – | 0.09 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $4M | – | 0.08 |
| DOTDASH MEREDITH INC TLB 4.0 | Long | Loan | US | $1M | – | 0.03 |
| DP WORLD CRESCENT LTD | Long | Debt | KY | $5M | – | 0.10 |
| DP WORLD LTD (DP WORLD LTD (UAE)) | Long | Debt | AE | $6M | – | 0.11 |
| DP WORLD LTD (DP WORLD LTD (UAE)) | Long | Debt | AE | $4M | – | 0.07 |
| DP WORLD PLC (DP WORLD LTD (UAE)) | Long | Debt | AE | $2M | – | 0.03 |
| DT MIDSTREAM INC | Long | Debt | US | $3M | – | 0.06 |
| DT MIDSTREAM INC | Long | Debt | US | $1M | – | 0.03 |
| DUKE ENERGY CORP | Long | Debt | US | $6M | – | 0.11 |
| DUN & BRADSTREET CORP TLB 2.75 (DUN & BRADSTREET CORPORATION (THE)) | Long | Loan | US | $3M | – | 0.05 |
| DXP ENTERPRISES INC TLB 4.75 | Long | Loan | US | $1M | – | 0.03 |
| DYNASTY ACQUISITION CO TLB1 3.5 (DYNASTY ACQUISITION CO INC) | Long | Loan | US | $1M | – | 0.02 |
| DYNASTY ACQUISITION CO TLB2 3.5 (DYNASTY ACQUISITION CO INC) | Long | Loan | US | $441K | – | 0.01 |
| EART_23-3A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| EART_24-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| ECL ENTERTAINMENT LLC TLB 4.0 | Long | Loan | US | $1M | – | 0.02 |
| EDISON INTERNATIONAL (EDISON INTL) | Long | Debt | US | $8M | – | 0.15 |
| EFS COGEN HOLDINGS I LLC TLB 3.5 | Long | Loan | US | $1M | – | 0.02 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $6M | – | 0.11 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $5M | – | 0.10 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $4M | – | 0.08 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $2M | – | 0.04 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $766K | – | 0.01 |
| ELANCO ANIMAL HEALTH TLB 1.75 (ELANCO ANIMAL HEALTH INC) | Long | Loan | US | $1M | – | 0.02 |
| ELDORADO RESORTS (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $3M | – | 0.05 |
| ELEMENT MATERIALS TL DD 4.25 (ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC) | Long | Loan | US | $537K | – | 0.01 |
| ELEMENT MATERIALS TLB 4.25 (ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC) | Long | Loan | US | $1M | – | 0.02 |
| ELEMENT SOLUTIONS INC | Long | Debt | US | $3M | – | 0.06 |
| EMERA US FINANCE LP | Long | Debt | US | $8M | – | 0.15 |
| EMERALD DEBT MERGER SUB LLC (EMRLD BORROWER LP) | Long | Debt | US | $4M | – | 0.08 |
| EMERALD DEBT MERGER SUB TLB 3.0 (EMERALD DEBT MERGER SUB LLC) | Long | Loan | US | $3M | – | 0.05 |
| EMERALD EXPOSITIONS HLDGS TLB 2.75 (EMERALD EXPOSITIONS HOLDING INC) | Long | Loan | US | $1M | – | 0.02 |
| EMIR_21-1 (EAGLE RE LTD EMIR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| ENBRIDGE INC | Long | Debt | CA | $8M | – | 0.14 |
| ENDURE DIGITAL INC TLB 3.5 | Long | Loan | US | $2M | – | 0.04 |
| ENERGY SOLUTIONS LLC TLB 4.0 | Long | Loan | US | $2M | – | 0.04 |
| ENTAIN PLC TLB3 2.75 | Long | Loan | IM | $3M | – | 0.06 |
| ENTEGRIS ESCROW CORP | Long | Debt | US | $3M | – | 0.06 |
| ENTEGRIS ESCROW CORP | Long | Debt | US | $2M | – | 0.05 |
| ENVA_23-A | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| ENVA_24-A (ENVA LLC ENVA_24-A) | Long | ABS-mortgage backed security | US | $21M | – | 0.39 |
| ENVISION HEALTHCARE CORP | Long | Equity-common | US | $101K | 14K | 0.00 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $5M | – | 0.09 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $3M | – | 0.06 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $1M | – | 0.02 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $1M | – | 0.02 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $1M | – | 0.02 |
| EQT MIDSTREAM PARTNERS LP (EQM MIDSTREAM PARTNERS LP) | Long | Debt | US | $5M | – | 0.09 |
| ERAC USA FINANCE LLC | Long | Debt | US | $13M | – | 0.24 |
| ESAB CORP | Long | Debt | US | $1M | – | 0.02 |
| EURO-BUND SEP 24 (Morgan Stanley) | Derivative-interest rate | DE | $-252K | – | -0.00 | |
| EVERI HOLDINGS 1ST LN TL 2.75 (EVERI HOLDINGS INC) | Long | Loan | US | $2M | – | 0.03 |
| EW SCRIPPS COMPANY TLB2 2.5 | Long | Loan | US | $3M | – | 0.05 |
| EXGEN RENEWABLES IV TLB 2.75 (CONSTELLATION RENEWABLES LLC) | Long | Loan | US | $3M | – | 0.05 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $6M | – | 0.10 |
| FAGE INTERNATIONAL SA/FAGE USA (FAGE INTERNATIONAL SA (STRASSEN)) | Long | Debt | LU | $6M | – | 0.11 |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $2M | – | 0.04 |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $1M | – | 0.02 |
| FFCB (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $2M | – | 0.04 |
| FFCB (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $2M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $106M | – | 1.96 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $49M | – | 0.91 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $48M | – | 0.88 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $45M | – | 0.83 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $42M | – | 0.78 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.70 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.53 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.45 |
| FHLMC_304 (FREDDIE_MAC FHLMC_304) | Long | ABS-collateralized bond/debt obligation | US | $405K | – | 0.01 |
| FHLMC_318 (FREDDIE MAC FHLMC_318) | Long | ABS-collateralized bond/debt obligation | US | $331K | – | 0.01 |
| FHLMC_326 (FREDDIE MAC FHLMC_326) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| FHLMC_4147 (FREDDIE MAC FHLMC_4147) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| FHLMC_4515 (FREDDIE MAC FHLMC_4515) | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.00 |
| FHLMC_4620 (FANNIE MAE FHLMC_4620) | Long | ABS-collateralized bond/debt obligation | US | $489K | – | 0.01 |
| FHLMC_4903 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_5051 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5051) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| FHLMC_5192 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| FHLMC_5198 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| FHLMC_5287 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| FHLMC_5356 (FREDDIE MAC REMICS FHLMC_5356) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| FILTRATION GROUP CORP TL 11.45 | Long | Loan | US | $2M | – | 0.04 |
| FILTRATION GROUP CORP TLB 3.5 | Long | Loan | US | $614K | – | 0.01 |
| FIRST BRANDS TLB 5.0 (FIRST BRANDS GROUP LLC) | Long | Loan | US | $2M | – | 0.03 |
| FIRST BRANDS TLB 5.0 (FIRST BRANDS GROUP LLC) | Long | Loan | US | $1M | – | 0.02 |
| FIRST STUDENT BIDCO INC TLB 4.0 | Long | Loan | US | $749K | – | 0.01 |
| FIRST STUDENT/TRANSIT TLB 3.0 (FIRST STUDENT BIDCO INC) | Long | Loan | US | $2M | – | 0.03 |
| FIRST STUDENT/TRANSIT TLC 3.0 (FIRST STUDENT BIDCO INC) | Long | Loan | US | $505K | – | 0.01 |
| FIRSTENERGY CORPORATION | Long | Debt | US | $2M | – | 0.03 |
| FLINT GROUP PACKAGING (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Equity-common | US | $0.72 | 723K | 0.00 |
| FLINT GROUP PACKAGING TL 2LN (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Loan | US | $137K | – | 0.00 |
| FLINT GROUP PACKAGING TLB (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Loan | US | $1M | – | 0.02 |
| FLINT GROUP PACKAGING TLB 1LN (FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC) | Long | Loan | US | $559K | – | 0.01 |
| FLUTTER ENTERTAINMENT TLB 2.25 (FLUTTER ENTERTAINMENT PLC) | Long | Loan | IE | $4M | – | 0.07 |
| FNMA 20YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $48M | – | 0.89 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $32M | – | 0.59 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.49 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.23 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $74M | – | 1.37 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $59M | – | 1.09 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42M | – | 0.78 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $40M | – | 0.75 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39M | – | 0.71 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $36M | – | 0.67 |
| FNMA_06-5 (FANNIE MAE FNMA_06-5) | Long | ABS-collateralized bond/debt obligation | US | $23.83 | – | 0.00 |
