Nuveen Funds > TIAA-CREF FUNDS
Nuveen Core Plus Bond Fund
$4.49B
Avg Monthly Net Assets
$4.80B
Total Assets
$98.58M
Total Liabilities
$4.70B
Net Assets
Nuveen Core Plus Bond Fund is an Underlying fund in TIAA-CREF FUNDS
from Nuveen Funds,
based in New York,
United States of America.
The fund has six share classes
and monthly net assets of $4.49B.
On August 28th, 2024 it reported 1,694 holdings, the largest
being US TREASURY N/B (2.4%), US TREASURY N/B (2.2%) and US TREASURY N/B (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000033283 | TCBPX | |
| Class I | C000162569 | TCBHX | |
| Class R6 | C000033285 | TIBFX | |
| Class W | C000202758 | TCBWX | |
| Premier Class | C000079574 | TBPPX | |
| Retirement Class | C000033284 | TCBRX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Loan | CA | $2M | – | 0.05 |
| 1011778 BC ULC (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $1M | – | 0.02 |
| AASET Trust (Apollo Aviation Securitization) | Long | ABS-other | US | $358K | – | 0.01 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $3M | – | 0.07 |
| AbbVie, Inc (ABBVIE INC) | Long | Debt | US | $3M | – | 0.06 |
| AbbVie, Inc (AbbVie Inc) | Long | Debt | US | $2M | – | 0.05 |
| AbbVie, Inc (ABBVIE INC) | Long | Debt | US | $1M | – | 0.02 |
| Acrisure LLC (ACRISURE LLC / FIN INC) | Long | Debt | US | $2M | – | 0.05 |
| Acrisure LLC | Long | Loan | US | $210K | – | 0.00 |
| Adani Electricity Mumbai Ltd | Long | Debt | IN | $2M | – | 0.04 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $3M | – | 0.06 |
| Adient Global Holdings Ltd | Long | Debt | JE | $4M | – | 0.09 |
| Adobe, Inc (ADOBE INC) | Long | Debt | US | $3M | – | 0.06 |
| ADT Corp (ADT SEC CORP) | Long | Debt | US | $2M | – | 0.04 |
| AEP Transmission Co LLC | Long | Debt | US | $1M | – | 0.03 |
| AEP Transmission Co LLC | Long | Debt | US | $310K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $278K | – | 0.01 |
| AerCap Global Aviation (AERCAP GLOBAL AVIATION T) | Long | Debt | US | $3M | – | 0.06 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $8M | – | 0.16 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.04 |
| AerCap Ireland Capital DAC (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $587K | – | 0.01 |
| Aeropuerto Internacional de Tocumen S.A. (AEROPUERTO INTL TOCUMEN) | Long | Debt | PA | $1M | – | 0.02 |
| Aeropuertos Dominicanos Siglo XXI S.A. (Aeropuertos Dominicanos Siglo XXI SA) | Long | Debt | DO | $2M | – | 0.04 |
| Aetna, Inc (AETNA INC) | Long | Debt | US | $159K | – | 0.00 |
| Aflac, Inc (AFLAC INC) | Long | Debt | US | $57K | – | 0.00 |
| Agate Bay Mortgage Trust (Agate Bay Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.00 |
| AGL CLO 19 Ltd | Long | ABS-other | JE | $2M | – | 0.04 |
| Agree LP | Long | Debt | US | $2M | – | 0.04 |
| Ahead DB Holdings LLC | Long | Debt | US | $3M | – | 0.06 |
| AI Aqua Merger Sub, Inc (AI AQUA MERGER SUB INC) | Long | Loan | US | $3M | – | 0.05 |
| Air Canada | Long | Loan | CA | $2M | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $5M | – | 0.10 |
| Airbus SE | Long | Debt | NL | $2M | – | 0.03 |
| Akbank T.A.S. (AKBANK TAS) | Long | Debt | TR | $1M | – | 0.03 |
| Akbank TAS | Long | Debt | TR | $1M | – | 0.03 |
| Alabama Power Co | Long | Debt | US | $577K | – | 0.01 |
| Alamo Re Ltd | Long | Debt | BM | $971K | – | 0.02 |
| Albemarle Corp | Long | Debt | US | $3M | – | 0.06 |
| Albertsons Cos, Inc (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $4M | – | 0.07 |
| Albion Financing 1 SARL (ALBION FINANCING 1SARL /) | Long | Debt | LU | $1M | – | 0.03 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $2M | – | 0.03 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $846K | – | 0.02 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $431K | – | 0.01 |
| Alexandria Real Estate Equities, Inc | Long | Debt | US | $338K | – | 0.01 |
| Alfa Desarrollo S.p.A (ALFA DESARROLLO SPA) | Long | Debt | CL | $3M | – | 0.06 |
| AlixPartners LLP | Long | Loan | US | $289K | – | 0.01 |
| Alliant Holdings Intermediate LLC (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $4M | – | 0.09 |
| Alliant Holdings Intermediate LLC (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $772K | – | 0.02 |
| Alterra Mountain Co | Long | Loan | US | $397K | – | 0.01 |
| Altice Financing S.A. (ALTICE FINANCING SA) | Long | Loan | LU | $444K | – | 0.01 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Loan | FR | $747K | – | 0.02 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $3M | – | 0.07 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $1M | – | 0.02 |
| Amcor Flexibles North America, Inc | Long | Debt | US | $255K | – | 0.01 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $543K | – | 0.01 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $482K | – | 0.01 |
| Ameren Corp | Long | Debt | US | $1M | – | 0.03 |
| Ameren Illinois Co | Long | Debt | US | $3M | – | 0.07 |
| Ameren Illinois Co | Long | Debt | US | $3M | – | 0.06 |
| American Airlines, Inc (AADVANTAGE LOYALTY IP) | Long | Loan | KY | $621K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $691K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $454K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $4M | – | 0.09 |
| American Water Capital Corp | Long | Debt | US | $2M | – | 0.04 |
| American Water Capital Corp | Long | Debt | US | $681K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $497K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $393K | – | 0.01 |
| Amgen, Inc (AMGEN INC) | Long | Debt | US | $8M | – | 0.18 |
| Amgen, Inc (AMGEN INC) | Long | Debt | US | $6M | – | 0.13 |
| Amphenol Corp | Long | Debt | US | $1M | – | 0.03 |
| AMSR Trust | Long | ABS-other | US | $3M | – | 0.06 |
| AngloGold Ashanti Holdings plc (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $2M | – | 0.04 |
| AngloGold Ashanti Holdings plc (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $1M | – | 0.03 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $2M | – | 0.05 |
| Anheuser-Busch Cos LLC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $4M | – | 0.09 |
| Anheuser-Busch Cos LLC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $2M | – | 0.05 |
| Anheuser-Busch InBev Worldwide, Inc | Long | Debt | US | $6M | – | 0.12 |
| Anheuser-Busch InBev Worldwide, Inc (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $5M | – | 0.11 |
| Antero Midstream Partners LP (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $2M | – | 0.04 |
| Antofagasta plc | Long | Debt | GB | $1M | – | 0.03 |
| Aon Corp (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $1M | – | 0.03 |
| Aon Corp | Long | Debt | US | $1M | – | 0.02 |
| Apidos CLO XXIV (Apidos CLO Ltd) | Long | ABS-other | KY | $7M | – | 0.15 |
| Apidos CLO XXIX (Apidos CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.02 |
| Apollo aviation securitization (AASET 2021-2 Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $10M | – | 0.21 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $5M | – | 0.11 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $837K | – | 0.02 |
| Apple, Inc (APPLE INC) | Long | Debt | US | $590K | – | 0.01 |
| Archrock Partners LP (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $4M | – | 0.08 |
| Archrock Partners LP (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $371K | – | 0.01 |
| Ardonagh Finco Ltd | Long | Debt | JE | $1M | – | 0.02 |
| ARES Commercial Mortgage Trust (ARES Commercial Mortgage Trust 2024-sIND) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Arsenal AIC Parent LLC | Long | Debt | US | $2M | – | 0.03 |
| Arterra Wines Canada, Inc (ARTERRA WINES CANADA INC) | Long | Loan | CA | $553K | – | 0.01 |
| Arthur J Gallagher & Co | Long | Debt | US | $873K | – | 0.02 |
| Asbury Automotive Group, Inc | Long | Debt | US | $2M | – | 0.05 |
| Asbury Automotive Group, Inc | Long | Debt | US | $684K | – | 0.01 |
| ASGN, Inc (ASGN INCORPORATED) | Long | Debt | US | $754K | – | 0.02 |
| Ashford Hospitality Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Asian Development Bank | Long | Debt | IN | $828K | – | 0.02 |
| Asplundh Tree Expert LLC | Long | Loan | US | $666K | – | 0.01 |
| AstraZeneca Finance LLC | Long | Debt | US | $21K | – | 0.00 |
| Asurion LLC | Long | Loan | US | $717K | – | 0.02 |
| Asurion LLC | Long | Loan | US | $397K | – | 0.01 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $15M | – | 0.32 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $5M | – | 0.11 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $3M | – | 0.07 |
| AT&T, Inc (AT&T INC) | Long | Debt | US | $2M | – | 0.04 |
| Atmos Energy Corp | Long | Debt | US | $2M | – | 0.05 |
| Atmos Energy Corp | Long | Debt | US | $2M | – | 0.05 |
| Atmos Energy Corp | Long | Debt | US | $206K | – | 0.00 |
| AutoZone, Inc (AUTOZONE INC) | Long | Debt | US | $2M | – | 0.03 |
| Avantor Funding, Inc (AVANTOR FUNDING INC) | Long | Debt | US | $2M | – | 0.04 |
| Avantor Funding, Inc (AVANTOR FUNDING INC) | Long | Debt | US | $1M | – | 0.03 |
| Avantor Funding, Inc (Avantor Funding Inc) | Long | Loan | US | $1M | – | 0.03 |
| Avaya, Inc (AVAYA INC) | Long | Loan | US | $130K | – | 0.00 |
| Avaya, Inc (Avaya Inc) | Long | Equity-common | US | $31K | 5K | 0.00 |
| Avaya, Inc (Avaya Inc) | Long | Equity-common | US | $7K | 1K | 0.00 |
| Avient Corp | Long | Debt | US | $3M | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.10 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $952K | – | 0.02 |
| BAE Systems plc | Long | Debt | GB | $487K | – | 0.01 |
| Ball Corp | Long | Debt | US | $4M | – | 0.08 |
| Ball Corp | Long | Debt | US | $2M | – | 0.04 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $992K | – | 0.02 |
| Banco Bilbao Vizcaya Argentaria S.A. (Banco Bilbao Vizcaya Argentaria SA) | Long | Debt | ES | $4M | – | 0.09 |
| Banco de Credito e Inversiones S.A. (Banco de Credito e Inversiones SA) | Long | Debt | CL | $733K | – | 0.02 |
| Banco del Estado de Chile | Long | Debt | CL | $2M | – | 0.04 |
| Banco do Brasil S.A. (Banco do Brasil SA/Cayman) | Long | Debt | BR | $2M | – | 0.04 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $3M | – | 0.06 |
| Banco Mercantil del Norte S.A. (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $898K | – | 0.02 |
| Banco Nacional de Comercio Exterior SNC (BANCO NACIONAL COM EXT) | Long | Debt | MX | $888K | – | 0.02 |
| Banco Santander S.A. (BANCO SANTANDER SA) | Long | Debt | ES | $3M | – | 0.07 |
| Banco Santander S.A. (Banco Santander SA) | Long | Debt | ES | $3M | – | 0.06 |
| Banco Santander S.A. (BANCO SANTANDER SA) | Long | Debt | ES | $2M | – | 0.05 |
| Banco Santander S.A. (Banco Santander SA) | Long | Debt | ES | $2M | – | 0.05 |
| Banco Santander S.A. (BANCO SANTANDER SA) | Long | Debt | ES | $2M | – | 0.04 |
| Bancolombia S.A. (Bancolombia SA) | Long | Debt | CO | $2M | – | 0.04 |
| Bancolombia S.A. (BANCOLOMBIA SA) | Long | Debt | CO | $2M | – | 0.04 |
| Bangkok Bank PCL (BANGKOK BANK PCL/HK) | Long | Debt | TH | $2M | – | 0.05 |
| Banistmo S.A. (BANISTMO SA) | Long | Debt | PA | $2M | – | 0.04 |
| BANK (Bank5) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BANK | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK (BANK5 2024-5YR7) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK | Long | ABS-mortgage backed security | US | $858K | – | 0.02 |
| BANK | Long | ABS-mortgage backed security | US | $856K | – | 0.02 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $822K | – | 0.02 |
| Bank Hapoalim BM | Long | Debt | IL | $4M | – | 0.08 |
| Bank Leumi Le-Israel BM | Long | Debt | IL | $3M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $20M | – | 0.42 |
| Bank of America Corp | Long | Debt | US | $11M | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.06 |
| Bank of New York Mellon Corp (BANK OF NY MELLON CORP) | Long | Debt | US | $4M | – | 0.09 |
| Banque Ouest Africaine de Developpement | Long | Debt | $3M | – | 0.06 | |
| Banque Ouest Africaine de Developpement | Long | Debt | $1M | – | 0.03 | |
| Banque Ouest Africaine de Developpement | Long | Debt | $525K | – | 0.01 | |
| Barbados Government International Bond (BARBADOS GOVT OF) | Long | Debt | BB | $273K | – | 0.01 |
| Barclays plc | Long | Debt | GB | $5M | – | 0.10 |
| Barclays plc | Long | Debt | GB | $2M | – | 0.03 |
| Barclays plc | Long | Debt | GB | $417K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $4M | – | 0.08 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.07 |
