Columbia Funds Complex > Columbia Funds Series Trust I
Columbia Total Return Bond Fund
$2.93B
Avg Monthly Net Assets
$3.25B
Total Assets
$452.70M
Total Liabilities
$2.80B
Net Assets
Columbia Total Return Bond 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 $2.93B.
On September 24th, 2024 it reported 1,014 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (6.4%), GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 (2.6%) and UMBS (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Advisor Class | C000121793 | CBNRX | |
| Class A | C000032983 | LIBAX | |
| Class C | C000032985 | LIBCX | |
| Class R | C000032986 | CIBRX | |
| Institutional 2 Class | C000121794 | CTBRX | |
| Institutional 3 Class | C000122680 | CTBYX | |
| Institutional Class | C000032987 | SRBFX |
Holdings
From latest NPORT-P, filed September 24th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1375209 BC LTD | Long | Debt | CA | $117K | – | 0.00 |
| ABBVIE INC | Long | Debt | US | $20M | – | 0.70 |
| ABC SUPPLY CO INC (AMERICAN BUILDERS & CONTRACTORS SUPPLY C) | Long | Debt | US | $412K | – | 0.01 |
| ACADIA HEALTHCARE COMPANY INC (ACADIA HEALTHCARE CO INC) | Long | Debt | US | $517K | – | 0.02 |
| ACHV_24-1PL (ACHV ABS TRUST ACHV_24-1PL) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| ACMAT_23-2A (ACM AUTO TRUST ACMAT_23-2A) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| ACRISURE LLC TLB6 3.25 | Long | Loan | US | $146K | – | 0.01 |
| ACUSHNET CO | Long | Debt | US | $100K | – | 0.00 |
| ADEIA INC TLB 3.00 | Long | Loan | US | $275K | – | 0.01 |
| AEP TEXAS INC | Long | Debt | US | $3M | – | 0.09 |
| AETNA INC | Long | Debt | US | $782K | – | 0.03 |
| AETNA INC | Long | Debt | US | $396K | – | 0.01 |
| AFFRM_23-A (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| AFFRM_23-A (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $15M | – | 0.54 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| AG ISSUER LLC | Long | Debt | US | $502K | – | 0.02 |
| AG TTMT ESCROW ISSUER LLC | Long | Debt | US | $402K | – | 0.01 |
| AGILITI HEALTH INC TLB 3.0 | Long | Loan | US | $82K | – | 0.00 |
| AIR CANADA TLB 2.5 | Long | Loan | CA | $200K | – | 0.01 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSO) | Long | Debt | US | $414K | – | 0.01 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COMPANIES INC) | Long | Debt | US | $205K | – | 0.01 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC) | Long | Debt | US | $61K | – | 0.00 |
| ALCOA NEDERLAND HOLDING BV | Long | Debt | NL | $214K | – | 0.01 |
| ALIXPARTNERS TLB 2.75 (ALIXPARTNERS LLP) | Long | Loan | US | $300K | – | 0.01 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $598K | – | 0.02 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $103K | – | 0.00 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $516K | – | 0.02 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-I) | Long | Debt | US | $515K | – | 0.02 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $449K | – | 0.02 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $211K | – | 0.01 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-I) | Long | Debt | US | $165K | – | 0.01 |
| ALTERRA MOUNTAIN CO TLB4 3.25 | Long | Loan | US | $350K | – | 0.01 |
| ALTICE FRANCE HOLDING SA | Long | Debt | LU | $174K | – | 0.01 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $479K | – | 0.02 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $474K | – | 0.02 |
| AMENTUM ESCROW CORPORATION | Long | Debt | US | $124K | – | 0.00 |
| AMER SPORTS CO TLB 3.25 (AMER SPORTS COMPANY) | Long | Loan | US | $263K | – | 0.01 |
| AMERICAN AIRLINES INC | Long | Debt | US | $237K | – | 0.01 |
| AMERICAN AIRLINES TLB 3.5 | Long | Loan | US | $298K | – | 0.01 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $827K | – | 0.03 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $534K | – | 0.02 |
| AMERICAN AXLE TLB 3.5 (AMERICAN AXLE & MANUFACTURING INC) | Long | Loan | US | $301K | – | 0.01 |
| AMGEN INC | Long | Debt | US | $4M | – | 0.13 |
| AMWINS GROUP INC | Long | Debt | US | $391K | – | 0.01 |
| ANCESTRY.COM INC TLB 3.25 (ARCHES BUYER INC) | Long | Loan | US | $284K | – | 0.01 |
| ANCHOR PACKAGING LLC TLB 3.75 | Long | Loan | US | $170K | – | 0.01 |
| ANTERO MIDSTREAM PARTNERS/FIN (ANTERO MIDSTREAM PARTNERS LP) | Long | Debt | US | $359K | – | 0.01 |
| AOMT_18-3 (ANGEL OAK MORTGAGE TRUST AOMT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| APPLOVIN CORP TLB 2.5 | Long | Loan | US | $300K | – | 0.01 |
| APX GROUP INC TLB 2.25 | Long | Loan | US | $299K | – | 0.01 |
| ARAMARK SERVICES INC TLB7 2.0 | Long | Loan | US | $300K | – | 0.01 |
| ARCHES BUYER INC | Long | Debt | US | $517K | – | 0.02 |
| ARCHES BUYER INC | Long | Debt | US | $433K | – | 0.02 |
| ARDAGH METAL PACKAGING FIN/FIN PLC (ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | IE | $1M | – | 0.04 |
| ARES_20-58A (ARES CLO LTD ARES_20-58A) | Long | ABS-mortgage backed security | KY | $5M | – | 0.18 |
| ARETEC GROUP INC (ARETEC ESCROW ISSUER 2 INC) | Long | Debt | US | $495K | – | 0.02 |
| ARETEC GROUP INC (ARETEC ESCROW ISSUER INC) | Long | Debt | US | $420K | – | 0.02 |
| ARGUS MEDIA FLEET US TLB 3.75 (FLEET US BIDCO INC) | Long | Loan | US | $100K | – | 0.00 |
| ARTERA SERVICES TLB 4.5 (ARTERA SERVICES LLC) | Long | Loan | US | $71K | – | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $521K | – | 0.02 |
| ASCEND LEARNING LLC TL 2LN 5.75 | Long | Loan | US | $326K | – | 0.01 |
| ASCEND LEARNING LLC TLB 3.5 | Long | Loan | US | $742K | – | 0.03 |
| ASSUREDPARTNERS INC | Long | Debt | US | $408K | – | 0.01 |
| ASSUREDPARTNERS INC | Long | Debt | US | $308K | – | 0.01 |
| ASSUREDPARTNERS TLB5 3.5 (ASSUREDPARTNERS INC) | Long | Loan | US | $300K | – | 0.01 |
| ASURION LLC TLB9 3.25 | Long | Loan | US | $295K | – | 0.01 |
| ATHENAHEALTH INC TLB 3.5 | Long | Loan | US | $298K | – | 0.01 |
| ATRM_13A (ATRIUM CDO CORP ATRM_13A) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| AUTODATA TLB 3.5 (PROJECT BOOST PURCHASER LLC) | Long | Loan | US | $30K | – | 0.00 |
| AVANTOR FUNDING INC | Long | Debt | US | $625K | – | 0.02 |
| AVANTOR FUNDING INC | Long | Debt | US | $314K | – | 0.01 |
| AVIS BUDGET CAR RENTAL LLC | Long | Debt | US | $513K | – | 0.02 |
| AXALTA COATING SYSTEMS LLC | Long | Debt | US | $201K | – | 0.01 |
| AXALTA COATING SYSTEMS/HOLDING BV (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $314K | – | 0.01 |
| AXALTA COATING TLB6 2.0 (AXALTA COATING SYSTEMS US HOLDINGS INC) | Long | Loan | US | $288K | – | 0.01 |
| BACARDI LTD | Long | Debt | BM | $8M | – | 0.30 |
| BAE SYSTEMS PLC | Long | Debt | GB | $3M | – | 0.12 |
| BAMLL_13-WBRK | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BANK OF AMERICA CORP | Long | Debt | US | $23M | – | 0.82 |
| BANK OF AMERICA CORP | Long | Debt | US | $16M | – | 0.57 |
| BANK OF AMERICA CORP | Long | Debt | US | $411K | – | 0.01 |
| BARNES GROUP INC TLB 2.5 | Long | Loan | US | $299K | – | 0.01 |
| BARRACUDA NETWORKS INC TLB 4.5 | Long | Loan | US | $288K | – | 0.01 |
| BATH & BODY WORKS INC | Long | Debt | US | $65K | – | 0.00 |
| BAUSCH & LOMB ESCROW CORP (BAUSCH + LOMB CORP) | Long | Debt | CA | $409K | – | 0.01 |
| BAY CLUB TLB 4.25 (BULLDOG PURCHASER INC) | Long | Loan | US | $53K | – | 0.00 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $415K | – | 0.01 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $412K | – | 0.01 |
| BBCMS_18-BXH (BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| BCC_18-2A (BAIN CAPITAL CREDIT CLO LTD BCC_18-2A) | Long | ABS-mortgage backed security | KY | $11M | – | 0.39 |
| BCC_19-2A (BAIN CAPITAL CREDIT CLO LTD BCC_19-2A) | Long | ABS-mortgage backed security | US | $19M | – | 0.66 |
| BCC_20-3A (BAIN CAPITAL CREDIT CLO BCC_20-3) | Long | ABS-mortgage backed security | KY | $8M | – | 0.30 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $449K | – | 0.02 |
| BEACON ROOFING SUPPLY INC | Long | Debt | US | $319K | – | 0.01 |
| BECLE SAB DE CV | Long | Debt | MX | $2M | – | 0.09 |
| BHR_18-PRME (BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BLOCK INC | Long | Debt | US | $1M | – | 0.04 |
| BLOCK INC | Long | Debt | US | $309K | – | 0.01 |
| BLOCK INC | Long | Debt | US | $186K | – | 0.01 |
| BMC SOFTWARE INC TLB 3.75 (BANFF MERGER SUB INC) | Long | Loan | US | $116K | – | 0.00 |
| BOEING CO | Long | Debt | US | $6M | – | 0.20 |
| BOMBARDIER INC | Long | Debt | CA | $127K | – | 0.00 |
| BOMBARDIER RECREATIONAL TLB4 2.75 (BOMBARDIER RECREATIONAL PRODUCTS) | Long | Loan | CA | $298K | – | 0.01 |
| BOYD GAMING CORPORATION | Long | Debt | US | $323K | – | 0.01 |
| BOYD GAMING CORPORATION | Long | Debt | US | $203K | – | 0.01 |
| BOYNE USA INC | Long | Debt | US | $133K | – | 0.00 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $9M | – | 0.30 |
| BRAND ENERGY & INFRAS TLB 4.5 (BRAND INDUSTRIAL SERVICES INC) | Long | Loan | US | $17K | – | 0.00 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $1M | – | 0.05 |
| BROADCOM INC | Long | Debt | US | $8M | – | 0.27 |
| BROADSTREET PARTNERS INC | Long | Debt | US | $563K | – | 0.02 |
| BROADSTREET PARTNERS INC TLB3 4.0 | Long | Loan | US | $300K | – | 0.01 |
| BROADSTREET PARTNERS TLB4 3.25 (BROADSTREET PARTNERS INC) | Long | Loan | US | $200K | – | 0.01 |
| BVRT_21-3F (BVRT FINANCING TRUST BVRT_21-3F) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.39 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $785K | – | 0.03 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $522K | – | 0.02 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $521K | – | 0.02 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $307K | – | 0.01 |
| CAESARS ENTERTAINMENT TLB2 2.75 (CAESARS ENTERTAINMENT INC) | Long | Loan | US | $221K | – | 0.01 |
| CAFL_21-RTL1 (COLONY AMERICAN FINANCE LTD CAFL_21-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| CALPINE CORP TLB9 2.0 | Long | Loan | US | $299K | – | 0.01 |