| FNMA_12-129 (FANNIE MAE FNMA_12-129) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| FNMA_12-131 (FANNIE MAE FNMA_12-131) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| FNMA_13-1 (FANNIE MAE FNMA_13-1) | Long | ABS-collateralized bond/debt obligation | US | $214K | – | 0.00 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $465K | – | 0.01 |
| FNMA_14-93 (FANNIE MAE FNMA_14-93) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_16-26 (FANNIE MAE FNMA_16-26) | Long | ABS-collateralized bond/debt obligation | US | $802K | – | 0.01 |
| FNMA_16-31 (FANNIE MAE FNMA_16-31) | Long | ABS-collateralized bond/debt obligation | US | $561K | – | 0.01 |
| FNMA_16-42 (FANNIE MAE FNMA_16-42) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_17-47 (FANNIE MAE FNMA_17-47) | Long | ABS-collateralized bond/debt obligation | US | $864K | – | 0.02 |
| FNMA_17-56 (FANNIE MAE FNMA_17-56) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| FNMA_18-76 (FANNIE MAE FNMA_18-76) | Long | ABS-collateralized bond/debt obligation | US | $790K | – | 0.01 |
| FNMA_19-67 (FANNIE MAE FNMA_19-67) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FNMA_19-8 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_20-77 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-77) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| FNMA_22-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| FNMA_23-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| FNMA_23-61 (FANNIE MAE FNMA_23-61) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| FNMA_23-62 (FANNIE MAE REMICS FNMA_23-62) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| FORD MOTOR CREDIT CO LLC (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.04 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $5M | – | 0.08 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $4M | – | 0.07 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $3M | – | 0.05 |
| FORMULA 1 (DELTA 2 SARL) TLB 3.25 (DELTA 2 (LUX) SARL) | Long | Loan | LU | $3M | – | 0.05 |
| FORTRESS INVESTMENT GROUP TLB 3.0 (FINCO 1 LLC) | Long | Loan | US | $940K | – | 0.02 |
| FOUNDATION BLDG MAT TLB1 3.25 (FOUNDATION BUILDING MATERIALS INC) | Long | Loan | US | $2M | – | 0.04 |
| FOUNDATION BUILDING MAT TLB2 4.0 (FOUNDATION BUILDING MATERIALS INC) | Long | Loan | US | $332K | – | 0.01 |
| FREEPORT LNG INVESTMENTS TLB 3.5 (FREEPORT LNG INVESTMENTS LLLP) | Long | Loan | US | $3M | – | 0.05 |
| FRONTIER COMMUNICATIONS CORP (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.03 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.04 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $851K | – | 0.02 |
| FSWP: OIS 1.780500 09-AUG-2049 (Morgan Stanley) | Derivative-interest rate | US | $21M | – | 0.38 | |
| FTAB_21-NPL2 (510 ASSETS BACKED TRUST FTAB_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.19 |
| GALAXY PIPELINE ASSETS BID CO LTD (GALAXY PIPELINE ASSETS BIDCO LTD) | Long | Debt | JE | $3M | – | 0.05 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $10M | – | 0.18 |
| GARTNER INC | Long | Debt | US | $1M | – | 0.03 |
| GATES CORPORATION | Long | Debt | US | $496K | – | 0.01 |
| GATES GLOBAL LLC TLB 2.25 | Long | Loan | US | $1M | – | 0.03 |
| GATES GLOBAL LLC TLB3 2.75 | Long | Loan | US | $1M | – | 0.03 |
| GATES GLOBAL LLC/GATES GLOBAL CO | Long | Debt | US | $3M | – | 0.05 |
| GENERATION BRIDGE TLB 4.25 (GENERATION BRIDGE NORTHEAST LLC) | Long | Loan | US | $1M | – | 0.02 |
| GENESEE & WYOMING INC (GENESEE & WYOMING INC.) | Long | Debt | US | $3M | – | 0.05 |
| GENESYS TELECOM TLB 3.5 (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Loan | US | $124K | – | 0.00 |
| GENESYS TELECOM TLB 3.75 (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Loan | US | $262K | – | 0.00 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $3M | – | 0.06 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $2M | – | 0.03 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $2M | – | 0.03 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $1M | – | 0.03 |
| GGAM FINANCE LTD (GGAM FINANCE LTD (LIMERICK BRANCH)) | Long | Debt | IE | $3M | – | 0.05 |
| GGAM FINANCE LTD (GGAM FINANCE LIMITED) | Long | Debt | KY | $2M | – | 0.05 |
| GIP III STETSON I LP TLB 4.25 | Long | Loan | US | $1M | – | 0.02 |
| GIP PILOT ACQUISITION TLB 2.5 (GIP PILOT ACQUISITION PARTNERS LP) | Long | Loan | US | $3M | – | 0.05 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA_14-190 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.01 |
| GNMA_16-20 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.02 |
| GNMA_17-129 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129) | Long | ABS-collateralized bond/debt obligation | US | $668K | – | 0.01 |
| GNMA_17-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133) | Long | ABS-collateralized bond/debt obligation | US | $715K | – | 0.01 |
| GNMA_17-141 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_18-124 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_18-147 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GNMA_18-155 | Long | ABS-collateralized bond/debt obligation | US | $844K | – | 0.02 |
| GNMA_18-168 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168) | Long | ABS-collateralized bond/debt obligation | US | $910K | – | 0.02 |
| GNMA_18-67 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67) | Long | ABS-collateralized bond/debt obligation | US | $691K | – | 0.01 |
| GNMA_19-152 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_19-23 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_19-23 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23) | Long | ABS-collateralized bond/debt obligation | US | $545K | – | 0.01 |
| GNMA_19-29 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_19-41 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_19-5 | Long | ABS-collateralized bond/debt obligation | US | $873K | – | 0.02 |
| GNMA_19-59 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59) | Long | ABS-collateralized bond/debt obligation | US | $824K | – | 0.02 |
| GNMA_20-101 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| GNMA_20-138 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| GNMA_20-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| GNMA_20-55 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GNMA_20-61 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| GNMA_20-61 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| GNMA_21-140 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| GNMA_21-155 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| GNMA_21-57 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| GNMA_21-89 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| GNMA_22-148 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GNMA_22-215 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| GNMA_22-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| GNMA_22-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| GNMA_23-165 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| GNMA_23-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| GNMA_23-18 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| GNMA_23-32 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| GNMA_23-75 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| GNMA_24-25 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.17 |
| GNMA_24-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| GNMA_24-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| GNMA_24-79 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $28M | – | 0.51 |
| GO DADDY OPERATING CO TLB6 2.0 (GO DADDY OPERATING COMPANY LLC) | Long | Loan | US | $428K | – | 0.01 |
| GOLDEN NUGGET INC TLB 4.0 (GOLDEN NUGGET ONLINE GAMING INC) | Long | Loan | US | $3M | – | 0.05 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $29M | – | 0.53 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $3M | – | 0.06 |
| GOODNIGHT MIDSTREAM TLB 5.25 (GOODNIGHT WATER SOLUTIONS LLC) | Long | Loan | US | $961K | – | 0.02 |
| GOTO GROUP INC | Long | Debt | US | $350K | – | 0.01 |
| GOTO GROUP INC TLB 4.75 | Long | Loan | US | $1M | – | 0.02 |