| BAT International Finance plc (BAT INTL FINANCE PLC) | Long | Debt | GB | $4M | – | 0.09 |
| Bath & Body Works, Inc (BATH & BODY WORKS INC) | Long | Debt | US | $928K | – | 0.02 |
| Bausch & Lomb Corp (BAUSCH + LOMB CORP) | Long | Loan | CA | $4M | – | 0.09 |
| Bayview MSR Opportunity Master Fund Trust (Bayview Opportunity Master Fun) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BBVA Bancomer S.A. (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $2M | – | 0.04 |
| BBVA Bancomer S.A. (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.02 |
| Beacon Roofing Supply, Inc (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $711K | – | 0.02 |
| Becle SAB de C.V. (BECLE SA DE CV) | Long | Debt | MX | $2M | – | 0.04 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $6M | – | 0.12 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $3M | – | 0.05 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $438K | – | 0.01 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $309K | – | 0.01 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Debt | US | $5M | – | 0.11 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Debt | US | $3M | – | 0.06 |
| Berry Global, Inc (BERRY GLOBAL INC) | Long | Loan | US | $154K | – | 0.00 |
| Bharti Airtel Ltd | Long | Debt | IN | $1M | – | 0.03 |
| Bimbo Bakeries USA, Inc (Bimbo Bakeries USA Inc) | Long | Debt | US | $3M | – | 0.05 |
| Block, Inc (Block Inc) | Long | Debt | US | $5M | – | 0.10 |
| BNG Bank NV | Long | Debt | NL | $1M | – | 0.03 |
| BNP Paribas S.A. | Long | Debt | FR | $8M | – | 0.17 |
| BNP Paribas S.A. | Long | Debt | FR | $5M | – | 0.11 |
| BNP Paribas S.A. | Long | Debt | FR | $3M | – | 0.07 |
| BNP Paribas S.A. | Long | Debt | FR | $2M | – | 0.04 |
| BNP Paribas S.A. | Long | Debt | FR | $2M | – | 0.03 |
| BNP Paribas S.A. | Long | Debt | FR | $97K | – | 0.00 |
| Boeing Co | Long | Debt | US | $10M | – | 0.21 |
| Boeing Co | Long | Debt | US | $9M | – | 0.19 |
| Boeing Co | Long | Debt | US | $1M | – | 0.03 |
| Boeing Co | Long | Debt | US | $962K | – | 0.02 |
| Bonanza RE Ltd | Long | ABS-other | BM | $965K | – | 0.02 |
| Bonanza RE Ltd | Long | Debt | BM | $472K | – | 0.01 |
| Boston Scientific Corp | Long | Debt | US | $1M | – | 0.02 |
| Boxer Parent Co, Inc (Boxer Parent Co Inc) | Long | Loan | US | $3M | – | 0.06 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $809K | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $807K | – | 0.02 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $2M | – | 0.03 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.02 |
| Brazilian Government International Bond | Long | Debt | BR | $1M | – | 0.02 |
| BRE Grand Islander Timeshare Issuer LLC | Long | ABS-other | US | $979K | – | 0.02 |
| Brightline East LLC | Long | Debt | US | $5M | – | 0.10 |
| British Airways Pass Through Trust (BRITISH AIR 18-1 AA PTT) | Long | ABS-other | US | $2M | – | 0.04 |
| British Airways Pass Through Trust (BRITISH AIR 20-1 B PTT) | Long | ABS-other | US | $473K | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $2M | – | 0.04 |
| Brixmor Operating Partnership LP | Long | Debt | US | $312K | – | 0.01 |
| Broadcom, Inc (BROADCOM INC) | Long | Debt | US | $8M | – | 0.17 |
| BroadStreet Partners, Inc (BroadStreet Partners Inc) | Long | Loan | US | $3M | – | 0.06 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.03 |
| BXP Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| C-BASS Trust (Credit-Based Asset Servicing a) | Long | ABS-other | US | $332K | – | 0.01 |
| C&W Senior Financing Designated Activity Co (C&W SENIOR FINANCING DAC) | Long | Debt | KY | $3M | – | 0.07 |
| CA Magnum Holdings | Long | Debt | MU | $252K | – | 0.01 |
| Cablevision Lightpath LLC | Long | Loan | US | $184K | – | 0.00 |
| Caesars Entertainment, Inc (Caesars Entertainment Inc) | Long | Loan | US | $2M | – | 0.03 |
| Camelot US Acquisition LLC | Long | Loan | US | $694K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $5M | – | 0.10 |
| Canadian Pacific Railway Co | Long | Debt | CA | $498K | – | 0.01 |
| Capital Automotive REIT | Long | ABS-other | US | $5M | – | 0.10 |
| Capital Automotive REIT | Long | ABS-other | US | $3M | – | 0.06 |
| Capital One Financial Corp | Long | Debt | US | $4M | – | 0.08 |
| Capital One Financial Corp | Long | Debt | US | $72K | – | 0.00 |
| Cargo Aircraft Management, Inc | Long | Debt | US | $3M | – | 0.05 |
| Carnival Corp | Long | Loan | PA | $2M | – | 0.04 |
| Cars Net Lease Mortgage Notes Series (Capital Automotive LP) | Long | ABS-other | US | $2M | – | 0.05 |
| Cars Net Lease Mortgage Notes Series (Capital Automotive LP) | Long | ABS-other | US | $2M | – | 0.05 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-other | KY | $1M | – | 0.03 |
| CBRE Realty Finance (CBRE Realty Finance CDO Ltd) | Long | ABS-other | KY | $16K | – | 0.00 |
| CCO Holdings LLC (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $6M | – | 0.12 |
| CCO Holdings LLC (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.03 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| CDI Escrow Issuer, Inc (CDI ESCROW ISSUER INC) | Long | Debt | US | $2M | – | 0.04 |
| CDX-NAHYS42V1-5 Year Index (Citigroup Global Markets, Inc) | Derivative-credit | US | $3M | – | 0.06 | |
| CDX-NAHYS42V1-5 Year Index (Citigroup Global Markets, Inc) | Derivative-credit | US | $-3M | – | -0.05 | |
| CDX-NAHYS42V1-5 Year Index (Citigroup Global Markets, Inc) | Derivative-credit | US | $-3M | – | -0.07 | |
| Celulosa Arauco y Constitucion S.A. (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $1M | – | 0.03 |
| Cemex SAB de C.V. (CEMEX SAB DE CV) | Long | Debt | MX | $933K | – | 0.02 |
| Cemex SAB de C.V. (CEMEX SAB DE CV) | Long | Debt | MX | $441K | – | 0.01 |
| Cenovus Energy, Inc (CENOVUS ENERGY INC) | Long | Debt | CA | $1M | – | 0.02 |
| Cenovus Energy, Inc (CENOVUS ENERGY INC) | Long | Debt | CA | $455K | – | 0.01 |
| Centene Corp | Long | Debt | US | $5M | – | 0.12 |
| Centene Corp | Long | Debt | US | $1M | – | 0.03 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $626K | – | 0.01 |
| Centex Home Equity | Long | ABS-other | US | $5K | – | 0.00 |
| Centuri Group, Inc (CENTURI GROUP INC) | Long | Loan | US | $2M | – | 0.04 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $9M | – | 0.20 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $8M | – | 0.16 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $6M | – | 0.13 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| CF Mortgage Trust (Cantor Commercial Real Estate) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| CF Mortgage Trust (Cantor Commercial Real Estate) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| CFCRE Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Chariot Buyer LLC | Long | Loan | US | $487K | – | 0.01 |
| Charles Schwab Corp | Long | Debt | US | $7M | – | 0.14 |
| Chart Industries, Inc (CHART INDUSTRIES INC) | Long | Debt | US | $1M | – | 0.03 |
| Charter Communications Operating LLC (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $5M | – | 0.10 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.05 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.04 |
| Charter Communications Operating LLC (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $2M | – | 0.05 |
| Chevron USA, Inc (CHEVRON USA INC) | Long | Debt | US | $298K | – | 0.01 |
| CHG Healthcare Services, Inc (CHG HEALTHCARE SERVICES INC) | Long | Loan | US | $372K | – | 0.01 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $3M | – | 0.06 |
| CHS (CHS/COMMUNITY HEALTH SYS) | Long | Debt | US | $1M | – | 0.02 |
| Church & Dwight Co, Inc (CHURCH & DWIGHT CO INC) | Long | Debt | US | $2M | – | 0.03 |
| Churchill Downs, Inc (CHURCHILL DOWNS INC) | Long | Debt | US | $3M | – | 0.07 |
| Cia Cervecerias Unidas S.A. | Long | Debt | CL | $2M | – | 0.05 |
| CIFC Funding (CIFC Funding Ltd) | Long | ABS-other | KY | $4M | – | 0.09 |
| CIFC Funding Ltd | Long | ABS-other | KY | $2M | – | 0.03 |
| Cigna Group (CIGNA GROUP/THE) | Long | Debt | US | $1M | – | 0.02 |
| CitiBank NA | Long | Debt | US | $4M | – | 0.08 |
| Citicorp Mortgage Securities, Inc | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $880K | – | 0.02 |
| Citigroup Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.01 |
| Citigroup Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $12M | – | 0.26 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $6M | – | 0.12 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $5M | – | 0.11 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $5M | – | 0.10 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $4M | – | 0.08 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $3M | – | 0.06 |
| Citigroup, Inc (Citigroup Inc) | Long | Debt | US | $3M | – | 0.06 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $2M | – | 0.05 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $2M | – | 0.04 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $2M | – | 0.04 |
| Citigroup, Inc (CITIGROUP INC) | Long | Debt | US | $576K | – | 0.01 |
| Citrus Re Ltd | Long | Debt | BM | $496K | – | 0.01 |
| CITY BREWING CO LLC | Long | Loan | US | $116K | – | 0.00 |
| CITY BREWING CO LLC | Long | Loan | US | $49K | – | 0.00 |
| City Brewing Company, LLC Term Loan (City Brewing Company LLC) | Long | Loan | US | $62K | – | 0.00 |
| Civitas Resources, Inc (CIVITAS RESOURCES INC) | Long | Debt | US | $2M | – | 0.04 |
| Civitas Resources, Inc (CIVITAS RESOURCES INC) | Long | Debt | US | $2M | – | 0.03 |
| Civitas Resources, Inc (Civitas Resources Inc) | Long | Debt | US | $686K | – | 0.01 |
| Clarios Global LP (CLARIOS GLOBAL LP/US FIN) | Long | Debt | $2M | – | 0.04 | |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $502K | – | 0.01 |
| Cleveland-Cliffs, Inc (Cleveland-Cliffs Inc) | Long | Debt | US | $2M | – | 0.05 |
| Closure Systems International Group, Inc (Closure Systems International Group Inc) | Long | Loan | US | $1M | – | 0.03 |
| Cloud Peak Energy, Inc (CLOUD PEAK ENRGY RES/FIN) | Long | Debt | US | $75K | – | 0.00 |
| Cloud Peak Energy, Inc (Cloud Peak Energy Inc) | Long | Equity-common | US | $15.38 | 2K | 0.00 |
| Clydesdale Acquisition Holdings, Inc | Long | Loan | US | $2M | – | 0.03 |
| CMS Energy Corp | Long | Debt | US | $3M | – | 0.06 |
| CMS Energy Corp | Long | Debt | US | $970K | – | 0.02 |
| CNT Holdings I Corp | Long | Loan | US | $2M | – | 0.04 |
| CNX Resources Corp | Long | Debt | US | $1M | – | 0.03 |
| Coca-Cola Icecek AS. | Long | Debt | TR | $3M | – | 0.06 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LL) | Long | ABS-other | US | $2M | – | 0.03 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.03 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.02 |
| Colombia Government International Bond | Long | Debt | CO | $848K | – | 0.02 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $432K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $9M | – | 0.20 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.10 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $848K | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Commercial Metals Co | Long | Debt | US | $1M | – | 0.03 |
| Commonwealth Edison Co | Long | Debt | US | $984K | – | 0.02 |
| CommScope, Inc (COMMSCOPE INC) | Long | Loan | US | $423K | – | 0.01 |
| Compass Group Diversified Holdings LLC | Long | Debt | US | $569K | – | 0.01 |
| Conair Holdings LLC | Long | Loan | US | $968K | – | 0.02 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $436K | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.35 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.22 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.21 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.17 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.17 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.13 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Connecticut Avenue Securities Trust (Connecticut Avenue Securities Trust 2023-R08) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $607K | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $481K | – | 0.01 |
| Connecticut Avenue Securities Trust (Fannie Mae - CAS) | Long | ABS-collateralized bond/debt obligation | US | $477K | – | 0.01 |
