Columbia Funds Complex > Columbia Funds Series Trust I
Multi-Manager Total Return Bond Strategies Fund
$10.45B
Avg Monthly Net Assets
$14.47B
Total Assets
$1.45B
Total Liabilities
$13.02B
Net Assets
Multi-Manager Total Return Bond Strategies Fund is a Mutual Fund in Columbia Funds Series Trust I
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $10.45B.
On July 26th, 2024 it reported 3,746 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (6.6%), UNITED STATES TREASURY (2.7%) and UNITED STATES TREASURY (1.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional 3 Class | C000216709 | CTREX | |
| Institutional Class | C000179755 | CTRZX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC UNLIMITED L CO TLB 2.25 (1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)) | Long | Loan | CA | $404K | – | 0.00 |
| 1375209 BC LTD | Long | Debt | CA | $2M | – | 0.01 |
| 8TH AVENUE FOOD & PROV 1LN TL 3.75 (8TH AVENUE FOOD & PROVISIONS INC) | Long | Loan | US | $61K | – | 0.00 |
| ABBOTT LABORATORIES | Long | Debt | US | $120K | – | 0.00 |
| ABBSL_23-4A (AB BSL CLO LTD ABBSL_23-4) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| ABBVIE INC | Long | Debt | US | $6M | – | 0.05 |
| ABBVIE INC | Long | Debt | US | $4M | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.02 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $899K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $842K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $842K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $839K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $796K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $613K | – | 0.00 |
| ABBVIE INC | Long | Debt | US | $559K | – | 0.00 |
| ABN AMRO BANK NV | Long | Debt | NL | $7M | – | 0.05 |
| ABN AMRO BANK NV | Long | Debt | NL | $1M | – | 0.01 |
| ACAR_22-4 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| ACAR_23-3 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| ACAR_23-4 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ACE_06-OP1 (ACE SECURITIES CORP. ACE_06-OP1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| ACRISURE LLC TLB 6.28 | Long | Loan | US | $895K | – | 0.01 |
| ADAPTHEALTH LLC | Long | Debt | US | $2M | – | 0.01 |
| ADAPTHEALTH LLC | Long | Debt | US | $793K | – | 0.01 |
| ADIENT GLOBAL HOLDINGS LTD | Long | Debt | JE | $3M | – | 0.02 |
| ADOBE INC | Long | Debt | US | $1M | – | 0.01 |
| ADT SECURITY CORP | Long | Debt | US | $1M | – | 0.01 |
| ADTALEM GLOBAL EDUCATION INC | Long | Debt | US | $706K | – | 0.01 |
| ADTALEM GLOBAL EDUCATION TLB 4.5 (ADTALEM GLOBAL EDUCATION INC) | Long | Loan | US | $365K | – | 0.00 |
| AECOM | Long | Debt | US | $691K | – | 0.01 |
| AEP TEXAS CENTRAL CO (AEP TEXAS INC) | Long | Debt | US | $2M | – | 0.01 |
| AEP TEXAS CENTRAL CO (AEP TEXAS INC) | Long | Debt | US | $1M | – | 0.01 |
| AEP TEXAS INC | Long | Debt | US | $2M | – | 0.01 |
| AEP TRANSMISSION COMPANY LLC | Long | Debt | US | $657K | – | 0.01 |
| AERCAP IRELAND CAP DAC/AERCAP GLOB (AERCAP IRELAND CAPITAL DAC) | Long | Debt | IE | $5M | – | 0.04 |
| AERCAP IRELAND CAP/AERCAP GLOBAL (AERCAP IRELAND CAPITAL DAC) | Long | Debt | IE | $414K | – | 0.00 |
| AERCAP IRELAND CAPITAL DAC | Long | Debt | IE | $2M | – | 0.01 |
| AES CORPORATION (THE) | Long | Debt | US | $3M | – | 0.02 |
| AES CORPORATION (THE) | Long | Debt | US | $1M | – | 0.01 |
| AES CORPORATION (THE) | Long | Debt | US | $1M | – | 0.01 |
| AES CORPORATION (THE) | Long | Debt | US | $619K | – | 0.00 |
| AES PANAMA GENERATION HOLDINGS SRL | Long | Debt | PA | $833K | – | 0.01 |
| AESOP_20-2A (AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| AESOP_23-3A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| AESOP_24-1A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| AESOP_24-1A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-mortgage backed security | US | $497K | – | 0.00 |
| AETNA INC | Long | Debt | US | $629K | – | 0.00 |
| AFFRM_23-A (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AFFRM_23-X1 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-mortgage backed security | US | $709K | – | 0.01 |
| AFFRM_24-A (AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| AGCO CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| AGCO CORPORATION | Long | Debt | US | $698K | – | 0.01 |
| AGL_21-11A (AGL CLO 11 LTD AGL_21-11A) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| AGL_21-12A (AGL CLO LTD AGL_21-12A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| AGREE LP | Long | Debt | US | $2M | – | 0.01 |
| AHOLD FINANCE USA LLC | Long | Debt | US | $2M | – | 0.01 |
| AIB GROUP PLC | Long | Debt | IE | $4M | – | 0.03 |
| AIB GROUP PLC | Long | Debt | IE | $839K | – | 0.01 |
| AIG GLOBAL FUNDING (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $3M | – | 0.03 |
| AIGIM_19-2A (AIG CLO LTD AIGIM_19-2A) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| AIGIM_21-1A (AIG CLO AIGIM_21-1A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| AIGIM_21-2A (AIG CLO AIGIM_21-2) | Long | ABS-mortgage backed security | KY | $7M | – | 0.05 |
| AIMCO_20-11A (AIMCO CLO LTD AIMCO_20-11A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| AIR LEASE CORPORATION | Long | Debt | US | $3M | – | 0.02 |
| AIR LEASE CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| AIR LEASE CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| AIR LEASE CORPORATION | Long | Debt | US | $438K | – | 0.00 |
| AIR PRODUCTS AND CHEMICALS INC | Long | Debt | US | $886K | – | 0.01 |
| AIRCASTLE LTD | Long | Debt | BM | $3M | – | 0.02 |
| AIRCASTLE LTD | Long | Debt | BM | $2M | – | 0.01 |
| AIRCASTLE LTD | Long | Debt | BM | $1M | – | 0.01 |
| AJAXM_19-F (AJAX MORTGAGE LOAN TRUST AJAXM_19-F) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| AKER BP ASA | Long | Debt | NO | $6M | – | 0.05 |
| AKER BP ASA | Long | Debt | NO | $4M | – | 0.03 |
| AKER BP ASA | Long | Debt | NO | $1M | – | 0.01 |
| ALABAMA POWER COMPANY | Long | Debt | US | $680K | – | 0.01 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COMPANIES INC) | Long | Debt | US | $2M | – | 0.01 |
| ALFA DESARROLLO SPA (ALFA TRANSMISORA DE ENERGIA SA) | Long | Debt | CL | $3M | – | 0.02 |
| ALGONQUIN POWER & UTILITIES CORP | Long | Debt | CA | $949K | – | 0.01 |
| ALLEG_18-1A (ALLEGRO CLO VII LTD ALLEG_18-1A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.05 |
| ALLEGHANY CORPORATION | Long | Debt | US | $791K | – | 0.01 |
| ALLEGHANY CORPORATION | Long | Debt | US | $276K | – | 0.00 |
| ALLEGION US HOLDING CO INC | Long | Debt | US | $2M | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO/ALLIED FIN (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $1M | – | 0.01 |
| ALLIED UNIVERSAL HOLDCO/ALLIED FIN (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $76K | – | 0.00 |
| ALTA EQUIPMENT GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| ALTICE FRANCE HOLDING SA TLB14 5.5 | Long | Loan | LU | $261K | – | 0.00 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $540K | – | 0.00 |
| ALTRIA GROUP INC | Long | Debt | US | $3M | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| ALTRIA GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $1M | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $661K | – | 0.01 |
| AMCAR_20-1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-1) | Long | ABS-mortgage backed security | US | $897K | – | 0.01 |
| AMCAR_20-2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| AMCAR_21-2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMCAR_21-3 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| AMCAR_22-1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMCAR_22-2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMCAR_23-1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| AMCAR_23-2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| AMCAR_24-1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| AMCOR FLEXIBLES NORTH AMERICA INC | Long | Debt | US | $2M | – | 0.02 |
| AMCOR GROUP FINANCE PLC | Long | Debt | GB | $10M | – | 0.08 |
| AMENTUM (MAVERICK) TLB 4.0 (AMENTUM GOVERNMENT SERVICES HOLDINGS LLC) | Long | Loan | US | $308K | – | 0.00 |
| AMEREN CORP (AMEREN CORPORATION) | Long | Debt | US | $572K | – | 0.00 |
| AMEREN CORPORATION | Long | Debt | US | $3M | – | 0.02 |
| AMERICAN AIRLINES 16-2 AA PTT (AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS) | Long | Debt | US | $470K | – | 0.00 |
| AMERICAN AIRLINES 2015-2 CLASS AA (AMERICAN AIRLINES 2015-2 PASS THROUGH TRUSTS) | Long | Debt | US | $75K | – | 0.00 |
| AMERICAN AIRLINES 2016-1 CLASS AA (AMERICAN AIRLINES 2016-1 PASS THROUGH TRUSTS) | Long | Debt | US | $473K | – | 0.00 |
| AMERICAN AIRLINES 2017-2 AA PTT (AMERICAN AIRLINES 2017-2 PASS THROUGH TRUSTS) | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN AIRLINES INC (AMERICAN AIRLINES 2019-1 PASS THROUGH TRUST) | Long | Debt | US | $321K | – | 0.00 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $1M | – | 0.01 |
| AMERICAN ASSETS TRUST LP | Long | Debt | US | $3M | – | 0.02 |
| AMERICAN AXLE & MANUFACTURING INC | Long | Debt | US | $596K | – | 0.00 |
| AMERICAN AXLE & MANUFACTURING INC | Long | Debt | US | $424K | – | 0.00 |
| AMERICAN ELECTRIC POWER COMPANY (AMERICAN ELECTRIC POWER COMPANY INC.) | Long | Debt | US | $6M | – | 0.04 |
| AMERICAN ELECTRIC POWER COMPANY (AMERICAN ELECTRIC POWER COMPANY INC.) | Long | Debt | US | $3M | – | 0.02 |
| AMERICAN EXPRESS COMPANY | Long | Debt | US | $11M | – | 0.08 |
| AMERICAN EXPRESS COMPANY | Long | Debt | US | $2M | – | 0.02 |
| AMERICAN EXPRESS COMPANY | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN EXPRESS COMPANY | Long | Debt | US | $522K | – | 0.00 |
| AMERICAN HOMES 4 RENT (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $974K | – | 0.01 |
| AMERICAN HOMES 4 RENT (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $343K | – | 0.00 |
| AMERICAN HOMES 4 RENT LP | Long | Debt | US | $2M | – | 0.02 |
| AMERICAN HOMES 4 RENT LP | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN HOMES 4 RENT LP | Long | Debt | US | $300K | – | 0.00 |
| AMERICAN HONDA FINANCE CORPORATION | Long | Debt | US | $4M | – | 0.03 |
| AMERICAN HONDA FINANCE CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN HONDA FINANCE CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN HONDA FINANCE CORPORATION | Long | Debt | US | $821K | – | 0.01 |
| AMERICAN HONDA FINANCE CORPORATION | Long | Debt | US | $686K | – | 0.01 |
| AMERICAN HONDA FINANCE CORPORATION | Long | Debt | US | $202K | – | 0.00 |
| AMERICAN INTERNATIONAL GROUP INC | Long | Debt | US | $2M | – | 0.02 |
| AMERICAN INTERNATIONAL GROUP INC | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN INTERNATIONAL GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN INTERNATIONAL GROUP INC | Long | Debt | US | $33K | – | 0.00 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $7M | – | 0.05 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $4M | – | 0.03 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $4M | – | 0.03 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $654K | – | 0.01 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $386K | – | 0.00 |
| AMERICAN TRANSMISSION SYSTEMS INC | Long | Debt | US | $2M | – | 0.02 |
| AMERICAN TRANSMISSION SYSTEMS INC | Long | Debt | US | $419K | – | 0.00 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $854K | – | 0.01 |
| AMERIGAS FINANCE LLC/FIN CORP (AMERIGAS PARTNERS LP) | Long | Debt | US | $2M | – | 0.02 |
| AMGEN INC | Long | Debt | US | $5M | – | 0.03 |
| AMGEN INC | Long | Debt | US | $3M | – | 0.02 |
| AMGEN INC | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC | Long | Debt | US | $666K | – | 0.01 |
| AMGEN INC | Long | Debt | US | $273K | – | 0.00 |
| AMMC_23-26A (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMMC_24-28 (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-28) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| AMMC_24-30A (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-30) | Long | ABS-mortgage backed security | KY | $5M | – | 0.04 |
| AMMST_21-MF2 (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_21-MF2) | Long | ABS-mortgage backed security | US | $15M | – | 0.11 |
| AMN HEALTHCARE INC | Long | Debt | US | $2M | – | 0.01 |
| AMSTED INDUSTRIES INCORPORATED (AMSTED IND INC) | Long | Debt | US | $2M | – | 0.01 |
| AMWINS GROUP INC TLB 2.25 | Long | Loan | US | $2M | – | 0.01 |
| ANCESTRY.COM INC TLB 3.25 (ARCHES BUYER INC) | Long | Loan | US | $245K | – | 0.00 |
| ANCHC_16-8A (ANCHORAGE CAPITAL CLO LTD ANCHC_) | Long | ABS-mortgage backed security | KY | $12M | – | 0.09 |
| ANCHC_21-21A (ANCHORAGE CAPITAL CLO LTD ANCHC_21-21A) | Long | ABS-mortgage backed security | KY | $10M | – | 0.08 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $3M | – | 0.03 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $713K | – | 0.01 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $424K | – | 0.00 |
| ANGLOGOLD ASHANTI HOLDINGS PLC | Long | Debt | IM | $2M | – | 0.01 |
| ANHEUSER-BUSCH COS LLC / INBEV (ANHEUSER-BUSCH COMPANIES LLC) | Long | Debt | US | $6M | – | 0.05 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $6M | – | 0.04 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $796K | – | 0.01 |
| ANTARES HOLDINGS LP | Long | Debt | US | $4M | – | 0.03 |
| ANTERO MIDSTREAM PARTNERS/FIN (ANTERO MIDSTREAM PARTNERS LP) | Long | Debt | US | $1M | – | 0.01 |
| ANTERO MIDSTREAM PARTNERS/FIN (ANTERO MIDSTREAM PARTNERS LP / A) | Long | Debt | US | $1M | – | 0.01 |
| ANTERO RESOURCES CORP | Long | Debt | US | $617K | – | 0.00 |
| ANTOFAGASTA PLC | Long | Debt | GB | $2M | – | 0.01 |
| ANZ NEW ZEALAND INTL LTD/LONDON (ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)) | Long | Debt | GB | $5M | – | 0.04 |
| AOMT_22-6 (ANGEL OAK MORTGAGE TRUST AOMT_22-6) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.12 |
| AON CORP / AON GLOBAL HOLDINGS PLC | Long | Debt | US | $4M | – | 0.03 |
| AON NORTH AMERICA INC | Long | Debt | US | $4M | – | 0.03 |
| AON NORTH AMERICA INC | Long | Debt | US | $1M | – | 0.01 |
| APID_16-24A (APIDOS CLO APID_16-24A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| APID_16-25A (APIDOS CLO APID_16-25A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| APOLLO GLOBAL MANAGEMENT INC | Long | Debt | US | $2M | – | 0.02 |
| APPALACHIAN POWER CO | Long | Debt | US | $10M | – | 0.08 |
| APTIV PLC | Long | Debt | JE | $1M | – | 0.01 |
| AQFIT_20-AA (AQUA FINANCE TRUST AQFIT_20-AA) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| AQFIT_21-A (AQUA FINANCE TRUST AQFIT_21-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ARCH CAPITAL FINANCE LLC | Long | Debt | US | $875K | – | 0.01 |
| ARCLO_21-FL2 (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| ARCLO_21-FL3 (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL3) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| ARCLO_21-FL4 (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL4) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| ARCLO_21-FL4 (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL4) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC) | Long | Debt | IE | $2M | – | 0.01 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC) | Long | Debt | IE | $425K | – | 0.00 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC/ARD) | Long | Debt | IE | $192K | – | 0.00 |
| AREIT_22-CRE6 (AREIT LTD AREIT_22-CRE6) | Long | ABS-mortgage backed security | KY | $1M | – | 0.01 |
| AREIT_23-CRE8 (AREIT CRE TRUST AREIT_23-CRE8) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| AREIT_24-CRE9 (AREIT CRE TRUST AREIT_24-CRE9) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| ARES CAPITAL CORPORATION | Long | Debt | US | $3M | – | 0.02 |
| ARES CAPITAL CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| ARES FINANCE CO IV LLC | Long | Debt | US | $783K | – | 0.01 |
| ARES STRATEGIC INCOME FUND | Long | Debt | US | $3M | – | 0.02 |
| ARES_19-52A (ARES CLO LTD ARES_19-52) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| ARIZONA PUBLIC SERVICE COMPANY | Long | Debt | US | $6M | – | 0.04 |
| ARIZONA PUBLIC SERVICE COMPANY | Long | Debt | US | $283K | – | 0.00 |
| ARROW ELECTRONICS INC | Long | Debt | US | $5M | – | 0.04 |
| ARRW_22-1 (ARROYO MORTGAGE TRUST ARRW_22-1) | Long | ABS-collateralized bond/debt obligation | US | $771K | – | 0.01 |
| ARTERA SERVICES TLB 4.5 (ARTERA SERVICES LLC) | Long | Loan | US | $373K | – | 0.00 |
| ARTHUR J GALLAGHER & CO | Long | Debt | US | $4M | – | 0.03 |
| ARTHUR J GALLAGHER & CO | Long | Debt | US | $2M | – | 0.01 |
| ARTHUR J GALLAGHER & CO | Long | Debt | US | $486K | – | 0.00 |
| ARTHUR J GALLAGHER & CO | Long | Debt | US | $289K | – | 0.00 |
| ARTHUR J GALLAGHER & CO | Long | Debt | US | $157K | – | 0.00 |
| ARZ_24-BILT | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ASB BANK LTD | Long | Debt | NZ | $2M | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $2M | – | 0.01 |
| ASCENT RESOURCES UTICA HLDS/FIN (ASCENT RESOURCES UTICA HOLDINGS LLC) | Long | Debt | US | $3M | – | 0.02 |
| ASCENT RESOURCES UTICA/ARU FIN (ASCENT RESOURCES UTICA HOLDINGS LLC) | Long | Debt | US | $601K | – | 0.00 |
| ASCENT RESOURCES UTICA/ARU FIN (ASCENT RESOURCES UTICA HOLDINGS LLC) | Long | Debt | US | $188K | – | 0.00 |
| ASHTON WOODS USA LLC/FIN | Long | Debt | US | $2M | – | 0.01 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $2M | – | 0.02 |
| ASURION LLC TLB8 3.25 | Long | Loan | US | $885K | – | 0.01 |
| AT&T INC | Long | Debt | US | $6M | – | 0.04 |
| AT&T INC | Long | Debt | US | $3M | – | 0.02 |
| AT&T INC | Long | Debt | US | $3M | – | 0.02 |
| AT&T INC | Long | Debt | US | $3M | – | 0.02 |
| AT&T INC | Long | Debt | US | $511K | – | 0.00 |
| AT&T INC | Long | Debt | US | $314K | – | 0.00 |
| AT&T INC | Long | Debt | US | $155K | – | 0.00 |
| ATCLO_23-21A (ATLAS SENIOR LOAN FUND LTD ATCLO_23-21) | Long | ABS-mortgage backed security | JE | $8M | – | 0.06 |
| ATHENAHEALTH INC TLB 3.5 | Long | Loan | US | $1M | – | 0.01 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $4M | – | 0.03 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $4M | – | 0.03 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $3M | – | 0.02 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $1M | – | 0.01 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $1M | – | 0.01 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $283K | – | 0.00 |
| ATHENE HOLDING LTD | Long | Debt | US | $2M | – | 0.02 |
| ATLAS LUXCO 4 SARL/ALLIED UNIV | Long | Debt | LU | $2M | – | 0.01 |
| ATLAS LUXCO 4 SARL/ALLIED UNIV (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $894K | – | 0.01 |
| ATLASSIAN CORP | Long | Debt | US | $2M | – | 0.01 |
| AUTONATION INC | Long | Debt | US | $2M | – | 0.02 |
| AUTONATION INC | Long | Debt | US | $2M | – | 0.02 |
| AUTOZONE INC | Long | Debt | US | $937K | – | 0.01 |
| AUTOZONE INC | Long | Debt | US | $553K | – | 0.00 |
| AUTOZONE INC | Long | Debt | US | $398K | – | 0.00 |
| AVANGRID INC | Long | Debt | US | $2M | – | 0.01 |
| AVANGRID INC | Long | Debt | US | $605K | – | 0.00 |
| AVIATION CAPITAL GROUP LLC | Long | Debt | US | $1M | – | 0.01 |
| AVNET INC | Long | Debt | US | $904K | – | 0.01 |
| AVNET INC | Long | Debt | US | $760K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $3M | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $749K | – | 0.01 |