| GOTO GROUP INC TLB 4.75 | Long | Loan | US | $642K | – | 0.01 |
| GRANT THORNTON TLB 3.25 (GRANT THORNTON LLP) | Long | Loan | US | $457K | – | 0.01 |
| GRAY TELEVISION INC TLE 2.5 (GRAY TELEVISION INC.) | Long | Loan | US | $2M | – | 0.03 |
| GREAT OUTDOORS GROUP LLC TLB1 3.75 | Long | Loan | US | $4M | – | 0.07 |
| GREENSAIF PIPELINES BIDCO SARL (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $3M | – | 0.05 |
| GRIFOLS ESCROW ISSUER SAU (GRIFOLS SA) | Long | Debt | ES | $5M | – | 0.09 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTO INC) | Long | Debt | US | $912K | – | 0.02 |
| GTCR AP FINANCE INC (GTCR (AP) FINANCE INC) | Long | Debt | US | $2M | – | 0.04 |
| GTCR W-2 MERGER SUB LLC | Long | Debt | US | $5M | – | 0.10 |
| H.B. FULLER CO (HB FULLER CO) | Long | Debt | US | $3M | – | 0.06 |
| H&E EQUIPMENT SERVICES INC | Long | Debt | US | $5M | – | 0.10 |
| HAMILTON PROJECTS ACQ TLB 3.75 (HAMILTON PROJECTS ACQUIROR LLC) | Long | Loan | US | $2M | – | 0.03 |
| HAMILTON PROJECTS TLB 4.75 (HAMILTON PROJECTS ACQUIROR LLC) | Long | Loan | US | $2M | – | 0.04 |
| HANESBRANDS INC | Long | Debt | US | $2M | – | 0.04 |
| HANESBRANDS INC | Long | Debt | US | $626K | – | 0.01 |
| HARBOR FREIGHT TOOLS TLB 2.75 | Long | Loan | US | $2M | – | 0.04 |
| HARD ROCK NORTHERN IN TLB 4.25 (HRNI HOLDINGS LLC) | Long | Loan | US | $3M | – | 0.05 |
| HAWAIIAN BRAND/HAWAIIAN MILES (HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD) | Long | Debt | KY | $4M | – | 0.07 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $28M | – | 0.52 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $2M | – | 0.04 |
| HEALTHEQUITY INC | Long | Debt | US | $3M | – | 0.05 |
| HELIOS SOFTWARE HOLDINGS INC | Long | Debt | US | $2M | – | 0.04 |
| HELIOS SOFTWARE HOLDINGS/ION CORP (HELIOS SOFTWARE HOLDINGS INC) | Long | Debt | US | $3M | – | 0.05 |
| HERC HOLDINGS INC | Long | Debt | US | $1M | – | 0.02 |
| HIGHTOWER HOLDING LLC TLB 4.0 | Long | Loan | US | $2M | – | 0.04 |
| HIGHTOWER HOLDINGS LLC (HIGHTOWER HOLDING LLC) | Long | Debt | US | $3M | – | 0.05 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $3M | – | 0.06 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $3M | – | 0.05 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $2M | – | 0.03 |
| HILLMAN GROUP INC TLB1 2.75 | Long | Loan | US | $2M | – | 0.03 |
| HILT_16-HHV (HILTON USA TRUST HILT_16-HHV) | Long | ABS-mortgage backed security | US | $15M | – | 0.29 |
| HILT_16-SFP | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HILTON DOMESTIC OPERATING CO (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $962K | – | 0.02 |
| HILTON DOMESTIC OPERATING COMPANY (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $3M | – | 0.05 |
| HILTON GRAND VAC BOR ESC (HILTON GRAND VACATIONS BORROWER) | Long | Debt | US | $2M | – | 0.04 |
| HILTON GRAND VACATIONS TLB 3.0 (HILTON GRAND VACATIONS BORROWER) | Long | Loan | US | $3M | – | 0.05 |
| HMIR_18-1 (HOME RE 2018-1 LTD HMIR_18-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $13M | – | 0.25 |
| HUB INTERNATIONAL LIMITED (HUB INTERNATIONAL LTD) | Long | Debt | US | $8M | – | 0.14 |
| HUB INTERNATIONAL LTD | Long | Debt | US | $3M | – | 0.05 |
| HUB INTERNATIONAL LTD TLB 4.25 | Long | Loan | US | $3M | – | 0.05 |
| HUDBAY MINERALS INC | Long | Debt | CA | $5M | – | 0.09 |
| HUDBAY MINERALS INC | Long | Debt | CA | $1M | – | 0.03 |
| HUNTER DOUGLAS INC TLB 3.5 | Long | Loan | US | $3M | – | 0.05 |
| HUSKY INJECTION MOLDING TLB 5.0 (TITAN ACQUISITION LTD OF CANADA) | Long | Loan | CA | $1M | – | 0.03 |
| ICE: (CDX.NA.HY.42.V1) (Morgan Stanley) | Derivative-credit | US | $-8M | – | -0.16 | |
| ICON LUXEMBOURG SARL TLB 2.0 | Long | Loan | LU | $343K | – | 0.01 |
| ICON LUXEMBOURG SARL TLB 2.0 | Long | Loan | LU | $85K | – | 0.00 |
| IDEMIA GROUP SAS TLB 4.75 (IDEMIA AMERICA CORP) | Long | Loan | US | $3M | – | 0.05 |
| IDERA INC 1ST LIEN TL 3.75 (FLASH CHARM INC) | Long | Loan | US | $3M | – | 0.05 |
| IFS (IGT HOLDINGS) TLB 3.75 (IGT HOLDING IV AB) | Long | Loan | SE | $3M | – | 0.05 |
| IHEART COMMUNICATIONS TLB 3.0 (IHEARTCOMMUNICATIONS INC) | Long | Loan | US | $871K | – | 0.02 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $1M | – | 0.03 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $549K | – | 0.01 |
| iHeartMedia Inc | Long | Equity-common | US | $11K | 12K | 0.00 |
| ILIAD HOLDING SAS | Long | Debt | FR | $5M | – | 0.09 |
| ILIAD HOLDING SAS | Long | Debt | FR | $3M | – | 0.06 |
| ILIAD HOLDING SAS | Long | Debt | FR | $1M | – | 0.02 |
| ILLUMINATE BUYER LLC/HOLDINGS IV (LUMMUS TECHNOLOGY HOLDINGS V LLC) | Long | Debt | US | $2M | – | 0.03 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $24M | – | 0.44 |
| INDIAN RAILWAY FINANCE CORP LTD | Long | Debt | IN | $6M | – | 0.11 |
| INDIGO MERGER SUB INC (PRA HEALTH SCIENCES INC) | Long | Debt | US | $1M | – | 0.02 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $13M | – | 0.25 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $5M | – | 0.09 |
| INDONESIA ASAHAN ALUMINIUM PERSERO (INDONESIA ASAHAN ALUMINIUM PERSERO PT) | Long | Debt | ID | $5M | – | 0.10 |
| INEOS FINANCE PLC | Long | Debt | GB | $3M | – | 0.06 |
| INEOS QUATTRO FINANCE 2 PLC | Long | Debt | GB | $3M | – | 0.05 |
| INEOS US FINANCE LLC TLB 3.75 | Long | Loan | US | $2M | – | 0.03 |
| INEOS US FINANCE LLC TLB 3.75 | Long | Loan | US | $649K | – | 0.01 |
| INEOS US FINANCE LLC TLB 3.75 | Long | Loan | US | $151K | – | 0.00 |
| INEOS US PETROCHEM LLC TLB 4.25 | Long | Loan | US | $2M | – | 0.05 |
| INFORMATICA CORPORATION TLB 2.75 (INFORMATICA LLC) | Long | Loan | US | $2M | – | 0.04 |
| INGEVITY CORP | Long | Debt | US | $3M | – | 0.05 |
| INGRAM MICRO TLB 3.0 (INGRAM MICRO INC) | Long | Loan | US | $3M | – | 0.05 |
| INNOPHOS HOLDINGS INC TLB 3.75 | Long | Loan | US | $596K | – | 0.01 |
| INTERIOR LOGIC GROUP INC TLB 3.5 (SIGNAL PARENT INC) | Long | Loan | US | $2M | – | 0.03 |
| ION CORPORATES TLB 3.75 (HELIOS SOFTWARE HOLDINGS INC) | Long | Loan | US | $2M | – | 0.03 |
| ION TRADING FINANCE TLB 4.75 (ION TRADING FINANCE LTD) | Long | Loan | IE | $758K | – | 0.01 |
| ION TRADING TECHNOLOGIES SARL | Long | Debt | LU | $4M | – | 0.07 |
| ION TRADING TECHNOLOGIES SARL | Long | Debt | LU | $2M | – | 0.05 |
| IQVIA INC | Long | Debt | US | $2M | – | 0.03 |
| IQVIA INC | Long | Debt | US | $1M | – | 0.02 |
| IRB HOLDING CORP | Long | Debt | US | $4M | – | 0.07 |
| IRB HOLDING CORP TLB 2.75 | Long | Loan | US | $3M | – | 0.06 |
| IRIDIUM COMMUNICATIONS TLB3 2.5 (Iridium Satelite) | Long | Loan | US | $2M | – | 0.04 |
| IRIS HOLDINGS INC PIK (IRIS HOLDING INC) | Long | Debt | US | $2M | – | 0.03 |
| IRIS MERGER SUB 2019 (INNOPHOS HOLDINGS INC) | Long | Debt | US | $2M | – | 0.04 |
| IRON MOUNTAIN INC | Long | Debt | US | $4M | – | 0.08 |
| IRON MOUNTAIN INC | Long | Debt | US | $2M | – | 0.04 |
| IRON MOUNTAIN INC | Long | Debt | US | $616K | – | 0.01 |
| ITT HOLDINGS LLC TLB 3.0 | Long | Loan | US | $2M | – | 0.04 |
| IVORY COAST (COTE D IVOIRE (REPUBLIC OF)) | Long | Debt | CI | $3M | – | 0.06 |
| JAMES HARDIE INTERNATIONAL FINANCE (JAMES HARDIE INTERNATIONAL FINANCE DAC) | Long | Debt | IE | $2M | – | 0.04 |
| JAZZ PHARMACEUTICALS TLB 3.00 (JAZZ FINANCING LUX SARL) | Long | Loan | LU | $2M | – | 0.04 |
| JAZZ SECURITIES DAC | Long | Debt | IE | $2M | – | 0.04 |
| JOHNSTONE SUPPLY TLB 3.0 (JOHNSTONE SUPPLY LLC) | Long | Loan | US | $286K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $44M | – | 0.82 |
| KAISER ALUMINUM CORPORATION | Long | Debt | US | $2M | – | 0.03 |
| KAZMUNAYGAS NATIONAL CO (NK KAZMUNAYGAZ AO) | Long | Debt | KZ | $6M | – | 0.12 |
| KIK CUSTOM PRODUCTS INC TLB 3.75 (KIK HOLDCO COMPANY INC) | Long | Loan | CA | $2M | – | 0.04 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $7M | – | 0.13 |
| KODIAK GAS SERVICES LLC | Long | Debt | US | $930K | – | 0.02 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $23M | – | 0.43 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $1M | – | 0.02 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $502K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC | Long | Debt | US | $4M | – | 0.07 |