| Consolidated Edison Co of New York, Inc (Consolidated Edison Co of New York Inc) | Long | Debt | US | $4M | – | 0.09 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $2M | – | 0.04 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $1M | – | 0.03 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $1M | – | 0.03 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $444K | – | 0.01 |
| Constellation Brands, Inc (CONSTELLATION BRANDS INC) | Long | Debt | US | $435K | – | 0.01 |
| Constellium SE | Long | Debt | FR | $657K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $1M | – | 0.03 |
| Consumers Energy Co | Long | Debt | US | $455K | – | 0.01 |
| Continuum Green Energy India Pvt (Continuum Green Energy India Pvt / Co-Issuers) | Long | Debt | IN | $1M | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $5M | – | 0.10 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $1M | – | 0.02 |
| Corebridge Financial, Inc (Corebridge Financial Inc) | Long | Debt | US | $2M | – | 0.03 |
| Corebridge Financial, Inc (Corebridge Financial Inc) | Long | Debt | US | $1M | – | 0.03 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $2M | – | 0.04 |
| Corp Nacional del Cobre de Chile | Long | Debt | CL | $1M | – | 0.02 |
| Cosan Ltd (COSAN LUXEMBOURG SA) | Long | Debt | LU | $1M | – | 0.03 |
| Costa Rica Government International Bond | Long | Debt | CR | $2M | – | 0.04 |
| Costco Wholesale Corp | Long | Debt | US | $2M | – | 0.04 |
| Cotiviti, Inc (Cotiviti Inc) | Long | Loan | US | $2M | – | 0.04 |
| Coty, Inc (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $1M | – | 0.03 |
| Countrywide Alternative Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| Countrywide Asset-Backed Certificates (Step Bond) | Long | ABS-other | US | $16K | – | 0.00 |
| Countrywide Home Loan Mortgage Pass Through Trust (Countrywide Home Loans) | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.01 |
| Countrywide Home Loan Mortgage Pass Through Trust (Countrywide Home Loans) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| Covanta Holding Corp | Long | Loan | US | $543K | – | 0.01 |
| Covanta Holding Corp | Long | Loan | US | $41K | – | 0.00 |
| CPT Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Credit Agricole S.A. (CREDIT AGRICOLE SA) | Long | Debt | FR | $5M | – | 0.11 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Crescendo Royalty Funding LP | Long | ABS-other | US | $9M | – | 0.20 |
| Crocs, Inc (Crocs Inc) | Long | Loan | US | $293K | – | 0.01 |
| CSAIL Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.09 |
| CSC Holdings LLC | Long | Debt | US | $853K | – | 0.02 |
| CSC Holdings LLC | Long | Loan | US | $545K | – | 0.01 |
| CSMC (Credit Suisse Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| CSX Corp | Long | Debt | US | $3M | – | 0.07 |
| CSX Corp | Long | Debt | US | $673K | – | 0.01 |
| CT Trust | Long | Debt | GT | $1M | – | 0.02 |
| CubeSmart LP | Long | Debt | US | $2M | – | 0.03 |
| Cushman & Wakefield plc (CUSHMAN & WAKEFIELD US) | Long | Loan | US | $17K | – | 0.00 |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $2M | – | 0.04 |
| Cushman & Wakefield US Borrower LLC | Long | Loan | US | $331K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $5M | – | 0.10 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $930K | – | 0.02 |
| Dana, Inc (DANA INC) | Long | Debt | US | $562K | – | 0.01 |
| Dana, Inc (DANA INC) | Long | Debt | US | $340K | – | 0.01 |
| Dana, Inc (DANA INC) | Long | Debt | US | $284K | – | 0.01 |
| Danaher Corp | Long | Debt | US | $688K | – | 0.01 |
| DaVita, Inc (DAVITA INC) | Long | Debt | US | $2M | – | 0.04 |
| DB Master Finance LLC | Long | ABS-other | US | $6M | – | 0.13 |
| DB Master Finance LLC | Long | ABS-other | US | $4M | – | 0.09 |
| DB Master Finance LLC | Long | ABS-other | US | $3M | – | 0.06 |
| DB Master Finance LLC | Long | ABS-other | US | $2M | – | 0.05 |
| DBJPMortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Delta 2 Lux Sarl | Long | Loan | LU | $271K | – | 0.01 |
| Deutsche Bank AG. | Long | Debt | DE | $3M | – | 0.07 |
| Deutsche Bank AG. (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.05 |
| Deutsche Bank AG. (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.04 |
| Deutsche Bank AG. (Deutsche Bank AG/New York NY) | Long | Debt | DE | $2M | – | 0.03 |
| Diageo Capital plc | Long | Debt | GB | $2M | – | 0.03 |
| Diamond Resorts Owner Trust | Long | ABS-other | US | $527K | – | 0.01 |
| Diamond Resorts Owner Trust | Long | ABS-other | US | $266K | – | 0.01 |
| Diamond Sports Group LLC | Long | Loan | US | $47K | – | 0.00 |
| Diamondback Energy, Inc (DIAMONDBACK ENERGY INC) | Long | Debt | US | $4M | – | 0.08 |
| DIRECTV Financing LLC | Long | Loan | US | $302K | – | 0.01 |
| DIRECTV Holdings LLC (DIRECTV FIN LLC/COINC) | Long | Debt | US | $926K | – | 0.02 |
| Discover Bank | Long | Debt | US | $2M | – | 0.05 |
| Discover Bank | Long | Debt | US | $2M | – | 0.03 |
| Discover Bank | Long | Debt | US | $1M | – | 0.03 |
| Discover Bank | Long | Debt | US | $780K | – | 0.02 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $6M | – | 0.13 |
| Dominican Republic Government International Bond | Long | Debt | DO | $3M | – | 0.07 |
| Dominican Republic Government International Bond | Long | Debt | DO | $3M | – | 0.06 |
| Dominican Republic Government International Bond | Long | Debt | DO | $537K | – | 0.01 |
| Dominion Energy, Inc (DOMINION ENERGY INC) | Long | Debt | US | $2M | – | 0.05 |
| Dominion Energy, Inc (Dominion Energy Inc) | Long | Debt | US | $2M | – | 0.04 |
| Dominion Energy, Inc (DOMINION ENERGY INC) | Long | Debt | US | $615K | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $3M | – | 0.06 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $1M | – | 0.03 |
| DowDuPont, Inc (DUPONT DE NEMOURS INC) | Long | Debt | US | $6M | – | 0.12 |
| Driven Holdings LLC | Long | Loan | US | $2M | – | 0.04 |
| DT Midstream, Inc (DT MIDSTREAM INC) | Long | Debt | US | $2M | – | 0.04 |
| DT Midstream, Inc (DT MIDSTREAM INC) | Long | Debt | US | $1M | – | 0.03 |
| DT Midstream, Inc (DT MIDSTREAM INC) | Long | Loan | US | $195K | – | 0.00 |
| DTE Electric Co | Long | Debt | US | $2M | – | 0.04 |
| DTE Electric Co | Long | Debt | US | $552K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $637K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $181K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $4M | – | 0.07 |
| EAB Global, Inc (EAB GLOBAL INC) | Long | Loan | US | $966K | – | 0.02 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $2M | – | 0.05 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $2M | – | 0.04 |
| Ecopetrol S.A. (ECOPETROL SA) | Long | Debt | CO | $310K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $587K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $323K | – | 0.01 |
| Ecuador Government International Bond (Step Bond) (REPUBLIC OF ECUADOR) | Long | Debt | EC | $85K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $2M | – | 0.04 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $2M | – | 0.04 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.03 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.03 |
| Elanco Animal Health Inc | Long | Loan | US | $2M | – | 0.04 |
| Electricidad Firme de Mexico Holdings S.A. de C.V. | Long | Debt | MX | $1M | – | 0.03 |
| Element Materials Technology Group US Holdings, Inc (ELEMENT MATERIAL TECHNOL) | Long | Loan | US | $451K | – | 0.01 |
| Element Materials Technology Group US Holdings, Inc (ELEMENT MATERIAL TECHNOL) | Long | Loan | US | $208K | – | 0.00 |
| Elevance Health, Inc (ELEVANCE HEALTH INC) | Long | Debt | US | $4M | – | 0.08 |
| Elevance Health, Inc (ELEVANCE HEALTH INC) | Long | Debt | US | $1M | – | 0.03 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.03 |
| Ellington Loan Acquisition Trust | Long | ABS-other | US | $299K | – | 0.01 |
| Ellucian Holdings, Inc (Ellucian Holdings Inc) | Long | Loan | US | $1M | – | 0.03 |
| Elmwood CLO 26 Ltd | Long | ABS-other | KY | $3M | – | 0.07 |
| ELP Commercial Mortgage Trust (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $1M | – | 0.02 |
| Empresa de Transmision Electrica S.A. | Long | Debt | PA | $1M | – | 0.02 |
| Empresa Nacional de Telecomunicaciones S.A. (ENTEL CHILE SA) | Long | Debt | CL | $2M | – | 0.04 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $2M | – | 0.04 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $2M | – | 0.05 |
| ENA Master Trust | Long | Debt | PA | $2M | – | 0.03 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $3M | – | 0.07 |
| Enbridge, Inc (ENBRIDGE INC) | Long | Debt | CA | $2M | – | 0.05 |
| Encompass Health Corp | Long | Debt | US | $4M | – | 0.09 |
| Energean Israel Finance Ltd (ENERGIAN ISRAEL FINANCE) | Long | Debt | IL | $1M | – | 0.03 |
| Energean Israel Finance Ltd (ENERGIAN ISRAEL FINANCE) | Long | Debt | IL | $795K | – | 0.02 |
| Energean Israel Finance Ltd (ENERGIAN ISRAEL FINANCE) | Long | Debt | IL | $471K | – | 0.01 |
| Energizer Holdings, Inc (Energizer Holdings Inc) | Long | Loan | US | $508K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $938K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $573K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $537K | – | 0.01 |
| Energy Transfer Operating LP (ENERGY TRANSFER LP) | Long | Debt | US | $577K | – | 0.01 |
| EnfraGen Energia Sur S.A. (ENFRAGEN ENERGIA SUR SA) | Long | Debt | ES | $2M | – | 0.04 |
| EnLink Midstream LLC | Long | Debt | US | $522K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $999K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $838K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $825K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $548K | – | 0.01 |
| Epicor Software Corp | Long | Loan | US | $888K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.04 |
| EQM Midstream Partners LP | Long | Debt | US | $809K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $702K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $450K | – | 0.01 |
| EQT Corp | Long | Debt | US | $812K | – | 0.02 |
| Equinix, Inc (EQUINIX INC) | Long | Debt | US | $495K | – | 0.01 |
| Equitable Financial Life Global Funding | Long | Debt | US | $527K | – | 0.01 |
| Equitable Holdings, Inc (EQUITABLE HOLDINGS INC) | Long | Debt | US | $4M | – | 0.10 |
| Esab Corp | Long | Debt | US | $402K | – | 0.01 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $3M | – | 0.07 |
| Essential Properties LP | Long | Debt | US | $2M | – | 0.04 |
| Essex Portfolio LP | Long | Debt | US | $2M | – | 0.04 |
| EUR240716 (Morgan Stanley Capital Services) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| European Bank for Reconstruction & Development | Long | Debt | $527K | – | 0.01 | |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $2M | – | 0.04 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $1M | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $1M | – | 0.02 |
| Federal Home Loan Bank (FHLB) (Federal Home Loan Bank Discount Notes) | Long | Short-term investment vehicle | US | $5M | – | 0.11 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $29M | – | 0.61 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $974K | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $832K | – | 0.02 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac REMICS) | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $569K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac) | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Federal Home Loan Mortgage Corp (FHLMC) (Freddiemac Strip) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $923K | – | 0.02 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $831K | – | 0.02 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Federal Home Loan Mortgage Corp Gold (FGLMC) (Freddie Mac) | Long | ABS-mortgage backed security | US | $292.59 | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $75M | – | 1.60 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $56M | – | 1.19 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $45M | – | 0.96 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $32M | – | 0.68 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $28M | – | 0.59 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.57 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $25M | – | 0.52 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $24M | – | 0.50 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $23M | – | 0.49 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $19M | – | 0.40 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $17M | – | 0.36 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $17M | – | 0.36 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $16M | – | 0.35 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $16M | – | 0.34 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $16M | – | 0.33 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $13M | – | 0.27 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae REMICS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $951K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $915K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $882K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $851K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $775K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $764K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $712K | – | 0.02 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $635K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $627K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $594K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $520K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (FannieMae Whole Loan) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $451.78 | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $232.68 | – | 0.00 |