| CAMELOT FINANCE SA | Long | Debt | LU | $312K | – | 0.01 |
| CANPACK SA/CANPACK US LLC | Long | Debt | PL | $519K | – | 0.02 |
| CARNIVAL CORP | Long | Debt | PA | $413K | – | 0.01 |
| CARNIVAL CORP | Long | Debt | PA | $406K | – | 0.01 |
| CARNIVAL CORP | Long | Debt | PA | $191K | – | 0.01 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $270K | – | 0.01 |
| CARNIVAL HOLDINGS BERMUDA LTD (CARNIVAL HOLDINGS (BERMUDA) LTD) | Long | Debt | BM | $306K | – | 0.01 |
| CARRIER GLOBAL CORP | Long | Debt | US | $7M | – | 0.27 |
| CARROLL COUNTY ENERGY TLB 4.0 (CARROLL COUNTY ENERGY LLC) | Long | Loan | US | $139K | – | 0.00 |
| CAS_19-HRP1 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| CAST & CREW PAYROLL TL 3.75 (CAST & CREW LLC) | Long | Loan | US | $148K | – | 0.01 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $480K | – | 0.02 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $102K | – | 0.00 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $895K | – | 0.03 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $750K | – | 0.03 |
| CCO HOLDINGS LLC/CAP CORP (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $530K | – | 0.02 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $166K | – | 0.01 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $165K | – | 0.01 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $2M | – | 0.06 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $218K | – | 0.01 |
| CD&R HYDRA/STS OPER TLB 4.0 (STS Operating) | Long | Loan | US | $212K | – | 0.01 |
| CD&R SMOKEY BUYER INC | Long | Debt | US | $804K | – | 0.03 |
| CDK GLOBAL INC (CENTRAL PARENT LLC) | Long | Debt | US | $87K | – | 0.00 |
| CDK GLOBAL TLB 3.25 (CENTRAL PARENT LLC) | Long | Loan | US | $346K | – | 0.01 |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $1M | – | 0.05 | |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $181K | – | 0.01 | |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $-904K | – | -0.03 | |
| CDS: (CMBX.NA.10.BBB-) (JPMorgan) | Derivative-credit | US | $-904K | – | -0.03 | |
| CDS: (CMBX.NA.10.BBB-) (Citi) | Derivative-credit | US | $-1M | – | -0.05 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $850K | – | 0.03 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $607K | – | 0.02 | |
| CDS: (CMBX.NA.11.BBB-) (Goldman Sachs International) | Derivative-credit | GB | $206K | – | 0.01 | |
| CDS: (CMBX.NA.11.BBB-) (JPMorgan) | Derivative-credit | US | $206K | – | 0.01 | |
| CDS: (CMBX.NA.12.BBB-) (Citi) | Derivative-credit | US | $1M | – | 0.04 | |
| CDS: (CMBX.NA.16.BBB-) (Morgan Stanley) | Derivative-credit | US | $910K | – | 0.03 | |
| CDS: (CMBX.NA.8.BBB-) (Morgan Stanley) | Derivative-credit | US | $-687K | – | -0.02 | |
| CEDAR FAIR LP | Long | Debt | US | $206K | – | 0.01 |
| CEDAR FAIR LP/CANADA WONDERLAND | Long | Debt | US | $205K | – | 0.01 |
| CENGAGE LEARNING INC TLB 4.25 | Long | Loan | US | $200K | – | 0.01 |
| CENTENE CORPORATION | Long | Debt | US | $19M | – | 0.69 |
| CENTENE CORPORATION | Long | Debt | US | $6M | – | 0.22 |
| CENTENE CORPORATION | Long | Debt | US | $4M | – | 0.13 |
| CENTENE CORPORATION | Long | Debt | US | $557K | – | 0.02 |
| CENTRAL PARENT LLC/CDK GLOBAL II | Long | Debt | US | $141K | – | 0.01 |
| CETERA INC TLB2 4.0 (ARETEC GROUP INC) | Long | Loan | US | $293K | – | 0.01 |
| CGMS_16-1A (CARLYLE GLOBAL MARKET STRATEGIES) | Long | ABS-mortgage backed security | KY | $13M | – | 0.47 |
| CGMS_17-5A (CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.14 |
| CGMS_18-C17A (CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A) | Long | ABS-mortgage backed security | KY | $9M | – | 0.33 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $199K | – | 0.01 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $168K | – | 0.01 |
| CHART INDUSTRIES INC | Long | Debt | US | $354K | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $5M | – | 0.19 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $3M | – | 0.11 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $2M | – | 0.06 |
| CHARTER NEX FILMS INC TLB 3.5 (CHARTER NEXT GENERATION INC) | Long | Loan | US | $350K | – | 0.01 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| CHNGE_22-3 (CHNGE MORTGAGE TRUST CHNGE_22-3) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.38 |
| CHNGE_22-5 (CHNGE MORTGAGE TRUST CHNGE_22-5) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.21 |
| CHNGE_23-3 (CHNGE MORTGAGE TRUST CHNGE_23-3) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.42 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $734K | – | 0.03 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $437K | – | 0.02 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $395K | – | 0.01 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $335K | – | 0.01 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $273K | – | 0.01 |
| CHURCHILL DOWNS INCORPORATED | Long | Debt | US | $307K | – | 0.01 |
| CIGNA GROUP | Long | Debt | US | $2M | – | 0.08 |
| CINEMARK USA INC | Long | Debt | US | $254K | – | 0.01 |
| CINEMARK USA INC | Long | Debt | US | $100K | – | 0.00 |
| CINEMARK USA INC TLB 3.75 | Long | Loan | US | $300K | – | 0.01 |
| CITADEL SECURITIES LP TLB 2.25 | Long | Loan | US | $200K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $10M | – | 0.36 |
| CITZN_24-1 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-mortgage backed security | US | $13M | – | 0.45 |
| CIVITAS RESOURCES INC | Long | Debt | US | $248K | – | 0.01 |
| CIVITAS RESOURCES INC | Long | Debt | US | $202K | – | 0.01 |
| CIVITAS RESOURCES INC | Long | Debt | US | $200K | – | 0.01 |
| CLARIOS GLOBAL LP/US FIN | Long | Debt | CA | $515K | – | 0.02 |
| CLARIOS GLOBAL LP/US FIN | Long | Debt | CA | $511K | – | 0.02 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $724K | – | 0.03 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $237K | – | 0.01 |
| CLARIVATE TLB 2.75 (CAMELOT US ACQUISITION LLC) | Long | Loan | US | $299K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $309K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $490K | – | 0.02 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $431K | – | 0.02 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Debt | US | $393K | – | 0.01 |
| CLEAR CHANNEL WORLDWIDE HOLDINGS (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $613K | – | 0.02 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $723K | – | 0.03 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $311K | – | 0.01 |
| CLEARWAY ENERGY OPERATING LLC | Long | Debt | US | $303K | – | 0.01 |
| CLNY_19-IKPR (COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CLOUD SOFTWARE GROUP INC | Long | Debt | US | $1M | – | 0.04 |
| CLOUD SOFTWARE GROUP INC | Long | Debt | US | $744K | – | 0.03 |
| CLOUD SOFTWARE GROUP TLB 4.0 (CLOUD SOFTWARE GROUP INC) | Long | Loan | US | $399K | – | 0.01 |
| CLOUDERA INC TLB 3.75 | Long | Loan | US | $288K | – | 0.01 |
| CLYDESDALE ACQUISITION HOLDINGS (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Debt | US | $206K | – | 0.01 |
| CLYDESDALE ACQUISITION TLB 3.75 (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Loan | US | $50K | – | 0.00 |
| CMLTI_14-C | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| CNX MIDSTREAM PARTNERS LP | Long | Debt | US | $571K | – | 0.02 |
| CNX RESOURCES CORP | Long | Debt | US | $302K | – | 0.01 |
| COLGATE ENERGY PARTNERS III LLC (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $1M | – | 0.04 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $3M | – | 0.11 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $3M | – | 0.11 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $2M | – | 0.08 |
| COLT_21-3 (COLT MORTGAGE LOAN TRUST COLT_21-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.19 |
| COLT_21-5 (COLT MORTGAGE LOAN TRUST COLT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.17 |
| COLT_21-6 (COLT FUNDING LLC COLT_21-6) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.23 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $180M | 180M | 6.43 |
| COMCAST CORPORATION | Long | Debt | US | $3M | – | 0.10 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $360K | – | 0.01 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $102K | – | 0.00 |
| CONCENTRA ESCROW ISSUER CORP | Long | Debt | US | $217K | – | 0.01 |
| CONDOR MERGER SUB INC (MCAFEE CORP) | Long | Debt | US | $600K | – | 0.02 |
| CONSERVICE MIDCO LLC TLB 4.0 | Long | Loan | US | $299K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $4M | – | 0.13 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.07 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $738K | – | 0.03 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $613K | – | 0.02 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $420K | – | 0.01 |
| CONSTELLIUM SE (CONSTELLIUM SE (FRANCE)) | Long | Debt | FR | $263K | – | 0.01 |
| COVANTA HOLDING CORP TLB 2.5 (REWORLD HOLDING CORP) | Long | Loan | US | $278K | – | 0.01 |
| COVANTA HOLDING CORP TLC 2.5 (REWORLD HOLDING CORP) | Long | Loan | US | $21K | – | 0.00 |
| CQP HOLDCO LP TLB 2.25 | Long | Loan | US | $300K | – | 0.01 |
| CREATIVE ARTISTS AGENCY TLB 3.25 (CREATIVE ARTISTS AGENCY LLC) | Long | Loan | US | $301K | – | 0.01 |
| CROWN SUBSEA COMM TLB 4.75 (CROWN SUBSEA COMMUNICATIONS HOLDING INC) | Long | Loan | US | $302K | – | 0.01 |
| CROWNROCK LP/CROWNROCK FINANCE INC | Long | Debt | US | $973K | – | 0.03 |
| CROWNROCK LP/CROWNROCK FINANCE INC | Long | Debt | US | $417K | – | 0.01 |
| CRVNA_23-P3 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CSC (CORPORATION SERVICE) TLB 3.25 (WMB HOLDINGS INC) | Long | Loan | US | $311K | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $508K | – | 0.02 |
| CSC HOLDINGS LLC | Long | Debt | US | $508K | – | 0.02 |
| CSC HOLDINGS LLC | Long | Debt | US | $323K | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $162K | – | 0.01 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| CSMC_20-RPL2 (CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.43 |