| LADDER CAP FIN HOLDINGS/CAP FIN (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $4M | – | 0.07 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $5M | – | 0.09 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $1M | – | 0.02 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $2M | – | 0.04 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $859K | – | 0.02 |
| LBM ACQUISITION LLC TLB 3.75 | Long | Loan | US | $112K | – | 0.00 |
| LBM ACQUISTION LLC TLB 3.75 (LBM ACQUISITION LLC) | Long | Loan | US | $2M | – | 0.04 |
| LDPT_21-A (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| LDPT_22-A (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| LEEWARD RENEWABLE ENERGY OP LLC (LEEWARD RENEWABLE ENERGY LLC) | Long | Debt | US | $1M | – | 0.02 |
| LHOME_24-RTL1 (LHOME MORTGAGE TRUST LHOME_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.26 |
| LHOME_24-RTL2 (LHOME MORTGAGE TRUST LHOME_24-RTL2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.15 |
| LIFE TIME FITNESS TLB 4.0 (LIFE TIME INC) | Long | Loan | US | $1M | – | 0.02 |
| LIGHT & WONDER TLB 2.75 (LIGHT AND WONDER INTERNATIONAL INC) | Long | Loan | US | $1M | – | 0.02 |
| LIONS GATE ENTERTAINMENT TLB 2.25 (LIONS GATE CAPITAL HOLDINGS LLC) | Long | Loan | US | $1M | – | 0.02 |
| LITHIA MOTORS INC | Long | Debt | US | $1M | – | 0.02 |
| LIVE NATION ENTERTAINMENT INC | Long | Debt | US | $630K | – | 0.01 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $4M | – | 0.07 |
| LONZA SPECIALTY INGREDIENTS (HERENS HOLDCO SARL) | Long | Debt | LU | $3M | – | 0.05 |
| LONZA SPECIALTY TLB 4.0 (HERENS US HOLDCO CORP) | Long | Loan | US | $2M | – | 0.03 |
| LOWES COMPANIES INC | Long | Debt | US | $10M | – | 0.18 |
| LOWES COMPANIES INC | Long | Debt | US | $9M | – | 0.16 |
| LOYALTY VENTURES INC TLB 4.5 | Long | Loan | US | $12K | – | 0.00 |
| LUMMUS TECHNOLOGY TLB 3.5 | Long | Loan | US | $3M | – | 0.05 |
| MADISON IAQ LLC | Long | Debt | US | $3M | – | 0.05 |
| MADISON IAQ LLC | Long | Debt | US | $1M | – | 0.02 |
| MADISON IAQ TLB 3.25 (MADISON IAQ LLC) | Long | Loan | US | $3M | – | 0.05 |
| MATADOR RESOURCES CO | Long | Debt | US | $3M | – | 0.05 |
| MATADOR RESOURCES CO | Long | Debt | US | $1M | – | 0.02 |
| MATCH GROUP INC (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $5M | – | 0.10 |
| MAUSER PACKAGING TLB 3.5 (BWAY HOLDING CO) | Long | Loan | US | $776K | – | 0.01 |
| MCAFEE LLC TLB 4.0 (MCAFEE CORP) | Long | Loan | US | $3M | – | 0.06 |
| MCDERMOTT INTL EXIT TL 3.0 (LEALAND FINANCE COMPANY BV) | Long | Loan | NL | $4K | – | 0.00 |
| MCDERMOTT INTL EXIT TL 4.0 (LEALAND FINANCE COMPANY BV) | Long | Loan | NL | $41K | – | 0.00 |
| MCDERMOTT INTL INC EQUITY (Mcdermott International Ltd) | Long | Equity-common | BM | $10K | 48K | 0.00 |
| MDPK_16-22A (MADISON PARK FUNDING LTD MDPK_16-22A) | Long | ABS-mortgage backed security | KY | $11M | – | 0.20 |
| MDPK_16-24A (MADISON PARK FUNDING LTD MDPK_16) | Long | ABS-mortgage backed security | KY | $12M | – | 0.23 |
| MDPK_22-62A (MADISON PARK FUNDING LTD MDPK_22-62) | Long | ABS-mortgage backed security | KY | $20M | – | 0.38 |
| MEDLINE BORROWER LP | Long | Debt | US | $2M | – | 0.03 |
| MEDLINE BORROWER LP TLB 2.75 | Long | Loan | US | $5M | – | 0.09 |
| MEGLOBAL CANADA INC (MEGLOBAL CANADA ULC) | Long | Debt | CA | $5M | – | 0.09 |
| MERLIN ENTERTAINMENT TLB 3.5 (MOTION FINCO SARL) | Long | Loan | LU | $2M | – | 0.04 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $24M | – | 0.44 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $4M | – | 0.06 |
| MIDWEST GAMING BORROWER LLC | Long | Debt | US | $5M | – | 0.09 |
| MILLICOM INTERNATIONAL CELLULAR SA (MILLICOM INTL CELLULAR S.A.) | Long | Debt | LU | $3M | – | 0.05 |
| MINERVA MERGER SUB INC (ATHENAHEALTH GROUP INC) | Long | Debt | US | $4M | – | 0.07 |
| MITCHELL INTERNATIONAL TLB 3.75 (MITCHELL INTERNATIONAL INC) | Long | Loan | US | $3M | – | 0.05 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $1M | – | 0.02 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $21M | – | 0.39 |
| MORGAN STANLEY | Long | Debt | US | $13M | – | 0.23 |
| MORGAN STANLEY | Long | Debt | US | $6M | – | 0.11 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $6M | – | 0.12 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $3M | – | 0.05 |
| MSC_19-MEAD (MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD) | Long | ABS-mortgage backed security | US | $14M | – | 0.26 |
| NABORS INDUSTRIES INC | Long | Debt | US | $1M | – | 0.02 |
| NABORS INDUSTRIES INC | Long | Debt | US | $1M | – | 0.02 |
| NABORS INDUSTRIES LTD | Long | Debt | BM | $3M | – | 0.06 |
| NABORS INDUSTRIES LTD | Long | Debt | BM | $1M | – | 0.02 |
| NAI ENTERTAINMENT TLB 2.5 (NAI ENTERTAINMENT HOLDINGS LLC) | Long | Loan | US | $2M | – | 0.03 |
| NATEL ENGINEERING CO TLB 5.0 (NATEL ENGINEERING COMPANY INC) | Long | Loan | US | $2M | – | 0.04 |
| NAUTILUS POWER LLC TLB 5.25 | Long | Loan | US | $441K | – | 0.01 |
| NAVIENT CORP | Long | Debt | US | $2M | – | 0.05 |
| NAVIENT CORP | Long | Debt | US | $2M | – | 0.04 |
| NAVIENT CORP | Long | Debt | US | $881K | – | 0.02 |
| NCL CORPORATION LTD | Long | Debt | BM | $2M | – | 0.03 |
| NCL CORPORATION LTD | Long | Debt | BM | $1M | – | 0.02 |
| NCR ATLEOS ESCROW CORP | Long | Debt | US | $4M | – | 0.07 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $3M | – | 0.06 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $3M | – | 0.06 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $1M | – | 0.02 |
| NEPTUNE BIDCO US INC | Long | Debt | US | $4M | – | 0.08 |
| NEPTUNE BIDCO US INC TL 4.75 | Long | Loan | US | $887K | – | 0.02 |
| NETFLIX INC | Long | Debt | US | $4M | – | 0.07 |
| NEW FRONTERA HLDGS 1ST LN TL 13.0 (FRONTERA GENERATION HOLDINGS LLC) | Long | Loan | US | $276K | – | 0.01 |
| NEW FRONTERA HLDGS 2ND LN TL 1.5 (FRONTERA GENERATION HOLDINGS LLC) | Long | Loan | US | $56K | – | 0.00 |
| NEW FRONTERA HOLDINGS (FRONTERA ENERGY CORP) | Long | Equity-common | CA | $4K | 14K | 0.00 |
| NEWELL BRANDS INC | Long | Debt | US | $867K | – | 0.02 |
| NEWELL RUBBERMAID INC (NEWELL BRANDS INC) | Long | Debt | US | $1M | – | 0.02 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $8M | – | 0.14 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $2M | – | 0.04 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $571K | – | 0.01 |
| NEXTERA ENERGY OPERATING PARTNERS (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $2M | – | 0.04 |
| NIELSENIQ TLB 3.75 (NIELSEN HOLDINGS LTD) | Long | Loan | GB | $2M | – | 0.04 |
| NIELSENIQ TLB2 6.25 (INDY US BIDCO LLC) | Long | Loan | US | $803K | – | 0.01 |
| NISOURCE FINANCE CORPORATION (NISOURCE INC.) | Long | Debt | US | $3M | – | 0.06 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $6M | – | 0.11 |
| NORFOLK SOUTHERN CORPORATION | Long | Debt | US | $10M | – | 0.19 |
| NORTHROP GRUMMAN CORP | Long | Debt | US | $11M | – | 0.21 |
| NORTHSTAR GROUP SERVICES TLB 4.75 (LVI SERVICES INC) | Long | Loan | US | $858K | – | 0.02 |
| NORTONLIFELOCK INC TLB 2.0 (GEN DIGITAL INC) | Long | Loan | US | $2M | – | 0.04 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $4M | – | 0.07 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $3M | – | 0.06 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $2M | – | 0.04 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $934K | – | 0.02 |
| NOVELIS CORP | Long | Debt | US | $1M | – | 0.03 |
| NOVELIS CORP | Long | Debt | US | $1M | – | 0.02 |
| NOVELIS CORPORATION | Long | Debt | US | $2M | – | 0.03 |
| NOVOLEX (FLEX ACQ) TLB 4.25 (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Loan | US | $2M | – | 0.04 |
| NRG ENERGY INC | Long | Debt | US | $3M | – | 0.05 |
| NRG ENERGY INC | Long | Debt | US | $1M | – | 0.02 |
| NRG ENERGY INC | Long | Debt | US | $1M | – | 0.02 |
| NRG ENERGY INC | Long | Debt | US | $385K | – | 0.01 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $5M | – | 0.09 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $3M | – | 0.06 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $2M | – | 0.03 |
| NXP BV/NXP FUNDING LLC/NXP USA | Long | Debt | NL | $7M | – | 0.14 |
| NXP BV/NXP FUNDING LLC/NXP USA INC | Long | Debt | NL | $2M | – | 0.04 |
| NYMT_24-BPL1 (NEW YORK MORTGAGE TRUST NYMT_24-BPL1) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.28 |