| Federal National Mortgage Association (FNMA) (Fannie Mae) | Long | ABS-mortgage backed security | US | $80.02 | – | 0.00 |
| Federal Realty OP LP | Long | Debt | US | $560K | – | 0.01 |
| Ferrellgas LP (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $2M | – | 0.04 |
| Ferrellgas LP (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $2M | – | 0.04 |
| Fertitta Entertainment LLC | Long | Loan | US | $2M | – | 0.04 |
| FirstCash, Inc (FirstCash Inc) | Long | Debt | US | $2M | – | 0.04 |
| Fiserv, Inc (Fiserv Inc) | Long | Debt | US | $2M | – | 0.05 |
| Fiserv, Inc (FISERV INC) | Long | Debt | US | $2M | – | 0.04 |
| Five Corners Funding Trust II (FIVE CORNERS FND TR II) | Long | Debt | US | $1M | – | 0.03 |
| Fixed Income Clearing Corporation (STATE STREET BANK AND TRUST COMPANY) | Long | Repurchase agreement | US | $38M | – | 0.81 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $989K | – | 0.02 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $717K | – | 0.02 |
| Flagstar Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| Flex Ltd | Long | Debt | SG | $848K | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $3M | – | 0.07 |
| Florida Power & Light Co | Long | Debt | US | $1M | – | 0.02 |
| Flutter Financing BV | Long | Loan | NL | $2M | – | 0.05 |
| Flutter Treasury Designated Activity Co | Long | Debt | IE | $2M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $5M | – | 0.10 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.04 |
| Ford Otomotiv Sanayi AS. | Long | Debt | TR | $2M | – | 0.04 |
| Foundation Building Materials, Inc (Foundation Building Materials Inc) | Long | Loan | US | $249K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $2M | – | 0.04 |
| Froneri US, Inc (FRONERI US INC) | Long | Loan | US | $576K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $2M | – | 0.04 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $2M | – | 0.05 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $2M | – | 0.04 |
| Garda World Security Corp | Long | Debt | CA | $956K | – | 0.02 |
| Garda World Security Corp | Long | Debt | CA | $759K | – | 0.02 |
| Gartner, Inc (GARTNER INC) | Long | Debt | US | $807K | – | 0.02 |
| Gen Digital, Inc (Gen Digital Inc) | Long | Loan | US | $3M | – | 0.07 |
| Gen Digital, Inc (GEN DIGITAL INC) | Long | Debt | US | $2M | – | 0.05 |
| General Motors Co | Long | Debt | US | $3M | – | 0.05 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $7M | – | 0.14 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $4M | – | 0.08 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.07 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.06 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.06 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.04 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.04 |
| General Motors Financial Co, Inc (General Motors Financial Co Inc) | Long | Debt | US | $902K | – | 0.02 |
| General Motors Financial Co, Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $803K | – | 0.02 |
| Genesee & Wyoming, Inc (Genesee & Wyoming Inc) | Long | Debt | US | $1M | – | 0.02 |
| Genesis Energy LP (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $506K | – | 0.01 |
| Genesis Energy LP (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $505K | – | 0.01 |
| Genm Capital Labuan Ltd | Long | Debt | MY | $2M | – | 0.04 |
| GFL Environmental, Inc (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $991K | – | 0.02 |
| GFL Environmental, Inc (GFL Environmental Inc) | Long | Loan | CA | $281K | – | 0.01 |
| GFL Environmental, Inc (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $248K | – | 0.01 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $1M | – | 0.02 |
| Gilead Sciences, Inc (Gilead Sciences Inc) | Long | Debt | US | $5M | – | 0.10 |
| Gilead Sciences, Inc (Gilead Sciences Inc) | Long | Debt | US | $2M | – | 0.04 |
| Gilead Sciences, Inc (GILEAD SCIENCES INC) | Long | Debt | US | $414K | – | 0.01 |
| Gilead Sciences, Inc (GILEAD SCIENCES INC) | Long | Debt | US | $397K | – | 0.01 |
| Global Medical Response, Inc (Global Medical Response Inc) | Long | Loan | US | $579K | – | 0.01 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $8M | – | 0.17 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $5M | – | 0.11 |
| Goldman Sachs Group, Inc (Goldman Sachs Group Inc/The) | Long | Debt | US | $3M | – | 0.06 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $3M | – | 0.06 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $1M | – | 0.03 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $1M | – | 0.02 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $985K | – | 0.02 |
| Goldman Sachs Group, Inc (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $928K | – | 0.02 |
| Goodyear Tire & Rubber Co | Long | Debt | US | $5M | – | 0.10 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $21M | – | 0.44 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.44 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $20M | – | 0.41 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $12M | – | 0.25 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-other | US | $3M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $981K | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $575K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $536K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.01 |
| Government National Mortgage Association (GNMA) | Long | ABS-collateralized bond/debt obligation | US | $234K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Government National Mortgage Association (GNMA) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Gray Television, Inc (Gray Television Inc) | Long | Debt | US | $4M | – | 0.08 |
| Grupo Aeromexico SAB de C.V. | Long | Debt | MX | $2M | – | 0.04 |
| Grupo Aval Ltd | Long | Debt | KY | $2M | – | 0.05 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GS Mortgage Securities Corp Trust (GS Mortgage Securities Corp Trust 2021-ARDN) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $851K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $782K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $349K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| GS Mortgage-Backed Securities Corp Trust | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.00 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.14 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $989K | – | 0.02 |
| GS Mortgage-Backed Securities Trust (GS Mortgage-Backed Securities Trust 2022-LTV2) | Long | ABS-collateralized bond/debt obligation | US | $789K | – | 0.02 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.01 |
| GS Mortgage-Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.00 |
| GSMPS Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $176K | – | 0.00 |
| GSMPS Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.00 |
| GSR Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $171K | – | 0.00 |
| GTCR W MERGER SUB (Boost Newco Borrower LLC) | Long | Loan | US | $5M | – | 0.10 |
| GTCR W-2 MERGER SUB LLC (Boost Newco Borrower LLC) | Long | Debt | US | $1M | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $775K | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $545K | – | 0.01 |
| Gulf Finance LLC | Long | Loan | US | $450K | – | 0.01 |
| H.B. Fuller Co (HB Fuller Co) | Long | Loan | US | $198K | – | 0.00 |
| H&E Equipment Services, Inc | Long | Debt | US | $3M | – | 0.06 |
| Haleon US Capital LLC | Long | Debt | US | $4M | – | 0.08 |
| Haleon US Capital LLC | Long | Debt | US | $2M | – | 0.04 |
| Hana Bank | Long | Debt | KR | $2M | – | 0.04 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $7M | – | 0.14 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $535K | – | 0.01 |
| Hartford Financial Services Group, Inc (HARTFORD FINL SVCS GRP) | Long | Debt | US | $211K | – | 0.00 |
| HAT Holdings I LLC (HAT Holdings I LLC / HAT Holdings II LLC) | Long | Debt | US | $832K | – | 0.02 |
| HCA, Inc (HCA INC) | Long | Debt | US | $8M | – | 0.17 |
| HCA, Inc (HCA INC) | Long | Debt | US | $2M | – | 0.04 |
| HCA, Inc (HCA INC) | Long | Debt | US | $1M | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $3M | – | 0.06 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $1M | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $1M | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $1M | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $433K | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $426K | – | 0.01 |
| Hearthside Food Solutions LLC (H-FOOD HOLDINGS LLC) | Long | Loan | US | $773.83 | – | 0.00 |
| Herc Holdings, Inc (Herc Holdings Inc) | Long | Debt | US | $674K | – | 0.01 |
| HERO Funding Trust | Long | ABS-other | US | $376K | – | 0.01 |
| HERO Funding Trust | Long | ABS-other | US | $183K | – | 0.00 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $4M | – | 0.09 |
| Hestia Re Ltd | Long | Debt | BM | $1M | – | 0.03 |
| HIFI A2 (HI-FI MUSIC IP ISSUER II L.P) | Long | ABS-other | CA | $4M | – | 0.08 |
| High Street Funding Trust I (HIGH STREET FNDG TRUST I) | Long | Debt | US | $2M | – | 0.04 |
| Highwoods Realty LP | Long | Debt | US | $3M | – | 0.06 |
| Highwoods Realty LP | Long | Debt | US | $677K | – | 0.01 |
| Highwoods Realty LP | Long | Debt | US | $641K | – | 0.01 |
| Highwoods Realty LP | Long | Debt | US | $356K | – | 0.01 |
| Hilcorp Energy I LP (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $3M | – | 0.07 |
| Hilcorp Energy I LP (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $966K | – | 0.02 |
| Hilcorp Energy I LP (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $435K | – | 0.01 |
| Hilcorp Energy I LP (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $429K | – | 0.01 |
| Hilton Domestic Operating Co, Inc (Hilton Domestic Operating Co Inc) | Long | Debt | US | $3M | – | 0.06 |
| Hilton Domestic Operating Co, Inc | Long | Debt | US | $2M | – | 0.04 |
| Hilton Domestic Operating Co, Inc | Long | Debt | US | $149K | – | 0.00 |
| Hilton Grand Vacations Borrower Escrow LLC (Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc) | Long | Debt | US | $2M | – | 0.05 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $846K | – | 0.02 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $335K | – | 0.01 |
| Hologic, Inc (HOLOGIC INC) | Long | Debt | US | $3M | – | 0.07 |
| Home Depot, Inc (Home Depot Inc/The) | Long | Debt | US | $3M | – | 0.07 |
| Home Equity Asset Trust | Long | ABS-other | US | $20K | – | 0.00 |
| Honduras Government International Bond | Long | Debt | HN | $1M | – | 0.02 |
| Honeywell International, Inc (Honeywell International Inc) | Long | Debt | US | $4M | – | 0.08 |
| Hong Kong Government International Bond | Long | Debt | HK | $2M | – | 0.05 |
| Horizon Aircraft Finance II Ltd (Horizon Aircraft Finance II LL) | Long | ABS-other | KY | $1M | – | 0.03 |
| Horizon Aircraft Finance III Ltd | Long | ABS-other | KY | $6M | – | 0.13 |