| CSMC_21-NQM1 (CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| CSMC_22-RPL3 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.40 |
| CVS HEALTH CORP | Long | Debt | US | $3M | – | 0.12 |
| DARKTRACE PLC TLB 3.25 (LEIA FINCO US LLC) | Long | Loan | US | $115K | – | 0.00 |
| DELEK LOGISTICS PARTNERS LP | Long | Debt | US | $982K | – | 0.04 |
| DIGICERT INC 2ND LN TL 7.0 (DCERT BUYER INC) | Long | Loan | US | $116K | – | 0.00 |
| DISH NETWORK CORP | Long | Debt | US | $1M | – | 0.04 |
| DISH NETWORK CORP | Long | Debt | US | $347K | – | 0.01 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $788K | – | 0.03 |
| DOTDASH MEREDITH INC TLB 4.0 | Long | Loan | US | $298K | – | 0.01 |
| DP WORLD LTD (DP WORLD LTD (UAE)) | Long | Debt | AE | $4M | – | 0.14 |
| DP WORLD LTD (DP WORLD LTD (UAE)) | Long | Debt | AE | $3M | – | 0.12 |
| DRMT_20-2 (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.25 |
| DRMT_21-4 (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.18 |
| DRMT_21-4 (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.18 |
| DRSLF_15-41A (DRYDEN SENIOR LOAN FUND DRSLF_15) | Long | ABS-mortgage backed security | KY | $7M | – | 0.24 |
| DRSLF_18-57A (DRYDEN SENIOR LOAN FUND DRSLF_18-57A) | Long | ABS-mortgage backed security | KY | $7M | – | 0.25 |
| DT MIDSTREAM INC | Long | Debt | US | $833K | – | 0.03 |
| DTAOT_22-1A (DT AUTO OWNER TRUST DTAOT_22-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| DTAOT_23-2A (DT AUTO OWNER TRUST DTAOT_23-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| DTAOT_23-3A (DT AUTO OWNER TRUST DTAOT_23-3) | Long | ABS-mortgage backed security | US | $15M | – | 0.54 |
| DTE ENERGY COMPANY | Long | Debt | US | $4M | – | 0.15 |
| DUKE ENERGY CORP | Long | Debt | US | $6M | – | 0.23 |
| DUN & BRADSTREET CORP TLB 2.75 (DUN & BRADSTREET CORPORATION (THE)) | Long | Loan | US | $300K | – | 0.01 |
| DUN & BRADSTREET CORPORATION (THE) | Long | Debt | US | $173K | – | 0.01 |
| EART_21-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| EART_23-3A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| EART_24-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| ECL ENTERTAINMENT LLC TLB 4.0 | Long | Loan | US | $145K | – | 0.01 |
| EDISON INTERNATIONAL (EDISON INTL) | Long | Debt | US | $5M | – | 0.19 |
| EFMT_19-2 (ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| EFS COGEN HOLDINGS I LLC TLB 3.5 | Long | Loan | US | $189K | – | 0.01 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $3M | – | 0.12 |
| ELEMENT SOLUTIONS INC | Long | Debt | US | $573K | – | 0.02 |
| EMERA US FINANCE LP | Long | Debt | US | $2M | – | 0.06 |
| EMERALD DEBT MERGER SUB LLC (EMRLD BORROWER LP) | Long | Debt | US | $779K | – | 0.03 |
| EMERALD DEBT MERGER SUB TLB 3.0 (EMERALD DEBT MERGER SUB LLC) | Long | Loan | US | $285K | – | 0.01 |
| EMRLD BORROWER LP | Long | Debt | US | $275K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $4M | – | 0.15 |
| ENCOMPASS HEALTH CORP | Long | Debt | US | $408K | – | 0.01 |
| ENSEMBLE RCM LLC TLB 3.0 | Long | Loan | US | $71K | – | 0.00 |
| ENTAIN PLC TLB3 2.75 | Long | Loan | IM | $300K | – | 0.01 |
| ENTEGRIS ESCROW CORP | Long | Debt | US | $1M | – | 0.04 |
| ENVA_23-A | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| ENVA_24-A (ENVA LLC ENVA_24-A) | Long | ABS-mortgage backed security | US | $10M | – | 0.35 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $1M | – | 0.04 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $236K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $211K | – | 0.01 |
| EQT MIDSTREAM PARTNERS LP (EQM MIDSTREAM PARTNERS LP) | Long | Debt | US | $508K | – | 0.02 |
| ERAC USA FINANCE LLC | Long | Debt | US | $8M | – | 0.27 |
| ERAC USA FINANCE LLC | Long | Debt | US | $448K | – | 0.02 |
| ESAB CORP | Long | Debt | US | $225K | – | 0.01 |
| EURO COUNTRIES (Morgan Stanley) | Derivative-foreign exchange | XX | $-647.31 | – | -0.00 | |
| EURO-BUND SEP 24 (JPMorgan) | Derivative-interest rate | DE | $-5M | – | -0.18 | |
| EW SCRIPPS COMPANY TLB 2.75 | Long | Loan | US | $264K | – | 0.01 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $2M | – | 0.07 |
| FAGE INTERNATIONAL SA/FAGE USA (FAGE INTERNATIONAL SA (STRASSEN)) | Long | Debt | LU | $506K | – | 0.02 |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $402K | – | 0.01 |
| FGOLD 15YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $28M | – | 0.98 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.88 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.77 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.58 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.50 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.46 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $38M | – | 1.36 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $35M | – | 1.24 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.86 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.85 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.85 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.70 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.60 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.57 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.48 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FHLMC_278 (FREDDIEMAC STRIP FHSTR_278) | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.00 |
| FHLMC_309 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| FHLMC_3922 (FREDDIE MAC FHLMC_3922) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FHLMC_4097 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.00 |
| FHLMC_4176 (FREDDIE MAC FHLMC_4176) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.00 |
| FHLMC_4620 (FANNIE MAE FHLMC_4620) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| FHLMC_4703 (FREDDIE MAC FHLMC_4703) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| FHLMC_4903 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| FHLMC_4920 (FREDDIE MAC FHLMC_4920) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| FHLMC_4979 (FREDDIE MAC FHLMC_4979) | Long | ABS-collateralized bond/debt obligation | US | $585K | – | 0.02 |
| FHLMC_5034 (FREDDIE MAC FHLMC_5034) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| FHLMC_5078 (FREDDIE MAC FHLMC_5078) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| FHLMC_5152 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| FHLMC_5187 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5187) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.14 |
| FHLMC_5287 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| FHLMC_5326 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5326) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| FHLMC_5345 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5345) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| FHLMC_5362 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5362) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| FIGRE_23-HE3 (FIGURE LENDING FIGRE_23-HE3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| FIRST BRANDS TLB 5.0 (FIRST BRANDS GROUP LLC) | Long | Loan | US | $297K | – | 0.01 |
| FIRSTENERGY CORPORATION | Long | Debt | US | $1M | – | 0.04 |
| FLUTTER ENTERTAINMENT TLB 2.25 (FLUTTER ENTERTAINMENT PLC) | Long | Loan | IE | $299K | – | 0.01 |
| FMMSR_20-GT1 (FMC GMSR ISSUER TRUST FMMSR_20-GT1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.35 |
| FNMA 10/1 HYBRID ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44M | – | 1.56 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.79 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.75 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.62 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.52 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.47 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 1.34 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.89 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.86 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.76 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.76 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.64 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.61 |
| FNMA 6M SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.01 |
| FNMA_13-26 (FANNIE MAE FNMA_13-26) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| FNMA_14-93 (FANNIE MAE FNMA_14-93) | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.00 |
| FNMA_16-31 (FANNIE MAE FNMA_16-31) | Long | ABS-collateralized bond/debt obligation | US | $97K | – | 0.00 |
| FNMA_16-53 (FANNIE MAE FNMA_16-53) | Long | ABS-collateralized bond/debt obligation | US | $433K | – | 0.02 |
| FNMA_16-57 (FANNIE MAE FNMA_16-57) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| FNMA_17-109 (FANNIE MAE FNMA_17-109) | Long | ABS-collateralized bond/debt obligation | US | $572K | – | 0.02 |
| FNMA_17-20 (FANNIE MAE FNMA_17-20) | Long | ABS-collateralized bond/debt obligation | US | $450K | – | 0.02 |
| FNMA_17-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54) | Long | ABS-collateralized bond/debt obligation | US | $897K | – | 0.03 |
| FNMA_17-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54) | Long | ABS-collateralized bond/debt obligation | US | $345K | – | 0.01 |
| FNMA_17-72 (FANNIE MAE FNMA_17-72) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.14 |
| FNMA_18-66 (FANNIE MAE FNMA_18-66) | Long | ABS-collateralized bond/debt obligation | US | $508K | – | 0.02 |
| FNMA_18-67 MS (FANNIE MAE FNMA_18-67) | Long | ABS-collateralized bond/debt obligation | US | $426K | – | 0.02 |
| FNMA_18-74 (FANNIE MAE FNMA_18-74) | Long | ABS-collateralized bond/debt obligation | US | $666K | – | 0.02 |