| NZES_20-PLS1 (NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| OBX_24-NQM3 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.23 |
| OCT48_20-3A (OCTAGON INVESTMENT PARTNERS OCT48_20-3A) | Long | ABS-mortgage backed security | KY | $13M | – | 0.24 |
| OCT55_21-1A (OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| OLYMPUS WATER US HLDG TLB4 4.25 (OLYMPUS WATER US HOLDING CORP) | Long | Loan | US | $778K | – | 0.01 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $4M | – | 0.08 |
| OLYMPUS WATER US HOLDINGS CORP (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $3M | – | 0.05 |
| OLYMPUS WATER US HOLDINGS CORP (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $2M | – | 0.04 |
| OLYMPUS WATER US HOLDINGS CORP (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $2M | – | 0.04 |
| OMAN GOVT INTL BOND (OMAN SULTANATE OF (GOVERNMENT)) | Long | Debt | OM | $7M | – | 0.12 |
| OMAN SOVEREIGN SUKUK SAOC | Long | Debt | OM | $500K | – | 0.01 |
| OMIR_19-1A (OAKTOWN RE LTD OMIR_19-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| OMNIA PARTNERS LLC TLB 3.25 | Long | Loan | US | $1M | – | 0.02 |
| ON ASSIGNMENT INC (ASGN INC) | Long | Debt | US | $2M | – | 0.04 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $3M | – | 0.05 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $2M | – | 0.03 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $2M | – | 0.03 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $1M | – | 0.02 |
| ONTARIO GAMING GTA LP TLB 4.25 | Long | Loan | CA | $3M | – | 0.05 |
| OPEN TEXT CORP TLB 2.85 (OPEN TEXT CORP (ONTARIO)) | Long | Loan | CA | $2M | – | 0.04 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $3M | – | 0.06 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $2M | – | 0.03 |
| ORYX MIDSTREAM SERVICES TLB 3.0 (ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC) | Long | Loan | US | $2M | – | 0.04 |
| OSAT_21-RPL1 (OSW STRUCTURED ASSET TRUST OSAT_21-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| OTC (GENERIC) 0 YEAR (Morgan Stanley) | Derivative-interest rate | US | $1M | – | 0.02 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $538K | – | 0.01 | |
| OTC (GENERIC) 0 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $393K | – | 0.01 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $341K | – | 0.01 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $3M | – | 0.05 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $2M | – | 0.04 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.03 | |
| OTC (GENERIC) 1 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $2M | – | 0.03 | |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $3M | – | 0.06 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $2M | – | 0.04 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $732K | – | 0.01 |
| OUTFRONT MEDIA CAPITAL LLC/CORP | Long | Debt | US | $720K | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $16M | – | 0.29 |
| PACIFIC GAS & ELECTRIC COMPANY (PG&E CORP) | Long | Debt | US | $2M | – | 0.03 |
| PAID_21-3 (PAGAYA AI DEBT SELECTION TRUST PAID_21-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $14M | – | 0.26 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| PAID_22-3 (PAGAYA AI DEBT SELECTION TRUST PAID_22-3) | Long | ABS-mortgage backed security | US | $14M | – | 0.26 |
| PAID_23-5 (PAGAYA AI DEBT SELECTION TRUST PAID_23-5) | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $15M | – | 0.29 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $15M | – | 0.28 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $18M | – | 0.34 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| PAID_24-5 (PAGAYA AI DEBT SELECTION TRUST PAID_24-5) | Long | ABS-mortgage backed security | US | $16M | – | 0.30 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $5M | – | 0.10 |
| PANTHER BF AGGREGATOR 2 LP (CLARIOS GLOBAL LP) | Long | Debt | CA | $4M | – | 0.07 |
| PANTHER BF AGGREGATOR 2 LP (CLARIOS GLOBAL LP) | Long | Debt | CA | $606K | – | 0.01 |
| PANTHER ESCROW ISSUER LLC | Long | Debt | US | $4M | – | 0.07 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $3M | – | 0.05 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $2M | – | 0.04 |
| PAREXEL TLB 3.25 (PHOENIX NEWCO INC) | Long | Loan | US | $2M | – | 0.04 |
| PARK INTERMEDIATE HLDS/PK DOM (PARK INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $953K | – | 0.02 |
| PARK INTERMEDIATE HOLDINGS LLC | Long | Debt | US | $1M | – | 0.02 |
| PARK INTERMEDIATE HOLDINGS/PK DOM (PARK INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.03 |
| PARK RIVER HOLDINGS INC TLB 3.25 | Long | Loan | US | $1M | – | 0.02 |
| PARKWAY GENERATION LLC TLB 4.5 | Long | Loan | US | $2M | – | 0.04 |
| PARKWAY GENERATION LLC TLC 4.5 | Long | Loan | US | $308K | – | 0.01 |
| PATTERN ENERGY OPS LP/ENERGY OPS (PATTERN ENERGY OPERATIONS LP) | Long | Debt | US | $639K | – | 0.01 |
| PCI GAMING TLB 1ST LN 3.0 (PCI GAMING AUTHORITY) | Long | Loan | US | $1M | – | 0.02 |
| PCI PHARMA PACKAGING TLB 3.25 (PACKAGING COORDINATORS MIDCO INC) | Long | Loan | US | $396K | – | 0.01 |
| PEACHTREE CORNERS FUNDING TRUST | Long | Debt | US | $25M | – | 0.47 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $2M | – | 0.03 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $394K | – | 0.01 |
| PENN NATIONAL GAMING TLB 2.75 (PENN ENTERTAINMENT INC) | Long | Loan | US | $2M | – | 0.04 |
| PEPSICO SINGAPORE FINANCING I PTE (PEPSICO SINGAPORE FINANCING I PTE LTD) | Long | Debt | SG | $6M | – | 0.11 |
| PERATON CORP TL 7.75 | Long | Loan | US | $1M | – | 0.02 |
| PERATON CORP TLB 3.75 | Long | Loan | US | $3M | – | 0.06 |
| PERMIAN RESOURCES OPERATING LLC | Long | Debt | US | $5M | – | 0.09 |
| PERTAMINA PERSERO PT | Long | Debt | ID | $5M | – | 0.10 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $7M | – | 0.13 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $5M | – | 0.09 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $4M | – | 0.08 |
| PETRONAS CAPITAL LTD | Long | Debt | MY | $4M | – | 0.08 |
| PETSMART INC TLB 4.5 (PETSMART LLC) | Long | Loan | US | $2M | – | 0.04 |
| PETSMART INC/PETSMART FIN CORP (PETSMART LLC) | Long | Debt | US | $3M | – | 0.05 |
| PETSMART LLC/PETSMART FIN CORP | Long | Debt | US | $2M | – | 0.04 |
| PLAINS ALL AMERICAN PIPELINE LP | Long | Debt | US | $12M | – | 0.22 |
| PLAYA HOTELS & RESORTS TLB 4.25 (PLAYA RESORTS HOLDING BV) | Long | Loan | NL | $2M | – | 0.04 |
| PLAYTIKA HOLDING CORP | Long | Debt | US | $3M | – | 0.05 |
| PLAYTIKA HOLDING CORP TLB 2.75 | Long | Loan | US | $4M | – | 0.07 |
| PLUTO ACQUISITION I INC TLB 5.5 | Long | Loan | US | $519K | – | 0.01 |
| PLY GEM CORNERSTONE TLB 3.0 (CORNERSTONE BUILDING BRANDS INC) | Long | Loan | US | $1M | – | 0.03 |
| PLY GEM CORNERSTONE TLB 4.5 (CORNERSTONE BUILDING BRANDS INC) | Long | Loan | US | $280K | – | 0.01 |
| PMHC II INC TLB 4.25 (VIBRANTZ TECHNOLOGIES INC) | Long | Loan | US | $1M | – | 0.02 |
| PMIT_23-1A (PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_23-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| PMTCR_19-2R (PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $3M | – | 0.05 |
| PNT_21-1 | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.30 |
| POST HOLDINGS INC | Long | Debt | US | $3M | – | 0.06 |
| POST HOLDINGS INC | Long | Debt | US | $3M | – | 0.05 |
| POST HOLDINGS INC | Long | Debt | US | $2M | – | 0.03 |
| POST HOLDINGS INC | Long | Debt | US | $1M | – | 0.02 |
| POWER SOLUTION/CLARIOS GLB TLB 3.2 (CLARIOS GLOBAL LP) | Long | Loan | CA | $2M | – | 0.04 |
| PQ PERFORMANCE CHEM TLB 3.5 (SPARTA US HOLDCO LLC) | Long | Loan | US | $978K | – | 0.02 |
| PRESIDIO INC TLB 3.5 (PRESIDIO HOLDINGS INC) | Long | Loan | US | $2M | – | 0.05 |
| PRESIDIO INC TLB 3.75 (FORTRESS INTERMEDIATE 3 INC) | Long | Loan | US | $2M | – | 0.04 |
| PRET_21-NPL1 (PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| PRET_21-RN2 (PRET LLC PRET_21-RN2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.23 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.33 |
| PRET_24-NPL3 | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.31 |