| Howden UK Refinance plc (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $541K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $5M | – | 0.11 |
| HSBC Holdings plc | Long | Debt | GB | $4M | – | 0.09 |
| HSBC Holdings plc | Long | Debt | GB | $4M | – | 0.08 |
| HSBC Holdings plc | Long | Debt | GB | $2M | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $2M | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.03 |
| HTL Commercial Mortgage Trust (HTL Commercial Mortgage Trust 2024-T53) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| HUB International Ltd | Long | Debt | US | $3M | – | 0.06 |
| HUB International Ltd | Long | Loan | US | $328K | – | 0.01 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Hudson Yards Mortgage Trust | Long | ABS-mortgage backed security | US | $813K | – | 0.02 |
| Humana, Inc (HUMANA INC) | Long | Debt | US | $2M | – | 0.03 |
| Humana, Inc (HUMANA INC) | Long | Debt | US | $814K | – | 0.02 |
| Hungary Government International Bond (HUNGARY GOVERNMENT BOND) | Long | Debt | HU | $891K | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $723K | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $712K | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $336K | – | 0.01 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $839K | – | 0.02 |
| Huntington Bancshares, Inc | Long | Debt | US | $4M | – | 0.08 |
| Husky Injection Molding Systems Ltd (Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC) | Long | Debt | CA | $1M | – | 0.03 |
| Icahn Enterprises LP (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $3M | – | 0.07 |
| Icahn Enterprises LP (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $868K | – | 0.02 |
| ICBC Standard Bank plc | Long | Debt | GB | $1M | – | 0.03 |
| ICU Medical, Inc (ICU MEDICAL INC) | Long | Loan | US | $2M | – | 0.04 |
| IHO Verwaltungs GmbH | Long | Debt | DE | $2M | – | 0.05 |
| Iliad Holding SASU | Long | Debt | FR | $2M | – | 0.04 |
| Iliad Holding SASU | Long | Debt | FR | $886K | – | 0.02 |
| Iliad Holding SASU | Long | Debt | FR | $876K | – | 0.02 |
| Imola Merger Corp | Long | Debt | US | $4M | – | 0.08 |
| Impac CMB Trust | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.01 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-collateralized bond/debt obligation | US | $378K | – | 0.01 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $3M | – | 0.05 |
| Indiana Michigan Power Co | Long | Debt | US | $751K | – | 0.02 |
| Indiana Michigan Power Co | Long | Debt | US | $552K | – | 0.01 |
| Indika Energy Tbk PT | Long | Debt | ID | $2M | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $202K | – | 0.00 |
| Industrial DPR Funding Ltd (INDUSTRIAL DPR FUNDING LTD.) | Long | ABS-other | KY | $3M | – | 0.05 |
| INEOS US Petrochem LLC | Long | Loan | US | $956K | – | 0.02 |
| Informatica LLC | Long | Loan | US | $835K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $6M | – | 0.12 |
| ING Groep NV | Long | Debt | NL | $1M | – | 0.02 |
| Ingram Micro, Inc (Ingram Micro Inc) | Long | Loan | US | $238K | – | 0.01 |
| Instructure Holdings, Inc (INSTRUCTURE HOLDINGS INC) | Long | Loan | US | $2M | – | 0.04 |
| Intel Corp | Long | Debt | US | $761K | – | 0.02 |
| Intercorp Financial Services, Inc (INTERCORP FIN SER INC) | Long | Debt | PA | $3M | – | 0.06 |
| International Bank for Reconstruction & Development | Long | Debt | $855K | – | 0.02 | |
| International Game Technology plc | Long | Debt | GB | $1M | – | 0.03 |
| International Game Technology plc | Long | Debt | GB | $389K | – | 0.01 |
| Inversiones CMPC S.A. (INVERSIONES CMPC SA) | Long | Debt | CL | $1M | – | 0.03 |
| Invitation Homes Trust | Long | ABS-other | US | $501K | – | 0.01 |
| Iraq Government International Bond (REPUBLIC OF IRAQ) | Long | Debt | IQ | $1M | – | 0.02 |
| IRB Holding Corp | Long | Loan | US | $476K | – | 0.01 |
| Iron Mountain, Inc (IRON MOUNTAIN INC) | Long | Debt | US | $4M | – | 0.08 |
| Israel Electric Corp Ltd | Long | Debt | IL | $2M | – | 0.04 |
| Israel Electric Corp Ltd | Long | Debt | IL | $1M | – | 0.02 |
| Israel Government International Bond | Long | Debt | IL | $1M | – | 0.03 |
| Ivory Coast Government International Bond | Long | Debt | CI | $1M | – | 0.03 |
| Ivory Coast Government International Bond | Long | Debt | CI | $112K | – | 0.00 |
| Ivory Coast Government International Bond (Step Bond) | Long | Debt | CI | $749K | – | 0.02 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $2M | – | 0.04 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $2M | – | 0.04 |
| Jazz Financing Lux Sarl | Long | Loan | LU | $6M | – | 0.12 |
| Johnson & Johnson | Long | Debt | US | $755K | – | 0.02 |
| Jonah Energy Abs I LLC (Jonah Energy LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $744K | – | 0.02 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $489K | – | 0.01 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $698K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $858K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $831K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $825K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $804K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $802K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $767K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $763K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $654K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $548K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $273K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $259K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $160K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $122K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-8) | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-7) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.00 |
| JP Morgan Mortgage Trust (JP Morgan Mortgage Trust 2021-1) | Long | ABS-collateralized bond/debt obligation | US | $68K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $59K | – | 0.00 |
| JP Morgan Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $932K | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $9M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $9M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $650K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $590K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $337K | – | 0.01 |
| JSM Global Sarl | Long | Debt | LU | $585K | – | 0.01 |
| Kallpa Generacion SA | Long | Debt | PE | $1M | – | 0.03 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $1M | – | 0.02 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $2M | – | 0.03 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.03 |
| Kennedy-Wilson, Inc (KENNEDY-WILSON INC) | Long | Debt | US | $1M | – | 0.03 |
| Kennedy-Wilson, Inc (KENNEDY-WILSON INC) | Long | Debt | US | $1M | – | 0.03 |
| Kenya Government International Bond (REPUBLIC OF KENYA) | Long | Debt | KE | $2M | – | 0.05 |
| KFC Holding Co | Long | Loan | US | $724K | – | 0.02 |
| Kimco Realty OP LLC | Long | Debt | US | $910K | – | 0.02 |
| Kimco Realty OP LLC | Long | Debt | US | $286K | – | 0.01 |
| Kinetik Holdings LP | Long | Debt | US | $2M | – | 0.04 |
| Kite Realty Group LP | Long | Debt | US | $2M | – | 0.05 |
| Kite Realty Group Trust | Long | Debt | US | $2M | – | 0.03 |
| Kloeckner Pentaplast of America, Inc | Long | Loan | US | $803K | – | 0.02 |
| Kodiak Gas Services LLC | Long | Debt | US | $1M | – | 0.02 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $531K | – | 0.01 |
| Korea Southern Power Co Ltd | Long | Debt | KR | $2M | – | 0.05 |
| Kosmos Energy Ltd | Long | Debt | US | $1M | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.03 |
| Kroger Co | Long | Debt | US | $1M | – | 0.02 |
| Kronos Acquisition Holdings, Inc | Long | Loan | US | $2M | – | 0.05 |
| Kronos Acquisition Holdings, Inc | Long | Loan | US | $2M | – | 0.04 |
| L3Harris Technologies, Inc (L3HARRIS TECH INC) | Long | Debt | US | $3M | – | 0.06 |
| Lamar Media Corp | Long | Debt | US | $3M | – | 0.06 |
| Lamar Media Corp | Long | Debt | US | $1M | – | 0.03 |
| Lamar Media Corp | Long | Debt | US | $907K | – | 0.02 |
| Lamar Media Corp | Long | Debt | US | $726K | – | 0.02 |
| LCM Investments Holdings II LLC | Long | Debt | US | $824K | – | 0.02 |
| LCM Investments Holdings II LLC | Long | Debt | US | $748K | – | 0.02 |
| LCPR Senior Secured Financing DAC (LCPR SR SECURED FIN DAC) | Long | Debt | IE | $1M | – | 0.02 |
| Legg Mason, Inc (LEGG MASON INC) | Long | Debt | US | $425K | – | 0.01 |
| Lenovo Group Ltd | Long | Debt | HK | $1M | – | 0.03 |
| Level 3 Financing, Inc (LEVEL 3 FINANCING INC) | Long | Debt | US | $5M | – | 0.11 |
| Leviathan Bond Ltd | Long | Debt | IL | $992K | – | 0.02 |
| Liberty Costa Rica Senior Secured Finance (LIBERTY COSTA RICA SR SF) | Long | Debt | KY | $2M | – | 0.03 |
| Liberty Mutual Group, Inc (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $1M | – | 0.03 |
| Liberty Mutual Group, Inc (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $1M | – | 0.03 |
| Liberty Street Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Life Time, Inc (Life Time Inc) | Long | Loan | US | $648K | – | 0.01 |
| Light & Wonder International, Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $362K | – | 0.01 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $600K | – | 0.01 |
| Lions Gate Capital Holdings LLC | Long | Loan | US | $263K | – | 0.01 |
| Lithia Motors, Inc (LITHIA MOTORS INC) | Long | Debt | US | $2M | – | 0.04 |
| Live Nation Entertainment, Inc | Long | Debt | US | $3M | – | 0.05 |
| Lloyds Banking Group plc | Long | Debt | GB | $5M | – | 0.11 |
| Lockheed Martin Corp | Long | Debt | US | $1M | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $63K | – | 0.00 |
| Lowe's Cos, Inc (LOWE'S COS INC) | Long | Debt | US | $3M | – | 0.06 |
| LS Group OpCo Acquistion LLC | Long | Loan | US | $517K | – | 0.01 |
| Lunar Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $2M | – | 0.05 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $3M | – | 0.07 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $2M | – | 0.05 |
| Madison Park Funding XXXVI Ltd (Madison Park Funding Ltd) | Long | ABS-other | KY | $1M | – | 0.02 |
| Magic Mergeco, Inc (MICHAELS COS INC/THE) | Long | Debt | US | $2M | – | 0.03 |
| Magnetite XXIII Ltd (Magnetite CLO Ltd) | Long | ABS-other | KY | $4M | – | 0.07 |
| Magnetite XXIII Ltd (Magnetite CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.02 |
| Magyar Export-Import Bank Zrt | Long | Debt | HU | $446K | – | 0.01 |
| Malaysia Government Bond | Long | Debt | MY | $306K | – | 0.01 |
| Marathon Oil Corp | Long | Debt | US | $5M | – | 0.11 |
| Marathon Petroleum Corp | Long | Debt | US | $4M | – | 0.08 |
| Marathon Petroleum Corp | Long | Debt | US | $2M | – | 0.04 |
| Marathon Petroleum Corp | Long | Debt | US | $1M | – | 0.03 |
| MARB BondCo plc | Long | Debt | GB | $2M | – | 0.04 |
| Marriott Ownership Resorts, Inc | Long | Debt | US | $391K | – | 0.01 |
| Master Alternative Loan Trust (MASTR Alternative Loans Trust) | Long | ABS-collateralized bond/debt obligation | US | $286K | – | 0.01 |
| Masterbrand, Inc (Masterbrand Inc) | Long | Debt | US | $602K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Loan | US | $450K | – | 0.01 |
| Matterhorn Re Ltd | Long | Debt | BM | $480K | – | 0.01 |
| McKesson Corp | Long | Debt | US | $1M | – | 0.02 |
| Medco Maple Tree Pte Ltd | Long | Debt | SG | $2M | – | 0.03 |
| Medline Borrower LP | Long | Loan | US | $3M | – | 0.05 |
| Merck & Co, Inc (MERCK & CO INC) | Long | Debt | US | $828K | – | 0.02 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $4M | – | 0.08 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $569K | – | 0.01 |
| MetLife, Inc (METLIFE INC) | Long | Debt | US | $254K | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $909K | – | 0.02 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $789K | – | 0.02 |
| Mexico Government International Bond | Long | Debt | MX | $2M | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.04 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.04 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $548K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $462K | – | 0.01 |
| Mexico Remittances Funding Fiduciary Estate Management Sarl (MX REMIT FUND FIDUC EST) | Long | Debt | LU | $2M | – | 0.04 |