| FNMA_19-33 (FANNIE MAE FNMA_19-33) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FNMA_19-42 (FANNIE MAE FNMA_19-42) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| FNMA_19-60 (FANNIE MAE FNMA_19-60) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| FNMA_19-67 (FANNIE MAE FNMA_19-67) | Long | ABS-collateralized bond/debt obligation | US | $876K | – | 0.03 |
| FNMA_22-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| FNMA_23-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| FNMA_23-57 (FANNIE MAE REMICS FNMA_23-57) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.18 |
| FNMA_23-65 (FANNIE MAE REMICS FNMA_23-65) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| FORMULA 1 (DELTA 2 SARL) TLB 3.25 (DELTA 2 (LUX) SARL) | Long | Loan | LU | $301K | – | 0.01 |
| FOUNDATION BLDG MAT TLB1 3.25 (FOUNDATION BUILDING MATERIALS INC) | Long | Loan | US | $294K | – | 0.01 |
| FREEPORT LNG INVESTMENTS TLB 3.5 (FREEPORT LNG INVESTMENTS LLLP) | Long | Loan | US | $345K | – | 0.01 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $627K | – | 0.02 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $603K | – | 0.02 |
| FTAB_21-NPL2 (510 ASSETS BACKED TRUST FTAB_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $3M | – | 0.11 |
| GATES CORPORATION | Long | Debt | US | $124K | – | 0.00 |
| GAZ CAPITAL SA | Long | Debt | LU | $851K | – | 0.03 |
| GCAT_21-CM1 (GCAT LLC GCAT_21-CM1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.18 |
| GCAT_21-NQM6 (GCAT TRUST GCAT_21-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.20 |
| GCAT_21-NQM6 (GCAT TRUST GCAT_21-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GCAT_21-NQM7 (GCAT GCAT_21-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.27 |
| GE HEALTHCARE TECHNOLOGIES INC | Long | Debt | US | $10M | – | 0.35 |
| GENESEE & WYOMING INC (GENESEE & WYOMING INC.) | Long | Debt | US | $494K | – | 0.02 |
| GENESYS TELECOM TLB 3.5 (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Loan | US | $23K | – | 0.00 |
| GENESYS TELECOM TLB 3.75 (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Loan | US | $61K | – | 0.00 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $765K | – | 0.03 |
| GGAM FINANCE LTD (GGAM FINANCE LTD (LIMERICK BRANCH)) | Long | Debt | IE | $668K | – | 0.02 |
| GGAM FINANCE LTD (GGAM FINANCE LIMITED) | Long | Debt | KY | $556K | – | 0.02 |
| GILEAD SCIENCES INC | Long | Debt | US | $18M | – | 0.64 |
| GIP PILOT ACQUISITION TLB 2.5 (GIP PILOT ACQUISITION PARTNERS LP) | Long | Loan | US | $300K | – | 0.01 |
| GNMA_14-184 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $328K | – | 0.01 |
| GNMA_16-120 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| GNMA_17-130 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNMA_17-130 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130) | Long | ABS-collateralized bond/debt obligation | US | $435K | – | 0.02 |
| GNMA_17-134 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| GNMA_17-149 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149) | Long | ABS-collateralized bond/debt obligation | US | $638K | – | 0.02 |
| GNMA_17-153 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-153) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNMA_17-163 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163) | Long | ABS-collateralized bond/debt obligation | US | $243K | – | 0.01 |
| GNMA_17-37 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37) | Long | ABS-collateralized bond/debt obligation | US | $382K | – | 0.01 |
| GNMA_18-103 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103) | Long | ABS-collateralized bond/debt obligation | US | $338K | – | 0.01 |
| GNMA_18-112 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112) | Long | ABS-collateralized bond/debt obligation | US | $413K | – | 0.01 |
| GNMA_18-125 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125) | Long | ABS-collateralized bond/debt obligation | US | $435K | – | 0.02 |
| GNMA_18-134 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134) | Long | ABS-collateralized bond/debt obligation | US | $417K | – | 0.01 |
| GNMA_18-139 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139) | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.01 |
| GNMA_18-148 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| GNMA_18-148 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148) | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.03 |
| GNMA_18-151 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151) | Long | ABS-collateralized bond/debt obligation | US | $696K | – | 0.02 |
| GNMA_18-89 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89) | Long | ABS-collateralized bond/debt obligation | US | $469K | – | 0.02 |
| GNMA_18-89 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89) | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.01 |
| GNMA_18-91 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18) | Long | ABS-collateralized bond/debt obligation | US | $399K | – | 0.01 |
| GNMA_19-20 | Long | ABS-collateralized bond/debt obligation | US | $631K | – | 0.02 |
| GNMA_19-5 | Long | ABS-collateralized bond/debt obligation | US | $467K | – | 0.02 |
| GNMA_19-56 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56) | Long | ABS-collateralized bond/debt obligation | US | $516K | – | 0.02 |
| GNMA_19-59 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59) | Long | ABS-collateralized bond/debt obligation | US | $510K | – | 0.02 |
| GNMA_19-6 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNMA_19-85 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85) | Long | ABS-collateralized bond/debt obligation | US | $468K | – | 0.02 |
| GNMA_19-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90) | Long | ABS-collateralized bond/debt obligation | US | $847K | – | 0.03 |
| GNMA_20-175 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| GNMA_20-189 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-189) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| GNMA_20-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNMA_20-21 (GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21) | Long | ABS-collateralized bond/debt obligation | US | $374K | – | 0.01 |
| GNMA_20-61 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| GNMA_20-62 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62) | Long | ABS-collateralized bond/debt obligation | US | $620K | – | 0.02 |
| GNMA_21-116 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_21-119 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| GNMA_21-140 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.20 |
| GNMA_21-16 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| GNMA_21-89 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_21-97 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| GNMA_22-18 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| GNMA_22-207 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| GNMA_22-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-63) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_22-81 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-81) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| GNMA_23-101 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNMA_23-132 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-132) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| GNMA_23-141 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| GNMA_23-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| GNMA_24-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| GNMA_24-51 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNMA_24-59 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-59) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.20 |
| GNMA_24-59 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-59) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| GNMA2 1YR CMT ARM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $858.49 | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $74M | – | 2.65 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $48M | – | 1.73 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $34M | – | 1.21 |
| GOLDEN NUGGET INC TLB 4.0 (GOLDEN NUGGET ONLINE GAMING INC) | Long | Loan | US | $299K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $14M | – | 0.52 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $5M | – | 0.16 |
| GOODNIGHT MIDSTREAM TLB 5.25 (GOODNIGHT WATER SOLUTIONS LLC) | Long | Loan | US | $88K | – | 0.00 |
| GRADE_20-FIG1 (SALUDA GRADE ALTERNATIVE MORTGAGE TURST GRADE_20-FIG1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GRADE_23-FIG4 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.34 |
| GREAT OUTDOORS GROUP LLC TLB1 3.75 | Long | Loan | US | $348K | – | 0.01 |
| GRIFOLS ESCROW ISSUER SAU (GRIFOLS SA) | Long | Debt | ES | $1M | – | 0.04 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTO INC) | Long | Debt | US | $143K | – | 0.01 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTO INC) | Long | Debt | US | $89K | – | 0.00 |
| GSAR_24-2A (GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| GSKY_24-1 (GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.35 |
| GTCR W-2 MERGER SUB LLC | Long | Debt | US | $994K | – | 0.04 |
| H.B. FULLER CO (HB FULLER CO) | Long | Debt | US | $511K | – | 0.02 |
| H&E EQUIPMENT SERVICES INC | Long | Debt | US | $1M | – | 0.04 |
| HAMILTON PROJECTS ACQ TLB 3.75 (HAMILTON PROJECTS ACQUIROR LLC) | Long | Loan | US | $126K | – | 0.00 |
| HANESBRANDS INC | Long | Debt | US | $289K | – | 0.01 |
| HANESBRANDS INC | Long | Debt | US | $279K | – | 0.01 |
| HARBOR FREIGHT TOOLS TLB 2.5 | Long | Loan | US | $158K | – | 0.01 |
| HARD ROCK NORTHERN IN TLB 4.25 (HRNI HOLDINGS LLC) | Long | Loan | US | $289K | – | 0.01 |
| HAWAIIANMILES LOYALTY LTD / HAWAII (HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD) | Long | Debt | KY | $631K | – | 0.02 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $19M | – | 0.69 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $2M | – | 0.09 |
| HEALTHEQUITY INC | Long | Debt | US | $553K | – | 0.02 |