| PRET_24-RN1 | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.43 |
| PRIMARY PRODUCTS FINANCE TLB 3.5 (PRIMARY PRODUCTS FINANCE LLC) | Long | Loan | US | $2M | – | 0.04 |
| PRIME SECURITY SERVICES TLB 2.25 (PRIME SECURITY SERVICES BORROWER LLC) | Long | Loan | US | $1M | – | 0.03 |
| PRIMO WATER HOLDINGS INC | Long | Debt | US | $3M | – | 0.06 |
| PRKCM_22-AFC1 (PRKCM TRUST PRKCM_22-AFC1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| PROG_20-SFR1 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR1) | Long | ABS-mortgage backed security | US | $16M | – | 0.30 |
| PROG_20-SFR2 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR2) | Long | ABS-mortgage backed security | US | $12M | – | 0.22 |
| PROOFPOINT INC TLB 3.25 | Long | Loan | US | $3M | – | 0.06 |
| PROVIDENT FUNDING ASSOCIATES LP | Long | Debt | US | $3M | – | 0.05 |
| PRPM_21-2 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.15 |
| PRPM_21-3 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| PRPM_21-4 | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.21 |
| PRPM_21-7 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.16 |
| PRPM_23-RCF1 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.19 |
| PTC INC | Long | Debt | US | $343K | – | 0.01 |
| QATAR (STATE OF) | Long | Debt | QA | $14M | – | 0.26 |
| QATAR GOVT INTERNATIONAL BOND (QATAR (STATE OF)) | Long | Debt | QA | $2M | – | 0.03 |
| QATAR PETROLEUM (QATAR ENERGY) | Long | Debt | QA | $5M | – | 0.09 |
| QUICKEN LOANS LLC/QUICKEN LOANS (ROCKET MORTGAGE LLC) | Long | Debt | US | $3M | – | 0.06 |
| QUIKRETE HOLDINGS INC TLB 2.5 | Long | Loan | US | $2M | – | 0.04 |
| QUINTILES IMS INC (IQVIA INC) | Long | Debt | US | $806K | – | 0.01 |
| RACKSPACE FINANCE LLC TLB 2.75 | Long | Loan | US | $375K | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $14M | – | 0.26 |
| RECESS HOLDINGS INC TLB 4.5 | Long | Loan | US | $1M | – | 0.02 |
| RESIDEO FUNDING INC | Long | Debt | US | $3M | – | 0.05 |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $3M | – | 0.06 |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $2M | – | 0.04 |
| RESTORATION HARDWARE TLB 2.5 (RESTORATION HARDWARE INC.) | Long | Loan | US | $487K | – | 0.01 |
| RESTORATION HARDWARE TLB2 3.25 (RESTORATION HARDWARE INC.) | Long | Loan | US | $967K | – | 0.02 |
| REYNOLDS GROUP HLDGS INC TLB 3.5 (PACTIV EVERGREEN GROUP HOLDINGS INC) | Long | Loan | US | $2M | – | 0.04 |
| RHP HOTEL PROPERTIES LP | Long | Debt | US | $629K | – | 0.01 |
| RHP HOTEL PROPERTIES LP/FIN CORP | Long | Debt | US | $800K | – | 0.01 |
| RHP HOTEL PROPERTIES LP/RHP FIN | Long | Debt | US | $2M | – | 0.03 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $3M | – | 0.05 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $639K | – | 0.01 |
| RIVERBED TECHNOLOGY INC | Long | Equity-common | US | $6K | 13K | 0.00 |
| RIVERBED TECHNOLOGY INC | Long | Equity-preferred | US | $4K | 14K | 0.00 |
| RIVERBED TECHNOLOGY INC TL 4.5 | Long | Loan | US | $403K | – | 0.01 |
| RLJ LODGING TRUST LP | Long | Debt | US | $1M | – | 0.02 |
| RMIR_21-1 (RADNOR REESSENT RMIR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.35 |
| ROBLOX CORPORATION | Long | Debt | US | $5M | – | 0.09 |
| ROCKET MORTGAGE LLC/ROCKET MORT | Long | Debt | US | $16M | – | 0.30 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $9M | – | 0.16 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $2M | – | 0.03 |
| ROSEN GROUP TLB 3.5 (ROSEN GROUP INC) | Long | Loan | US | $2M | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $5M | – | 0.09 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $2M | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $940K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $634K | – | 0.01 |
| RPM_23-4A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4) | Long | ABS-mortgage backed security | US | $19M | – | 0.35 |
| RUSSELL INVESTMENTS TLB 5.0 (RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC) | Long | Loan | US | $2M | – | 0.04 |
| SABRE GLBL INC TLB 4.25 | Long | Loan | US | $190K | – | 0.00 |
| SABRE INC TLB1 3.50 (SABRE GLBL INC) | Long | Loan | US | $561K | – | 0.01 |
| SABRE INC TLB2 3.50 (SABRE GLBL INC) | Long | Loan | US | $879K | – | 0.02 |
| SAFCO_24-1A (SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| SAUDI ARABIA (KINGDOM OF) | Long | Debt | SA | $4M | – | 0.08 |
| SAUDI ARABIA (KINGDOM OF) | Long | Debt | SA | $3M | – | 0.05 |
| SAUDI ARABIAN OIL CO | Long | Debt | SA | $13M | – | 0.23 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $5M | – | 0.09 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $435K | – | 0.01 |
| SBA COMMUNICATIONS TLB 2.0 (SBA SENIOR FINANCE II LLC) | Long | Loan | US | $1M | – | 0.03 |
| SBALT_24-A (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-mortgage backed security | US | $17M | – | 0.32 |
| SCIENTIFIC GAMES HLDGS TLB 3.5 (SCIENTIFIC GAMES HOLDINGS LP) | Long | Loan | US | $3M | – | 0.06 |
| SCIENTIFIC GAMES HOLDINGS LP/FINCO | Long | Debt | US | $4M | – | 0.08 |
| SCIENTIFIC GAMES INTERNATIONAL INC (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.05 |
| SCOTTS MIRACLE-GRO CO/THE | Long | Debt | US | $2M | – | 0.03 |
| SDART_24-1 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-mortgage backed security | US | $20M | – | 0.36 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $2M | – | 0.04 |
| SEDGWICK CLAIMS MGMT TLB 3.75 (SEDGWICK CLAIMS MANAGEMENT SERVI) | Long | Loan | US | $3M | – | 0.05 |
| SELECT MEDICAL CORP | Long | Debt | US | $5M | – | 0.10 |
| SELECT MEDICAL CORP TLB 3.0 | Long | Loan | US | $2M | – | 0.04 |
| SENSATA TECHNOLOGIES BV | Long | Debt | NL | $2M | – | 0.04 |
| SENSATA TECHNOLOGIES INC | Long | Debt | US | $437K | – | 0.01 |
| SERTA SIMMONS BEDDING LLC | Long | Equity-common | US | $3K | 335 | 0.00 |
| SERVICE PROPERTIES TRUST | Long | Debt | US | $2M | – | 0.03 |
| SFO_21-555 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| SHEA HOMES LP/SHEA HOMES FUNDING (SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP) | Long | Debt | US | $3M | – | 0.06 |
| SHIFT4 PAYMENTS LLC/SHIFT4 FIN | Long | Debt | US | $5M | – | 0.09 |
| SIGNATURE AVIATION TLB2 3.0 (BROWN GROUP HOLDING LLC) | Long | Loan | US | $2M | – | 0.04 |
| SIMMONS FOODS INC/SIMMONS PREP | Long | Debt | US | $4M | – | 0.08 |
| SINCLAIR TELEVISION GRP TLB3 3.0 (SINCLAIR TELEVISION GROUP INC) | Long | Loan | US | $865K | – | 0.02 |
| SIRIUS XM RADIO INC | Long | Debt | US | $2M | – | 0.04 |
| SIRIUS XM RADIO INC | Long | Debt | US | $2M | – | 0.04 |
| SIRIUS XM RADIO INC | Long | Debt | US | $2M | – | 0.03 |
| SIRIUS XM RADIO INC | Long | Debt | US | $1M | – | 0.02 |
| SIRIUS XM RADIO INC | Long | Debt | US | $475K | – | 0.01 |
| SIX FLAGS ENTERTAINMENT CORP | Long | Debt | US | $3M | – | 0.05 |
| SIX FLAGS ENTERTAINMENT CORP | Long | Debt | US | $2M | – | 0.03 |
| SOLENIS INTL LP TLB 3.75 (SOLENIS INTERNATIONAL LLC) | Long | Loan | US | $2M | – | 0.03 |
| SOPHIA LP TLB 3.5 (ELLUCIAN INC) | Long | Loan | US | $3M | – | 0.05 |
| SOTHEBYS TLB 4.5 | Long | Loan | US | $2M | – | 0.03 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $13M | – | 0.24 |
| SOUTHCROSS ENERGY PARTNERS A UNITS (SOUTHCROSS ENERGY PARTNERS LLC) | Long | Equity-common | US | $0.27 | 272K | 0.00 |
| SOUTHCROSS ENERGY PARTNERS LLC | Long | Equity-common | US | $0.01 | 14K | 0.00 |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $4M | – | 0.07 |
| SOVOS COMPLIANCE LLC TLB 4.5 | Long | Loan | US | $3M | – | 0.05 |
| SPCM SA (SNF GROUP SA) | Long | Debt | FR | $918K | – | 0.02 |
| SPECTRUM BRANDS HOLDINGS INC (SPECTRUM BRANDS INC) | Long | Debt | US | $750K | – | 0.01 |
| SPECTRUM BRANDS INC | Long | Debt | US | $3M | – | 0.05 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $2M | – | 0.04 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $1M | – | 0.02 |
| SPRINGLEAF FINANCE CORP (ONEMAIN FINANCE CORP) | Long | Debt | US | $157K | – | 0.00 |
| SPRINGS WINDOW FASHIONS TLB 4.0 (SUNSET DEBT MERGER SUB INC) | Long | Loan | US | $656K | – | 0.01 |
| SPRINT CAPITAL CORPORATION | Long | Debt | US | $3M | – | 0.06 |
| SPRINT CORP (SPRINT LLC) | Long | Debt | US | $831K | – | 0.02 |
| SRAM LLC TLB 2.75 | Long | Loan | US | $1M | – | 0.03 |