| MGM China Holdings Ltd | Long | Debt | KY | $201K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $3M | – | 0.06 |
| Microsoft Corp | Long | Debt | US | $1M | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $911K | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $847K | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $725K | – | 0.02 |
| Mid-America Apartments LP | Long | Debt | US | $3M | – | 0.07 |
| Mid-America Apartments LP | Long | Debt | US | $1M | – | 0.03 |
| Mid-America Apartments LP | Long | Debt | US | $834K | – | 0.02 |
| Mid-America Apartments LP | Long | Debt | US | $619K | – | 0.01 |
| Mid-State Capital Trust (Mid-State Trust) | Long | ABS-other | US | $288K | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $1M | – | 0.02 |
| MidAmerican Energy Co | Long | Debt | US | $733K | – | 0.02 |
| Midwest Connector Capital Co LLC | Long | Debt | US | $471K | – | 0.01 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $291K | – | 0.01 |
| Millicom International Cellular S.A. (Millicom International Cellular SA) | Long | Debt | LU | $1M | – | 0.02 |
| Millicom International Cellular S.A. (MILLICOM INTL CELLULAR) | Long | Debt | LU | $1M | – | 0.02 |
| Minejesa Capital BV | Long | Debt | NL | $1M | – | 0.03 |
| Minejesa Capital BV | Long | Debt | NL | $901K | – | 0.02 |
| Mineral Resources Ltd | Long | Debt | AU | $2M | – | 0.04 |
| Mineral Resources Ltd | Long | Debt | AU | $1M | – | 0.03 |
| Misc Capital Two Labuan Ltd | Long | Debt | MY | $2M | – | 0.05 |
| MITER BRAND (Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC) | Long | Debt | US | $282K | – | 0.01 |
| Mitsubishi UFJ Financial Group, Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $2M | – | 0.04 |
| Mizrahi Tefahot Bank Ltd | Long | Debt | IL | $3M | – | 0.06 |
| MLN US Holdco LLC | Long | Loan | US | $48K | – | 0.00 |
| MLN US Holdco LLC | Long | Loan | US | $44K | – | 0.00 |
| Mongolia Government International Bond (MONGOLIA INTL BOND) | Long | Debt | MN | $484K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.08 |
| Morgan Stanley | Long | Equity-preferred | US | $4M | 139K | 0.08 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.03 |
| Morgan Stanley | Long | Equity-preferred | US | $869K | 35K | 0.02 |
| Morgan Stanley | Long | Debt | US | $553K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $841K | – | 0.02 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $782K | – | 0.02 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $2M | – | 0.05 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $824K | – | 0.02 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $360K | – | 0.01 |
| Motion Finco Sarl | Long | Loan | LU | $2M | – | 0.04 |
| MPLX LP | Long | Debt | US | $6M | – | 0.13 |
| MPLX LP | Long | Debt | US | $2M | – | 0.05 |
| MPLX LP | Long | Debt | US | $1M | – | 0.03 |
| MPT Operating Partnership LP (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $2M | – | 0.05 |
| MRCD Mortgage Trust | Long | ABS-mortgage backed security | US | $953K | – | 0.02 |
| MSCG Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| MSCG Trust | Long | ABS-mortgage backed security | US | $711K | – | 0.02 |
| Murphy Oil Corp | Long | Debt | US | $2M | – | 0.03 |
| MVW LLC (MVW Owner Trust) | Long | ABS-other | US | $719K | – | 0.02 |
| MVW Owner Trust | Long | ABS-other | US | $434K | – | 0.01 |
| MVW Owner Trust | Long | ABS-other | US | $412K | – | 0.01 |
| Myers Park CLO Ltd | Long | ABS-other | KY | $2M | – | 0.04 |
| National Retail Properties, Inc (NNN REIT INC) | Long | Debt | US | $576K | – | 0.01 |
| National Retail Properties, Inc (NNN REIT INC) | Long | Debt | US | $539K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Natixis Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Natwest Group plc | Long | Debt | GB | $3M | – | 0.06 |
| Navient Corp | Long | Debt | US | $2M | – | 0.04 |
| NBC Funding LLC | Long | ABS-other | US | $1M | – | 0.03 |
| NBK SPC Ltd | Long | Debt | AE | $3M | – | 0.06 |
| NBK Tier Financing Ltd (NBK TIER 1 FNC LTD) | Long | Debt | AE | $3M | – | 0.06 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $989K | – | 0.02 |
| Nemak SAB de C.V. (NEMAK SAB DE CV) | Long | Debt | MX | $774K | – | 0.02 |
| Nevada Power Co | Long | Debt | US | $973K | – | 0.02 |
| New Residential Mortgage Loan Trust (New Residential Mortgage Loan Trust 2022-INV1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| New Residential Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $329K | – | 0.01 |
| New York Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.00 |
| Newell Brands, Inc (NEWELL BRANDS INC) | Long | Debt | US | $1M | – | 0.02 |
| News Corp | Long | Debt | US | $759K | – | 0.02 |
| Nexa Resources S.A. (Nexa Resources SA) | Long | Debt | LU | $610K | – | 0.01 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $49K | – | 0.00 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $1M | – | 0.02 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $797K | – | 0.02 |
| NiSource, Inc (NISOURCE INC) | Long | Debt | US | $6M | – | 0.14 |
| NLT Trust (NMLT Trust) | Long | ABS-collateralized bond/debt obligation | US | $447K | – | 0.01 |
| NNN REIT, Inc (NNN REIT INC) | Long | Debt | US | $647K | – | 0.01 |
| Northern States Power Co (NORTHERN STATES PWR-MINN) | Long | Debt | US | $1M | – | 0.02 |
| Northern Trust Corp | Long | Debt | US | $2M | – | 0.05 |
| Northern Trust Corp | Long | Debt | US | $1M | – | 0.02 |
| Northrop Grumman Corp | Long | Debt | US | $2M | – | 0.04 |
| NRG Energy, Inc (NRG ENERGY INC) | Long | Debt | US | $2M | – | 0.04 |
| NRG Energy, Inc (NRG ENERGY INC) | Long | Debt | US | $1M | – | 0.03 |
| NRTH Mortgage Trust (NRTH 2024-PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| NSTAR Electric Co | Long | Debt | US | $472K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $2M | – | 0.05 |
| NVIDIA Corp | Long | Debt | US | $3M | – | 0.06 |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $1M | – | 0.03 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $1M | – | 0.02 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $1M | – | 0.02 | |
| NXP BV (NXP BV/NXP FDG/NXP USA) | Long | Debt | $657K | – | 0.01 | |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $2M | – | 0.04 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $1M | – | 0.03 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $1M | – | 0.02 |
| O'Reilly Automotive, Inc (O'REILLY AUTOMOTIVE INC) | Long | Debt | US | $765K | – | 0.02 |
| Oak Street Investment Grade Net Lease Fund Series | Long | ABS-other | US | $894K | – | 0.02 |
| OBX (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| OBX Trust (OBX 2022-J2 Trust) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $274K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $798K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $324K | – | 0.01 |
| Oceanview Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Oceanview Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $946K | – | 0.02 |
| OCI NV | Long | Debt | NL | $2M | – | 0.04 |
| OCP S.A. (OCP SA) | Long | Debt | MA | $1M | – | 0.02 |
| OCP S.A. (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $947K | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| Olin Corp | Long | Debt | US | $2M | – | 0.04 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $2M | – | 0.04 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $524K | – | 0.01 |
| One Bryant Park Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| OneMain Finance Corp | Long | Debt | US | $1M | – | 0.03 |
| ONEOK, Inc (ONEOK INC) | Long | Debt | US | $1M | – | 0.03 |
| Onex TSG Intermediate Corp | Long | Loan | US | $2M | – | 0.04 |
| Onslow Bay Mortgage Loan Trust (Onslow Bay Financial LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| OPEC Fund for International Development (OPEC FUND FOR INTL DEV) | Long | Debt | $3M | – | 0.06 | |
| Open Text Corp | Long | Loan | CA | $3M | – | 0.06 |
| Open Text Corp | Long | Debt | CA | $3M | – | 0.05 |
| Open Text Corp | Long | Debt | CA | $586K | – | 0.01 |
| Open Text Holdings, Inc (OPEN TEXT HOLDINGS INC) | Long | Debt | US | $496K | – | 0.01 |
| OPEN Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Oracle Corp | Long | Debt | US | $5M | – | 0.11 |
| Oracle Corp | Long | Debt | US | $4M | – | 0.09 |
| Orange S.A. (ORANGE SA) | Long | Debt | FR | $353K | – | 0.01 |
| Orbia Advance Corp SAB de C.V. | Long | Debt | MX | $2M | – | 0.04 |
| Organon & Co | Long | Loan | US | $3M | – | 0.05 |
| Organon Finance LLC (ORGANON & CO/ORG) | Long | Debt | US | $3M | – | 0.06 |
| Organon Finance LLC (ORGANON & CO/ORG) | Long | Debt | US | $2M | – | 0.04 |
| Oryx Midstream Services Permian Basin LLC | Long | Loan | US | $740K | – | 0.02 |
| Palmer Square CLO Ltd | Long | ABS-other | KY | $3M | – | 0.05 |
| Palmer Square CLO Ltd | Long | ABS-other | KY | $1M | – | 0.02 |
| Panama Bonos del Tesoro | Long | Debt | PA | $1M | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $1M | – | 0.03 |
| Panther Escrow Issuer LLC | Long | Debt | US | $3M | – | 0.07 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $1M | – | 0.03 |
| Paraguay Government International Bond | Long | Debt | PY | $502K | – | 0.01 |
| Paramount Global | Long | Debt | US | $3M | – | 0.07 |
| Parkland Corp | Long | Debt | CA | $2M | – | 0.04 |
| Parkland Corp | Long | Debt | CA | $1M | – | 0.02 |
| Pattern Energy Operations LP (PATTERN ENERGY OP LP/PAT) | Long | Debt | US | $555K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $1M | – | 0.03 |
| PECO Energy Co | Long | Debt | US | $543K | – | 0.01 |
| Penn National Gaming, Inc (PENN NATIONAL GAMING INC) | Long | Loan | US | $305K | – | 0.01 |
| PennyMac Financial Services, Inc (PennyMac Financial Services Inc) | Long | Debt | US | $361K | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $1M | – | 0.03 |
| Perrigo Investments LLC | Long | Loan | US | $292K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $4M | – | 0.08 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $2M | – | 0.04 |
| Petra Diamonds Ltd | Long | Equity-common | GB | $211K | 416K | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.04 |
| PetSmart LLC (PETSMART INC) | Long | Loan | US | $1M | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $10M | – | 0.22 |
| Philip Morris International, Inc (Philip Morris International Inc) | Long | Debt | US | $4M | – | 0.08 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $3M | – | 0.05 |
| Phillips 66 | Long | Debt | US | $2M | – | 0.05 |
| Phillips 66 | Long | Debt | US | $948K | – | 0.02 |
| Phillips 66 Co | Long | Debt | US | $610K | – | 0.01 |
| Phoenix Guarantor, Inc (Phoenix Guarantor Inc) | Long | Loan | US | $2M | – | 0.05 |
| Phoenix Newco, Inc (PHOENIX NEWCO INC) | Long | Loan | US | $3M | – | 0.07 |
| PKHL Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| PNC Financial Services Group, Inc | Long | Debt | US | $5M | – | 0.10 |
| PNC Financial Services Group, Inc | Long | Debt | US | $3M | – | 0.07 |
| Post Holdings, Inc (Post Holdings Inc) | Long | Debt | US | $681K | – | 0.01 |
| Potomac Electric Power Co | Long | Debt | US | $63K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $2M | – | 0.05 |
| Presidio Holdings, Inc (PRESIDIO HOLDING INC) | Long | Loan | US | $0.01 | – | 0.00 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $3M | – | 0.06 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $3M | – | 0.06 |
| Prime Security Services Borrower LLC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $1M | – | 0.02 |
| Prime Security Services Borrower LLC | Long | Loan | US | $824K | – | 0.02 |
| Primo Water Holdings, Inc (PRIMO WATER HOLDINGS INC) | Long | Debt | US | $1M | – | 0.03 |
| Principal Financial Group, Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $418K | – | 0.01 |
| Progress Residential Trust | Long | ABS-other | US | $531K | – | 0.01 |
| ProLogis LP | Long | Debt | US | $562K | – | 0.01 |
| Promigas S.A. ESP (PROMIGAS/GASES PACIFICO) | Long | Debt | $2M | – | 0.05 | |
| Prosus NV | Long | Debt | NL | $1M | – | 0.03 |
| Provincia de Buenos Aires (Step Bond) | Long | Debt | AR | $742K | – | 0.02 |
| Prudential Financial, Inc (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $4M | – | 0.08 |
| Prudential Financial, Inc (Prudential Financial Inc) | Long | Debt | US | $2M | – | 0.05 |