| HELIOS SOFTWARE HOLDINGS INC | Long | Debt | US | $529K | – | 0.02 |
| HELIOS SOFTWARE HOLDINGS/ION CORP (HELIOS SOFTWARE HOLDINGS INC) | Long | Debt | US | $313K | – | 0.01 |
| HERC HOLDINGS INC | Long | Debt | US | $312K | – | 0.01 |
| HERC HOLDINGS INC | Long | Debt | US | $86K | – | 0.00 |
| HIGHTOWER HOLDING LLC | Long | Debt | US | $420K | – | 0.02 |
| HIGHTOWER HOLDING LLC TLB 4.0 | Long | Loan | US | $299K | – | 0.01 |
| HIGHTOWER HOLDINGS LLC (HIGHTOWER HOLDING LLC) | Long | Debt | US | $354K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $331K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $325K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $274K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $218K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $208K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $22K | – | 0.00 |
| HILT_16-SFP | Long | ABS-mortgage backed security | US | $557K | – | 0.02 |
| HILTON DOMESTIC OPERATING CO (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $222K | – | 0.01 |
| HILTON DOMESTIC OPERATING CO (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $67K | – | 0.00 |
| HILTON DOMESTIC OPERATING CO (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $61K | – | 0.00 |
| HILTON DOMESTIC OPERATING COMPANY (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $527K | – | 0.02 |
| HILTON GRAND VAC BOR ESC (HILTON GRAND VACATIONS BORROWER ESCROW LLC) | Long | Debt | US | $452K | – | 0.02 |
| HILTON GRAND VACATIONS TLB 3.0 (HILTON GRAND VACATIONS BORROWER ESCROW LLC) | Long | Loan | US | $299K | – | 0.01 |
| HOME DEPOT INC | Long | Debt | US | $5M | – | 0.18 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $8M | – | 0.27 |
| HUB INTERNATIONAL LIMITED (HUB INTERNATIONAL LTD) | Long | Debt | US | $1M | – | 0.04 |
| HUB INTERNATIONAL LIMITED (HUB INTERNATIONAL LTD) | Long | Debt | US | $421K | – | 0.02 |
| HUB INTERNATIONAL LTD | Long | Debt | US | $33K | – | 0.00 |
| HUB INTERNATIONAL LTD TLB 4.25 | Long | Loan | US | $300K | – | 0.01 |
| HUDBAY MINERALS INC | Long | Debt | CA | $718K | – | 0.03 |
| HUDBAY MINERALS INC | Long | Debt | CA | $441K | – | 0.02 |
| HUNTER DOUGLAS INC TLB 3.5 | Long | Loan | US | $295K | – | 0.01 |
| HUSKY INJECTION MOLDING TLB 5.0 (TITAN ACQUISITION LTD OF CANADA) | Long | Loan | CA | $255K | – | 0.01 |
| ICE: (CDX.NA.HY.42.V1) (Morgan Stanley) | Derivative-credit | US | $-7M | – | -0.25 | |
| IDEMIA GROUP SAS TLB 4.75 (IDEMIA AMERICA CORP) | Long | Loan | US | $300K | – | 0.01 |
| IDERA INC TLB 3.5 | Long | Loan | US | $297K | – | 0.01 |
| IFS (IGT HOLDINGS) TLB 3.4 (IGT HOLDING IV AB) | Long | Loan | SE | $298K | – | 0.01 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $456K | – | 0.02 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $163K | – | 0.01 |
| ILIAD HOLDING SAS | Long | Debt | FR | $716K | – | 0.03 |
| ILIAD HOLDING SAS | Long | Debt | FR | $515K | – | 0.02 |
| ILIAD HOLDING SAS | Long | Debt | FR | $260K | – | 0.01 |
| ILLUMINATE BUYER LLC/HOLDINGS IV (LUMMUS TECHNOLOGY HOLDINGS V LLC) | Long | Debt | US | $298K | – | 0.01 |
| IMPRL_21-NQM4 (IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| INDONESIA ASAHAN ALUMINIUM PERSERO (INDONESIA ASAHAN ALUMINIUM PERSERO PT) | Long | Debt | ID | $2M | – | 0.08 |
| INDY US BIDCO LLC TLB 4.75 | Long | Loan | US | $149K | – | 0.01 |
| INEOS FINANCE PLC | Long | Debt | GB | $406K | – | 0.01 |
| INEOS QUATTRO FINANCE 2 PLC | Long | Debt | GB | $416K | – | 0.01 |
| INEOS US FINANCE LLC TLB 3.75 | Long | Loan | US | $300K | – | 0.01 |
| INEOS US PETROCHEM LLC TLB 4.25 | Long | Loan | US | $299K | – | 0.01 |
| INGEVITY CORP | Long | Debt | US | $597K | – | 0.02 |
| INGRAM MICRO TLB 3.0 (INGRAM MICRO INC) | Long | Loan | US | $270K | – | 0.01 |
| INNOPHOS HOLDINGS INC | Long | Debt | US | $264K | – | 0.01 |
| ION CORPORATES TLB 3.75 (HELIOS SOFTWARE HOLDINGS INC) | Long | Loan | US | $184K | – | 0.01 |
| ION TRADING TECHNOLOGIES SARL | Long | Debt | LU | $521K | – | 0.02 |
| ION TRADING TECHNOLOGIES SARL | Long | Debt | LU | $421K | – | 0.02 |
| IQVIA INC | Long | Debt | US | $303K | – | 0.01 |
| IRB HOLDING CORP | Long | Debt | US | $724K | – | 0.03 |
| IRB HOLDING CORP TLB 2.75 | Long | Loan | US | $299K | – | 0.01 |
| IRIS HOLDINGS INC PIK | Long | Debt | US | $156K | – | 0.01 |
| IRON MOUNTAIN INC | Long | Debt | US | $541K | – | 0.02 |
| IRON MOUNTAIN INC | Long | Debt | US | $307K | – | 0.01 |
| IRON MOUNTAIN INC | Long | Debt | US | $136K | – | 0.00 |
| IRON MOUNTAIN INC | Long | Debt | US | $40K | – | 0.00 |
| IVORY COAST (COTE D IVOIRE (REPUBLIC OF)) | Long | Debt | CI | $2M | – | 0.09 |
| JPMORGAN CHASE & CO | Long | Debt | US | $16M | – | 0.57 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.05 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.04 |
| KAISER ALUMINUM CORPORATION | Long | Debt | US | $450K | – | 0.02 |
| KBR INC TLB 2.25 | Long | Loan | US | $374K | – | 0.01 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $4M | – | 0.13 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $796K | – | 0.03 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $29K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC | Long | Debt | US | $2M | – | 0.08 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $1M | – | 0.04 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $329K | – | 0.01 |
| LADDER CAPITAL FIN HLDGS LLLP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $237K | – | 0.01 |
| LBM ACQUISTION LLC TLB 3.75 (LBM ACQUISITION LLC) | Long | Loan | US | $295K | – | 0.01 |
| LDPT_22-A (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A) | Long | ABS-mortgage backed security | US | $755K | – | 0.03 |
| LITHIA MOTORS INC | Long | Debt | US | $293K | – | 0.01 |
| LIVE NATION ENTERTAINMENT INC | Long | Debt | US | $342K | – | 0.01 |
| LMAT_21-GS1 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.18 |
| LMAT_21-GS2 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.14 |
| LMAT_21-SL2 (LEGACY MORTGAGE ASSET TRUST LMAT_21-SL2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.21 |
| LONZA SPECIALTY INGREDIENTS (HERENS HOLDCO SARL) | Long | Debt | LU | $517K | – | 0.02 |
| LOWES COMPANIES INC | Long | Debt | US | $5M | – | 0.19 |
| LOWES COMPANIES INC | Long | Debt | US | $4M | – | 0.16 |
| LUMMUS TECHNOLOGY TLB 3.5 | Long | Loan | US | $153K | – | 0.01 |
| MADISON IAQ LLC | Long | Debt | US | $502K | – | 0.02 |
| MADISON IAQ LLC | Long | Debt | US | $218K | – | 0.01 |
| MADISON IAQ TLB 3.25 (MADISON IAQ LLC) | Long | Loan | US | $299K | – | 0.01 |
| MARRIOTT OWNERSHIP RESORTS INC | Long | Debt | US | $175K | – | 0.01 |
| MASTERBRAND INC | Long | Debt | US | $86K | – | 0.00 |
| MATADOR RESOURCES CO | Long | Debt | US | $479K | – | 0.02 |
| MATADOR RESOURCES CO | Long | Debt | US | $326K | – | 0.01 |
| MATCH GROUP INC (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $525K | – | 0.02 |
| MCAFEE CORP TLB1 3.25 | Long | Loan | US | $299K | – | 0.01 |
| MCMLT_23-NQM1 (MILL CITY MORTGAGE LOAN TRUST MCMLT_23-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| MDPK_18-27A (MADISON PARK FUNDING LTD MDPK_18-27A) | Long | ABS-mortgage backed security | KY | $14M | – | 0.50 |
| MEDLINE BORROWER LP | Long | Debt | US | $413K | – | 0.01 |
| MEDLINE BORROWER LP TLB 2.75 | Long | Loan | US | $454K | – | 0.02 |
| MERLIN ENTERTAINMENT TLB 3.5 (MOTION FINCO SARL) | Long | Loan | LU | $232K | – | 0.01 |
| MFRA_20-NQM1 (MFRA TRUST MFRA_20-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.09 |
| MFRA_20-NQM2 (MFA TRUST MFRA_20-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.42 |
| MFT_20-2A (MARLETTE FUNDING TRUST MFT_20-2A) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| MFT_22-2A (MARLETTE FUNDING TRUST MFT_22-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| MFT_23-2A (MARLETTE FUNDING TRUST MFT_23-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| MFT_23-2A (MARLETTE FUNDING TRUST MFT_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MFT_23-3A (MARLETTE FUNDING TRUST MFT_23-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| MIDWEST GAMING BORROWER LLC | Long | Debt | US | $385K | – | 0.01 |
| MINERVA MERGER SUB INC (ATHENAHEALTH GROUP INC) | Long | Debt | US | $612K | – | 0.02 |
| MITCHELL INTERNATIONAL TLB 3.25 (MITCHELL INTERNATIONAL INC) | Long | Loan | US | $150K | – | 0.01 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $238K | – | 0.01 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $206K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $11M | – | 0.38 |
| MORGAN STANLEY | Long | Debt | US | $8M | – | 0.29 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.11 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.11 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $1M | – | 0.04 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $313K | – | 0.01 |
| Mr Cooper Group Inc | Long | Equity-common | US | $406K | 5K | 0.01 |
| MSC_19-MEAD (MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| NABORS INDUSTRIES INC | Long | Debt | US | $398K | – | 0.01 |
| NABORS INDUSTRIES INC | Long | Debt | US | $280K | – | 0.01 |
| NABORS INDUSTRIES INC | Long | Debt | US | $214K | – | 0.01 |
| NABORS INDUSTRIES LTD | Long | Debt | BM | $404K | – | 0.01 |
| NAVIENT CORP | Long | Debt | US | $521K | – | 0.02 |
| NCR ATLEOS ESCROW CORP (NCR ATLEOS LLC) | Long | Debt | US | $720K | – | 0.03 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $523K | – | 0.02 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $494K | – | 0.02 |
| NEPTUNE BIDCO US INC | Long | Debt | US | $722K | – | 0.03 |
| NEWELL BRANDS INC | Long | Debt | US | $369K | – | 0.01 |
| NEWELL BRANDS INC | Long | Debt | US | $215K | – | 0.01 |
| NEXTERA ENERGY OP PARTNERS LP (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $208K | – | 0.01 |
| NEXTERA ENERGY OPERATING PARTNERS (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $507K | – | 0.02 |