| SRS DISTRIBUTION INC | Long | Debt | US | $4M | – | 0.07 |
| SRS DISTRIBUTION INC | Long | Debt | US | $2M | – | 0.04 |
| SRS DISTRIBUTION INC | Long | Debt | US | $2M | – | 0.03 |
| SRS DISTRIBUTION INC TLB 3.5 | Long | Loan | US | $750K | – | 0.01 |
| SRS DISTRIBUTION INC TLB 3.75 | Long | Loan | US | $2M | – | 0.04 |
| SS&C TECHNOLOGIES INC (SS&C TECH INC) | Long | Debt | US | $2M | – | 0.03 |
| SS&C TECHNOLOGIES INC TLB8 2.0 (SS&C TECH INC) | Long | Loan | US | $1M | – | 0.02 |
| STACR_19-CS03 (FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS) | Long | ABS-collateralized bond/debt obligation | US | $834K | – | 0.02 |
| STACR_20-CS02 (FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| STACR_20-DNA4 (FREDDIE MAC - STACR_20-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.31 |
| STACR_20-DNA6 (FREDDIE MAC - STACR_20-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.31 |
| STACR_21-DNA1 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| STACR_21-DNA5 (FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.31 |
| STACR_22-HQA1 (STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| STANDARD INDUSTRIES INC (STANDARD BUILDING SOLUTIONS INC) | Long | Debt | US | $4M | – | 0.07 |
| STANDARD INDUSTRIES INC TLB 2.5 (STANDARD BUILDING SOLUTIONS INC) | Long | Loan | US | $2M | – | 0.04 |
| STARFRUIT (AKZONOBEL) TLB 3.5 (STARFRUIT US HOLDCO LLC) | Long | Loan | US | $1M | – | 0.02 |
| STARFRUIT (AKZONOBEL) TLB 3.5 (STARFRUIT US HOLDCO LLC) | Long | Loan | US | $1M | – | 0.02 |
| STUDIO CITY FINANCE LTD | Long | Debt | VG | $3M | – | 0.06 |
| SUMMIT MATERIALS INC TLB 2.5 | Long | Loan | US | $1M | – | 0.02 |
| SUMMIT MATERIALS LLC/FIN CORP | Long | Debt | US | $321K | – | 0.01 |
| SUMMIT MATERIALS LLC/SUMMIT FIN | Long | Debt | US | $2M | – | 0.04 |
| SUNOCO LP | Long | Debt | US | $2M | – | 0.04 |
| SUNOCO LP | Long | Debt | US | $2M | – | 0.04 |
| SURGERY CENTER HOLDINGS INC | Long | Debt | US | $2M | – | 0.03 |
| SURGERY CENTER HOLDINGS TLB 3.5 (SURGERY CENTER HOLDINGS INC) | Long | Loan | US | $3M | – | 0.05 |
| SWP: MXN 5.985000 1/21/2026 (Morgan Stanley) | Derivative-interest rate | US | $-841K | – | -0.02 | |
| SWP: MXN 6.230000 1/9/2026 (Morgan Stanley) | Derivative-interest rate | US | $-2M | – | -0.04 | |
| SYNAPTICS INCORPORATED | Long | Debt | US | $3M | – | 0.05 |
| SYNEOS HEALTH INC (STAR PARENT INC) | Long | Debt | US | $5M | – | 0.09 |
| SYNEOS HEALTH INC TLB 4.0 | Long | Loan | US | $2M | – | 0.03 |
| TAYLOR MORRISON COMMUNITIES INC | Long | Debt | US | $1M | – | 0.02 |
| TAYLORMADE TLB 3.0 (19TH HOLDINGS DELAWARE INC) | Long | Loan | US | $1M | – | 0.02 |
| TELESAT LLC TLB 2.75 | Long | Loan | US | $1M | – | 0.02 |
| TEMPO ACQUISITION LLC TLB 2.75 | Long | Loan | US | $3M | – | 0.05 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $4M | – | 0.07 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $2M | – | 0.03 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $4M | – | 0.07 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $3M | – | 0.05 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $3M | – | 0.05 |
| TERRAFORM POWER OPERATING LLC | Long | Debt | US | $5M | – | 0.10 |
| TESSERA TECH (XPERI CORP) TLB 4.0 (ADEIA INC) | Long | Loan | US | $3M | – | 0.05 |
| THOR INDUSTRIES INC TLB 2.75 | Long | Loan | US | $739K | – | 0.01 |
| THRM_22-3A (THEOREM FUNDING TRUST THRM_22-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| TIBCO SOFTWARE INC (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $5M | – | 0.10 |
| TK ELEVATOR US NEWCO TLB 3.5 (TK ELEVATOR US NEWCO INC) | Long | Loan | US | $3M | – | 0.05 |
| TMIR_21-2 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2) | Long | ABS-collateralized bond/debt obligation | BM | $11M | – | 0.21 |
| TNT CRANE AND RIGGING | Long | Equity-common | US | $52K | 23K | 0.00 |
| TOPGOLF CALLAWAY BRANDS TLB 3.5 (TOPGOLF CALLAWAY BRANDS CORP) | Long | Loan | US | $2M | – | 0.04 |
| TOSCA SERVICES LLC TL 3.5 | Long | Loan | US | $860K | – | 0.02 |
| TRANS UNION LLC TLB 2.0 | Long | Loan | US | $926K | – | 0.02 |
| TRANSDIGM INC | Long | Debt | US | $5M | – | 0.09 |
| TRANSDIGM INC | Long | Debt | US | $5M | – | 0.09 |
| TRANSDIGM INC | Long | Debt | US | $3M | – | 0.06 |
| TRANSDIGM INC TLI 2.75 | Long | Loan | US | $3M | – | 0.06 |
| TRANSMONTAIGE PARTNERS LP / FIN CO (TRANSMONTAIGNE PARTNERS LLC) | Long | Debt | US | $3M | – | 0.06 |
| TRANSOCEAN AQUILA LTD | Long | Debt | KY | $3M | – | 0.05 |
| TRANSOCEAN INC | Long | Debt | KY | $2M | – | 0.04 |
| TRANSOCEAN INC | Long | Debt | KY | $776K | – | 0.01 |
| TRANSOCEAN TITAN FIN LTD (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $3M | – | 0.05 |
| TRAVEL + LEISURE CO TLB1 3.25 | Long | Loan | US | $2M | – | 0.03 |
| TRAVERSE MIDSTREAM PART TLB 3.75 (TRAVERSE MIDSTREAM PARTNERS LLC) | Long | Loan | US | $2M | – | 0.03 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $6M | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TRITON WATER HOLDINGS INC | Long | Debt | US | $3M | – | 0.05 |
| TRITON WATER HOLDINGS TLB 3.5 (TRITON WATER HOLDINGS INC) | Long | Loan | US | $3M | – | 0.05 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $4M | – | 0.07 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $1M | – | 0.03 |
| TRK_21-1 (TOORAK MORTGAGE TRUST TRK_21-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| TRONOX FINANCE LLC TLB 2.5 | Long | Loan | US | $479K | – | 0.01 |
| TRUGREEN LP TLB 4.0 | Long | Loan | US | $1M | – | 0.02 |
| TRUIST INSURANCE TLB 3.25 (TRUIST INSURANCE HOLDINGS LLC) | Long | Loan | US | $2M | – | 0.04 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $10M | – | 0.19 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $617K | – | 0.01 |
| UBER TECHNOLOGIES INC TLB 2.75 | Long | Loan | US | $3M | – | 0.05 |
| UFC HOLDINGS LLC TLB3 3.0 | Long | Loan | US | $3M | – | 0.06 |
| UKG INC | Long | Debt | US | $4M | – | 0.08 |
| ULTIMATE SOFTWARE UKG TLB 3.5 (UKG INC) | Long | Loan | US | $2M | – | 0.04 |
| ULTRA CLEAN HOLDINGS TLB 3.5 (ULTRA CLEAN HLD) | Long | Loan | US | $2M | – | 0.03 |
| UMBS 15YR TBA(REG B) | Long | ABS-mortgage backed security | US | $17M | – | 0.32 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $159M | – | 2.94 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $152M | – | 2.81 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $130M | – | 2.40 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $60M | – | 1.10 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $36M | – | 0.66 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $34M | – | 0.62 |
| UNITED AIRLINES INC | Long | Debt | US | $4M | – | 0.08 |
| UNITED AIRLINES INC | Long | Debt | US | $3M | – | 0.05 |
| UNITED AIRLINES INC TLB 3.0 | Long | Loan | US | $763K | – | 0.01 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $5M | – | 0.10 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $235K | – | 0.00 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $853K | – | 0.02 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $804K | – | 0.01 |
| UNITED WHOLESALE MORTGAGE LLC | Long | Debt | US | $963K | – | 0.02 |
| UNITED WHOLESALE MORTGAGE LLC | Long | Debt | US | $146K | – | 0.00 |
| UNIVAR WINDSOR HOLDINGS TLB 4.0 (WINDSOR HOLDINGS III LLC) | Long | Loan | US | $3M | – | 0.05 |
| UNIVISION COMM TLB 4.25 (UNIVISION COMMUNICATIONS INC) | Long | Loan | US | $196K | – | 0.00 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $3M | – | 0.05 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.04 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $984K | – | 0.02 |
| UNIVISION COMMUNICATIONS TLB 3.25 (UNIVISION COMMUNICATIONS INC) | Long | Loan | US | $2M | – | 0.04 |
| UNIVISION COMMUNICATIONS TLB 3.25 (UNIVISION COMMUNICATIONS INC) | Long | Loan | US | $972K | – | 0.02 |
| UNLOK_23-1 (UNLOCK HEA TRUST UNLOK_23-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.23 |
| UPC FINANCING PARTNERSHIP TLAX 3.0 (SUNRISE FINANCING PARTNERSHIP) | Long | Loan | US | $3M | – | 0.06 |
| UPSPT_20-ST6 (UPSTART PASS-THROUGH TRUST UPSPT_20-ST6) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| UPSTREAM NEWCO INC TLB 4.25 | Long | Loan | US | $2M | – | 0.04 |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| US 2YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $74K | – | 0.00 | |