| Prudential Financial, Inc (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $384K | – | 0.01 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $1M | – | 0.02 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $482K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $4M | – | 0.08 |
| Public Service Electric and Gas Co | Long | Debt | US | $2M | – | 0.04 |
| Purewest Funding LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Quikrete Holdings, Inc (Quikrete Holdings Inc) | Long | Loan | US | $337K | – | 0.01 |
| Rackspace Finance LLC | Long | Loan | US | $171K | – | 0.00 |
| Rackspace Finance LLC | Long | Loan | US | $82K | – | 0.00 |
| Raytheon Technologies Corp (RTX CORP) | Long | Debt | US | $4M | – | 0.09 |
| Raytheon Technologies Corp (RTX Corp) | Long | Debt | US | $3M | – | 0.07 |
| Raytheon Technologies Corp (RTX CORP) | Long | Debt | US | $922K | – | 0.02 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| RCKT Mortgage Trust (RCKT Mortgage Trust 2021-4) | Long | ABS-collateralized bond/debt obligation | US | $807K | – | 0.02 |
| RealPage, Inc (REALPAGE INC) | Long | Loan | US | $450K | – | 0.01 |
| Regency Centers LP | Long | Debt | US | $1M | – | 0.03 |
| Regency Centers LP | Long | Debt | US | $855K | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $408K | – | 0.01 |
| Reinsurance Group of America, Inc (Reinsurance Group of America Inc) | Long | Debt | US | $3M | – | 0.07 |
| Reinsurance Group of America, Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $984K | – | 0.02 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $4M | – | 0.08 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $959K | – | 0.02 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $429K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $3M | – | 0.07 |
| Republic of Poland Government International Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $961K | – | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $1M | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $903K | – | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $380K | – | 0.01 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $1M | – | 0.02 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $477K | – | 0.01 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $710.7 | – | 0.00 |
| Republic Services, Inc (REPUBLIC SERVICES INC) | Long | Debt | US | $1M | – | 0.03 |
| Residential Reinsurance 2021 Ltd (RESIDENTIAL RE 21 LTD) | Long | ABS-other | KY | $480K | – | 0.01 |
| Residential Reinsurance 2021 Ltd (RESIDENTIAL RE 21 LTD) | Long | ABS-other | KY | $475K | – | 0.01 |
| Resideo Funding, Inc (Resideo Funding Inc) | Long | Loan | US | $770K | – | 0.02 |
| Reynolds Group Holdings, Inc (PACTIV EVERGREEN GROUP) | Long | Loan | US | $671.11 | – | 0.00 |
| Rocket Mortgage LLC (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $2M | – | 0.04 |
| Romanian Government International Bond | Long | Debt | RO | $981K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $981K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $745K | – | 0.02 |
| Roper Technologies, Inc (ROPER TECHNOLOGIES INC) | Long | Debt | US | $3M | – | 0.07 |
| Roper Technologies, Inc (ROPER TECHNOLOGIES INC) | Long | Debt | US | $1M | – | 0.02 |
| Rumo Luxembourg Sarl | Long | Debt | LU | $3M | – | 0.06 |
| Rwanda International Government Bond (REPUBLIC OF RWANDA) | Long | Debt | RW | $3M | – | 0.05 |
| Ryan Specialty Group LLC (Ryan Specialty LLC) | Long | Loan | US | $1M | – | 0.03 |
| S&P Global, Inc (S&P GLOBAL INC) | Long | Debt | US | $2M | – | 0.04 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $5M | – | 0.11 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $3M | – | 0.07 |
| Salesforce, Inc (SALESFORCE INC) | Long | Debt | US | $2M | – | 0.05 |
| Sanders RE II Ltd | Long | ABS-other | BM | $2M | – | 0.05 |
| Sands China Ltd | Long | Debt | KY | $2M | – | 0.03 |
| Sasol Financing USA LLC | Long | Debt | US | $2M | – | 0.04 |
| Saudi Arabian Oil Co | Long | Debt | SA | $2M | – | 0.05 |
| Saudi Government International Bond | Long | Debt | SA | $2M | – | 0.04 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $1M | – | 0.03 |
| Scientific Games International, Inc (Scientific Games International Inc) | Long | Loan | US | $500K | – | 0.01 |
| Sealed Air Corp | Long | Debt | US | $1M | – | 0.03 |
| Sealed Air Corp (SEALED AIR/SEALED AIR US) | Long | Debt | US | $668K | – | 0.01 |
| Sealed Air Corp (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $618K | – | 0.01 |
| Sedgwick Claims Management Services, Inc (SEDGWICK CMS INC) | Long | Loan | US | $990K | – | 0.02 |
| Select Medical Corp | Long | Loan | US | $4M | – | 0.08 |
| Sempra | Long | Debt | US | $8M | – | 0.18 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $1M | – | 0.02 |
| Sensata Technologies BV | Long | Debt | NL | $895K | – | 0.02 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $986K | – | 0.02 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $471K | – | 0.01 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $126K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.00 |
| Sequoia Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| Serbia Government International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $978K | – | 0.02 |
| Settlement Fee Finance LLC | Long | ABS-other | US | $633K | – | 0.01 |
| Shellpoint Co-Originator Trust | Long | ABS-collateralized bond/debt obligation | US | $232K | – | 0.00 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $888K | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $115K | – | 0.00 |
| SierraCol Energy Andina LLC (SIERRACOL ENRGY ANDINA) | Long | Debt | US | $2M | – | 0.04 |
| Sirius XM Radio, Inc (SIRIUS XM RADIO INC) | Long | Debt | US | $2M | – | 0.05 |
| Sirius XM Radio, Inc (SIRIUS XM RADIO INC) | Long | Debt | US | $1M | – | 0.03 |
| Sirius XM Radio, Inc (SIRIUS XM RADIO INC) | Long | Debt | US | $555K | – | 0.01 |
| Sisecam UK plc | Long | Debt | GB | $4M | – | 0.08 |
| SITE Centers Corp | Long | Debt | US | $4M | – | 0.08 |
| SITE Centers Corp | Long | Debt | US | $645K | – | 0.01 |
| SITE Centers Corp | Long | Debt | US | $595K | – | 0.01 |
| Sitios Latinoamerica SAB de C.V. | Long | Debt | MX | $3M | – | 0.07 |
| Six Flags Entertainment Corp | Long | Debt | US | $2M | – | 0.04 |
| SkyMiles IP Ltd | Long | Loan | KY | $121K | – | 0.00 |
| SLG Office Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Sociedad Quimica y Minera de Chile S.A. | Long | Debt | CL | $2M | – | 0.04 |
| Societe Generale S.A. | Long | Debt | FR | $2M | – | 0.05 |
| Societe Generale S.A. (Societe Generale SA) | Long | Debt | FR | $1M | – | 0.03 |
| Solar Star Funding LLC | Long | Debt | US | $2M | – | 0.04 |
| SolarCity LMC (Solarcity LMC Series LLC) | Long | ABS-other | US | $164K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $515K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $319K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $73K | – | 0.00 |
| Spin Holdco, Inc (SPIN HOLDCO INC) | Long | Loan | US | $405K | – | 0.01 |
| Springleaf Finance Corp (ONEMAIN FINANCE CORP) | Long | Debt | US | $1M | – | 0.03 |
| SRAM LLC | Long | Loan | US | $298K | – | 0.01 |
| St. Marys Cement, Inc Canada (St Marys Cement Inc Canada) | Long | Debt | CA | $981K | – | 0.02 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $5M | – | 0.12 |
| Standard Industries, Inc (STANDARD INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.05 |
| START Ireland (Start Ltd.) | Long | ABS-other | BM | $2M | – | 0.05 |
| State of Israel | Long | Debt | IL | $2M | – | 0.03 |
| State Street Corp | Long | Debt | US | $4M | – | 0.08 |
| State Street Navigator Securities Lending Government Money Market Portfolio (STATE STR NAVIGATOR SECS L TR) | Long | Short-term investment vehicle | US | $56M | 56M | 1.19 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.34 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.24 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.17 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.15 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2023-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $539K | – | 0.01 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac STACR REMIC Trust 2023-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $302K | – | 0.01 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.00 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $208K | – | 0.00 |
| Structured Agency Credit Risk Debt Note (STACR) (Freddie Mac - STACR) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| Structured Asset Investment Loan Trust | Long | ABS-other | US | $91K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $10M | – | 0.22 |
| Sumitomo Mitsui Financial Group, Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.03 |
| SunCoke Energy, Inc (SUNCOKE ENERGY INC) | Long | Debt | US | $2M | – | 0.04 |
| Suncor Energy, Inc (SUNCOR ENERGY INC) | Long | Debt | CA | $486K | – | 0.01 |
| Sunoco Logistics Partners Operations LP (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.03 |
| Sunoco LP | Long | Debt | US | $2M | – | 0.05 |
| Sunoco LP (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $1M | – | 0.02 |
| Sunrise FinCo I BV (UPC BROADBAND FINCO BV) | Long | Debt | NL | $3M | – | 0.06 |
| Superior Plus LP (SUPERIOR PLUS/GEN PRTNR) | Long | Debt | CA | $505K | – | 0.01 |
| Surgery Center Holdings, Inc (Surgery Center Holdings Inc) | Long | Loan | US | $2M | – | 0.05 |
| Suzano Austria GmbH | Long | Debt | AT | $2M | – | 0.05 |
| Swiss Re Finance Luxembourg S.A. | Long | Debt | LU | $866K | – | 0.02 |
| SYSCO Corp (SYSCO CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| SYSCO Corp (SYSCO CORPORATION) | Long | Debt | US | $649K | – | 0.01 |
| SYSCO Corp | Long | Debt | US | $472K | – | 0.01 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $10M | – | 0.21 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $8M | – | 0.17 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $4M | – | 0.08 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.04 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $760K | – | 0.02 |
| T-Mobile USA, Inc (T-MOBILE USA INC) | Long | Debt | US | $537K | – | 0.01 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $5M | – | 0.11 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $4M | – | 0.09 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $4M | – | 0.09 |
| Talen Energy Supply LLC | Long | Debt | US | $3M | – | 0.06 |
| Talen Energy Supply LLC | Long | Loan | US | $3M | – | 0.05 |
| Talen Energy Supply LLC | Long | Loan | US | $540K | – | 0.01 |
| Targa Resources Partners LP (Targa Resources Corp) | Long | Debt | US | $3M | – | 0.06 |
| Targa Resources Partners LP | Long | Debt | US | $529K | – | 0.01 |
| TCW CLO Ltd (TCW CLO 2021-2, Ltd.) | Long | ABS-other | KY | $3M | – | 0.05 |
| Telecomunicaciones Digitales S.A. (CABLE ONDA SA) | Long | Debt | PA | $1M | – | 0.02 |
| Telefonica Emisiones S.A. (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $971K | – | 0.02 |
| Telefonica Moviles Chile S.A. | Long | Debt | CL | $2M | – | 0.05 |
| Tenet Healthcare Corp | Long | Debt | US | $5M | – | 0.11 |
| Tenet Healthcare Corp | Long | Debt | US | $3M | – | 0.07 |
| Tenet Healthcare Corp | Long | Debt | US | $357K | – | 0.01 |
| Tennessee Valley Authority (TVA) (Tennessee Valley Authority Discount Notes) | Long | Short-term investment vehicle | US | $5M | – | 0.11 |
| TerraForm Power Operating LLC | Long | Debt | US | $2M | – | 0.04 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $3M | – | 0.06 |
| Texas Instruments, Inc (TEXAS INSTRUMENTS INC) | Long | Debt | US | $419K | – | 0.01 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $2M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $1M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $348K | – | 0.01 |
| Titan Acquisition Ltd (Titan Acquisition Ltd/Canada) | Long | Loan | CA | $1M | – | 0.02 |
| TK Elevator US Newco, Inc (TK ELEVATOR MIDCO GMBH) | Long | Loan | US | $2K | – | 0.00 |
| Toronto-Dominion Bank | Long | Debt | CA | $452K | – | 0.01 |
| TotalEnergies Capital International S.A. (TOTALENERGIES CAP INTL) | Long | Debt | FR | $2M | – | 0.05 |
| TotalEnergies Capital S.A. (TotalEnergies Capital SA) | Long | Debt | FR | $1M | – | 0.03 |
| TotalEnergies Capital S.A. (TotalEnergies Capital SA) | Long | Debt | FR | $888K | – | 0.02 |