| AVOLON TLB6 2.5 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $573K | – | 0.00 |
| AWPT_17-6A (ELEVATION CLO LTD AWPT_17-6A) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| AWPT_21-12A (ELEVATION CLO LTD AWPT_21-12) | Long | ABS-mortgage backed security | US | $30M | – | 0.23 |
| AXALTA COATING SYSTEMS DUTCH HLD (AXALTA COATING SYSTEMS DUTCH HOL) | Long | Debt | NL | $684K | – | 0.01 |
| B&G FOODS INC | Long | Debt | US | $987K | – | 0.01 |
| B&G FOODS INC | Long | Debt | US | $759K | – | 0.01 |
| BABSN_18-4A (BABSON CLO LTD BABSN_18-4A) | Long | ABS-mortgage backed security | KY | $9M | – | 0.07 |
| BABSN_20-2A (BABSON CLO LTD BABSN_20-2A) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| BABSN_20-4A (BABSON CLO LTD BABSN_20-4A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.05 |
| BACARDI LTD | Long | Debt | BM | $950K | – | 0.01 |
| BAE SYSTEMS PLC | Long | Debt | GB | $2M | – | 0.01 |
| BAE SYSTEMS PLC | Long | Debt | GB | $622K | – | 0.00 |
| BAE SYSTEMS PLC | Long | Debt | GB | $530K | – | 0.00 |
| BAE SYSTEMS PLC | Long | Debt | GB | $370K | – | 0.00 |
| BAFC_06-3 (BANC OF AMERICA FUNDING CORPORATION BAFC_06-3) | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.00 |
| BAFC_06-3 (BANC OF AMERICA FUNDING CORPORATION BAFC_06-3) | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.00 |
| BAFC_06-D (BANC OF AMERICA FUNDING CORPORATION BAFC_06-D) | Long | ABS-collateralized bond/debt obligation | US | $519K | – | 0.00 |
| BAFC_07-C (BANC OF AMERICA FUNDING CORPORATION BAFC_07-C) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BAIN CAPITAL SPECIALTY FINANCE INC | Long | Debt | US | $3M | – | 0.02 |
| BALL CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| BALL CORPORATION | Long | Debt | US | $590K | – | 0.00 |
| BAMLL_19-BPR (BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_19-BPR) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Debt | ES | $6M | – | 0.05 |
| BANCO DO BRASIL SA | Long | Debt | BR | $2M | – | 0.01 |
| BANCO NACIONAL DE PANAMA | Long | Debt | PA | $671K | – | 0.01 |
| BANCO NACIONAL DE PANAMA | Long | Debt | PA | $460K | – | 0.00 |
| BANCO SANTANDER SA | Long | Debt | ES | $9M | – | 0.07 |
| BANCO SANTANDER SA | Long | Debt | ES | $3M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $32M | – | 0.24 |
| BANK OF AMERICA CORP | Long | Debt | US | $12M | – | 0.10 |
| BANK OF AMERICA CORP | Long | Debt | US | $10M | – | 0.08 |
| BANK OF AMERICA CORP | Long | Debt | US | $9M | – | 0.07 |
| BANK OF AMERICA CORP | Long | Debt | US | $7M | – | 0.06 |
| BANK OF AMERICA CORP | Long | Debt | US | $6M | – | 0.05 |
| BANK OF AMERICA CORP | Long | Debt | US | $5M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $4M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $3M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $3M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $786K | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $716K | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $639K | – | 0.00 |
| BANK OF AMERICA CORP | Long | Debt | US | $347K | – | 0.00 |
| BANK OF AMERICA NA | Long | Debt | US | $6M | – | 0.04 |
| BANK OF IRELAND (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $4M | – | 0.03 |
| BANK OF IRELAND GROUP PLC | Long | Debt | IE | $6M | – | 0.04 |
| BANK OF MONTREAL | Long | Debt | CA | $11M | – | 0.09 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $5M | – | 0.04 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $4M | – | 0.03 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $3M | – | 0.02 |
| BANK OF NEW ZEALAND | Long | Debt | NZ | $2M | – | 0.02 |
| BANK OF NOVA SCOTIA | Long | Debt | CA | $5M | – | 0.03 |
| BANK OF NOVA SCOTIA | Long | Debt | CA | $264K | – | 0.00 |
| BANK_17-BNK4 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK_17-BNK6 (BANK BANK_17-BNK6) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK_17-BNK8 (BANK BANK_17-BNK8) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| BANK_19-BN18 (BANK BANK_19-BN18) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK_19-BN24 (COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BANK_19-BN24) | Long | ABS-mortgage backed security | US | $797K | – | 0.01 |
| BANK_21-BN37 (BANK BANK_21-BN37) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BANK5_23-5YR3 (BANK BANK_23-5YR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BANK5_23-5YR4 (BANK5 BANK5_23-5YR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK5_24-5YR6 (BANK5 BANK5_24-5YR6) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL | Long | Debt | FR | $2M | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $10M | – | 0.08 |
| BARCLAYS PLC | Long | Debt | GB | $3M | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $960K | – | 0.01 |
| BARCLAYS PLC | Long | Debt | GB | $266K | – | 0.00 |
| BAT CAPITAL CORP | Long | Debt | US | $6M | – | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $3M | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $3M | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $2M | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $2M | – | 0.01 |
| BAT CAPITAL CORP | Long | Debt | US | $642K | – | 0.00 |
| BAT CAPITAL CORP | Long | Debt | US | $591K | – | 0.00 |
| BAT CAPITAL CORP | Long | Debt | US | $567K | – | 0.00 |
| BAT CAPITAL CORP | Long | Debt | US | $387K | – | 0.00 |
| BAT CAPITAL CORP | Long | Debt | US | $244K | – | 0.00 |
| BAT CAPITAL CORP | Long | Debt | US | $13K | – | 0.00 |
| BAT INTERNATIONAL FINANCE PLC (BAT INTL FIN PLC) | Long | Debt | GB | $8M | – | 0.06 |
| BAT INTERNATIONAL FINANCE PLC (BAT INTL FIN PLC) | Long | Debt | GB | $3M | – | 0.02 |
| BATLN_18-12A (BATTALION CLO LTD BATLN_18-12A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| BAUSCH & LOMB CORP TL 4 (BAUSCH + LOMB CORP) | Long | Loan | CA | $442K | – | 0.00 |
| BAUSCH & LOMB CORP TLB 3.25 (BAUSCH + LOMB CORP) | Long | Loan | CA | $182K | – | 0.00 |
| BAUSCH HEALTH AMERICAS INC | Long | Debt | US | $73K | – | 0.00 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $2M | – | 0.01 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $621K | – | 0.00 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $612K | – | 0.00 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $611K | – | 0.00 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $344K | – | 0.00 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $243K | – | 0.00 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $49K | – | 0.00 |
| Bay Area Toll Authority (BAY AREA TOLL AUTH CALIF TOLL BRDG) | Long | Debt | US | $2M | – | 0.02 |
| BAYER US FINANCE II LLC | Long | Debt | US | $6M | – | 0.04 |
| BAYER US FINANCE II LLC | Long | Debt | US | $3M | – | 0.02 |
| BAYER US FINANCE II LLC | Long | Debt | US | $2M | – | 0.02 |
| BAYER US FINANCE II LLC | Long | Debt | US | $1M | – | 0.01 |
| BAYER US FINANCE LLC | Long | Debt | US | $8M | – | 0.06 |
| BAYER US FINANCE LLC | Long | Debt | US | $515K | – | 0.00 |
| BBCMS_16-ETC (BARCLAYS COMMERCIAL MORTGAGE SEC) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| BBCMS_16-ETC (BARCLAYS COMMERCIAL MORTGAGE SEC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BBCMS_16-ETC (BARCLAYS COMMERCIAL MORTGAGE SEC) | Long | ABS-mortgage backed security | US | $792K | – | 0.01 |
| BBCMS_16-ETC (BARCLAYS COMMERCIAL MORTGAGE SEC) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| BBCMS_18-C2 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BBCMS_20-BID (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_20-BID) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| BBCMS_21-C12 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_21-C12) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| BBCMS_24-5C25 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C25) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| BBUBS_12-TFT (BB-UBS TRUST BBUBS_12-TFT) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BBVA MEXICO SA INSTITUCION DE BANC (BBVA BANCOMER SA INSTITUCION DE) | Long | Debt | MX | $1M | – | 0.01 |
| BCC_19-3A (BAIN CAPITAL CREDIT CLO LTD BCC_19-3A) | Long | ABS-mortgage backed security | KY | $17M | – | 0.13 |
| BCC_24-1A (BAIN CAPITAL CREDIT CLO LTD BCC_24-1) | Long | ABS-mortgage backed security | JE | $4M | – | 0.03 |
| BDS_21-FL8 | Long | ABS-mortgage backed security | US | $996K | – | 0.01 |
| BECTON DICKINSON AND COMPANY | Long | Debt | US | $3M | – | 0.02 |
| BECTON DICKINSON AND COMPANY | Long | Debt | US | $1M | – | 0.01 |
| BECTON DICKINSON AND COMPANY | Long | Debt | US | $1M | – | 0.01 |
| BECTON DICKINSON AND COMPANY | Long | Debt | US | $44K | – | 0.00 |
| BELL TELEPHONE COMPANY OF CANADA (BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)) | Long | Debt | CA | $3M | – | 0.02 |
| BELL_21-1A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BERMUDA (GOVERNMENT OF) | Long | Debt | BM | $922K | – | 0.01 |
| BERRY GLOBAL ESCROW CORP (BERRY GLOBAL INC) | Long | Debt | US | $769K | – | 0.01 |
| BERRY GLOBAL INC | Long | Debt | US | $6M | – | 0.05 |
| BERRY GLOBAL INC | Long | Debt | US | $3M | – | 0.02 |
| BERRY GLOBAL INC | Long | Debt | US | $2M | – | 0.01 |
| BERRY GLOBAL INC | Long | Debt | US | $1M | – | 0.01 |
| BERRY GLOBAL INC TL 1LN 1.75 | Long | Loan | US | $2M | – | 0.02 |
| BHG_22-C (BHG SECURITIZATION TRUST BHG_22-C) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| BHG_24-1CON (BHG SECURITIZATION TRUST BHG_24-ICON) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BHP BILLITON FINANCE (USA) LTD | Long | Debt | AU | $1M | – | 0.01 |
| BHP BILLITON FINANCE (USA) LTD | Long | Debt | AU | $1M | – | 0.01 |
| BHP BILLITON FINANCE (USA) LTD | Long | Debt | AU | $692K | – | 0.01 |
| BIG_22-BIG (BIG_22-BIG COMMERCIAL MORTGAGE TRUST BIG_22-BIG) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BIG_22-BIG (BIG_22-BIG COMMERCIAL MORTGAGE TRUST BIG_22-BIG) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| BLACK HILLS CORPORATION | Long | Debt | US | $686K | – | 0.01 |
| BLACK HILLS CORPORATION | Long | Debt | US | $433K | – | 0.00 |
| BLACK KNIGHT INFOSERV LLC | Long | Debt | US | $1M | – | 0.01 |
| BLACKROCK FUNDING INC | Long | Debt | US | $907K | – | 0.01 |
| BLACKROCK FUNDING INC | Long | Debt | US | $670K | – | 0.01 |
| BLACKSTONE HOLDINGS FINANCE CO LLC | Long | Debt | US | $1M | – | 0.01 |
| BLACKSTONE HOLDINGS FINANCE CO LLC | Long | Debt | US | $394K | – | 0.00 |
| BLACKSTONE HOLDINGS FINANCE CO LLC | Long | Debt | US | $163K | – | 0.00 |
| BLACKSTONE PRIVATE CREDIT FUND | Long | Debt | US | $1M | – | 0.01 |
| BLACKSTONE SECURED LENDING FUND | Long | Debt | US | $3M | – | 0.02 |
| BLACKSTONE SECURED LENDING FUND | Long | Debt | US | $3M | – | 0.02 |
| BLAST_23-1 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| BLAST_24-2 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| BLP_24-IND2 (BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BLUE OWL CAPITAL CORP II (BLUE OWL CAPITAL CORPORATION II) | Long | Debt | US | $2M | – | 0.01 |
| BLUE OWL CREDIT INCOME CORP | Long | Debt | US | $3M | – | 0.02 |
| BLUE OWL CREDIT INCOME CORP | Long | Debt | US | $1M | – | 0.01 |
| BLUE OWL CREDIT INCOME CORP | Long | Debt | US | $986K | – | 0.01 |
| BLUE OWL CREDIT INCOME CORP | Long | Debt | US | $630K | – | 0.00 |
| BLUE OWL TECHNOLOGY FINANCE CORP I (BLUE OWL TECHNOLOGY FINANCE CORP II) | Long | Debt | US | $5M | – | 0.04 |
| BLUEM_18-3A (BLUEMOUNTAIN CLO LTD BLUEM_18-3A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| BLUEM_21-28A (BLUEMOUNTAIN CLO LTD BLUEM_21-28A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BLUEM_21-31A (BLUEMOUNTAIN CLO LTD BLUEM_21-31A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| BLUEM_24-3 (BLUEMOUNTAIN CLO LTD BLUEM_24-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| BLUEM_2R (BLUEMOUNTAIN CLO LTD BLUEM_17-2A) | Long | ABS-mortgage backed security | KY | $8M | – | 0.06 |
| BMARK_19-B10 (BENCHMARK MORTGAGE TRUST BMARK_19-B10) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BMARK_19-B13 (BENCHMARK MORTGAGE TRUST BMARK_19-B13) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BMARK_19-B14 (BENCHMARK MORTGAGE TRUST BMARK_19-B14) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BMARK_20-B17 (BENCHMARK MORTGAGE TRUST BMARK_20-B17) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BMARK_20-B20 (BENCHMARK MORTGAGE TRUST BMARK_20-B20) | Long | ABS-mortgage backed security | US | $891K | – | 0.01 |
| BMARK_21-B26 (BENCHMARK MORTGAGE TRUST BMARK_21-B26) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| BMARK_23-V2 (BENCHMARK MORTGAGE TRUST BMARK_23-V2) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| BMARK_24-V6 (BENCHMARK MORTGAGE TRUST BMARK_24-V6) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BMARK_24-V7 (BENCHMARK MORTGAGE TRUST BMARK_24-V7) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BMD2_19-FRR1 | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| BMD2_19-FRR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BMIR_21-3A (BELLEMEADE RE LTD BMIR_21-3A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| BMIR_22-1 (BELLEMEADE RE LTD BMIR_22-1) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.02 |
| BMW US CAPITAL LLC | Long | Debt | US | $5M | – | 0.04 |
| BMWLT_23-2 (BMW VEHICLE LEASE TRUST BMWLT_23-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| BNP PARIBAS SA | Long | Debt | FR | $7M | – | 0.05 |
| BNP PARIBAS SA | Long | Debt | FR | $3M | – | 0.03 |
| BNP PARIBAS SA | Long | Debt | FR | $3M | – | 0.02 |
| BNP PARIBAS SA | Long | Debt | FR | $2M | – | 0.02 |
| BNP PARIBAS SA | Long | Debt | FR | $2M | – | 0.01 |
| BNP PARIBAS SA | Long | Debt | FR | $1M | – | 0.01 |
| BOBA_20-1A (BALBOA BAY LOAN FUNDING LTD BOBA_20-1) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| BOBA_24-1A (BALBOA BAY LOAN FUNDING LTD BOBA_24-1) | Long | ABS-mortgage backed security | KY | $14M | – | 0.11 |
| BOCA_22-BOCA (BOCA COMMERCIAL MORTGAGE TRUST BOCA_22-BOCA) | Long | ABS-mortgage backed security | US | $1000K | – | 0.01 |
| BOEING CO | Long | Debt | US | $5M | – | 0.03 |
| BOEING CO | Long | Debt | US | $3M | – | 0.03 |
| BOEING CO | Long | Debt | US | $3M | – | 0.02 |
| BOEING CO | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO | Long | Debt | US | $804K | – | 0.01 |
| BOEING CO | Long | Debt | US | $695K | – | 0.01 |
| BOEING CO | Long | Debt | US | $514K | – | 0.00 |
| BOJA_20-1A (BOJANGLES ISSUER LLC BOJA_20-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BOMBARDIER INC | Long | Debt | CA | $4M | – | 0.03 |
| BOMBARDIER INC | Long | Debt | CA | $1M | – | 0.01 |
| BOOZ ALLEN HAMILTON INC | Long | Debt | US | $4M | – | 0.03 |
| BOOZ ALLEN HAMILTON INC | Long | Debt | US | $2M | – | 0.02 |
| BOSTON GAS COMPANY | Long | Debt | US | $1M | – | 0.01 |
| BOXER PARENT CO INC | Long | Debt | US | $3M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $9M | – | 0.07 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $555K | – | 0.00 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $326K | – | 0.00 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $252K | – | 0.00 |
| BP CAPITAL MARKETS PLC | Long | Debt | GB | $1M | – | 0.01 |
| BP CAPITAL MARKETS PLC | Long | Debt | GB | $778K | – | 0.01 |
| BP CAPITAL MARKETS PLC | Long | Debt | GB | $712K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.02 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $427K | – | 0.00 |
| BPR_21-NRD (BPR TRUST BPR_21-NRD) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BPR_22-OANA (BPR TRUST BPR_22-OANA) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BPR_23-BRK2 (BPR TRUST BPR_23-BRK2) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| BRASKEM NETHERLANDS BV (BRASKEM NETHERLANDS FINANCE BV) | Long | Debt | NL | $317K | – | 0.00 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $3M | – | 0.02 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $335K | – | 0.00 |
| BRAVO_21-B (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.05 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $3M | – | 0.02 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $1M | – | 0.01 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $339K | – | 0.00 |
| BRAZIL MINAS SPE | Long | Debt | KY | $1M | – | 0.01 |
| BRIGHTHOUSE FINANCIAL GLOBAL FD (BRIGHTHOUSE FINANCIAL GLOBAL FUNDING) | Long | Debt | US | $3M | – | 0.02 |
| BRIGHTHOUSE FINANCIAL GLOBAL FUND (BRIGHTHOUSE FINANCIAL GLOBAL FUNDING) | Long | Debt | US | $5M | – | 0.04 |
| BRINKER INTERNATIONAL INC | Long | Debt | US | $2M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $936K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $782K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $598K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $492K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $248K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $73K | – | 0.00 |
| BRITISH COLUMBIA (PROVINCE OF) (BRITISH COLUMBIA PROVINCE OF) | Long | Debt | CA | $2M | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $747K | – | 0.01 |
| BROADCOM INC | Long | Debt | US | $7M | – | 0.06 |
| BROADCOM INC | Long | Debt | US | $4M | – | 0.03 |
| BROADCOM INC | Long | Debt | US | $3M | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $3M | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $2M | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $318K | – | 0.00 |
| BROOKFIELD FINANCE INC | Long | Debt | CA | $943K | – | 0.01 |
| BROOKFIELD FINANCE INC | Long | Debt | CA | $710K | – | 0.01 |
| BROOKFIELD RESIDENTIAL PROPERTIES (BROOKFIELD RESIDENTIAL PROPERTIES INC) | Long | Debt | CA | $2M | – | 0.02 |
| BROOKFIELD RESIDENTIAL PROPERTIES (BROOKFIELD RESIDENTIAL PROPERTIES INC) | Long | Debt | CA | $2M | – | 0.01 |
| BSP_16-10A | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| BUILDERS FIRSTSOURCE INC | Long | Debt | US | $1M | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $575K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $354K | – | 0.00 |
| BVABS_24-SN1 (BOF URSA FUNDING BVABS_24-SN1) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| BVINV_21-5 (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_21-5) | Long | ABS-collateralized bond/debt obligation | US | $780K | – | 0.01 |
| BVINV_22-2 (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| BVINV_22-2 (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BX_19-OC11 (BX TRUST BX_19-OC11) | Long | ABS-mortgage backed security | US | $985K | – | 0.01 |