| NGP MIDSTREAM TLB 4.5 (NGP XI MIDSTREAM HOLDINGS LLC) | Long | Loan | US | $90K | – | 0.00 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $4M | – | 0.13 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $2M | – | 0.07 |
| NORFOLK SOUTHERN CORPORATION | Long | Debt | US | $4M | – | 0.15 |
| NORTHROP GRUMMAN CORP | Long | Debt | US | $6M | – | 0.22 |
| NORTHSTAR GROUP SERVICES TLB 4.75 (LVI SERVICES INC) | Long | Loan | US | $104K | – | 0.00 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $610K | – | 0.02 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $314K | – | 0.01 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $209K | – | 0.01 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $174K | – | 0.01 |
| NOVELIS CORP | Long | Debt | US | $244K | – | 0.01 |
| NOVELIS CORP | Long | Debt | US | $215K | – | 0.01 |
| NOVELIS CORPORATION | Long | Debt | US | $522K | – | 0.02 |
| NOVOLEX (FLEX ACQ) TLB 4.175 (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Loan | US | $299K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $302K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $266K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $164K | – | 0.01 |
| NRZT_20-RPL1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.23 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $514K | – | 0.02 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $415K | – | 0.01 |
| NXP BV/NXP FUNDING LLC/NXP USA | Long | Debt | NL | $4M | – | 0.14 |
| NXP BV/NXP FUNDING LLC/NXP USA INC | Long | Debt | NL | $1M | – | 0.04 |
| NZES_20-PLS1 (NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| OAKC_21-16A (OAK HILL CREDIT PARTNERS OAKC_21-16A) | Long | ABS-mortgage backed security | KY | $13M | – | 0.48 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $2M | – | 0.07 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $2M | – | 0.06 |
| OCT18_18-18A (OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18) | Long | ABS-mortgage backed security | KY | $15M | – | 0.53 |
| OCT35_18-1A (OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A) | Long | ABS-mortgage backed security | KY | $9M | – | 0.33 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $712K | – | 0.03 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $619K | – | 0.02 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $414K | – | 0.01 |
| OLYMPUS WATER US HOLDING CORP | Long | Debt | US | $310K | – | 0.01 |
| OLYMPUS WATER US HOLDING TLB 3.5 (OLYMPUS WATER US HOLDING CORP) | Long | Loan | US | $277K | – | 0.01 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $712K | – | 0.03 |
| OMNIA PARTNERS LLC TLB 3.25 | Long | Loan | US | $150K | – | 0.01 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $442K | – | 0.02 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $270K | – | 0.01 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $165K | – | 0.01 |
| ONTARIO GAMING GTA LP TLB 4.25 | Long | Loan | CA | $252K | – | 0.01 |
| OPEN TEXT CORP TLB 3.5 (OPEN TEXT CORP (ONTARIO)) | Long | Loan | CA | $193K | – | 0.01 |
| OPRY ENTERTAINMENT TLB 3.75 (OEG BORROWER LLC) | Long | Loan | US | $55K | – | 0.00 |
| OPTN_21-B (OPORTUN FUNDING LLC OPTN_21-B) | Long | ABS-mortgage backed security | US | $13M | – | 0.45 |
| OPTN_21-B (OPORTUN FUNDING LLC OPTN_21-B) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| ORGANON & CO | Long | Debt | US | $526K | – | 0.02 |
| ORGANON & CO | Long | Debt | US | $312K | – | 0.01 |
| ORYX MIDSTREAM SERVICES TLB 3.0 (ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC) | Long | Loan | US | $299K | – | 0.01 |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $915K | – | 0.03 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $76K | – | 0.00 | |
| OTC (GENERIC) 0 YEAR (Morgan Stanley) | Derivative-interest rate | US | $61K | – | 0.00 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $3M | – | 0.11 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $2M | – | 0.08 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.08 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.06 | |
| OTC (GENERIC) 1 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $322K | – | 0.01 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $167K | – | 0.01 | |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $826K | – | 0.03 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $702K | – | 0.03 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $129K | – | 0.00 |
| OUTFRONT MEDIA CAPITAL LLC/CORP | Long | Debt | US | $129K | – | 0.00 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $8M | – | 0.28 |
| PACIFIC GAS & ELECTRIC COMPANY (PG&E CORP) | Long | Debt | US | $78K | – | 0.00 |
| PACTIV EVERGREEN REYNOLDS TLB4 2.5 (PACTIV EVERGREEN GROUP HOLDINGS INC) | Long | Loan | US | $300K | – | 0.01 |
| PAID_21-2 (PAGAYA AI DEBT SELECTION TRUST PAID_21-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PAID_21-5 (PAGAYA AI DEBT SELECTION TRUST PAID_21-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| PAID_21-HG1 (PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1) | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| PAID_21-HG1 (PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| PAID_22-3 (PAGAYA AI DEBT SELECTION TRUST PAID_22-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| PAID_22-3 (PAGAYA AI DEBT SELECTION TRUST PAID_22-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PAID_23-1 (PAGAYA AI DEBT SELECTION TRUST PAID_23-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| PAID_23-1 (PAGAYA AI DEBT SELECTION TRUST PAID_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| PAID_23-3 (PAGAYA AI DEBT SELECTION TRUST PAID_23-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| PAID_23-5 (PAGAYA AI DEBT SELECTION TRUST PAID_23-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $11M | – | 0.39 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| PAID_24-2 (PAGAYA AI DEBT SELECTION TRUST PAID_24-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $10M | – | 0.36 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| PAID_24-5 (PAGAYA AI DEBT SELECTION TRUST PAID_24-5) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| PAID_24-6 (PAGAYA AI DEBT SELECTION TRUST PAID_24-6) | Long | ABS-mortgage backed security | US | $9M | – | 0.33 |
| PAID_24-7 (PAGAYA AI DEBT GRANTOR TRUST PAID_24-7) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| PAID_24-7 (PAGAYA AI DEBT GRANTOR TRUST PAID_24-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| PANTHER ESCROW ISSUER LLC | Long | Debt | US | $718K | – | 0.03 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $2M | – | 0.09 |
| PAREXEL TLB 3.25 (PHOENIX NEWCO INC) | Long | Loan | US | $299K | – | 0.01 |
| PARK INTERMEDIATE HLDS/PK DOM (PARK INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $181K | – | 0.01 |
| PARK INTERMEDIATE HOLDINGS LLC | Long | Debt | US | $220K | – | 0.01 |
| PARK INTERMEDIATE HOLDINGS/PK DOM (PARK INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $254K | – | 0.01 |
| PATTERN ENERGY OPS LP/ENERGY OPS (PATTERN ENERGY OPERATIONS LP) | Long | Debt | US | $124K | – | 0.00 |
| PEACHTREE CORNERS FUNDING TRUST | Long | Debt | US | $2M | – | 0.07 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $419K | – | 0.01 |
| PENN NATIONAL GAMING TLB 2.75 (PENN ENTERTAINMENT INC) | Long | Loan | US | $299K | – | 0.01 |
| PEPSICO SINGAPORE FINANCING I PTE (PEPSICO SINGAPORE FINANCING I PTE LTD) | Long | Debt | SG | $3M | – | 0.11 |
| PERATON CORP TLB 3.75 | Long | Loan | US | $398K | – | 0.01 |
| PERMIAN RESOURCES OPERATING LLC | Long | Debt | US | $977K | – | 0.03 |
| PERMIAN RESOURCES OPERATING LLC | Long | Debt | US | $174K | – | 0.01 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $3M | – | 0.11 |
| PETSMART INC TLB 3.75 (PETSMART LLC) | Long | Loan | US | $295K | – | 0.01 |
| PETSMART INC/PETSMART FIN CORP (PETSMART LLC) | Long | Debt | US | $381K | – | 0.01 |
| PETSMART LLC/PETSMART FIN CORP | Long | Debt | US | $610K | – | 0.02 |
| PICARD MIDCO INC (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $1M | – | 0.04 |
| PLAINS ALL AMERICAN PIPELINE LP | Long | Debt | US | $4M | – | 0.16 |
| PLAYA HOTELS & RESORTS TLB 4.25 (PLAYA RESORTS HOLDING BV) | Long | Loan | NL | $298K | – | 0.01 |
| PLAYTIKA HOLDING CORP TLB 2.75 | Long | Loan | US | $299K | – | 0.01 |
| PLY GEM CORNERSTONE TLB 4.5 (CORNERSTONE BUILDING BRANDS INC) | Long | Loan | US | $43K | – | 0.00 |
| PMTCR_19-2R (PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $2M | – | 0.06 |
| PNT_21-1 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.27 |
| POST HOLDINGS INC | Long | Debt | US | $581K | – | 0.02 |
| POST HOLDINGS INC | Long | Debt | US | $416K | – | 0.01 |
| POST HOLDINGS INC | Long | Debt | US | $307K | – | 0.01 |
| POST HOLDINGS INC | Long | Debt | US | $206K | – | 0.01 |
| PRESIDIO INC TLB 3.75 (FORTRESS INTERMEDIATE 3 INC) | Long | Loan | US | $150K | – | 0.01 |
| PRET_21-NPL2 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.22 |
| PRET_21-RN2 (PRET LLC PRET_21-RN2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.44 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.33 |
| PRET_24-NPL4 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.20 |
| PRET_24-RN1 | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.44 |
| PRIMARY PRODUCTS FINANCE TLB 3.5 (PRIMARY PRODUCTS FINANCE LLC) | Long | Loan | US | $299K | – | 0.01 |
| PRIME SECURITY SERVICES TLB 2.25 (PRIME SECURITY SERVICES BORROWER LLC) | Long | Loan | US | $150K | – | 0.01 |
| PRIMO WATER HOLDINGS INC | Long | Debt | US | $208K | – | 0.01 |
| PROOFPOINT TLB 3.0 (PROOFPOINT INC) | Long | Loan | US | $299K | – | 0.01 |
| PROVIDENT FUNDING ASSOCIATES LP | Long | Debt | US | $509K | – | 0.02 |
| PRPM_21-3 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.29 |
| PRPM_21-7 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.16 |
| PRPM_21-8 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-8) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.14 |