| Trane Technologies Luxembourg Finance S.A. | Long | Debt | IE | $2M | – | 0.04 |
| Trans Union LLC | Long | Loan | US | $3M | – | 0.06 |
| TransCanada Trust | Long | Debt | CA | $2M | – | 0.04 |
| TransDigm, Inc (TRANSDIGM INC) | Long | Debt | US | $2M | – | 0.03 |
| TransDigm, Inc (TRANSDIGM INC) | Long | Loan | US | $636K | – | 0.01 |
| Transnet SOC Ltd | Long | Debt | ZA | $2M | – | 0.04 |
| Transocean, Inc (TRANSOCEAN INC) | Long | Debt | KY | $1M | – | 0.02 |
| Tricon American Homes Trust | Long | ABS-other | US | $442K | – | 0.01 |
| TricorBraun Holdings, Inc (TRICORBRAUN HOLDINGS INC) | Long | Loan | US | $2M | – | 0.04 |
| Triton Water Holdings, Inc (TRITON WATER HOLDINGS IN) | Long | Loan | US | $306K | – | 0.01 |
| Tronox Finance LLC | Long | Loan | US | $293K | – | 0.01 |
| Tronox, Inc (TRONOX INC) | Long | Debt | US | $4M | – | 0.08 |
| Truist Financial Corp | Long | Debt | US | $5M | – | 0.10 |
| Truist Financial Corp | Long | Debt | US | $3M | – | 0.06 |
| Trust Fibra Uno | Long | Debt | MX | $2M | – | 0.05 |
| Turk Telekomunikasyon AS. | Long | Debt | TR | $2M | – | 0.03 |
| Turkiye Garanti Bankasi AS. | Long | Debt | TR | $2M | – | 0.05 |
| Turkiye Garanti Bankasi AS. | Long | Debt | TR | $687K | – | 0.01 |
| Turkiye Government International Bond | Long | Debt | TR | $2M | – | 0.03 |
| Turkiye Vakiflar Bankasi TAO | Long | Debt | TR | $999K | – | 0.02 |
| Tyco Electronics Group S.A. | Long | Debt | LU | $439K | – | 0.01 |
| UBS Group AG. | Long | Debt | CH | $6M | – | 0.12 |
| UBS Group AG. | Long | Debt | CH | $3M | – | 0.06 |
| UBS Group AG. | Long | Debt | CH | $2M | – | 0.05 |
| UBS Group AG. | Long | Debt | CH | $2M | – | 0.05 |
| UBS Group AG. | Long | Debt | CH | $2M | – | 0.04 |
| UBS Group AG. | Long | Debt | CH | $1M | – | 0.03 |
| UBS Group AG. | Long | Debt | CH | $459K | – | 0.01 |
| UEP Penonome II S.A. (UEP PENONOME II SA) | Long | Debt | PA | $1M | – | 0.03 |
| UKG, Inc (UKG Inc) | Long | Loan | US | $2M | – | 0.03 |
| Ukraine Government International Bond | Long | Debt | UA | $356K | – | 0.01 |
| Ulker Biskuvi Sanayi AS. | Long | Debt | TR | $2M | – | 0.04 |
| UltraTech Cement Ltd | Long | Debt | IN | $2M | – | 0.05 |
| Union Electric Co | Long | Debt | US | $2M | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $1M | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $1M | – | 0.03 |
| United Airlines Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | ABS-other | US | $3M | – | 0.07 |
| United Overseas Bank Ltd | Long | Debt | SG | $3M | – | 0.06 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $10M | – | 0.21 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $5M | – | 0.11 |
| United States Treasury Bill | Long | Short-term investment vehicle | US | $43K | – | 0.00 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $113M | – | 2.40 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $102M | – | 2.17 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $86M | – | 1.83 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $57M | – | 1.21 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $55M | – | 1.16 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $51M | – | 1.08 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $42M | – | 0.89 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $32M | – | 0.69 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $31M | – | 0.67 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $26M | – | 0.54 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $26M | – | 0.54 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.53 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $24M | – | 0.50 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $22M | – | 0.46 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $19M | – | 0.41 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.37 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $10M | – | 0.22 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.22 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $10M | – | 0.20 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 0.20 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $9M | – | 0.18 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $8M | – | 0.18 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.16 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $6M | – | 0.12 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.09 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.08 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.06 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.06 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.06 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.05 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.04 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.03 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.03 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.02 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $949K | – | 0.02 |
| United States Treasury Note (United States Treasury Note/Bond) | Long | Debt | US | $902K | – | 0.02 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $754K | – | 0.02 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $546K | – | 0.01 |
| United States Treasury Note (US TREASURY N/B) | Long | Debt | US | $362K | – | 0.01 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $3M | – | 0.06 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $2M | – | 0.05 |
| UnitedHealth Group, Inc (UNITEDHEALTH GROUP INC) | Long | Debt | US | $826K | – | 0.02 |
| Uniti Group LP (Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC) | Long | Debt | US | $734K | – | 0.02 |
| Uniti Group LP (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $734K | – | 0.02 |
| Univision Communications, Inc | Long | Debt | US | $1M | – | 0.02 |
| Univision Communications, Inc | Long | Loan | US | $216K | – | 0.00 |
| Uruguay Monetary Regulation Bill | Long | Short-term investment vehicle | UY | $489K | – | 0.01 |
| US Bancorp | Long | Debt | US | $2M | – | 0.04 |
| US Foods, Inc (US Foods Inc) | Long | Debt | US | $803K | – | 0.02 |
| USA Compression Partners LP (USA Compression Partners LP / USA Compression Finance Corp) | Long | Debt | US | $1M | – | 0.03 |
| USA Compression Partners LP (USA COM PART/USA COM FIN) | Long | Debt | US | $1M | – | 0.02 |
| USI, Inc (USI Inc/NY) | Long | Loan | US | $2M | – | 0.04 |
| USI, Inc (USI Inc/NY) | Long | Loan | US | $2M | – | 0.04 |
| Utz Quality Foods LLC | Long | Loan | US | $183K | – | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.04 |
| Venture Global LNG, Inc (Venture Global LNG Inc) | Long | Debt | US | $3M | – | 0.07 |
| Venture Global LNG, Inc (VENTURE GLOBAL LNG INC) | Long | Debt | US | $2M | – | 0.05 |
| Verisk Analytics, Inc (Verisk Analytics Inc) | Long | Debt | US | $2M | – | 0.04 |
| Verisk Analytics, Inc (VERISK ANALYTICS INC) | Long | Debt | US | $1M | – | 0.03 |
| Verisk Analytics, Inc (VERISK ANALYTICS INC) | Long | Debt | US | $54K | – | 0.00 |
| Verizon Communications, Inc | Long | Debt | US | $8M | – | 0.18 |
| Verizon Communications, Inc | Long | Debt | US | $7M | – | 0.14 |
| Verizon Communications, Inc | Long | Debt | US | $1M | – | 0.03 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.20 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $861K | – | 0.02 |
| Verus Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $331K | – | 0.01 |
| Vine (VR Funding LLC) | Long | ABS-other | US | $4M | – | 0.09 |
| Vine (VR Funding LLC) | Long | ABS-other | US | $1M | – | 0.03 |
| Virgin Islands Water & Power Authority-Electric System (VIRGIN ISLANDS WTR & PWR AUTH) | Long | Debt | US | $4M | – | 0.09 |
| Virgin Media Bristol LLC | Long | Loan | US | $2M | – | 0.04 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $618K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $575K | – | 0.01 |
| Visa, Inc (VISA INC) | Long | Debt | US | $401K | – | 0.01 |
| Vitality Re XII Ltd | Long | ABS-other | KY | $2M | – | 0.04 |
| Vitality Re XIV Ltd | Long | Debt | KY | $2M | – | 0.03 |
| Vitality Re XV Ltd | Long | Debt | KY | $2M | – | 0.04 |
| Vivint Colar Financing V LLC (VIVINT SOLAR FINANCING LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| Vmed O2 UK Financing I plc | Long | Debt | GB | $2M | – | 0.05 |
| VNDO Trust (VNO Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Vodafone Group plc | Long | Debt | GB | $5M | – | 0.11 |
| Vodafone Group plc | Long | Debt | GB | $2M | – | 0.05 |
| Vodafone Group plc | Long | Debt | GB | $2M | – | 0.04 |
| Voya Financial, Inc (VOYA FINANCIAL INC) | Long | Debt | US | $252K | – | 0.01 |
| VSE VOI Mortgage LLC | Long | ABS-other | US | $361K | – | 0.01 |
| VZ Secured Financing BV | Long | Debt | NL | $2M | – | 0.04 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $4M | – | 0.09 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $2M | – | 0.04 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $2M | – | 0.03 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $1M | – | 0.02 |
| Walmart, Inc (WALMART INC) | Long | Debt | US | $251K | – | 0.01 |
| Wand NewCo 3, Inc (Wand NewCo 3 Inc) | Long | Debt | US | $475K | – | 0.01 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $5M | – | 0.11 |
| Warnermedia Holdings, Inc (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $5M | – | 0.10 |
| Washington Mutual Mortgage Pass-Through Certificates Trust (Washington Mutual MSC Mortgage) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| Waste Management, Inc (WASTE MANAGEMENT INC) | Long | Debt | US | $508K | – | 0.01 |
| Weber-Stephen Products LLC | Long | Loan | US | $800K | – | 0.02 |
| Weibo Corp | Long | Debt | KY | $2M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.09 |
| Wells Fargo & Co | Long | Debt | US | $3M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.13 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $974K | – | 0.02 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $943K | – | 0.02 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $5M | – | 0.10 |
| Wendys Funding LLC | Long | ABS-other | US | $6M | – | 0.13 |
| WESCO Distribution, Inc (WESCO DISTRIBUTION INC) | Long | Debt | US | $738K | – | 0.02 |
| West Technology Group LLC (WEST TECHNOLOGY GRP LLC) | Long | Loan | US | $395K | – | 0.01 |
| WestJet Airlines Ltd (KESTREL BIDCO INC) | Long | Loan | CA | $233K | – | 0.00 |
| WFRBS Commercial Mortgage Trust (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Williams Cos, Inc (WILLIAMS COMPANIES INC) | Long | Debt | US | $3M | – | 0.07 |
| Williams Cos, Inc (WILLIAMS COMPANIES INC) | Long | Debt | US | $2M | – | 0.03 |
| Windsor Holdings III LLC | Long | Debt | US | $2M | – | 0.04 |
| WinWater Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $67K | – | 0.00 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $1M | – | 0.03 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $666K | – | 0.01 |
| WMB Holdings, Inc (WMB HOLDINGS INC) | Long | Loan | US | $1M | – | 0.03 |
| Wynn Macau Ltd | Long | Debt | KY | $422K | – | 0.01 |
| Xcel Energy, Inc (XCEL ENERGY INC) | Long | Debt | US | $187K | – | 0.00 |
| XPO, Inc (XPO INC) | Long | Debt | US | $4M | – | 0.08 |
| XPO, Inc (XPO LOGISTICS INC) | Long | Loan | US | $385K | – | 0.01 |
| Zambia Government International Bond | Long | Debt | ZM | $768K | – | 0.02 |
| Zambia Government International Bond | Long | Debt | ZM | $339K | – | 0.01 |
| Zekelman Industries, Inc (Zekelman Industries Inc) | Long | Loan | US | $1M | – | 0.03 |
| Zelis Payments Buyer, Inc (Zelis Payments Buyer Inc) | Long | Loan | US | $3M | – | 0.05 |
| ZF North America Capital, Inc (ZF North America Capital Inc) | Long | Debt | US | $4M | – | 0.08 |
| ZF North America Capital, Inc (ZF NA CAPITAL) | Long | Debt | US | $765K | – | 0.02 |
| Ziff Davis, Inc (ZIFF DAVIS INC) | Long | Debt | US | $1M | – | 0.03 |
Address
TIAA-CREF FUNDS
730 Third Avenue
New York
New York
10017-3206
United States of America
Websites
Directors
Terence J. Toth
John K. Nelson
Matthew Thornton III
Margaret L. Wolff
Robert L. Young
Amy B. R. Lacellotta
Joanne T. Medero
Albin F. Moschner
Thomas J. Kenny
Loren M. Starr
Joseph A. Boateng
Michael A. Forrester
Transfer Agents
SS&C Gids, Inc
Pricing Services
Thomson Reuters
Custodians
STATE STREET BANK AND TRUST CO.
CITIBANK N.A.
EUROCLEAR
Shareholder Servicing Agents
SS&C Gids, Inc
Admins
Teachers Advisors, LLC
Brokers
N/A