| BX_20-VIV3 (BX TRUST BX_20-VIV3) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BX_20-VKNG (BX COMMERCIAL MORTGAGE TRUST BX_20-VKNG) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| BX_21-21M (BX TRUST BX_21-21M) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX_21-ARIA (BX TRUST BX_21-ARIA) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX_21-IRON (BX COMMERCIAL MORTGAGE TRUST BX_21-IRON) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX_21-LGCY (BX TRUST BX_21-LGCY) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| BX_21-MFM1 (BX COMMERCIAL MORTGAGE TRUST BX_21-MFM1) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| BX_21-RISE (BX TRUST BX_21-RISE) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| BX_21-SOAR (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| BX_21-VOLT (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX_22-CSMO (BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| BX_22-CSMO (BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| BX_22-LBA6 (BX TRUST BX_22-LBA6) | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| BX_22-VAMF (BX TRUST BX_22-VAMF) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BX_23-DELC (BX TRUST BX_23-DELC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BX_23-VLT2 (BX COMMERCIAL MORTGAGE TRUST BX_23-VLT2) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BX_23-VLT3 (BX COMMERCIAL MORTGAGE TRUST BX_23-VLT3) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BX_23-XL3 (BX COMMERCIAL MORTGAGE TRUST BX_23-XL3) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BX_24-BIO (BX COMMERCIAL MORTGAGE TRUST BX_24-BIO) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| BX_24-BRVE (BX COMMERCIAL MORTGAGE TRUST BX_24-BRVE) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BX_24-CNYN (BX COMMERCIAL MORTGAGE TRUST BX_24-CNYN) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BX_24-MF (BX COMMERCIAL MORTGAGE TRUST BX_24-MF) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX_24-PAT (BX COMMERCIAL MORTGAGE TRUST BX_24-PAT) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| BX_24-XL5 (BX COMMERCIAL MORTGAGE TRUST BX_24-XL5) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| BXHPP_21-FILM (COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| C&S GROUP ENTERPRISES LLC | Long | Debt | US | $536K | – | 0.00 |
| C&W SENIOR FINANCING DAC | Long | Debt | IE | $367K | – | 0.00 |
| CA ST HFA CEDARS SINAI MED CTR (CALIFORNIA HEALTH FACS FING AUTH) | Long | Debt | US | $1M | – | 0.01 |
| CAALT_22-3A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| CAALT_23-1A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CAALT_23-2A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CAALT_23-3A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3) | Long | ABS-mortgage backed security | US | $712K | – | 0.01 |
| CABLE ONE INC | Long | Debt | US | $518K | – | 0.00 |
| CABLEVISION CSC HLDGS LLC TLB5 2.5 (CSC HOLDINGS LLC) | Long | Loan | US | $2M | – | 0.02 |
| CABOT CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| CACLN_21-1 (CHASE AUTO CREDIT LINKED NOTES CACLN_21-1) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| CACLN_21-2 (CHASE AUTO CREDIT LINKED NOTES CACLN_21-2) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| CACLN_21-3 (CHASE AUTO CREDIT LINKED NOTES CACLN_21-3) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $3M | – | 0.02 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $961K | – | 0.01 |
| CAIXABANK SA | Long | Debt | ES | $3M | – | 0.03 |
| CAIXABANK SA | Long | Debt | ES | $2M | – | 0.02 |
| CALPINE CORP | Long | Debt | US | $5M | – | 0.04 |
| CALPINE CORP | Long | Debt | US | $2M | – | 0.02 |
| CALPINE CORP | Long | Debt | US | $2M | – | 0.01 |
| CALPINE CORP | Long | Debt | US | $548K | – | 0.00 |
| CAMB_21-CX2 (CAMB COMMERCIAL MORTGAGE TRUST CAMB_21-CX2) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| CAMDEN PROPERTY TRUST | Long | Debt | US | $1M | – | 0.01 |
| CAMPBELL SOUP COMPANY | Long | Debt | US | $1M | – | 0.01 |
| CANADIAN IMPERIAL BANK OF COMMERCE | Long | Debt | CA | $6M | – | 0.04 |
| CANADIAN NATURAL RESOURCES LIMITED (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $1M | – | 0.01 |
| CANADIAN NATURAL RESOURCES LIMITED (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $771K | – | 0.01 |
| CANADIAN PACIFIC RAILWAY COMPANY | Long | Debt | CA | $2M | – | 0.02 |
| CANADIAN PACIFIC RAILWAY COMPANY | Long | Debt | CA | $565K | – | 0.00 |
| CANTOR FITZGERALD LP | Long | Debt | US | $2M | – | 0.02 |
| CANYC_19-1A (CANYON CAPITAL CLO LTD CANYC_19-1A) | Long | ABS-mortgage backed security | KY | $18M | – | 0.13 |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FIN CORP) | Long | Debt | US | $807K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORPORATION (CAPITAL ONE FIN CORP) | Long | Debt | US | $4M | – | 0.03 |
| CAPITAL ONE FINANCIAL CORPORATION (CAPITAL ONE FIN CORP) | Long | Debt | US | $495K | – | 0.00 |
| CARDINAL HEALTH INC | Long | Debt | US | $377K | – | 0.00 |
| CARESTREAM DENTAL TECH TLB 4.5 (CARESTREAM DENTAL TECHNOLOGY INC) | Long | Loan | US | $137K | – | 0.00 |
| CARESTREAM DENTAL TL 3.25 (CARESTREAM DENTAL TECHNOLOGY INC) | Long | Loan | US | $448K | – | 0.00 |
| CARGILL INC | Long | Debt | US | $2M | – | 0.02 |
| CARGILL INC | Long | Debt | US | $1M | – | 0.01 |
| CARGILL INC | Long | Debt | US | $668K | – | 0.01 |
| CARGILL INC | Long | Debt | US | $637K | – | 0.00 |
| CARMX_23-2 (CARMAX AUTO OWNER TRUST CARMX_23-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CARMX_23-3 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CARMX_23-3 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CARMX_24-2 (CARMAX AUTO OWNER TRUST CARMX_24-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CARNIVAL CORP | Long | Debt | PA | $922K | – | 0.01 |
| CARNIVAL CORP | Long | Debt | PA | $317K | – | 0.00 |
| CARNIVAL CORPORATION | Long | Debt | PA | $3M | – | 0.02 |
| CARNIVAL HOLDINGS BERMUDA LTD (CARNIVAL HOLDINGS (BERMUDA) LTD) | Long | Debt | BM | $650K | – | 0.00 |
| CAROLINA POWER & LIGHT CO (DUKE ENERGY PROGRESS LLC) | Long | Debt | US | $242K | – | 0.00 |
| CARR_06-NC3 (CARRINGTON MORTGAGE LOAN TRUST C) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.05 |
| CARR_06-NC3 (CARRINGTON MORTGAGE LOAN TRUST C) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CARRIER GLOBAL CORP | Long | Debt | US | $456K | – | 0.00 |
| CARRIER GLOBAL CORP | Long | Debt | US | $255K | – | 0.00 |
| CAS_19-R01 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R01) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| CAS_19-R05 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R05) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS_20-R02 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R02) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| CAS_20-SBT1 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_20-SBT1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| CAS_20-SBT1 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_20-SBT1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CAS_22-R02 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS_22-R04 (FANNIE MAE - CAS CAS 22-R04) | Long | ABS-collateralized bond/debt obligation | US | $815K | – | 0.01 |
| CAS_22-R07 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R07) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CAS_23-R01 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| CAS_23-R07 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R07) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS_24-R02 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CAS_24-R03 (FANNIE MAE CAS_24-R03) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CAS_24-R04 (FANNIE MAE CAS_24-R04) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| CAS_24-R04 (FANNIE MAE CAS_24-R04) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CASCADES INC. | Long | Debt | CA | $1M | – | 0.01 |
| CASSA DEPOSITI E PRESTITI SPA | Long | Debt | IT | $1M | – | 0.01 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $954K | – | 0.01 |
| CATALENT PHARMA SOLUTIONS TLB3 2.0 (CATALENT PHARMA SOLUTIONS INC) | Long | Loan | US | $682K | – | 0.01 |
| CATERPILLAR FINANCIAL SERVICES (CATERPILLAR FINANCIAL SERVICES CORP) | Long | Debt | US | $4M | – | 0.03 |
| CATHOLIC HEALTH INITIATIVES (COMMONSPIRIT HEALTH) | Long | Debt | US | $102K | – | 0.00 |
| CBASS_07-CB1 (CREDIT BASED ASSET SERVICING AND SECURITIZATION CBASS_07-CB1) | Long | ABS-collateralized bond/debt obligation | US | $943K | – | 0.01 |
| CBRE SERVICES INC | Long | Debt | US | $1M | – | 0.01 |
| CBSLT_18-CGS (COMMONBOND STUDEN LOAN TRUST CBSLT_18-CGS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| CBSLT_20-AGS (COMMONBOND STUDENT LOAN TRUST CBSLT_20-AGS) | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| CCM MERGER INC | Long | Debt | US | $1M | – | 0.01 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $1M | – | 0.01 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $748K | – | 0.01 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $623K | – | 0.00 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $273K | – | 0.00 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $90K | – | 0.00 |
| CCUBS_17-C1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CD_16-CD1 (CD COMMERCIAL MORTGAGE TRUST CD_) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| CD_17-CD6 (CD COMMERCIAL MORTGAGE TRUST CD_17-CD6) | Long | ABS-mortgage backed security | US | $19M | – | 0.14 |
| CD_19-CD8 (CD COMMERCIAL MORTGAGE TRUST CD_19-CD8) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CDK GLOBAL TLB 3.25 (CENTRAL PARENT LLC) | Long | Loan | US | $413K | – | 0.00 |
| CDW LLC / CDW FINANCE CORP | Long | Debt | US | $2M | – | 0.02 |
| CDW LLC/CDW FINANCE | Long | Debt | US | $4M | – | 0.03 |
| CEMEX SAB DE CV | Long | Debt | MX | $1M | – | 0.01 |
| CENCORA INC | Long | Debt | US | $1M | – | 0.01 |
| CENCOSUD SA | Long | Debt | CL | $791K | – | 0.01 |
| CENOVUS ENERGY INC | Long | Debt | CA | $3M | – | 0.02 |
| CENOVUS ENERGY INC | Long | Debt | CA | $250K | – | 0.00 |
| CENTENE CORPORATION | Long | Debt | US | $6M | – | 0.05 |
| CENTENE CORPORATION | Long | Debt | US | $4M | – | 0.03 |
| CENTENE CORPORATION | Long | Debt | US | $910K | – | 0.01 |
| CENTENE CORPORATION | Long | Debt | US | $800K | – | 0.01 |
| CENTENE CORPORATION | Long | Debt | US | $481K | – | 0.00 |
| CENTERPOINT ENERGY HOUSTON (CENTERPOINT ENERGY HOUSTON ELECT) | Long | Debt | US | $7M | – | 0.05 |
| CENTERPOINT ENERGY INC | Long | Debt | US | $7M | – | 0.06 |
| CENTURY COMMUNITIES INC | Long | Debt | US | $2M | – | 0.02 |
| CF INDUSTRIES INC | Long | Debt | US | $3M | – | 0.02 |
| CF INDUSTRIES INC | Long | Debt | US | $1M | – | 0.01 |
| CF_19-CF1 (CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CF_19-CF2 (CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CF_19-CF3 (CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF3) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| CFCRE_16-C4 (CFCRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| CFCRE_16-C4 (CFCRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CFCRE_16-C7 (CFCRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CFII_23-1A (CHESAPEAKE FUNDING II LLC CFII_23-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CFII_24-1A (CHESAPEAKE FUNDING II LLC CFII_24-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CGCMT_15-GC35 (CITIGROUP COMMERCIAL MORTGAGE TR) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| CGCMT_15-GC35 (CITIGROUP COMMERCIAL MORTGAGE TR) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CGCMT_16-C2 (CITIGROUP COMMERCIAL MORTGAGE TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CGCMT_16-GC37 (CITIGROUP COMMERCIAL MORTGAGE TR) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CGCMT_19-C7 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-C7) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CGCMT_19-GC43 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC43) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| CGCMT_20-GC46 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CGCMT_21-PRM2 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_21-PRM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CGCMT_23-SMRT (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $978K | – | 0.01 |
| CGMS_13-3A | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| CGMS_14-1A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD. CGMS_14-1A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| CGMS_14-3RA (CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-3RA) | Long | ABS-mortgage backed security | KY | $15M | – | 0.12 |
| CGMS_15-4RR (CARLYLE GLOBAL MARKET STRATEGIES) | Long | ABS-mortgage backed security | KY | $10M | – | 0.07 |
| CGMS_17-2A (CARLYLE GLOBAL MARKET STRATEGIES) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| CGMS_19-3A (CARLYLE GLOBAL MARKET STRATEGIES CGMS_19-3A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CGMS_20-1A | Long | ABS-mortgage backed security | KY | $1M | – | 0.01 |
| CHARLES SCHWAB CORPORATION (THE) | Long | Debt | US | $1M | – | 0.01 |
| CHARLES SCHWAB CORPORATION (THE) | Long | Debt | US | $437K | – | 0.00 |
| CHART INDUSTRIES INC | Long | Debt | US | $386K | – | 0.00 |
| CHARTER COMM OPT LLC/CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $1M | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $6M | – | 0.04 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $5M | – | 0.03 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $4M | – | 0.03 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $4M | – | 0.03 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $1M | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $408K | – | 0.00 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $355K | – | 0.00 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $276K | – | 0.00 |
| CHARTER COMMUNICATIONS INC (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $11M | – | 0.08 |
| CHARTER COMMUNICATIONS TLB2 1.75 (CHARTER COMMUNICATIONS OPERATING) | Long | Loan | US | $239K | – | 0.00 |
| CHASE_16-SH1 (CHASE MORTGAGE FINANCE CORPORATION CHASE_16-SH1) | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.00 |
| CHASE_19-1 (CHASE MORTGAGE FINANCE CORPORATION CHASE_19-1) | Long | ABS-collateralized bond/debt obligation | US | $775K | – | 0.01 |
| CHASE_24-RPL2 (CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CHEMOURS COMPANY TLB2 3.5 | Long | Loan | US | $655K | – | 0.01 |
| CHENIERE ENERGY INC | Long | Debt | US | $284K | – | 0.00 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $1M | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $40K | – | 0.00 |
| CHESAPEAKE ENERGY CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| CHEVRON CORP | Long | Debt | US | $1M | – | 0.01 |
| CHURCHILL DOWNS INCORPORATED | Long | Loan | US | $99K | – | 0.00 |
| CIFC_14-5A | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| CIFC_15-4A (CIFC FUNDING LTD CIFC_15-4A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.05 |
| CIFC_18-2A (COMMERCIAL INDUSTRIAL FINANCE CORP CIFC_18-2A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CIFC_19-6A (CIFC FUNDING LTD CIFC_19-6A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| CIFC_19-6A (CIFC FUNDING LTD CIFC_19-6A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| CIGNA CORP (CIGNA GROUP) | Long | Debt | US | $5M | – | 0.04 |
| CIGNA CORP (CIGNA GROUP) | Long | Debt | US | $2M | – | 0.02 |
| CIGNA CORP (CIGNA GROUP) | Long | Debt | US | $2M | – | 0.01 |
| CIGNA CORP (CIGNA GROUP) | Long | Debt | US | $824K | – | 0.01 |
| CIGNA CORP (CIGNA GROUP) | Long | Debt | US | $370K | – | 0.00 |
| CIGNA GROUP | Long | Debt | US | $5M | – | 0.04 |
| CIGNA GROUP/THE | Long | Debt | US | $1M | – | 0.01 |
| CIM_19-J2 (CIM TRUST CIM_19-J2) | Long | ABS-collateralized bond/debt obligation | US | $693K | – | 0.01 |
| CIM_19-R5 (CIM TRUST CIM_19-R5) | Long | ABS-collateralized bond/debt obligation | US | $967K | – | 0.01 |
| CIM_20-R6 (CIM TRUST CIM_20-R6) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CIM_20-R7 (CIM TRUST CIM_20-R7) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| CIM_21-NR2 (CIM TRUST CIM_21-NR2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| CIM_21-R3 (CIM TRUST CIM_21-R3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| CIM_21-R3 (CIM TRUST CIM_21-R3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| CIM_22-I1 (CIM TRUST CIM_22-I1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| CIM_23-NR2 (CIM TRUST CIM_23-NR2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| CIM_23-R1 (CIM TRUST CIM_23-R1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.08 |
| CIM_23-R3 (CIM TRUST CIM_23-R3) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.07 |
| CIMIC FINANCE (USA) PTY LTD | Long | Debt | AU | $592K | – | 0.00 |
| CISCO SYSTEMS INC | Long | Debt | US | $2M | – | 0.01 |
| CISCO SYSTEMS INC | Long | Debt | US | $1M | – | 0.01 |
| CISCO SYSTEMS INC | Long | Debt | US | $1M | – | 0.01 |
| CISCO SYSTEMS INC | Long | Debt | US | $685K | – | 0.01 |
| CISCO SYSTEMS INC | Long | Debt | US | $612K | – | 0.00 |
| CISCO SYSTEMS INC | Long | Debt | US | $610K | – | 0.00 |
| CITEL_07-1 (CIT EDUCATION LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| CITIGROUP INC | Long | Debt | US | $13M | – | 0.10 |
| CITIGROUP INC | Long | Debt | US | $10M | – | 0.08 |
| CITIGROUP INC | Long | Debt | US | $9M | – | 0.07 |
| CITIGROUP INC | Long | Debt | US | $5M | – | 0.04 |
| CITIGROUP INC | Long | Debt | US | $4M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $4M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $346K | – | 0.00 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $4M | – | 0.03 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $668K | – | 0.01 |
| CITY BREWING COMPANY LLC TL 3.5 | Long | Loan | US | $309K | – | 0.00 |
| CITY BREWING COMPANY LLC TLB 1.0 | Long | Loan | US | $141K | – | 0.00 |
| CITY BREWING TL PIK 3.5 (CITY BREWING COMPANY LLC) | Long | Loan | US | $410K | – | 0.00 |
| City of New York NY (NEW YORK CITY OF) | Long | Debt | US | $3M | – | 0.02 |
| CITZN_24-1 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CIVITAS RESOURCES INC | Long | Debt | US | $1M | – | 0.01 |
| CLEAN HARBORS INC TLB 1.75 | Long | Loan | US | $651K | – | 0.00 |
| CLEVELAND ELECTRIC ILLUMINATING CO | Long | Debt | US | $3M | – | 0.02 |
| CLEVELAND ELECTRIC ILLUMINATING CO | Long | Debt | US | $1M | – | 0.01 |
| CLEVELAND-CLIFFS INC | Long | Debt | US | $1M | – | 0.01 |
| CLEVELAND-CLIFFS INC | Long | Debt | US | $1M | – | 0.01 |
| CMLTI_21-J2 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2) | Long | ABS-collateralized bond/debt obligation | US | $362K | – | 0.00 |
| CMLTI_22-A (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_22-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CMS ENERGY CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| CMS ENERGY CORPORATION | Long | Debt | US | $319K | – | 0.00 |
| CMS ENERGY CORPORATION | Long | Debt | US | $75K | – | 0.00 |
| CMSI_07-8 (CITICORP MORTGAGE SECURITIES CMS) | Long | ABS-collateralized bond/debt obligation | US | $170K | – | 0.00 |
| CNA FINANCIAL CORP | Long | Debt | US | $4M | – | 0.03 |
| CNH INDUSTRIAL CAPITAL LLC | Long | Debt | US | $3M | – | 0.02 |
| CNH INDUSTRIAL CAPITAL LLC | Long | Debt | US | $2M | – | 0.01 |
| CNH INDUSTRIAL CAPITAL LLC | Long | Debt | US | $2M | – | 0.01 |
| CNO GLOBAL FUNDING | Long | Debt | US | $5M | – | 0.03 |
| CNO GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.01 |
| COCA-COLA CO | Long | Debt | US | $7M | – | 0.06 |
| COCA-COLA CO | Long | Debt | US | $914K | – | 0.01 |
| COCA-COLA CONSOLIDATED INC | Long | Debt | US | $4M | – | 0.03 |
| COLO_23-1 (DATABANK ISSUER LLC COLO_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $2M | – | 0.02 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $2M | – | 0.01 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $723K | – | 0.01 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $549K | – | 0.00 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $256K | – | 0.00 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $227K | – | 0.00 |