| US 5YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-174K | – | -0.00 | |
| US BANCORP | Long | Debt | US | $4M | – | 0.08 |
| US DOLLARS (HSBC) | Derivative-foreign exchange | ZA | $-339K | – | -0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $-511K | – | -0.01 | |
| US FOODS INC | Long | Debt | US | $3M | – | 0.06 |
| US FOODS INC | Long | Debt | US | $2M | – | 0.03 |
| US FOODS INC | Long | Debt | US | $1M | – | 0.03 |
| US FOODS INC | Long | Debt | US | $908K | – | 0.02 |
| US LONG BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.03 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $821K | – | 0.02 | |
| USA COM PARTNERS LP / USA COM FIN (USA COMPRESSION PARTNERS LP) | Long | Debt | US | $3M | – | 0.05 |
| USI HOLDINGS CORP TLB 3.25 (USI INC) | Long | Loan | US | $1M | – | 0.02 |
| USI INC TLB 3.25 | Long | Loan | US | $2M | – | 0.03 |
| USI INC/NY | Long | Debt | US | $1M | – | 0.03 |
| USPTT_22-1A | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| UTZ QUALITY FOODS TLB 2.75 (UTZ QUALITY FOODS LLC) | Long | Loan | US | $2M | – | 0.03 |
| VAIL RESORTS INC | Long | Debt | US | $1M | – | 0.02 |
| VCAT_21-NPL5 (VCAT VCAT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.30 |
| VCAT_21-NPL6 (VWH CAPITAL VCAT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.28 |
| VELOCITY VEHICLE GROUP (VELOCITY VEHICLE GROUP LLC) | Long | Debt | US | $456K | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $12M | – | 0.23 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $5M | – | 0.10 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $4M | – | 0.07 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $3M | – | 0.05 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $3M | – | 0.05 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $2M | – | 0.04 |
| VERACODE TL 4.75 (MITNICK CORPORATE PURCHASER INC) | Long | Loan | US | $756K | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $22M | – | 0.41 |
| VERSCEND TECH TLB 3.25 (COTIVITI INC) | Long | Loan | US | $3M | – | 0.05 |
| VERTICAL HOLDCO GMBH (TK ELEVATOR HOLDCO GMBH) | Long | Debt | DE | $2M | – | 0.03 |
| VERTICAL US NEWCO INC (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $2M | – | 0.03 |
| VERTIV GROUP CORP TLB 2.5 | Long | Loan | US | $1M | – | 0.03 |
| VERUS_19-INV3 (VERUS SECURITIZATION TRUST VERUS_19-INV3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.12 |
| VFH PARENT LLC TLB 3.0 | Long | Loan | US | $3M | – | 0.05 |
| VIAGOGO STUBHUB TLB 5.0 (PUG LLC) | Long | Loan | US | $2M | – | 0.04 |
| VIDEOTRON LTD / VIDEOTRON LTEE | Long | Debt | CA | $8M | – | 0.15 |
| VIKING CRUISES LTD | Long | Debt | BM | $2M | – | 0.04 |
| VIKING CRUISES LTD | Long | Debt | BM | $1M | – | 0.02 |
| VIKING CRUISES LTD | Long | Debt | BM | $1M | – | 0.02 |
| VIRGIN MEDIA FINANCE PLC | Long | Debt | GB | $3M | – | 0.05 |
| VIRGIN MEDIA SECURED FINANCE PLC | Long | Debt | GB | $2M | – | 0.04 |
| VIRGIN MEDIA TLN 2.5 (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $2M | – | 0.03 |
| VIRGIN MEDIA TLQ 3.25 (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $978K | – | 0.02 |
| VIRTUSA CORP TLB 3.75 | Long | Loan | US | $2M | – | 0.03 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| VISTRA OPERATIONS CO TLB 2.75 (VISTRA OPERATIONS COMPANY LLC) | Long | Loan | US | $2M | – | 0.04 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $4M | – | 0.07 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $3M | – | 0.06 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $3M | – | 0.05 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $1M | – | 0.03 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $1M | – | 0.02 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $3M | – | 0.05 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $1M | – | 0.03 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $767K | – | 0.01 |
| VOLT_21-NPL4 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| VS BUYER LLC TLB 3.5 | Long | Loan | US | $400K | – | 0.01 |
| VZ SECURED FINANCING BV | Long | Debt | NL | $4M | – | 0.07 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $10M | – | 0.19 |
| WASTE PRO USA INC | Long | Debt | US | $5M | – | 0.09 |
| WATERBRIDGE OPERATING TLB 5.75 (WATERBRIDGE OPERATING LLC) | Long | Loan | US | $4K | – | 0.00 |
| WEBER-STEPHEN PRODS TLB 3.25 (WEBER STEPHEN PRODUCTS LLC) | Long | Loan | US | $2M | – | 0.04 |
| WEIGHT WATCHERS TLB 3.5 (WW INTERNATIONAL INC) | Long | Loan | US | $524K | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $6M | – | 0.12 |
| WELLS FARGO AM TLB 3.25 (ALLSPRING BUYER LLC) | Long | Loan | US | $1M | – | 0.02 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $3M | – | 0.06 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $3M | – | 0.05 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $2M | – | 0.04 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $2M | – | 0.04 |
| WESTERN MIDSTREAM OPERATING LP | Long | Debt | US | $4M | – | 0.07 |
| WESTINGHOUSE TLB 2.75 (WEC US HOLDINGS LTD) | Long | Loan | US | $3M | – | 0.06 |
| WESTJET AIRLINES TLB 3.0 (KESTREL BIDCO INC) | Long | Loan | CA | $134K | – | 0.00 |
| WFCM_17-SMP (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| WHATABRANDS LLC TLB 2.75 | Long | Loan | US | $3M | – | 0.06 |
| WHITE CAP BUYER LLC | Long | Debt | US | $3M | – | 0.06 |
| WHITE CAP BUYER LLC TLB 4.0 | Long | Loan | US | $2M | – | 0.04 |
| WHITEWATER DBR TLB 2.75 (WHITEWATER DBR HOLDCO LLC) | Long | Loan | US | $1M | – | 0.03 |
| WILLIAM MORRIS ENDEAVOR TLB 2.75 (WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC) | Long | Loan | US | $1M | – | 0.02 |
| WILLIAMS COMPANIES INC | Long | Debt | US | $17M | – | 0.32 |
| WILLIAMS SCOTSMAN INTL INC | Long | Debt | US | $986K | – | 0.02 |
| WINDSTREAM SERVICES LLC (WINDSTREAM HOLDINGS II LLC) | Long | Equity-common | US | $152K | 11K | 0.00 |
| WIRECO WORLDGROUP INC TLB 3.75 | Long | Loan | US | $1M | – | 0.02 |
| WOLVERINE WORLD WIDE INC | Long | Debt | US | $3M | – | 0.05 |
| WORLDPAY TLB 3.0 (GTCR W MERGER SUB LLC) | Long | Loan | US | $2M | – | 0.04 |
| WR GRACE & CO TLB 3.75 (W R GRACE HOLDINGS LLC) | Long | Loan | US | $1M | – | 0.02 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $6M | – | 0.11 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $4M | – | 0.07 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $621K | – | 0.01 |
| WYNDHAM HOTELS & RESORTS INC | Long | Debt | US | $2M | – | 0.03 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $2M | – | 0.04 |
| ZEBRA TECHNOLOGIES CORPORATION (ZEBRA TECH CORP) | Long | Debt | US | $2M | – | 0.03 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $2M | – | 0.03 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $2M | – | 0.03 |
| ZI TECH LLC/ZI FIN CORP (ZOOMINFO TECHNOLOGIES LLC) | Long | Debt | US | $5M | – | 0.09 |
| ZIGGO BOND CO BV (ZIGGO BOND COMPANY BV) | Long | Debt | NL | $2M | – | 0.03 |
| ZIGGO BV | Long | Debt | NL | $5M | – | 0.08 |
Address
Columbia Funds Series Trust I
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Yeager, Sandra
Batejan, George S.
Beckman, Daniel J.
Blatz, Kathleen
Carlton, Pamela G.
Carrig, Janet Langford
Connaughton, J. Kevin
Darragh, Olive
Flynn, Patricia M.
Gallagher, Brian J.
Hacker, Douglas A.
Lukitsh, Nancy T.
Moffett, David M.
Paglia, Catherine James
Trunow, Natalie A.
Transfer Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
REFINITIV US LLC
IHS Markit Ltd.
Bloomberg Finance L.P.
PricingDirect Inc.
ICE Data Pricing and Reference Data, LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
CACEIS BANK SPAIN, S.A.U.
DBS BANK LTD
DEUTSCHE BANK AG
DEUTSCHE BANK AG
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
HSBC BANK ARGENTINA S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN S.A. DTVM
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UBS SWITZERLAND AG
UNICREDIT BANK AUSTRIA AG
Shareholder Servicing Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
Virtu Americas LLC
Morgan Stanley
RBC Capital Markets
Wells Fargo
JPMorgan
Jefferies LLC
Citi
UBS
BMO Capital Markets Corp.