| PRPM_21-RPL1 (PRPM LLC PRPM_21-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| PSTAT_21-4A (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4) | Long | ABS-mortgage backed security | US | $15M | – | 0.54 |
| PSTAT_22-3A (PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3) | Long | ABS-mortgage backed security | KY | $10M | – | 0.35 |
| PTC INC | Long | Debt | US | $147K | – | 0.01 |
| QATAR (STATE OF) | Long | Debt | QA | $2M | – | 0.08 |
| QATAR PETROLEUM (QATAR ENERGY) | Long | Debt | QA | $5M | – | 0.18 |
| QUIKRETE HOLDINGS INC TLB 2.5 | Long | Loan | US | $299K | – | 0.01 |
| QUINTILES IMS INC (IQVIA INC) | Long | Debt | US | $644K | – | 0.02 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $8M | – | 0.29 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $6M | – | 0.23 |
| RCO_24-1 (RCO VIII MORTGAGE LLC RCO_24-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.30 |
| REACH_24-1A (REACH FINANCIAL LLC REACH_24-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| RECESS HOLDINGS INC TLB 4.5 | Long | Loan | US | $301K | – | 0.01 |
| RESIDEO FUNDING INC | Long | Debt | US | $420K | – | 0.01 |
| RESIDEO FUNDING INC | Long | Debt | US | $316K | – | 0.01 |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $754K | – | 0.03 |
| RHP HOTEL PROPERTIES LP/RHP FIN | Long | Debt | US | $327K | – | 0.01 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $530K | – | 0.02 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $212K | – | 0.01 |
| RLJ LODGING TRUST LP | Long | Debt | US | $215K | – | 0.01 |
| RLJ LODGING TRUST LP | Long | Debt | US | $209K | – | 0.01 |
| RMLT_19-3 (RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| ROBLOX CORPORATION | Long | Debt | US | $294K | – | 0.01 |
| ROCKET MORTGAGE LLC/ROCKET MORT | Long | Debt | US | $839K | – | 0.03 |
| ROCKWOOD SERVICE CORP TLB 3.5 | Long | Loan | US | $45K | – | 0.00 |
| ROSEN GROUP TLB 3.5 (ROSEN GROUP INC) | Long | Loan | US | $285K | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $517K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $509K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $209K | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $186K | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $131K | – | 0.00 |
| RPM_21-2A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| RPM_23-4A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.36 |
| RPM_24-1A (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| RUSSELL INVESTMENTS TLB 5.0 (RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC) | Long | Loan | US | $183K | – | 0.01 |
| SAFCO_24-1A (SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| SAUDI ARABIA (KINGDOM OF) | Long | Debt | SA | $2M | – | 0.08 |
| SCIENTIFIC GAMES HOLDINGS LP/FINCO | Long | Debt | US | $514K | – | 0.02 |
| SCIENTIFIC GAMES INTERNATIONAL INC (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $310K | – | 0.01 |
| SCIENTIFIC GAMES TLB 3.0 (SCIENTIFIC GAMES HOLDINGS LP) | Long | Loan | US | $299K | – | 0.01 |
| SDART_24-1 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $313K | – | 0.01 |
| SEDGWICK CLAIMS MGMT TLB 3.75 (SEDGWICK CLAIMS MANAGEMENT SERVI) | Long | Loan | US | $299K | – | 0.01 |
| SELECT MEDICAL CORP | Long | Debt | US | $847K | – | 0.03 |
| SELECT MEDICAL CORP TLB 3.0 | Long | Loan | US | $53K | – | 0.00 |
| SENSATA TECHNOLOGIES INC | Long | Debt | US | $250K | – | 0.01 |
| SERVICE PROPERTIES TRUST | Long | Debt | US | $329K | – | 0.01 |
| SFO_21-555 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| SGR_19-3 (SG RESIDENTIAL MORTGAGE TRUST SGR_19-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| SHEA HOMES LP/SHEA HOMES FUNDING (SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP) | Long | Debt | US | $311K | – | 0.01 |
| SHIFT4 PAYMENTS LLC/SHIFT4 FIN | Long | Debt | US | $415K | – | 0.01 |
| SIGNATURE AVIATION TLB2 3.0 (BROWN GROUP HOLDING LLC) | Long | Loan | US | $299K | – | 0.01 |
| SIMMONS FOODS INC/SIMMONS PREP | Long | Debt | US | $837K | – | 0.03 |
| SIRIUS XM RADIO INC | Long | Debt | US | $419K | – | 0.01 |
| SIRIUS XM RADIO INC | Long | Debt | US | $415K | – | 0.01 |
| SIRIUS XM RADIO INC | Long | Debt | US | $257K | – | 0.01 |
| SIRIUS XM RADIO INC | Long | Debt | US | $212K | – | 0.01 |
| SIX FLAGS ENTERTAINMENT CORP | Long | Debt | US | $521K | – | 0.02 |
| SIX FLAGS ENTERTAINMENT CORP | Long | Debt | US | $485K | – | 0.02 |
| SIX FLAGS THEME PARKS INC | Long | Debt | US | $17K | – | 0.00 |
| SM ENERGY CO | Long | Debt | US | $173K | – | 0.01 |
| SM ENERGY CO | Long | Debt | US | $171K | – | 0.01 |
| SOPHIA LP TLB 3.5 (ELLUCIAN INC) | Long | Loan | US | $300K | – | 0.01 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $2M | – | 0.05 |
| SOVOS COMPLIANCE LLC TLB 4.5 | Long | Loan | US | $298K | – | 0.01 |
| SPCM SA (SNF GROUP SA) | Long | Debt | FR | $139K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $497K | – | 0.02 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $214K | – | 0.01 |
| SPRINGLEAF FINANCE CORP (ONEMAIN FINANCE CORP) | Long | Debt | US | $38K | – | 0.00 |
| SREV_19-A (SANTANDER REVOLVING AUTO LOAN TRUST SREV_19-A) | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| SS&C TECHNOLOGIES INC (SS&C TECH INC) | Long | Debt | US | $288K | – | 0.01 |
| STACR_20-CS02 (FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| STACR_21-DNA5 (FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| STACR_22-DNA1 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.29 |
| STACR_22-HQA1 (STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.20 |
| STANDARD INDUSTRIES INC TLB 2.5 (STANDARD BUILDING SOLUTIONS INC) | Long | Loan | US | $298K | – | 0.01 |
| STAR_20-3 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.21 |
| STAR_21-3 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| STAR_21-6 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-6) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.34 |
| STAR_22-2 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_22-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| STWH_21-NPB1 (STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.19 |
| STWRT_15-1A (STEWART PARK CLO LTD STWRT_15-1A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.21 |
| SUMMIT MATERIALS LLC/FIN CORP | Long | Debt | US | $61K | – | 0.00 |
| SUMMIT MATERIALS LLC/SUMMIT FIN | Long | Debt | US | $394K | – | 0.01 |
| SUNOCO LP | Long | Debt | US | $311K | – | 0.01 |
| SUNOCO LP | Long | Debt | US | $310K | – | 0.01 |
| SURGERY CENTER HOLDINGS INC | Long | Debt | US | $5K | – | 0.00 |
| SURGERY CENTER HOLDINGS TLB 2.75 (SURGERY CENTER HOLDINGS INC) | Long | Loan | US | $300K | – | 0.01 |
| SYNEOS HEALTH INC (STAR PARENT INC) | Long | Debt | US | $868K | – | 0.03 |
| SYNEOS HEALTH INC TLB 4.0 | Long | Loan | US | $300K | – | 0.01 |
| T-MOBILE USA INC | Long | Debt | US | $16M | – | 0.58 |
| TAYLORMADE TLB 3.0 (19TH HOLDINGS DELAWARE INC) | Long | Loan | US | $293K | – | 0.01 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $569K | – | 0.02 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $328K | – | 0.01 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $512K | – | 0.02 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $411K | – | 0.01 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $304K | – | 0.01 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $129K | – | 0.00 |
| TERRAFORM POWER OPERATING LLC | Long | Debt | US | $725K | – | 0.03 |
| TERRAFORM POWER OPERATING LLC | Long | Debt | US | $319K | – | 0.01 |
| THRM_22-3A (THEOREM FUNDING TRUST THRM_22-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| THRM_23-1A (THEOREM FUNDING TRUST THRM_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| TK ELEVATOR US NEWCO TLB 3.5 (TK ELEVATOR US NEWCO INC) | Long | Loan | US | $300K | – | 0.01 |
| TMIR_21-3 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.56 |
| TRANSDIGM INC | Long | Debt | US | $972K | – | 0.03 |
| TRANSDIGM INC | Long | Debt | US | $717K | – | 0.03 |
| TRANSDIGM INC | Long | Debt | US | $510K | – | 0.02 |
| TRANSDIGM INC TLI 2.75 | Long | Loan | US | $301K | – | 0.01 |
| TRANSMONTAIGE PARTNERS LP / FIN CO (TRANSMONTAIGNE PARTNERS LLC) | Long | Debt | US | $707K | – | 0.03 |
| TRANSOCEAN AQUILA LTD | Long | Debt | KY | $543K | – | 0.02 |
| TRANSOCEAN INC | Long | Debt | KY | $210K | – | 0.01 |
| TRANSOCEAN INC | Long | Debt | KY | $153K | – | 0.01 |
| TRANSOCEAN TITAN FIN LTD (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $527K | – | 0.02 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.11 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.11 |
| TRITON WATER HOLDINGS INC | Long | Debt | US | $593K | – | 0.02 |
| TRITON WATER HOLDINGS TLB 3.5 (TRITON WATER HOLDINGS INC) | Long | Loan | US | $299K | – | 0.01 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $406K | – | 0.01 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $198K | – | 0.01 |
| TRUIST INSURANCE TLB 3.25 (TRUIST INSURANCE HOLDINGS LLC) | Long | Loan | US | $203K | – | 0.01 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $1M | – | 0.04 |
| UBER TECHNOLOGIES INC TLB 2.75 | Long | Loan | US | $299K | – | 0.01 |
| UBSCM_18-NYCH (UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| UFC HOLDINGS LLC TLB3 2.75 | Long | Loan | US | $299K | – | 0.01 |
| UKG INC | Long | Debt | US | $881K | – | 0.03 |
| ULTIMATE SOFTWARE UKG TLB 3.5 (UKG INC) | Long | Loan | US | $316K | – | 0.01 |
| ULTRA CLEAN HOLDINGS TLB 3.5 (ULTRA CLEAN HLD) | Long | Loan | US | $123K | – | 0.00 |
| UMBS 15YR TBA(REG B) | Long | ABS-mortgage backed security | US | $30M | – | 1.07 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $58M | – | 2.08 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $53M | – | 1.90 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $31M | – | 1.12 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $15M | – | 0.53 |