| COLONIAL ENTERPRISES INC | Long | Debt | US | $3M | – | 0.02 |
| COLORADO INTERSTATE GAS/ISSUER CO (COLORADO INTERSTATE GAS COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| COLUMBIA PIPELINES HOLDING COMPANY (COLUMBIA PIPELINES HOLDING COMPANY LLC) | Long | Debt | US | $4M | – | 0.03 |
| COLUMBIA PIPELINES OP CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $9M | – | 0.07 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $863M | 863M | 6.62 |
| COMCAST CORPORATION | Long | Debt | US | $5M | – | 0.04 |
| COMCAST CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| COMCAST CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| COMCAST CORPORATION | Long | Debt | US | $635K | – | 0.00 |
| COMCAST CORPORATION | Long | Debt | US | $356K | – | 0.00 |
| COMCAST CORPORATION | Long | Debt | US | $320K | – | 0.00 |
| COMERICA INCORPORATED | Long | Debt | US | $2M | – | 0.01 |
| COMISION FEDERAL DE ELECTRICIDAD | Long | Debt | MX | $3M | – | 0.03 |
| COMM_12-LTRT (COMM MORTGAGE TRUST COMM_12-LTRT) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM_13-CR10 | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| COMM_14-UBS4 (COMM MORTGAGE TRUST COMM_14-UBS4) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| COMM_14-UBS6 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM_15-CR27 (COMM MORTGAGE TRUST COMM_15-CR27) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| COMM_15-DC1 (COMM MORTGAGE TRUST COMM_15-DC1) | Long | ABS-mortgage backed security | US | $777K | – | 0.01 |
| COMM_15-LC19 (COMM MORTGAGE TRUST COMM_15-LC19) | Long | ABS-mortgage backed security | US | $823K | – | 0.01 |
| COMM_15-PC1 (COMM MORTGAGE TRUST COMM_15-PC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM_16-COR1 | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| COMM_17-COR2 (COMM MORTGAGE TRUST COMM_17-COR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $10M | – | 0.07 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $3M | – | 0.02 |
| COMMONWEALTH BANK OF AUSTRALIA | Long | Debt | AU | $343K | – | 0.00 |
| COMMONWEALTH EDISON COMPANY | Long | Debt | US | $197K | – | 0.00 |
| COMMSCOPE INC | Long | Debt | US | $110K | – | 0.00 |
| COMMSCOPE INC TLB2 3.25 | Long | Loan | US | $923K | – | 0.01 |
| CONCENTRIX CORP | Long | Debt | US | $4M | – | 0.03 |
| CONCENTRIX CORP | Long | Debt | US | $2M | – | 0.02 |
| CONDOR MERGER SUB INC (MCAFEE CORP) | Long | Debt | US | $1M | – | 0.01 |
| CONOCOPHILLIPS (CONOCOPHILLIPS CO) | Long | Debt | US | $873K | – | 0.01 |
| CONOCOPHILLIPS CO | Long | Debt | US | $961K | – | 0.01 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.01 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $504K | – | 0.00 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $160K | – | 0.00 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $156K | – | 0.00 |
| CONSTELLATION SOFTWARE INC | Long | Debt | CA | $1M | – | 0.01 |
| CONTINENTAL RESOURCES INC | Long | Debt | US | $2M | – | 0.01 |
| COOPERATIEVE RABOBANK UA | Long | Debt | NL | $4M | – | 0.03 |
| COOPERATIEVE RABOBANK UA | Long | Debt | NL | $2M | – | 0.02 |
| COOPERATIEVE RABOBANK UA | Long | Debt | NL | $927K | – | 0.01 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $4M | – | 0.03 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $3M | – | 0.03 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $2M | – | 0.01 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $1M | – | 0.01 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $957K | – | 0.01 |
| CORPORACION ANDINA DE FOMENTO | Long | Debt | VE | $491K | – | 0.00 |
| CORPORACION FINANCIERA DE DESARROL | Long | Debt | PE | $537K | – | 0.00 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $2M | – | 0.02 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $2M | – | 0.01 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $798K | – | 0.01 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $166K | – | 0.00 |
| COSTA RICA (REPUBLIC OF) | Long | Debt | CR | $256K | – | 0.00 |
| COX COMMUNICATIONS INC | Long | Debt | US | $4M | – | 0.03 |
| COX COMMUNICATIONS INC | Long | Debt | US | $994K | – | 0.01 |
| COX COMMUNICATIONS INC | Long | Debt | US | $449K | – | 0.00 |
| CQS_23-3A (CQS US CLO LTD CQS_23-3) | Long | ABS-mortgage backed security | JE | $20M | – | 0.15 |
| CREDIT AGRICOLE SA | Long | Debt | FR | $5M | – | 0.04 |
| CREDIT SUISSE AG/NY (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | US | $3M | – | 0.02 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $3M | – | 0.02 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $2M | – | 0.01 |
| CREDIT SUISSE NEW YORK (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | US | $843K | – | 0.01 |
| CREDIT SUISSE NEW YORK (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | US | $264K | – | 0.00 |
| CRESCENT ENERGY FINANCE LLC | Long | Debt | US | $2M | – | 0.01 |
| CRESTWOOD MID PARTNERS LP/MID FIN (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.01 |
| CRH AMERICA FINANCE INC | Long | Debt | US | $904K | – | 0.01 |
| CRH SMW FINANCE DAC | Long | Debt | IE | $1M | – | 0.01 |
| CRNPT_21-11A (CROWN POINT CLO LTD CRNPT_21-11A) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| CROWN CASTLE INC | Long | Debt | US | $8M | – | 0.06 |
| CROWN CASTLE INC | Long | Debt | US | $2M | – | 0.01 |
| CROWN CASTLE INC | Long | Debt | US | $686K | – | 0.01 |
| CROWN CASTLE INC | Long | Debt | US | $366K | – | 0.00 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $4M | – | 0.03 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $3M | – | 0.02 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $714K | – | 0.01 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $706K | – | 0.01 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $640K | – | 0.00 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $366K | – | 0.00 |
| CRVNA_21-P4 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P4) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CRVNA_23-N1 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CRVNA_23-P1 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P1) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| CSAIL_18-C14 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14) | Long | ABS-mortgage backed security | US | $885K | – | 0.01 |
| CSAIL_19-C18 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C18) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CSAIL_20-C19 (CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $3M | – | 0.02 |
| CSC HOLDINGS LLC | Long | Debt | US | $3M | – | 0.02 |
| CSC HOLDINGS LLC | Long | Debt | US | $934K | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $838K | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $549K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $484K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $295K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $168K | – | 0.00 |
| CSC HOLDINGS LLC TLB6 4.5 | Long | Loan | US | $2M | – | 0.01 |
| CSC SERVICEWORKS TLB 4.0 (SPIN HOLDCO INC) | Long | Loan | US | $618K | – | 0.00 |
| CSL FINANCE PLC | Long | Debt | GB | $1M | – | 0.01 |
| CSL FINANCE PLC | Long | Debt | GB | $879K | – | 0.01 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| CSMC_18-RPL9 (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| CSMC_20-RPL2 (CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CSMC_20-RPL6 (CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CSMC_21-NQM6 (CSMC TRUST CSMC_21-NQM6) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| CSMC_21-RP11 (CREDIT SUISSE MORTGAGE TRUST CSMC_21-RP11) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.04 |
| CSMC_22-ATH2 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.04 |
| CSMC_22-ATH3 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CSMC_22-JR1 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| CSMC_22-NQM1 (CSMC TRUST CSMC_22-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.08 |
| CSMC_22-RPL4 (CSMC TRUST CSMC_22-RPL4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CSMCM_18-RPL4 (CSMCM TRUST CERTIFICATES CSMCM_18-RPL4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| CSMCM_21-RP11 (CSMCM TRUST CERTIFICATES CSMCM_21-RP11) | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.00 |
| CSN RESOURCES SA | Long | Debt | LU | $2M | – | 0.02 |
| CSX CORPORATION | Long | Debt | US | $273K | – | 0.00 |
| CUBESMART LP | Long | Debt | US | $840K | – | 0.01 |
| CULLIGAN AI AQUA MRG SUB TLB 4.0 (AI AQUA MERGER SUB INC) | Long | Loan | US | $340K | – | 0.00 |
| CUMMINS INC | Long | Debt | US | $524K | – | 0.00 |
| CVS HEALTH CORP | Long | Debt | US | $8M | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $6M | – | 0.04 |
| CVS HEALTH CORP | Long | Debt | US | $4M | – | 0.03 |
| CVS HEALTH CORP | Long | Debt | US | $1M | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $983K | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $680K | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $668K | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $594K | – | 0.00 |
| CVS HEALTH CORP | Long | Debt | US | $413K | – | 0.00 |
| CVS HEALTH CORP | Long | Debt | US | $360K | – | 0.00 |
| CVS HEALTH CORP | Long | Debt | US | $319K | – | 0.00 |
| CVS HEALTH CORP | Long | Debt | US | $133K | – | 0.00 |
| CWHL_07-HY5 (COUNTRYWIDE HOME LOANS CWHL_07-H) | Long | ABS-collateralized bond/debt obligation | US | $213K | – | 0.00 |
| DANA INC | Long | Debt | US | $774K | – | 0.01 |
| DANSKE BANK A/S | Long | Debt | DK | $6M | – | 0.04 |
| DANSKE BANK A/S | Long | Debt | DK | $5M | – | 0.04 |
| DANSKE BANK A/S | Long | Debt | DK | $1M | – | 0.01 |
| DAVITA INC | Long | Debt | US | $4M | – | 0.03 |
| DAVITA INC | Long | Debt | US | $2M | – | 0.01 |
| DBGS_18-BIOD (DBGS MORTGAGE TRUST DBGS_18-BIOD) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| DBGS_18-BIOD (DBGS MORTGAGE TRUST DBGS_18-BIOD) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| DBJPM_20-C9 (DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DBUBS_17-BRBK (DBUBS MORTGAGE TRUST DBUBS_17-BRBK) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| DBWF_16-85T (DBWF MORTGAGE TRUST DBWF_16-85T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DC_23-DC (DC COMMERCIAL MORTGAGE TRUST DC_23-DC) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| DEERFIELD DAKOTA HOLDING LLC (DAKOTA HOLDING CORP) | Long | Loan | US | $710K | – | 0.01 |
| DEFT_23-3 (DELL EQUIPMENT FINANCE TRUST DEFT_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| DELL INTL LLC / EMC CORP (DELL INTERNATIONAL LLC) | Long | Debt | US | $845K | – | 0.01 |
| DELTA AIR LINES 2020-A (DELTA AIR LINES INC) | Long | Debt | US | $742K | – | 0.01 |
| DELTA AIR LINES 2020-AA (DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.04 |
| DELTA AIR LINES/SKYMILES IP LTD (SKYMILES IP LTD) | Long | Debt | KY | $7M | – | 0.05 |
| DENSO CORPORATION | Long | Debt | JP | $4M | – | 0.03 |
| DEPOSITORY TRUST & CLEARING CORP | Long | Debt | US | $597K | – | 0.00 |
| DEUTSCHE BANK AG/NEW YORK (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $2M | – | 0.01 |
| DEUTSCHE BANK AG/NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $4M | – | 0.03 |
| DEUTSCHE BANK AG/NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $1M | – | 0.01 |
| DEUTSCHE BANK NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $8M | – | 0.06 |
| DEVON ENERGY CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| DEVON ENERGY CORPORATION | Long | Debt | US | $78K | – | 0.00 |
| DIAMOND SPORTS GROUP 2ND LN 3.25 (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $89K | – | 0.00 |
| DIAMOND SPORTS GROUP DIP TL (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $1M | – | 0.01 |
| DIAMOND SPORTS GROUP LLC | Long | Debt | US | $142K | – | 0.00 |
| DIAMOND SPORTS GROUP TLB 8.0 (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $138K | – | 0.00 |
| DIAMOND SPORTS GRP/DIAMOND FIN (DIAMOND SPORTS GROUP LLC) | Long | Debt | US | $15K | – | 0.00 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $3M | – | 0.02 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $2M | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $885K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $846K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $799K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $754K | – | 0.01 |
| DICKS SPORTING GOODS INC. | Long | Debt | US | $2M | – | 0.01 |
| DIGICEL GROUP HOLDINGS LTD | Long | Debt | BM | $5K | – | 0.00 |
| DIGICEL GROUP HOLDINGS LTD | Long | Debt | BM | $56.69 | – | 0.00 |
| DIGICEL GROUP HOLDINGS LTD | Long | Debt | BM | $5.89 | – | 0.00 |
| DIGICEL GROUP HOLDINGS LTD | Long | Debt | BM | $1.79 | – | 0.00 |
| DIGICEL INTERMEDIATE HLDS LTD PIK (DIGICEL INTERMEDIATE HOLDINGS LTD) | Long | Debt | BM | $3M | – | 0.02 |
| DIGICEL INTERNATIONAL FIN TLB 5.15 (DIGICEL INTERNATIONAL FINANCE LT) | Long | Loan | LC | $3M | – | 0.02 |
| DIGICEL INTL FIN LTD CVT PFD (DIGICEL LTD) | Long | Equity-preferred | BM | $109K | 11K | 0.00 |
| DIGICEL LTD | Long | Equity-common | BM | $148K | 59K | 0.00 |
| DIGICEL MIDCO LTD / DIFL US II LLC | Long | Debt | BM | $783K | – | 0.01 |
| DIN_19-1A (APPLEBEES / IHOP FUNDING LLC DIN_19-1A) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| DIN_23-1A (APPLEBEES FUNDING LLC / IHOP FUNDING LLC DIN_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| DISCOVER BANK/GREENWOOD DE | Long | Debt | US | $768K | – | 0.01 |
| DISCOVER FINANCIAL SERVICES | Long | Debt | US | $1M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC | Long | Debt | US | $3M | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC | Long | Debt | US | $824K | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC | Long | Debt | US | $749K | – | 0.01 |
| DISH DBS CORP | Long | Debt | US | $2M | – | 0.01 |
| DISH DBS CORP | Long | Debt | US | $1M | – | 0.01 |
| DISH DBS CORP | Long | Debt | US | $298K | – | 0.00 |
| DISH DBS CORP | Long | Debt | US | $270K | – | 0.00 |
| DISH NETWORK CORP | Long | Debt | US | $3M | – | 0.02 |
| DIVERSIFIED HEALTHCARE TRUST | Long | Debt | US | $1M | – | 0.01 |
| DIVERSIFIED HEALTHCARE TRUST | Long | Debt | US | $487K | – | 0.00 |
| DK_24-SPBX (DK TRUST DK_24-SPBX) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DLLMT_23-1A (DLLMT LLC DLLMT_23-1A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| DNB BANK ASA | Long | Debt | NO | $4M | – | 0.03 |
| DNKN_17-1A (DB MASTER FINANCE LLC DNKN_17-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DNKN_19-1A (DB MASTER FINANCE LLC DNKN_19-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DNKN_19-1A (DB MASTER FINANCE LLC DNKN_19-1A) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $941K | – | 0.01 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $571K | – | 0.00 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $155K | – | 0.00 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $1M | – | 0.01 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $638K | – | 0.00 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $99K | – | 0.00 |
| DOMINICAN REPUBLIC (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $99K | – | 0.00 |
| DOMINICAN REPUBLIC (GOVERNMENT) | Long | Debt | DO | $6M | – | 0.05 |
| DOMINION ENERGY INC | Long | Debt | US | $5M | – | 0.04 |
| DOMINION RESOURCES INC (DOMINION ENERGY INC) | Long | Debt | US | $710K | – | 0.01 |
| DP WORLD LTD (DP WORLD LTD (UAE)) | Long | Debt | AE | $322K | – | 0.00 |
| DPABS_15-1A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| DPABS_18-1A (DOMINOS PIZZA MASTER ISSUER LLC DPABS_18-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DRMT_21-4 (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| DRSLF_15-40A (DRYDEN SENIOR LOAN FUND DRSLF_15) | Long | ABS-mortgage backed security | KY | $8M | – | 0.06 |
| DRSLF_19-75A (DRYDEN SENIOR LOAN FUND DRSLF_19-75A) | Long | ABS-mortgage backed security | KY | $5M | – | 0.04 |
| DRSLF_20-86A (DRYDEN SENIOR LOAN FUND DRSLF_20-86A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| DRSLF_38-RR (DRYDEN SENIOR LOAN FUND DRSLF_38-RR) | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| DSLA_05-AR6 (DSLA MORTGAGE LOAN TRUST DSLA_05-AR6) | Long | ABS-collateralized bond/debt obligation | US | $904K | – | 0.01 |
| DSLA_06-AR2 (DSLA MORTGAGE LOAN TRUST DSLA_06-AR2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| DT MIDSTREAM INC | Long | Debt | US | $2M | – | 0.01 |
| DTAOT_21-4A (DT AUTO OWNER TRUST DTAOT_21-4A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DTAOT_22-2A (DT AUTO OWNER TRUST DTAOT_22-2A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| DTAOT_22-3A (DT AUTO OWNER TRUST DTAOT_22-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| DTAOT_23-2A (DT AUTO OWNER TRUST DTAOT_23-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| DTE ENERGY COMPANY | Long | Debt | US | $10M | – | 0.07 |
| DTE ENERGY COMPANY | Long | Debt | US | $3M | – | 0.02 |
| DTI HOLDCO INC | Long | Loan | US | $87K | – | 0.00 |
| DTP_23-STE2 (DTP COMMERCIAL MORTGAGE TRUST DTP_23-STE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DUKE ENERGY CAROLINAS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $312K | – | 0.00 |
| DUKE ENERGY CAROLINAS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $22K | – | 0.00 |
| DUKE ENERGY CAROLINAS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $8K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $3M | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $314K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $74K | – | 0.00 |
| DUKE ENERGY CORP | Long | Debt | US | $4M | – | 0.03 |
| DUKE ENERGY CORP | Long | Debt | US | $212K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC | Long | Debt | US | $1M | – | 0.01 |
| DUKE ENERGY FLORIDA LLC | Long | Debt | US | $965K | – | 0.01 |
| DUKE ENERGY OHIO INC | Long | Debt | US | $2M | – | 0.02 |
| DUKE ENERGY OHIO INC | Long | Debt | US | $1M | – | 0.01 |
| DUKE ENERGY OHIO INC | Long | Debt | US | $359K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $2M | – | 0.02 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $684K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $643K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $166K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $145K | – | 0.00 |
| DUKE UNIVERSITY HEALTH SYSTEM (DUKE UNIVERSITY HLTH SYS) | Long | Debt | US | $705K | – | 0.01 |
| DUQUESNE LIGHT HOLDINGS INC | Long | Debt | US | $387K | – | 0.00 |
| DWOLF_21-1A (DEWOLF PARK CLO LTD DWOLF_17-1A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| DXC TECHNOLOGY CO | Long | Debt | US | $5M | – | 0.04 |
| EAGLEVIEW TECHNOLOGY CORP TLB 3.5 | Long | Loan | US | $793K | – | 0.01 |
| EART_20-3A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| EART_22-5A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| EART_23-1A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| EART_23-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| EART_24-1A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| EARTHSTONE ENERGY HOLDINGS LLC (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $2M | – | 0.01 |
| EATON_19-1A (EATON VANCE CDO LTD 19-1A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| ECOLAB INC | Long | Debt | US | $129K | – | 0.00 |
| ECOPETROL SA | Long | Debt | CO | $4M | – | 0.03 |
| ECOPETROL SA | Long | Debt | CO | $4M | – | 0.03 |
| ECOPETROL SA | Long | Debt | CO | $4M | – | 0.03 |
| ECOPETROL SA | Long | Debt | CO | $1M | – | 0.01 |
| EDISON INTERNATIONAL (EDISON INTL) | Long | Debt | US | $6M | – | 0.04 |
| EFF_22-3 (ENTERPRISE FLEET FINANCING LLC EFF_22-3) | Long | ABS-mortgage backed security | US | $702K | – | 0.01 |
| EFF_23-2 (ENTERPRISE FLEET FINANCING LLC EFF_23-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| EFF_24-1 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| EIG PEARL HOLDINGS SARL | Long | Debt | LU | $1M | – | 0.01 |
| EIG PEARL HOLDINGS SARL | Long | Debt | LU | $467K | – | 0.00 |
| ELANCO ANIMAL HEALTH TLB 1.75 (ELANCO ANIMAL HEALTH INC) | Long | Loan | US | $2M | – | 0.01 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $7M | – | 0.05 |
| ELEMENT FLEET MANAGEMENT CORP | Long | Debt | CA | $7M | – | 0.05 |
| ELEMENT FLEET MANAGEMENT CORP | Long | Debt | CA | $3M | – | 0.02 |
| ELEMENT FLEET MANAGEMENT CORP | Long | Debt | CA | $2M | – | 0.02 |
| ELEVANCE HEALTH INC | Long | Debt | US | $590K | – | 0.00 |
| ELFI_19-A (ELFI GRADUATE LOAN PROGRAM ELFI_19-A) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| ELFI_19-A (ELFI GRADUATE LOAN PROGRAM ELFI_19-A) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| ELFI_23-A (ELFI GRADUATE LOAN PROGRAM ELFI_23-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| ELI LILLY AND COMPANY | Long | Debt | US | $837K | – | 0.01 |
| ELI LILLY AND COMPANY | Long | Debt | US | $340K | – | 0.00 |
| ELM_24-ELM (ELM TRUST ELM_24-ELM) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| ELMW2_19-2A (ELMWOOD CLO II LTD ELMW2_19-2A) | Long | ABS-mortgage backed security | KY | $27M | – | 0.21 |
| EMBECTA CORP | Long | Debt | US | $1M | – | 0.01 |
| EMERALD DEBT MERGER SUB LLC (EMRLD BORROWER LP) | Long | Debt | US | $1M | – | 0.01 |
| EMPIRE DISTRICT BONDCO LLC | Long | Debt | US | $3M | – | 0.02 |
| EMPRESA NACIONAL DEL PETROLEO ENAP | Long | Debt | CL | $438K | – | 0.00 |
| ENACT HOLDINGS INC | Long | Debt | US | $9M | – | 0.07 |
| ENBRIDGE INC | Long | Debt | CA | $4M | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $3M | – | 0.02 |
| ENBRIDGE INC | Long | Debt | CA | $1M | – | 0.01 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $2M | – | 0.02 |
| ENERGEAN ISRAEL FINANCE LTD | Long | Debt | IL | $2M | – | 0.02 |
| ENERGEAN ISRAEL FINANCE LTD | Long | Debt | IL | $1M | – | 0.01 |
| ENERGIZER HOLDINGS INC | Long | Debt | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $1M | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $975K | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $666K | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $107K | – | 0.00 |
| ENERGY TRANSFER PARTNERS LP (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.01 |
| ENERGY TRANSFER PARTNERS LP (ENERGY TRANSFER LP) | Long | Debt | US | $594K | – | 0.00 |
| ENERGY TRANSFER PARTNERS LP (ENERGY TRANSFER LP) | Long | Debt | US | $271K | – | 0.00 |
| ENERGY TRANSFER PARTNERS LP (ENERGY TRANSFER LP) | Long | Debt | US | $118K | – | 0.00 |
| ENI SPA | Long | Debt | IT | $1M | – | 0.01 |
| ENI SPA | Long | Debt | IT | $969K | – | 0.01 |
| ENLINK MIDSTREAM LLC | Long | Debt | US | $2M | – | 0.01 |
| ENTERGY ARKANSAS LLC | Long | Debt | US | $2M | – | 0.01 |
| ENTERGY ARKANSAS LLC | Long | Debt | US | $482K | – | 0.00 |
| ENTERGY ARKANSAS LLC | Long | Debt | US | $78K | – | 0.00 |
| ENTERGY CORPORATION | Long | Debt | US | $3M | – | 0.02 |
| ENTERGY CORPORATION | Long | Debt | US | $622K | – | 0.00 |
| ENTERGY CORPORATION | Long | Debt | US | $508K | – | 0.00 |
| ENTERGY CORPORATION | Long | Debt | US | $302K | – | 0.00 |
| ENTERGY LOUISIANA LLC | Long | Debt | US | $2M | – | 0.02 |
| ENTERGY LOUISIANA LLC | Long | Debt | US | $319K | – | 0.00 |
| ENTERGY TEXAS INC (Entergy Tx) | Long | Debt | US | $331K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $1M | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $324K | – | 0.00 |
| EQUIFAX INC | Long | Debt | US | $6M | – | 0.04 |
| EQUIFAX INC | Long | Debt | US | $3M | – | 0.02 |
| EQUINIX EUROPE 2 FINANCING CORP (EQUINIX EUROPE 2 FINANCING CORPORATION LLC) | Long | Debt | US | $2M | – | 0.01 |
| EQUINOR ASA | Long | Debt | NO | $750K | – | 0.01 |
| EQUITABLE FINANCIAL LIFE GLOBAL FU (EQUITABLE FINANCIAL LIFE GLOBAL FUNDING) | Long | Debt | US | $4M | – | 0.03 |
| ERAC USA FINANCE LLC | Long | Debt | US | $3M | – | 0.03 |
| ERAC USA FINANCE LLC | Long | Debt | US | $2M | – | 0.02 |
| ERAC USA FINANCE LLC | Long | Debt | US | $2M | – | 0.01 |
| ERAC USA FINANCE LLC | Long | Debt | US | $847K | – | 0.01 |
| ESA_21-ESH (EXTENDED STAY AMERICA TRUST ESA_21-ESH) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| ESKOM HOLDINGS SOC LTD | Long | Debt | ZA | $3M | – | 0.03 |
| ESKOM HOLDINGS SOC LTD | Long | Debt | ZA | $2M | – | 0.01 |
| ESKOM HOLDINGS SOC LTD | Long | Debt | ZA | $945K | – | 0.01 |
| ESKOM HOLDINGS SOC LTD | Long | Debt | ZA | $449K | – | 0.00 |
| ESSENTIAL UTILITIES INC | Long | Debt | US | $2M | – | 0.01 |
| ESSENTIAL UTILITIES INC | Long | Debt | US | $669K | – | 0.01 |
| ESTEE LAUDER COMPANIES INC. (THE) | Long | Debt | US | $5M | – | 0.04 |
| EURO COUNTRIES (Morgan Stanley) | Derivative-foreign exchange | XX | $-0.04 | – | -0.00 | |
| EVERGY METRO INC | Long | Debt | US | $483K | – | 0.00 |
| EVERGY MISSOURI WEST INC | Long | Debt | US | $5M | – | 0.04 |
| EVERI HOLDINGS INC | Long | Debt | US | $2M | – | 0.02 |
| EVERSOURCE ENERGY | Long | Debt | US | $9M | – | 0.07 |
| EVERSOURCE ENERGY | Long | Debt | US | $3M | – | 0.02 |
| EVERSOURCE ENERGY | Long | Debt | US | $3M | – | 0.02 |
| EVERSOURCE ENERGY | Long | Debt | US | $3M | – | 0.02 |
| EVERSOURCE ENERGY | Long | Debt | US | $1M | – | 0.01 |
| EVERSOURCE ENERGY | Long | Debt | US | $1M | – | 0.01 |
| EVERSOURCE ENERGY | Long | Debt | US | $833K | – | 0.01 |
| EVERSOURCE ENERGY | Long | Debt | US | $687K | – | 0.01 |
| EVERSOURCE ENERGY | Long | Debt | US | $636K | – | 0.00 |
| EVERSOURCE ENERGY | Long | Debt | US | $624K | – | 0.00 |
| EXELON CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| EXELON CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| EXELON CORPORATION | Long | Debt | US | $875K | – | 0.01 |
| EXPEDIA GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $976K | – | 0.01 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $847K | – | 0.01 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $823K | – | 0.01 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $2M | – | 0.01 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $2M | – | 0.01 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $546K | – | 0.00 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $533K | – | 0.00 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $158K | – | 0.00 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $152K | – | 0.00 |
| EXXON MOBIL CORP | Long | Debt | US | $2M | – | 0.02 |
| F&G ANNUITIES & LIFE INC | Long | Debt | US | $1M | – | 0.01 |
| F&G GLOBAL FUNDING | Long | Debt | US | $4M | – | 0.03 |
| FAIRFAX FINANCIAL HOLDINGS LTD | Long | Debt | CA | $5M | – | 0.04 |
| FARMERS EXCHANGE CAPITAL | Long | Debt | US | $1M | – | 0.01 |
| FARMERS EXCHANGE CAPITAL | Long | Debt | US | $819K | – | 0.01 |
| FARMERS EXCHANGE CAPITAL II | Long | Debt | US | $2M | – | 0.02 |
| FCAT_20-4 (FLAGSHIP CREDIT AUTO TRUST FCAT_20-4) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FCAT_21-2 (FLAGSHIP CREDIT AUTO TRUST FCAT_21-2) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FCAT_22-4 (FLAGSHIP CREDIT AUTO TRUST FCAT_22-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FCAT_23-2 (FLAGSHIP CREDIT AUTO TRUST FCAT_23-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FCRT_22-1 (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_22-1) | Long | ABS-mortgage backed security | US | $927K | – | 0.01 |
| FCRT_22-2 (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_22-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FEDERATION DES CAISSES DESJARDINS (FED DESJA QUEBEC) | Long | Debt | CA | $3M | – | 0.02 |
| FEDERATION DES CAISSES DESJARDINS (FED DESJA QUEBEC) | Long | Debt | CA | $2M | – | 0.02 |
| FEDEX CORP | Long | Debt | US | $258K | – | 0.00 |
| FEDEX CORP 2020-1 CLASS AA (FEDEX 2020-1 CLASS AA) | Long | Debt | US | $490K | – | 0.00 |
| FERRELLGAS LP/FERRELLGAS FIN | Long | Debt | US | $1M | – | 0.01 |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $1M | – | 0.01 |
| FFMER_07-1 (MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN FFMER_07-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| FFML_06-FF18 (FIRST FRANKLIN MTG LOAN ASSET BA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FFML_07-FF2 (FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES FFML_07-FF2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $421.64 | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $75.87 | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $718K | – | 0.01 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $608K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $64.76 | – | 0.00 |
| FHASI_07-AR1 (FIRST HORIZON MORTGAGE PASS-THROUGH TRUST FHASI_07-AR1) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.00 |
| FHLMC 15YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.16 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC 30YR UMBS MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $81M | – | 0.62 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $39M | – | 0.30 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $28M | – | 0.22 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.16 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.15 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.14 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.13 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.11 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.10 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $852K | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $782K | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $740K | – | 0.01 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLMC GOLD 30YR LTV >125 (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC GOLD 30YR CASH ISSUANCE (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| FHLMC GOLD 30YR CASH ISSUANCE (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FHLMC_13-4258 (FREDDIE MAC FHR_4258) | Long | ABS-collateralized bond/debt obligation | US | $361K | – | 0.00 |
| FHLMC_17-3SC (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.11 |
| FHLMC_18-2 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| FHLMC_2060 | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| FHLMC_2310 | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| FHLMC_2380 (FREDDIE MAC FHLMC_2380) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| FHLMC_2557 | Long | ABS-collateralized bond/debt obligation | US | $113K | – | 0.00 |
| FHLMC_264 (FREDDIEMAC STRIP FHSTR_264) | Long | ABS-collateralized bond/debt obligation | US | $448K | – | 0.00 |
| FHLMC_2725 (FREDDIE MAC FHLMC_2725) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_274 (FREDDIE MAC FHLMC_274) | Long | ABS-collateralized bond/debt obligation | US | $598K | – | 0.00 |
| FHLMC_278 (FREDDIEMAC STRIP FHSTR_278) | Long | ABS-collateralized bond/debt obligation | US | $483K | – | 0.00 |
| FHLMC_279 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279) | Long | ABS-collateralized bond/debt obligation | US | $397K | – | 0.00 |
| FHLMC_2882 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_2953 (FREDDIE MAC FHLMC_2953) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_2962 | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| FHLMC_2981 | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.00 |
| FHLMC_299 (FREDDIE MAC FHLMC_299) | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.00 |
| FHLMC_300 (FREDDIE MAC FHLMC_300-S1) | Long | ABS-collateralized bond/debt obligation | US | $630K | – | 0.00 |
| FHLMC_3028 (FREDDIE MAC FHLMC_3028) | Long | ABS-collateralized bond/debt obligation | US | $153K | – | 0.00 |
| FHLMC_303 (FREDDIEMAC STRIP FHSTR_303) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_303 (FREDDIEMAC STRIP FHSTR_303) | Long | ABS-collateralized bond/debt obligation | US | $930K | – | 0.01 |
| FHLMC_3032 (FREDDIE MAC FHR_05-3032) | Long | ABS-collateralized bond/debt obligation | US | $382K | – | 0.00 |
| FHLMC_3065 (FREDDIE MAC FHLMC_3065) | Long | ABS-collateralized bond/debt obligation | US | $276K | – | 0.00 |
| FHLMC_3071 (FREDDIE MAC FHLMC_3071) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.06 |
| FHLMC_3081 (FREDDIE MAC FHLMC_3081) | Long | ABS-collateralized bond/debt obligation | US | $429K | – | 0.00 |
| FHLMC_3085 (FREDDIE MAC FHLMC_3085) | Long | ABS-collateralized bond/debt obligation | US | $387K | – | 0.00 |
| FHLMC_3121 (FREDDIE MAC FHLMC_3121) | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.00 |
| FHLMC_3181 (FREDDIE MAC FHLMC_3181) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| FHLMC_326 (FREDDIE MAC FHLMC_326) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_336 (FREDDIE MAC STRIPS FHS_336-S1) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.00 |
| FHLMC_337 (FREDDIE MAC FHLMC_337-S1) | Long | ABS-collateralized bond/debt obligation | US | $358K | – | 0.00 |
| FHLMC_3404 (FREDDIE MAC FHLMC_3404) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| FHLMC_351 (FREDDIE MAC STRIP FHS_351) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| FHLMC_353 (FREDDIE MAC FHLMC_353) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FHLMC_3564 (FREDDIE MAC FHLMC_3564) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.00 |
| FHLMC_3578 (FREDDIE MAC FHLMC_3578) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $607K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $517K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $121K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.00 |
| FHLMC_364 (FREDDIEMAC STRIP FHLMC_364) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| FHLMC_368 (FREDDIEMAC STRIP FHS_368) | Long | ABS-collateralized bond/debt obligation | US | $573K | – | 0.00 |
| FHLMC_3680 (FREDDIE MAC FHLMC_3680) | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.00 |
| FHLMC_3740 (FREDDIE MAC FHLMC_3740) | Long | ABS-collateralized bond/debt obligation | US | $975K | – | 0.01 |
| FHLMC_3747 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3747) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FHLMC_3753 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3753) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| FHLMC_3769 (FREDDIE MAC FHLMC_3769) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_3833 | Long | ABS-collateralized bond/debt obligation | US | $343K | – | 0.00 |
| FHLMC_3841 (FREDDIE_MAC FHLMC_3841) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.00 |
| FHLMC_3843 (FREDDIE MAC FHLMC_3843) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_3852 (FREDDIE MAC FHLMC_3852) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| FHLMC_3888 (FREDDIE MAC FHLMC_3888) | Long | ABS-collateralized bond/debt obligation | US | $446K | – | 0.00 |
| FHLMC_3892 (FREDDIE MAC FHR_11-3892) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.00 |
| FHLMC_3908 (FREDDIE MAC FHLMC_3908) | Long | ABS-collateralized bond/debt obligation | US | $668K | – | 0.01 |
| FHLMC_3926 (FREDDIE MAC FHR_11-3926) | Long | ABS-collateralized bond/debt obligation | US | $384K | – | 0.00 |
| FHLMC_3928 (FREDDIE MAC FHLMC_3928) | Long | ABS-collateralized bond/debt obligation | US | $707K | – | 0.01 |
| FHLMC_3934 (FREDDIE MAC FHLMC_3934) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_3982 (FHLMC_11-3982) | Long | ABS-collateralized bond/debt obligation | US | $897K | – | 0.01 |
| FHLMC_3997 (FREDDIE MAC FHLMC_3997) | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.00 |
| FHLMC_4027 (FREDDIE MAC FHLMC_4027) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_4048 (FREDDIE MAC FHLMC_4048) | Long | ABS-collateralized bond/debt obligation | US | $662K | – | 0.01 |
| FHLMC_4057 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| FHLMC_4057 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| FHLMC_4087 (FREDDIE MAC FHLMC_4087) | Long | ABS-collateralized bond/debt obligation | US | $181K | – | 0.00 |
| FHLMC_4091 (FREDDIE MAC FHLMC_4091) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.04 |
| FHLMC_4146 (FREDDIE MAC FHLMC_4146) | Long | ABS-collateralized bond/debt obligation | US | $377K | – | 0.00 |
| FHLMC_4182 (FREDDIE MAC FHLMC_4182) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.00 |
| FHLMC_4186 | Long | ABS-collateralized bond/debt obligation | US | $338K | – | 0.00 |
| FHLMC_4236 | Long | ABS-collateralized bond/debt obligation | US | $761K | – | 0.01 |
| FHLMC_4257 | Long | ABS-collateralized bond/debt obligation | US | $566K | – | 0.00 |
| FHLMC_4263 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $726K | – | 0.01 |
| FHLMC_4281 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $382K | – | 0.00 |
| FHLMC_4313 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.00 |
| FHLMC_4361 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4361) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_4372 (FREDDIE MAC FHLMC_4372) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FHLMC_4402 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_4419 (FREDDIE MAC FHLMC_4419) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_4440 (FREDDIE MAC FHLMC_4440) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.09 |
| FHLMC_4461 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $522K | – | 0.00 |
| FHLMC_4463 (FREDDIE MAC FHLMC_4463) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FHLMC_4495 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.00 |
| FHLMC_4612 (FREDDIE MAC FHLMC_4612) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.04 |
| FHLMC_4627 (FREDDIE MAC FHLMC_4627) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| FHLMC_4635 (FREDDIE MAC FHLMC_4635) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.00 |
| FHLMC_4682 (FREDDIE MAC FHLMC_4682) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FHLMC_4695 (FREDDIE MAC FHLMC_4695) | Long | ABS-collateralized bond/debt obligation | US | $503K | – | 0.00 |
| FHLMC_4698 (FREDDIE MAC FHLMC_4698) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_4753 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753) | Long | ABS-collateralized bond/debt obligation | US | $898K | – | 0.01 |
| FHLMC_4755 (FREDDIE MAC FHLMC_4755) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_4771 (FREDDIE MAC FHLMC_18-4771) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.07 |
| FHLMC_4787 (FREDDIE MAC REMICS FHLMC_4787) | Long | ABS-collateralized bond/debt obligation | US | $914K | – | 0.01 |
| FHLMC_4793 (FREDDIE MAC FHLMC_4793) | Long | ABS-collateralized bond/debt obligation | US | $747K | – | 0.01 |
| FHLMC_4839 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_4839G (FREDDIE MAC REMICS FHR_4839) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FHLMC_4864 (FREDDIE MAC FHLMC-4864) | Long | ABS-collateralized bond/debt obligation | US | $508K | – | 0.00 |