| UMBS 30YR TBA(REG A) | Short | ABS-mortgage backed security | US | $-57M | – | -2.03 |
| United Airlines Holdings Inc | Long | Equity-common | US | $68K | 1K | 0.00 |
| UNITED AIRLINES INC | Long | Debt | US | $227K | – | 0.01 |
| UNITED AIRLINES INC TLB 3.0 | Long | Loan | US | $92K | – | 0.00 |
| UNITED WHOLESALE MORTGAGE LLC | Long | Debt | US | $187K | – | 0.01 |
| UNITED WHOLESALE MORTGAGE LLC | Long | Debt | US | $35K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $15M | – | 0.54 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $6M | – | 0.21 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $3M | – | 0.10 |
| UNIVAR WINDSOR HOLDINGS TLB 4.0 (WINDSOR HOLDINGS III LLC) | Long | Loan | US | $300K | – | 0.01 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $447K | – | 0.02 |
| UNIVISION COMMUNICATIONS TLB 3.25 (UNIVISION COMMUNICATIONS INC) | Long | Loan | US | $145K | – | 0.01 |
| UNLOK_23-1 (UNLOCK HEA TRUST UNLOK_23-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.26 |
| UPC FINANCING PARTNERSHIP TLAX 2.9 (SUNRISE FINANCING PARTNERSHIP) | Long | Loan | US | $149K | – | 0.01 |
| UPLND_16-1A (UPLAND CLO LTD UPLND_16-1A) | Long | ABS-mortgage backed security | KY | $7M | – | 0.24 |
| UPSPT_20-ST6 (UPSTART PASS-THROUGH TRUST UPSPT_20-ST6) | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| UPSPT_21-ST10 (UPSTART PASS THROUGH TRUST UPSPT_21-ST10) | Long | ABS-mortgage backed security | US | $912K | – | 0.03 |
| UPSPT_21-ST4 (UPSTART PASS-THROUGH TRUST UPSPT_21-ST4) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UPST_21-4 (UPSTART SECURITIZATION TRUST UPST_21-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| UPST_21-ST5 (UPSTART SECURITIZATION TRUST UPST_21-ST5) | Long | ABS-mortgage backed security | US | $907K | – | 0.03 |
| UPST_23-1 (UPSTART SECURITIZATION TRUST UPST_23-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| UPST_23-2 (UPSTART SECURITIZATION TRUST UPST_23-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| UPSTREAM NEWCO INC TLB 4.25 | Long | Loan | US | $275K | – | 0.01 |
| US 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $11M | – | 0.40 | |
| US 2YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $3M | – | 0.10 | |
| US 5YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $4M | – | 0.13 | |
| US BANCORP | Long | Debt | US | $3M | – | 0.09 |
| US FOODS INC | Long | Debt | US | $298K | – | 0.01 |
| US FOODS INC | Long | Debt | US | $209K | – | 0.01 |
| US FOODS INC | Long | Debt | US | $206K | – | 0.01 |
| US FOODS INC | Long | Debt | US | $203K | – | 0.01 |
| US LONG BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $-2M | – | -0.06 | |
| US ULTRA T-BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $2M | – | 0.06 | |
| USA COM PARTNERS LP / USA COM FIN (USA COMPRESSION PARTNERS LP) | Long | Debt | US | $545K | – | 0.02 |
| USI INC/NY | Long | Debt | US | $345K | – | 0.01 |
| VAIL RESORTS INC | Long | Debt | US | $304K | – | 0.01 |
| VCAT_21-NPL3 (VCAT VCAT_21-NPL3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.14 |
| VCAT_21-NPL4 (VCAT VCAT_21-NPL4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.24 |
| VCAT_21-NPL5 (VCAT VCAT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.27 |
| VCAT_21-NPL5 (VCAT VCAT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.27 |
| VCAT_21-NPL6 (VWH CAPITAL VCAT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.26 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $1M | – | 0.05 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $831K | – | 0.03 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $828K | – | 0.03 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $736K | – | 0.03 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $324K | – | 0.01 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $259K | – | 0.01 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $197K | – | 0.01 |
| VERITIV CORP TLB 5.0 (VERDE PURCHASER LLC) | Long | Loan | US | $200K | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $909K | – | 0.03 |
| VERSCEND TECH TLB 3.25 (COTIVITI INC) | Long | Loan | US | $300K | – | 0.01 |
| VERTICAL US NEWCO INC (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $322K | – | 0.01 |
| VERUS_20-1 (VERUS SECURITIZATION TRUST VERUS_20-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.42 |
| VERUS_20-4 (VERUS SECURITIZATION TRUST VERUS_20-4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| VERUS_21-7 (VERUS SECURITIZATION TRUST VERUS_21-7) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.18 |
| VERUS_21-8 (VERUS SECURITIZATION TRUST VERUS_21-8) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.35 |
| VERUS_21-R1 (VERUS SECURITIZATION TRUST VERUS_21-R1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| VIAGOGO STUBHUB TLB 5.0 (PUG LLC) | Long | Loan | US | $193K | – | 0.01 |
| VIKING CRUISES LTD | Long | Debt | BM | $552K | – | 0.02 |
| VIKING CRUISES LTD | Long | Debt | BM | $302K | – | 0.01 |
| VIRGIN MEDIA FINANCE PLC | Long | Debt | GB | $457K | – | 0.02 |
| VIRGIN MEDIA SECURED FINANCE PLC | Long | Debt | GB | $294K | – | 0.01 |
| VIRGIN MEDIA TLN 2.5 (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $288K | – | 0.01 |
| VIRTU FINANCIAL LLC TLB 2.75 (VFH PARENT LLC) | Long | Loan | US | $97K | – | 0.00 |
| VIRTUSA CORP TLB 3.25 | Long | Loan | US | $157K | – | 0.01 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $586K | – | 0.02 |
| VISIO_21-1R (VISIO TRUST VISIO_21-1R) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.17 |
| VISIO_21-1R (VISIO TRUST VISIO_21-1R) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| VISTRA OPERATIONS CO TLB 2.75 (VISTRA OPERATIONS COMPANY LLC) | Long | Loan | US | $159K | – | 0.01 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $697K | – | 0.02 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $518K | – | 0.02 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $518K | – | 0.02 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $279K | – | 0.01 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $67K | – | 0.00 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $618K | – | 0.02 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $515K | – | 0.02 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $208K | – | 0.01 |
| VOLT_21-NP12 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NP12) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.54 |
| VOLT_21-NPL5 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| VOLT_21-NPL8 (VOLT LLC VOLT_21-NPL8) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.10 |
| VOYA_21-1A (VOYA CLO LTD VOYA_21-1A) | Long | ABS-mortgage backed security | KY | $8M | – | 0.30 |
| VZ SECURED FINANCING BV | Long | Debt | NL | $723K | – | 0.03 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $9M | – | 0.33 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $630K | – | 0.02 |
| WASHINGTON MUTUAL BK NV (JPMORGAN CHASE & CO) | Long | Debt | US | $41K | – | 0.00 |
| WASTE PRO USA INC | Long | Debt | US | $1M | – | 0.04 |
| WATCO COS LLC / WATCO FINANCE CORP (WATCO COMPANIES LLC) | Long | Debt | US | $341K | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $27M | – | 0.97 |
| WELLS FARGO & COMPANY | Long | Debt | US | $660K | – | 0.02 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $727K | – | 0.03 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $534K | – | 0.02 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $413K | – | 0.01 |
| WESTINGHOUSE TLB 2.75 (WEC US HOLDINGS LTD) | Long | Loan | US | $286K | – | 0.01 |
| WFCM_17-SMP (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| WHATABRANDS LLC TLB 2.75 | Long | Loan | US | $398K | – | 0.01 |
| WHITE CAP BUYER LLC | Long | Debt | US | $668K | – | 0.02 |
| WHITE CAP BUYER LLC TLB 3.25 | Long | Loan | US | $296K | – | 0.01 |
| WHITEWATER DBR TLB 2.75 (WHITEWATER DBR HOLDCO LLC) | Long | Loan | US | $246K | – | 0.01 |
| WILLIAMS SCOTSMAN INC | Long | Debt | US | $176K | – | 0.01 |
| WILLIAMS SCOTSMAN INTL INC | Long | Debt | US | $205K | – | 0.01 |
| WLAKE_23-3A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| WOLVERINE WORLD WIDE INC | Long | Debt | US | $561K | – | 0.02 |
| WORLDPAY TLB 3.0 (GTCR W MERGER SUB LLC) | Long | Loan | US | $300K | – | 0.01 |
| WR GRACE & CO TLB 3.75 (W R GRACE HOLDINGS LLC) | Long | Loan | US | $514K | – | 0.02 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $817K | – | 0.03 |
| WR GRACE HOLDINGS LLC (W R GRACE HOLDINGS LLC) | Long | Debt | US | $524K | – | 0.02 |
| WYNDHAM HOTELS & RESORTS INC | Long | Debt | US | $294K | – | 0.01 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $491K | – | 0.02 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $199K | – | 0.01 |
| ZEBRA TECHNOLOGIES CORPORATION (ZEBRA TECH CORP) | Long | Debt | US | $334K | – | 0.01 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $357K | – | 0.01 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $353K | – | 0.01 |
| ZI TECH LLC/ZI FIN CORP (ZOOMINFO TECHNOLOGIES LLC) | Long | Debt | US | $868K | – | 0.03 |
| ZIGGO BOND CO BV (ZIGGO BOND COMPANY BV) | Long | Debt | NL | $328K | – | 0.01 |
| ZIGGO BV | Long | Debt | NL | $524K | – | 0.02 |
Address
Columbia Funds Series Trust I
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Yeager, Sandra
Trunow, Natalie A.
Paglia, Catherine James
Moffett, David M.
Lukitsh, Nancy T.
Hacker, Douglas A.
Gallagher, Brian J.
Flynn, Patricia M.
Darragh, Olive
Connaughton, J. Kevin
Carrig, Janet Langford
Carlton, Pamela G.
Blatz, Kathleen
Beckman, Daniel J.
Batejan, George S.
Transfer Agents
Columbia Management Investment Services Corp.
SS&C GIDS, Inc.
Pricing Services
ICE Data Pricing and Reference Data, LLC
PricingDirect Inc.
Bloomberg Finance L.P.
IHS Markit Ltd.
REFINITIV US LLC
Custodians
JPMORGAN CHASE BANK, N.A.
Shareholder Servicing Agents
SS&C GIDS, Inc.
Columbia Management Investment Services Corp.
Admins
Columbia Management Investment Advisers, LLC
Brokers
N/A