| FHLMC_4910 (FREDDIE MAC FHLMC_4910) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_4941 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941) | Long | ABS-collateralized bond/debt obligation | US | $957K | – | 0.01 |
| FHLMC_4999 (FREDDIE MAC FHLMC_4999) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| FHLMC_5012 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_5038 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| FHLMC_5043 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5043) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FHLMC_5048 (FREDDIE MAC FHLMC_5048) | Long | ABS-collateralized bond/debt obligation | US | $418K | – | 0.00 |
| FHLMC_5058 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FHLMC_5065 | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.00 |
| FHLMC_5078 (FREDDIE MAC FHLMC_5078) | Long | ABS-collateralized bond/debt obligation | US | $484K | – | 0.00 |
| FHLMC_5079 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_5081 (FREDDIE MAC FHLMC_5081) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| FHLMC_5088 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5088) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FHLMC_5093 (FREDDIE MAC FHLMC_5093) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| FHLMC_5093 (FREDDIE MAC FHLMC_5093) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_5094 (FREDDIE MAC FHLMC_5094) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHLMC_5095 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5095) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FHLMC_5113 (FREDDIE MAC FHLMC_5113) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| FHLMC_5115 (FREDDIE MAC FHLMC-5115) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.04 |
| FHLMC_5115 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_5148 (FREDDIE MAC REMICS FHLMC_5148) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| FHLMC_5153 (FREDDIE MAC FHLMC-5153) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_5217 (FREDDIE MAC FHLMC_5217) | Long | ABS-collateralized bond/debt obligation | US | $578K | – | 0.00 |
| FHLMC_5223 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FHLMC_5237 (FREDDIE MAC FHLMC_5237) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FHLMC_K-150 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K150) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| FHLMC_K-1515 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1515) | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| FHLMC_K-1516 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1516) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC_K051 (FREDDIE MAC FHLMC_K051) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.00 |
| FHLMC_K055 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLMC_K056 | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FHLMC_K057 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLMC_K058 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| FHLMC_K059 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLMC_K060 (FHLMC MULTIFAMILY STRUCTURED PA) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLMC_K069 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K069) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FHLMC_K074 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FHLMC_K091 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091) | Long | ABS-mortgage backed security | US | $904K | – | 0.01 |
| FHLMC_K095 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K095) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC_K106 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K106) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FHLMC_K129 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K129) | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| FHLMC_K131 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K131) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FHLMC_K137 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC_K141 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K141) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FHLMC_K142 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FHLMC_K143 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FHLMC_K144 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K144) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FHLMC_K145 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K145) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FHLMC_K146 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K146) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FHLMC_K147 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_22-K147) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FHLMC_K149 (FREMF MORTGAGE TRUST FREMF_K149) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FHLMC_K1517 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K1517) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC_K152 (FREDDIE MAC FHLMC_K152) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FHLMC_K1521 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1521) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC_K155 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K155) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FHLMC_K157 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K157) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FHLMC_K514 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC_K728 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLMC_K729 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K729) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLMC_K735 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K735) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLMC_KW02 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| FHLMC_Q006 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q006) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FIDELITY NATIONAL INFORMATION SERV | Long | Debt | US | $2M | – | 0.02 |
| FIFTH THIRD BANCORP | Long | Debt | US | $8M | – | 0.06 |
| FIFTH THIRD BANCORP | Long | Debt | US | $3M | – | 0.02 |
| FILTRATION GROUP CORP TL 11.45 | Long | Loan | US | $187K | – | 0.00 |
| FIRST BRANDS TLB 5.0 (FIRST BRANDS GROUP LLC) | Long | Loan | US | $332K | – | 0.00 |
| FIRST HORIZON BANK (FIRST HORIZON BANK (MEMPHIS)) | Long | Debt | US | $3M | – | 0.02 |
| FIRST QUANTUM MINERALS LTD | Long | Debt | CA | $2M | – | 0.01 |
| FIRST QUANTUM MINERALS LTD | Long | Debt | CA | $985K | – | 0.01 |
| FIRSTCASH INC | Long | Debt | US | $1M | – | 0.01 |
| FIRSTENERGY CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| FIRSTENERGY TRANSMISSION LLC | Long | Debt | US | $3M | – | 0.02 |
| FISERV INC | Long | Debt | US | $1M | – | 0.01 |
| FISERV INC | Long | Debt | US | $697K | – | 0.01 |
| FISERV INC | Long | Debt | US | $327K | – | 0.00 |
| FIVE POINT OPERATING CO/CAP CORP (FIVE POINT OPERATING COMPANY LP) | Long | Debt | US | $2M | – | 0.02 |
| FKH_20-SFR1 (FIRSTKEY HOMES FKH_20-SFR1) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FKH_20-SFR2 (FIRSTKEY HOMES FKH_20-SFR2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FLAT_21-1A (FLATIRON CLO LTD FLAT_21-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FLEX LTD | Long | Debt | SG | $3M | – | 0.02 |
| FLORIDA POWER & LIGHT CO | Long | Debt | US | $7M | – | 0.05 |
| FLORIDA POWER & LIGHT CO | Long | Debt | US | $146K | – | 0.00 |
| FLORIDA POWER & LIGHT COMPANY | Long | Debt | US | $662K | – | 0.01 |
| FMC CORPORATION | Long | Debt | US | $903K | – | 0.01 |
| FMC CORPORATION | Long | Debt | US | $486K | – | 0.00 |
| FMC CORPORATION | Long | Debt | US | $262K | – | 0.00 |
| FNMA (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $222K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $928.89 | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $105.84 | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $77.35 | – | 0.00 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 15YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNMA 20YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 20YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $925K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $841K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $794K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $668K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $658K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $517.98 | – | 0.00 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $56M | – | 0.43 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $55M | – | 0.43 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44M | – | 0.34 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 0.29 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 0.28 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.26 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.26 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.25 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.25 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.22 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.20 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.19 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.19 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.18 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.14 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $974K | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $915K | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $883K | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $845K | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $731K | – | 0.01 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.14 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $808K | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $693K | – | 0.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $608K | – | 0.00 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA CONV LONG TERM 30YR - JUMBO-C (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| FNMA CONV LONG TERM 30YR - JUMBO-C (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA_03-22 | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.00 |
| FNMA_03-33 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNMA_04-29 | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.00 |
| FNMA_04-93 | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.00 |
| FNMA_06-43 (FANNIEMAE WHOLE LOAN FNMA FNMA_06-43) | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.00 |
| FNMA_06-71 (FANNIE MAE FNMA_06-71) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| FNMA_07-50 (FANNIE MAE FNMA_07-50) | Long | ABS-collateralized bond/debt obligation | US | $369K | – | 0.00 |
| FNMA_07-90 (FANNIE MAE FNMA_07-90) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNMA_07-W7 (FANNIEMAE WHOLE LOAN FNW_07-W7) | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.00 |
| FNMA_08-15 (FANNIE MAE FNMA_08-15) | Long | ABS-collateralized bond/debt obligation | US | $229K | – | 0.00 |
| FNMA_09-100 (FANNIE MAE FNMA_09-100) | Long | ABS-collateralized bond/debt obligation | US | $187K | – | 0.00 |
| FNMA_09-87 (FANNIE MAE FNMA_09-87) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.00 |
| FNMA_10-131 | Long | ABS-collateralized bond/debt obligation | US | $275K | – | 0.00 |
| FNMA_10-136 (FANNIE MAE FNMA_10-136) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_10-139 (FANNIE MAE FNMA_10-139) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_10-142 (FANNIE MAE FNMA_10-142) | Long | ABS-collateralized bond/debt obligation | US | $262K | – | 0.00 |
| FNMA_10-150 (FANNIE MAE FNMA_10-150) | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.00 |
| FNMA_10-21 (FANNIE MAE FNMA_10-21) | Long | ABS-collateralized bond/debt obligation | US | $273K | – | 0.00 |
| FNMA_10-57 (FANNIE MAE FNMA_10-57) | Long | ABS-collateralized bond/debt obligation | US | $98K | – | 0.00 |
| FNMA_11-131 (FANNIE MAE FNMA_11-131) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FNMA_11-18 (FANNIE MAE FNMA_11-18) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FNMA_11-47 (FANNIE MAE FNMA_11-47) | Long | ABS-collateralized bond/debt obligation | US | $265K | – | 0.00 |
| FNMA_11-53 (FANNIE MAE FNMA_11-53) | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.00 |
| FNMA_11-84 (FANNIE MAE FNMA_11-84) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_11-87 (FANNIE MAE FNMA_11-87) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.05 |
| FNMA_12-1 (FANNIE MAE FNMA_12-1) | Long | ABS-collateralized bond/debt obligation | US | $643K | – | 0.00 |
| FNMA_12-105 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FNMA_12-115 (FANNIE MAE FNMA_12-115) | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.00 |
| FNMA_12-121 (FANNIE MAE FNMA_12-121) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.07 |
| FNMA_12-17 (FANNIE MAE FNMA_12-17) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNMA_12-68 (FANNIE MAE FNMA_12-68) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.05 |
| FNMA_12-94 (FANNIE MAE FNMA_12-94) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.06 |
| FNMA_13-10 (FANNIE MAE FNMA_13-10) | Long | ABS-collateralized bond/debt obligation | US | $532K | – | 0.00 |
| FNMA_13-10 (FANNIE MAE FNMA_13-10) | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.00 |
| FNMA_13-106 (FANNIE MAE FNMA_13-106) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_13-124 (FANNIE MAE FNMA_13-124) | Long | ABS-collateralized bond/debt obligation | US | $863K | – | 0.01 |
| FNMA_13-136 (FANNIE MAE FNMA_13-136) | Long | ABS-collateralized bond/debt obligation | US | $734K | – | 0.01 |
| FNMA_13-16 (FANNIE MAE FNMA_13-16) | Long | ABS-collateralized bond/debt obligation | US | $655K | – | 0.01 |
| FNMA_13-16 (FANNIE MAE FNMA_13-16) | Long | ABS-collateralized bond/debt obligation | US | $315K | – | 0.00 |
| FNMA_13-18 (FANNIE MAE FNMA_13-18) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FNMA_13-19 (FANNIE MAE FNMA_13-19) | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.00 |
| FNMA_13-23 (FANNIE MAE FNMA_13-23) | Long | ABS-collateralized bond/debt obligation | US | $712K | – | 0.01 |
| FNMA_13-34 (FANNIE MAE FNMA_13-34) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_13-35 (FANNIE MAE FNMA_13-35) | Long | ABS-collateralized bond/debt obligation | US | $409K | – | 0.00 |
| FNMA_13-41 (FANNIE MAE FNMA_13-41) | Long | ABS-collateralized bond/debt obligation | US | $298K | – | 0.00 |
| FNMA_13-66 (FANNIE MAE FNMA_13-66) | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| FNMA_13-70 | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.09 |
| FNMA_14-40 (FANNIE MAE FNMA_14-40) | Long | ABS-collateralized bond/debt obligation | US | $376K | – | 0.00 |
| FNMA_14-52 | Long | ABS-collateralized bond/debt obligation | US | $450K | – | 0.00 |
| FNMA_15-54 (FANNIE MAE FNMA_15-54) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| FNMA_15-81 (FANNIE MAE FNMA_15-81) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.00 |
| FNMA_16-19 (FANNIE MAE FNMA_16-19) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.00 |
| FNMA_16-32 (FANNIE MAE FNMA_16-32) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.00 |
| FNMA_16-32 (FANNIE MAE FNMA_16-32) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| FNMA_16-60 (FANNIE MAE FNMA_16-60) | Long | ABS-collateralized bond/debt obligation | US | $904K | – | 0.01 |
| FNMA_16-60 (FANNIE MAE FNMA_16-60) | Long | ABS-collateralized bond/debt obligation | US | $351K | – | 0.00 |
| FNMA_16-60 (FANNIE MAE FNMA_16-60) | Long | ABS-collateralized bond/debt obligation | US | $313K | – | 0.00 |
| FNMA_16-82 (FANNIE MAE FNMA_16-82) | Long | ABS-collateralized bond/debt obligation | US | $426K | – | 0.00 |
| FNMA_16-88 (FANNIE MAE FNMA_16-88) | Long | ABS-collateralized bond/debt obligation | US | $889K | – | 0.01 |
| FNMA_16-93 (FANNIE MAE FNMA_16-93) | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.00 |
| FNMA_17-14 (FANNIE MAE FNMA_17-14) | Long | ABS-collateralized bond/debt obligation | US | $816K | – | 0.01 |
| FNMA_17-26 (FANNIE MAE FNMA_17-26) | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.00 |
| FNMA_17-38 (FANNIE MAE FNMA_17-38) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_17-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54) | Long | ABS-collateralized bond/debt obligation | US | $431K | – | 0.00 |
| FNMA_17-57 (FANNIE MAE FNMA_17-57) | Long | ABS-collateralized bond/debt obligation | US | $120K | – | 0.00 |
| FNMA_18-11 (FANNIE MAE FNMA_18-11) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| FNMA_18-38 (FANNIE MAE FNMA_18-38) | Long | ABS-collateralized bond/debt obligation | US | $383K | – | 0.00 |
| FNMA_18-43 (FANNIE MAE FNMA_18-43) | Long | ABS-collateralized bond/debt obligation | US | $272K | – | 0.00 |
| FNMA_18-45 (FANNIE MAE FNMA_18-45) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FNMA_18-61 (FANNIE MAE FNMA_18-61) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.00 |
| FNMA_18-64 (FANNIE MAE FNMA_18-64) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FNMA_18-94D (FANNIE MAE FNMA_18-94) | Long | ABS-collateralized bond/debt obligation | US | $574K | – | 0.00 |
| FNMA_19-25 (FANNIE MAE FNMA_19-25) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| FNMA_19-35 (FANNIE MAE ACES FNMA_19-35) | Long | ABS-collateralized bond/debt obligation | US | $678K | – | 0.01 |
| FNMA_19-39 (FANNIE MAE ACES FNMA_19-39) | Long | ABS-collateralized bond/debt obligation | US | $660K | – | 0.01 |
| FNMA_19-70 (FANNIE MAE FNMA_19-70) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FNMA_19-9 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| FNMA_20-42 (FANNIE MAE FNMA_20-42) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FNMA_20-46 (FANNIE MAE FNMA_20-46) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FNMA_20-47 (FANNIE MAE FNMA_20-47) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.07 |
| FNMA_20-72 (FANNIE MAE FNMA_20-72) | Long | ABS-collateralized bond/debt obligation | US | $931K | – | 0.01 |
| FNMA_20-74 (FANNIE MAE FNMA_20-74) | Long | ABS-collateralized bond/debt obligation | US | $910K | – | 0.01 |
| FNMA_20-99 (FANNIE MAE FNMA_20-99) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FNMA_20-M43 (FANNIEMAE-ACES FNMA_20-M43) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNMA_21-1 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| FNMA_21-24 (FANNIE MAE FNMA_21-24) | Long | ABS-collateralized bond/debt obligation | US | $540K | – | 0.00 |
| FNMA_21-74 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FNMA_21-94 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-94) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FNMA_22-38 (FANNIE MAE FNMA_22-38) | Long | ABS-collateralized bond/debt obligation | US | $646K | – | 0.00 |
| FNMA_22-5 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FNMA_385 (FANNIEMAE STRIP FNSTR_385) | Long | ABS-collateralized bond/debt obligation | US | $318K | – | 0.00 |
| FNMA_426 (FANNIE MAE FNMA_426-C58) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| FNMA_427 (FANNIE MAE STRIP FNSTR_427) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| FNMA_437 (FANNIEMAE STRIP FNSTR_437) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.01 |
| FNMA_98-17 (FANNIE MAE FNMA_98-17) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FNSTR_427 (FANNIE MAE STRIP FNSTR_427) | Long | ABS-collateralized bond/debt obligation | US | $974K | – | 0.01 |
| FNSTR_434 (FANNIE MAE INTEREST STRIP FNSTR_434) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| FORD MOTOR COMPANY | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR COMPANY | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $5M | – | 0.04 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $4M | – | 0.03 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $966K | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $931K | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $463K | – | 0.00 |
| FORDR_18-1 (FORD CREDIT AUTO OWNER TRUST FORDR_18-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| FORDR_21-1 (FORD CREDIT AUTO OWNER TRUST FORDR_21-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FORDR_21-2 (FORD CREDIT AUTO OWNER TRUST FORDR_21-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FORDR_21-2 (FORD CREDIT AUTO OWNER TRUST FORDR_21-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FORDR_23-1 (FORD CREDIT AUTO OWNER TRUST FORDR_23-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| FORTUNE BRANDS HOME & SECURITY INC (FORTUNE BRANDS INNOVATIONS INC) | Long | Debt | US | $3M | – | 0.02 |
| FORTUNE BRANDS INNOVATIONS INC | Long | Debt | US | $727K | – | 0.01 |
| FOUNDRY JV HOLDCO LLC | Long | Debt | US | $743K | – | 0.01 |
| FOUNDRY JV HOLDCO LLC | Long | Debt | US | $665K | – | 0.01 |
| FOX CORP | Long | Debt | US | $3M | – | 0.03 |
| FREEDOM MORTGAGE CORP | Long | Debt | US | $486K | – | 0.00 |
| FREEPORT INDONESIA PT (PT FREEPORT INDONESIA) | Long | Debt | ID | $1M | – | 0.01 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $5M | – | 0.04 |
| FRESENIUS MEDICAL CARE US FIN III (FRESENIUS MEDICAL CARE US FINANCE III INC) | Long | Debt | US | $3M | – | 0.02 |
| FRONTIER COMM CORP TL EXIT 3.75 (FRONTIER COMMUNICATIONS CORP) | Long | Loan | US | $207K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.02 |
| FS KKR CAPITAL CORP | Long | Debt | US | $4M | – | 0.03 |
| FS KKR CAPITAL CORP | Long | Debt | US | $3M | – | 0.02 |
| FS KKR CAPITAL CORP | Long | Debt | US | $955K | – | 0.01 |
| FSMT_18-5 (FLAGSTAR MORTGAGE TRUST FSMT_18-5) | Long | ABS-collateralized bond/debt obligation | US | $777K | – | 0.01 |
| FSMT_19-2 (FLAGSTAR MORTGAGE TRUST FSMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $787K | – | 0.01 |
| FSMT_19-2 (FLAGSTAR MORTGAGE TRUST FSMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $736K | – | 0.01 |
| FSMT_21-12 (FLAGSTAR MORTGAGE TRUST FSMT_21-12) | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.01 |
| FSRIA_21-FL3 (FS RIALTO FSRIA_21-FL3) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| FYBR_23-1 (FRONTIER ISSUER LLC FYBR_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GA GLOBAL FUNDING TRUST | Long | Debt | US | $5M | – | 0.04 |
| GA GLOBAL FUNDING TRUST (CAMDEN PROPERTY TRUST) | Long | Debt | US | $1M | – | 0.01 |
| GAINWELL ACQUISITION CORP TLB 4.0 | Long | Loan | US | $711K | – | 0.01 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $587K | – | 0.00 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $324K | – | 0.00 |
| GALXY_16-22A (GALAXY CLO LTD GALXY_16-22A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GALXY_18-26A (GALAXY CLO LTD GALXY_18-26A) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GAM_21-F (GAM RESECURITIZATION TRUST GAM_21-FRR2) | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| GAM_21-FRR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GAM_21-FRR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GAM_22-FRR3 (GAM RESECURITIZATION TRUST GAM_22-FRR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GAP INC | Long | Debt | US | $1M | – | 0.01 |
| GATX CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| GATX CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| GCAR_24-2A (GLS AUTO RECEIVABLES TRUST GCAR_24-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GCAT_21-1 (GCAT TRUST GCAT_21-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| GCI LLC | Long | Debt | US | $2M | – | 0.01 |
| GE HEALTHCARE TECHNOLOGIES INC | Long | Debt | US | $5M | – | 0.04 |
| GECU_23-1A (GECU AUTO RECEIVABLES TRUST GECU_23-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GENERAL ELECTRIC CAPITAL CORP (GENERAL ELECTRIC CO) | Long | Debt | US | $5M | – | 0.04 |
| GENERAL MOTORS CO | Long | Debt | US | $5M | – | 0.04 |
| GENERAL MOTORS CO | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MOTORS CO | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MOTORS CO | Long | Debt | US | $532K | – | 0.00 |
| GENERAL MOTORS CO | Long | Debt | US | $450K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $5M | – | 0.04 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $3M | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $3M | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $2M | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $671K | – | 0.01 |
| GENPACT LUXEMBOURG SARL | Long | Debt | LU | $1M | – | 0.01 |
| GEORGIA POWER CO (GEORGIA POWER COMPANY) | Long | Debt | US | $565K | – | 0.00 |
| GEORGIA POWER COMPANY | Long | Debt | US | $840K | – | 0.01 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $724K | – | 0.01 |
| GFMT_18-2 (GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $428K | – | 0.00 |
| GFMT_19-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GFMT_19-1 | Long | ABS-collateralized bond/debt obligation | US | $815K | – | 0.01 |
| GGAM FINANCE LTD (GGAM FINANCE LTD (LIMERICK BRANCH)) | Long | Debt | IE | $3M | – | 0.02 |
| GLENCORE FUNDING LLC | Long | Debt | US | $4M | – | 0.03 |
| GLM_17-2A (GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_17-2A) | Long | ABS-mortgage backed security | KY | $1M | – | 0.01 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $3M | – | 0.02 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $2M | – | 0.02 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $2M | – | 0.01 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $375K | – | 0.00 |
| GLP CAPITAL LP / GLP FIN II INC | Long | Debt | US | $124K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II | Long | Debt | US | $880K | – | 0.01 |
| GLP CAPITAL LP / GLP FINANCING II | Long | Debt | US | $453K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II | Long | Debt | US | $201K | – | 0.00 |
| GLP CAPITAL LP/GLP FINANCING II | Long | Debt | US | $4M | – | 0.03 |
| GMALT_22-3 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GMALT_23-2 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GMCAR_23-4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GMREV_24-1 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GN BONDCO LLC | Long | Debt | US | $4M | – | 0.03 |
| GNMA 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $734K | – | 0.01 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| GNMA II 30YR SF - JUMBO-CONFORMING (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| GNMA_03-72 | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| GNMA_05-45 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GNMA_06-37 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $540K | – | 0.00 |
| GNMA_09-104 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_09-55 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_09-67 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GNMA_10-108 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GNMA_10-120 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_10-135 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| GNMA_10-31 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31) | Long | ABS-collateralized bond/debt obligation | US | $314K | – | 0.00 |
| GNMA_10-H03 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.00 |
| GNMA_10-H17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GNMA_10-H26 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H26) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.00 |
| GNMA_11-114 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| GNMA_11-13 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.00 |
| GNMA_11-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.00 |
| GNMA_11-38 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-38) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA_12-H20 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H20) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| GNMA_12-H21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNMA_12-H21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNMA_12-H25 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H25) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| GNMA_13-162 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-162) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA_13-3 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-3) | Long | ABS-collateralized bond/debt obligation | US | $581K | – | 0.00 |
| GNMA_13-H02 | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.00 |
| GNMA_13-H05 (GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNMA_13-H08 | Long | ABS-collateralized bond/debt obligation | US | $498K | – | 0.00 |
| GNMA_13-H08 | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.00 |
| GNMA_13-H14 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $259K | – | 0.00 |
| GNMA_13-H17 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| GNMA_13-H18 | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.00 |
| GNMA_13-H19 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H19) | Long | ABS-collateralized bond/debt obligation | US | $328K | – | 0.00 |
| GNMA_14-101 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-101) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| GNMA_14-134 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA_14-150 | Long | ABS-collateralized bond/debt obligation | US | $183K | – | 0.00 |
| GNMA_14-3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| GNMA_14-H05 | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.00 |
| GNMA_14-H14 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $113K | – | 0.00 |
| GNMA_14-H15 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.00 |
| GNMA_14-H20 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| GNMA_15-101 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA_15-114 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA_15-120 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| GNMA_15-125 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| GNMA_15-125 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| GNMA_15-146 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA_15-155 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.00 |
| GNMA_15-163 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $55K | – | 0.00 |
| GNMA_15-171 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| GNMA_15-174 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA_15-189 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.00 |
| GNMA_15-21 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNMA_15-29 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNMA_15-30 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| GNMA_15-32 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.00 |
| GNMA_15-41 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA_15-6 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA_15-70 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNMA_15-73 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| GNMA_15-9 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| GNMA_15-H22 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| GNMA_15-H26 | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.00 |
| GNMA_16-111 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $766K | – | 0.01 |
| GNMA_16-152 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| GNMA_16-39 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNMA_16-72 (GOVERMENT NATIONAL MORTGAGE ASSO) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.00 |
| GNMA_16-88 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88) | Long | ABS-collateralized bond/debt obligation | US | $939K | – | 0.01 |
| GNMA_16-89 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $349K | – | 0.00 |
| GNMA_17-101 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101) | Long | ABS-collateralized bond/debt obligation | US | $621K | – | 0.00 |
| GNMA_17-168 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-168) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| GNMA_17-52 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $406K | – | 0.00 |
| GNMA_17-68 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68) | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.00 |
| GNMA_17-88 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88) | Long | ABS-collateralized bond/debt obligation | US | $307K | – | 0.00 |
| GNMA_17-93 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $887K | – | 0.01 |
| GNMA_17-H03 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $620K | – | 0.00 |
| GNMA_17-H04 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04) | Long | ABS-collateralized bond/debt obligation | US | $360.73 | – | 0.00 |
| GNMA_18-1 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| GNMA_18-110 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-110) | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| GNMA_18-115 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_18-147 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| GNMA_18-2 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-2) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| GNMA_18-53 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53) | Long | ABS-collateralized bond/debt obligation | US | $696K | – | 0.01 |
| GNMA_18-H04 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H04) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_19-123 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123) | Long | ABS-collateralized bond/debt obligation | US | $713K | – | 0.01 |
| GNMA_19-13 | Long | ABS-collateralized bond/debt obligation | US | $775K | – | 0.01 |
| GNMA_19-30 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_19-6 | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.00 |
| GNMA_19-86 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86) | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.00 |
| GNMA_19-99 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_19-H01 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01) | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.00 |
| GNMA_19-H10 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H10) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_20-108 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-108) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| GNMA_20-129 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| GNMA_20-134 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_20-171 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-171) | Long | ABS-collateralized bond/debt obligation | US | $402K | – | 0.00 |
| GNMA_20-32 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-32) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GNMA_20-34 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_20-H13 (GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-H13) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GNMA_21-106 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-106) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| GNMA_21-132 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-132) | Long | ABS-mortgage backed security | US | $808K | – | 0.01 |
| GNMA_21-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-133) | Long | ABS-mortgage backed security | US | $749K | – | 0.01 |
| GNMA_21-144 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-144) | Long | ABS-mortgage backed security | US | $715K | – | 0.01 |
| GNMA_21-145 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-145) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| GNMA_21-151 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-151) | Long | ABS-mortgage backed security | US | $706K | – | 0.01 |
| GNMA_21-163 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-163) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| GNMA_21-186 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-186) | Long | ABS-mortgage backed security | US | $665K | – | 0.01 |
| GNMA_21-33 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-33) | Long | ABS-collateralized bond/debt obligation | US | $486K | – | 0.00 |
| GNMA_21-40 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-40) | Long | ABS-collateralized bond/debt obligation | US | $410K | – | 0.00 |
| GNMA_21-52 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-52) | Long | ABS-mortgage backed security | US | $553K | – | 0.00 |
| GNMA_21-57 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57) | Long | ABS-collateralized bond/debt obligation | US | $398K | – | 0.00 |
| GNMA_21-7 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| GNMA_21-7 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| GNMA_21-81 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81) | Long | ABS-collateralized bond/debt obligation | US | $668K | – | 0.01 |
| GNMA_21-H03 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-H03) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNMA_21-H08 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-H08) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNMA_22-125 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GNMA_22-132 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-133) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| GNMA_22-166 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-166) | Long | ABS-mortgage backed security | US | $713K | – | 0.01 |
| GNMA_22-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-17) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| GNMA_22-201 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-201) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| GNMA_22-4 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-4) | Long | ABS-mortgage backed security | US | $927K | – | 0.01 |
| GNMA_22-43 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-43) | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| GNMA_22-92 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-92) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| GNMA_22-H01 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H01) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.07 |
| GNMA_22-H09 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H09) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| GNMA_22-H09 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H09) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| GNMA_22-H22 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_22-H22) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| GNMA_23-110 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-110) | Long | ABS-mortgage backed security | US | $758K | – | 0.01 |
| GNMA_23-70 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-70) | Long | ABS-collateralized bond/debt obligation | US | $481K | – | 0.00 |
| GNMA2 1Y CMT ARM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| GNMA2 1YR CMT ARM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $25M | – | 0.19 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $23M | – | 0.18 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $19M | – | 0.14 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $16M | – | 0.13 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $15M | – | 0.11 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $934K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $876K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $857K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $833K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $615K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $55M | – | 0.42 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $53M | – | 0.41 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $46M | – | 0.35 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| GNMA2 SF 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $821K | – | 0.01 |
| GOAL_06-1 (GOAL CAPITAL FUNDING TRUST GOAL_06-1) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| GOHL CAPITAL LTD | Long | Debt | IM | $1M | – | 0.01 |
| GOLDEN NUGGET INC TLB 4.0 (GOLDEN NUGGET ONLINE GAMING INC) | Long | Loan | US | $408K | – | 0.00 |
| GOLDMAN SACHS BANK USA | Long | Debt | US | $6M | – | 0.04 |
| GOLDMAN SACHS BANK USA | Long | Debt | US | $2M | – | 0.01 |
| GOLDMAN SACHS BDC INC | Long | Debt | US | $2M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $11M | – | 0.08 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $11M | – | 0.08 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $9M | – | 0.07 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $4M | – | 0.03 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $3M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $11M | – | 0.08 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $786K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $765K | – | 0.01 |
| GOLUB CAPITAL BDC INC (GOLUB CAPITAL BDC INC.) | Long | Debt | US | $4M | – | 0.03 |
| GOLUB CAPITAL BDC INC (GOLUB CAPITAL BDC INC.) | Long | Debt | US | $216K | – | 0.00 |
| GOOD_21-3CS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| GRAY TELEVISION INC (GRAY TELEVISION INC.) | Long | Debt | US | $1M | – | 0.01 |
| GRAY TELEVISION INC (GRAY TELEVISION INC.) | Long | Debt | US | $899K | – | 0.01 |
| GRCCT_21-3 (GREYSTONE COMMERCIAL CAPITAL TRUST GCC_21-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| GREAT OUTDOORS GROUP LLC TLB1 3.75 | Long | Loan | US | $860K | – | 0.01 |
| GREAT-WEST LIFECO US FINANCE 2020 (GREAT-WEST LIFECO US FINANCE 2020 LP) | Long | Debt | US | $4M | – | 0.03 |
| GREENSAIF PIPELINES BIDCO SARL (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $1M | – | 0.01 |
| GREENSAIF PIPELINES BIDCO SARL (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $505K | – | 0.00 |
| GREYSTONE COMM CAPITAL TRUST (GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2) | Long | Debt | US | $8M | – | 0.06 |
| GRIFFON CORPORATION | Long | Debt | US | $508K | – | 0.00 |
| GRIFOLS ESCROW ISSUER SAU (GRIFOLS SA) | Long | Debt | ES | $2M | – | 0.02 |
| GRIFOLS USA INC TLB 2.5 (GRIFOLS WORLDWIDE OPERATIONS USA INC) | Long | Loan | US | $1M | – | 0.01 |
| GRNPK_18-1A (GREENWOOD PARK CLO LTD GRNPK_18-1A) | Long | ABS-mortgage backed security | KY | $10M | – | 0.08 |
| GSAMP_04-OPT (GSAMP TRUST GSAMP_04-OPT) | Long | ABS-collateralized bond/debt obligation | US | $724K | – | 0.01 |
| GSAR_24-2A (GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2) | Long | ABS-mortgage backed security | US | $939K | – | 0.01 |
| GSMBS_19-PJ3 (GS MORTGAGE SECURITIES TRUST GSMBS_19-PJ3) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| GSMBS_21-GR3 (GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3) | Long | ABS-collateralized bond/debt obligation | US | $766K | – | 0.01 |
| GSMBS_21-PJ10 (GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ10) | Long | ABS-collateralized bond/debt obligation | US | $671K | – | 0.01 |
| GSMBS_23-PJ4 (GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| GSMBS_24-HE1 (GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_24-HE1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.04 |
| GSMS_13-PEMB (GS MORTGAGE SECURITIES TRUST GSM) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSMS_15-GC30 (GS MORTGAGE SECURITIES CORP II G) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GSMS_16-GS2 (GS MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| GSMS_16-GS3 (GS MORTGAGE SECURITIES TRUST GSM) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GSMS_17-375H (GS MORTGAGE SECURITIES TRUST GSMS_17-375H) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GSMS_17-GS7 (GS MORTGAGE SECURITIES TRUST GSM) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| GSMS_17-GS8 (GS MORTGAGE SECURITIES TRUST GSMS_17-GS8) | Long | ABS-mortgage backed security | US | $19M | – | 0.14 |
| GSMS_19-GSA1 (GS MORTGAGE SECURITIES TRUST GSMS_19-GSA1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GSMS_20-GC45 (GS MORTGAGE SECURITIES TRUST GSMS_20-GC45) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSMS_21-ARDN (GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_21-ARDN) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GSMSCII_12-BWTR (GS MORTGAGE SECURITIES CORPORATI) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GSR_06-AR2 | Long | ABS-collateralized bond/debt obligation | US | $589K | – | 0.00 |
| GSTNE_19-FL2 (GREYSTONE COMMERCIAL REAL ESTATE NOTES GSTNE_19-FL2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GTCR W-2 MERGER SUB LLC | Long | Debt | US | $389K | – | 0.00 |
| GUATEMALA (REPUBLIC OF) (GUATEMALA REPUBLIC OF (GOVERNMENT)) | Long | Debt | GT | $643K | – | 0.00 |
| GUATEMALA (REPUBLIC OF) (GUATEMALA REPUBLIC OF (GOVERNMENT)) | Long | Debt | GT | $431K | – | 0.00 |
| GULF POWER CO (FLORIDA POWER & LIGHT CO) | Long | Debt | US | $1M | – | 0.01 |
| GWOLF_18-2A (GREYWOLF CLO LTD GWOLF_18-2A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| GWOLF_20-3RA (GREYWOLF CLO LTD GWOLF_20-3RA) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| GWT_24-WLF2 (GREAT WOLF TRUST GWT_24-WLF2) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| H&E EQUIPMENT SERVICES INC | Long | Debt | US | $5M | – | 0.04 |
| HANESBRANDS INC | Long | Debt | US | $1M | – | 0.01 |
| HANESBRANDS INC TLA 1.50 | Long | Loan | US | $392K | – | 0.00 |
| HARLEY-DAVIDSON FINANCIAL SERVICES | Long | Debt | US | $3M | – | 0.02 |
| HARLEY-DAVIDSON FINANCIAL SERVICES | Long | Debt | US | $1M | – | 0.01 |
| HARTFORD FINANCIAL SERVICES GROUP (HARTFORD FINANCIAL SERVICES GROUP INC) | Long | Debt | US | $1M | – | 0.01 |
| HASBRO INC | Long | Debt | US | $3M | – | 0.02 |
| HAYFN_24-15A (HAYFIN US XII LTD HAYFN_24-15) | Long | ABS-mortgage backed security | KY | $25M | – | 0.19 |
| HBCT_15-HB10 (HUDSONS BAY SIMON JV TRUST HBCT_) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HBCT_15-HB7 (HUDSONS BAY SIMON JV TRUST HBCT_15-HB7) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $3M | – | 0.02 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $2M | – | 0.02 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $2M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $801K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $763K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $663K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $647K | – | 0.00 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $494K | – | 0.00 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $434K | – | 0.00 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $11K | – | 0.00 |
| HEALTH CARE SERVICE CORPORATION (HEALTH CARE SERVICE CORP MUT LEG RES CO) | Long | Debt | US | $554K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $1M | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $400K | – | 0.00 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $2M | – | 0.02 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $1M | – | 0.01 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $307K | – | 0.00 |
| HEALTHPEAK PROPERTIES INC (HEALTHPEAK OP LLC) | Long | Debt | US | $1M | – | 0.01 |
| HECLA MINING COMPANY (HECLA MIN CO) | Long | Debt | US | $680K | – | 0.01 |
| HEICO CORP | Long | Debt | US | $2M | – | 0.01 |
| HENDR_13-3A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HENDR_14-2A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HENDR_19-1A (J.G. WENTWORTH XLIII LLC HENDR_19-1A) | Long | ABS-mortgage backed security | US | $798K | – | 0.01 |
| HERCULES CAPITAL INC | Long | Debt | US | $3M | – | 0.03 |
| HERTZ_23-3A (HERTZ VEHICLE FINANCING III LLC HERTZ_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| HESS CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| HGI_22-FL3 (HGI CRE CLO LTD HGI_22-FL3) | Long | ABS-mortgage backed security | US | $998K | – | 0.01 |
| HGVT_22-2A (HILTON GRAND VACATIONS TRUST HGVT_22-2A) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $2M | – | 0.02 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $2M | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $1M | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $796K | – | 0.01 |
| HILL CITY FUNDING TRUST | Long | Debt | US | $2M | – | 0.02 |
| HILT_24-ORL (HILTON USA TRUST HILT_24-ORL) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HLM_10A-16 (HIGHBRIDGE LOAN MANAGEMENT LTD H) | Long | ABS-mortgage backed security | KY | $10M | – | 0.08 |
| HLM_13A-18 (HIGHBRIDGE LOAN MANAGEMENT LTD HLM_13A-18) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| HLM_21-16A (HPS LOAN MANAGEMENT LTD HLM_21-16) | Long | ABS-mortgage backed security | KY | $7M | – | 0.06 |
| HOME DEPOT INC | Long | Debt | US | $1M | – | 0.01 |
| HOME DEPOT INC | Long | Debt | US | $127K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.01 |
| HONK_19-1A (DRIVEN BRANDS FUNDING LLC HONK_19-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HOST HOTELS & RESORTS LP | Long | Debt | US | $1M | – | 0.01 |
| HOST HOTELS & RESORTS LP | Long | Debt | US | $509K | – | 0.00 |
| HOWARD HUGHES CORP | Long | Debt | US | $3M | – | 0.02 |
| HOWARD HUGHES CORP | Long | Debt | US | $639K | – | 0.00 |
| HP INC | Long | Debt | US | $721K | – | 0.01 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $7M | – | 0.05 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $4M | – | 0.03 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $3M | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $3M | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.01 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $1M | – | 0.01 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $978K | – | 0.01 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $909K | – | 0.01 |
| HTL_24-T53 (HTL COMMERCIAL MORTGAGE TRUST HTL_24-T53) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $3M | – | 0.02 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $3M | – | 0.02 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $1M | – | 0.01 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $744K | – | 0.01 |
| HUDSON RIVER TRADING LLC | Long | Loan | US | $1M | – | 0.01 |
| HUMANA INC | Long | Debt | US | $4M | – | 0.03 |
| HUMANA INC | Long | Debt | US | $3M | – | 0.02 |
| HUMANA INC | Long | Debt | US | $1M | – | 0.01 |
| HUNGARY (REPUBLIC OF) (HUNGARY (GOVERNMENT)) | Long | Debt | HU | $768K | – | 0.01 |
| HUNT CO INC | Long | Debt | US | $2M | – | 0.01 |
| HUNT_24-1A (HUNTINGTON AUTO TRUST HUNT 2024-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HUNTINGTON BANCSHARES INC | Long | Debt | US | $379K | – | 0.00 |
| HUNTINGTON BANCSHARES INC/OH | Long | Debt | US | $4M | – | 0.03 |
| HUNTINGTON BANCSHARES INC/OH | Long | Debt | US | $2M | – | 0.02 |
| HUNTINGTON INGALLS INDUSTRIES INC | Long | Debt | US | $7M | – | 0.05 |
| HUNTINGTON INGALLS INDUSTRIES INC | Long | Debt | US | $3M | – | 0.02 |
| HUNTINGTON NATIONAL BANK (THE) (HUNTINGTON NATL BK) | Long | Debt | US | $1M | – | 0.01 |
| HUNTSMAN INTERNATIONAL LLC | Long | Debt | US | $6M | – | 0.05 |
| HVMLT_06-10 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| HY_19-30HY (HUDSON YARDS HY_19-30HY) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HYATT HOTELS CORP | Long | Debt | US | $3M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $6M | – | 0.04 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $5M | – | 0.04 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $4M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $1M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $1M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $360K | – | 0.00 |
| HYUNDAI CAPITAL SERVICES INC (HYUNDAI CAP SVC) | Long | Debt | KR | $3M | – | 0.02 |
| IBM CORP (INTERNATIONAL BUSINESS MACHINES CORP) | Long | Debt | US | $565K | – | 0.00 |
| IBM INTERNATIONAL CAPITAL PTE LTD | Long | Debt | SG | $2M | – | 0.01 |
| IBM INTERNATIONAL CAPITAL PTE LTD | Long | Debt | SG | $731K | – | 0.01 |
| IBM INTERNATIONAL CAPITAL PTE LTD | Long | Debt | SG | $647K | – | 0.00 |
| ICAHN ENTERPRISES LP | Long | Debt | US | $420K | – | 0.00 |
| ICAHN ENTERPRISES LP | Long | Debt | US | $290K | – | 0.00 |
| ICAHN ENTERPRISES LP / FIN CORP | Long | Debt | US | $709K | – | 0.01 |
| ICAHN ENTERPRISES LP/ICAHN FIN | Long | Debt | US | $1M | – | 0.01 |
| ICE: (CDX.NA.HY.42.V1) (JPMorgan) | Derivative-credit | US | $5M | – | 0.04 | |
| ICG_14-3A (ICG US CLO LTD ICG_14-3A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| ICON INVESTMENTS SIX DAC (ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $2M | – | 0.02 |
| ICON INVESTMENTS SIX DAC (ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $647K | – | 0.00 |
| ILIAD HOLDING SAS | Long | Debt | FR | $547K | – | 0.00 |
| ILIAD HOLDING SAS | Long | Debt | FR | $495K | – | 0.00 |
| ILPT_22-LPF2 (ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| IMOLA MERGER CORP | Long | Debt | US | $2M | – | 0.01 |
| IMPERIAL BRANDS FINANCE PLC | Long | Debt | GB | $2M | – | 0.02 |
| IMPERIAL BRANDS FINANCE PLC | Long | Debt | GB | $2M | – | 0.02 |
| IMTT_17-APTS (IMT TRUST IMTT_17-APTS) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| INDIAN RAILWAY FINANCE CORP LTD | Long | Debt | IN | $977K | – | 0.01 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $1M | – | 0.01 |
| INDONESIA ASAHAN ALUMINIUM PERSERO (INDONESIA ASAHAN ALUMINIUM PERSERO PT) | Long | Debt | ID | $548K | – | 0.00 |
| ING GROEP NV | Long | Debt | NL | $1M | – | 0.01 |
| INGERSOLL RAND INC | Long | Debt | US | $4M | – | 0.03 |
| INGERSOLL RAND INC | Long | Debt | US | $589K | – | 0.00 |
| INGERSOLL RAND INC | Long | Debt | US | $529K | – | 0.00 |
| INGERSOLL RAND INC | Long | Debt | US | $492K | – | 0.00 |
| INGIM_13-1A (ING INVSTMT MGMT CLO LTD INGIM_1) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| INSIGHT ENTERPRISES INC | Long | Debt | US | $543K | – | 0.00 |
| INSTELSAT EMERGENCE SA F+ (INTELSAT EMERGENCE SA) | Long | Equity-common | LU | $3M | 89K | 0.03 |
| INTEL CORP | Long | Debt | US | $729K | – | 0.01 |
| INTEL CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| INTEL CORPORATION | Long | Debt | US | $720K | – | 0.01 |
| INTEL CORPORATION | Long | Debt | US | $516K | – | 0.00 |
| INTEL CORPORATION | Long | Debt | US | $438K | – | 0.00 |
| INTEL CORPORATION | Long | Debt | US | $263K | – | 0.00 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEV BANK) | Long | Debt | US | $4M | – | 0.03 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEV BANK) | Long | Debt | US | $3M | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $2M | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $2M | – | 0.02 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $4M | – | 0.03 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $3M | – | 0.02 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $856K | – | 0.01 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $403K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $307K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $259K | – | 0.00 |
| INTERNATIONAL GAME TECHNOLOGY PLC | Long | Debt | GB | $977K | – | 0.01 |
| INTERNATIONAL GAME TECHNOLOGY PLC | Long | Debt | GB | $401K | – | 0.00 |
| INTERSTATE POWER & LIGHT CO (INTERSTATE POWER AND LIGHT CO) | Long | Debt | US | $545K | – | 0.00 |
| INTERSTATE POWER & LIGHT CO (INTERSTATE POWER AND LIGHT CO) | Long | Debt | US | $266K | – | 0.00 |
| INTERSTATE POWER AND LIGHT CO | Long | Debt | US | $3M | – | 0.02 |
| INTESA SANPAOLO SPA | Long | Debt | IT | $928K | – | 0.01 |
| INTUIT INC (INTUIT INC.) | Long | Debt | US | $1M | – | 0.01 |
| INTUIT INC. | Long | Debt | US | $2M | – | 0.02 |
| INTUIT INC. | Long | Debt | US | $2M | – | 0.01 |
| INVERSIONES CMPC SA (INVERSIONES CMPC S.A.) | Long | Debt | CL | $2M | – | 0.01 |
| INVITATION HOMES OP PARTNER LP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $5M | – | 0.04 |
| INVITATION HOMES OP PARTNER LP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $932K | – | 0.01 |
| INVITATION HOMES OP PARTNER LP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $41K | – | 0.00 |
| INVITATION HOMES OPER PARTNERSHIP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNER (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $342K | – | 0.00 |
| IPALCO ENTERPRISES INC | Long | Debt | US | $1M | – | 0.01 |
| IQVIA INC | Long | Debt | US | $8M | – | 0.06 |
| IRON MOUNTAIN TLB 2.25 (IRON MOUNTAIN INFORMATION MANAGEMENT LLC) | Long | Loan | US | $281K | – | 0.00 |
| ISRAEL ELECTRIC CORP LTD | Long | Debt | IL | $2M | – | 0.02 |
| ITALY (REPUBLIC OF) | Long | Debt | IT | $8M | – | 0.06 |
| ITALY (REPUBLIC OF) | Long | Debt | IT | $1M | – | 0.01 |
| J P MORGAN & CO INC (JPMORGAN CHASE & CO) | Long | Debt | US | $6M | – | 0.05 |
| JACKSON NATIONAL LIFE GLOBAL FD (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $3M | – | 0.02 |
| JACKSON NATIONAL LIFE GLOBAL FD (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.01 |
| JACOBS ENTERTAINMENT INC | Long | Debt | US | $2M | – | 0.01 |
| JANE STREET GROUP LLC TLB 2.5 | Long | Loan | US | $540K | – | 0.00 |
| JANE STREET GROUP/JSG FINANCE INC (JANE STREET GROUP LLC) | Long | Debt | US | $928K | – | 0.01 |
| JAZZ PHARMACEUTICALS TLB 3.00 (JAZZ FINANCING LUX SARL) | Long | Loan | LU | $1M | – | 0.01 |
| JAZZ SECURITIES DAC | Long | Debt | IE | $887K | – | 0.01 |
| JBS USA LUX SA/JBS FOOD CO/JBS FIN (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $2M | – | 0.02 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $6M | – | 0.04 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $3M | – | 0.02 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $2M | – | 0.02 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $2M | – | 0.01 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $1M | – | 0.01 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $273K | – | 0.00 |
| JEFFERIES FINANCIAL GROUP INC | Long | Debt | US | $6M | – | 0.05 |
| JEFFERIES FINANCIAL GROUP INC | Long | Debt | US | $4M | – | 0.03 |
| JERSEY CENTRAL POWER & LIGHT CO (JERSEY CTL PWR & LT CO) | Long | Debt | US | $2M | – | 0.02 |
| JERSEY CENTRAL POWER & LIGHT CO (JERSEY CTL PWR & LT CO) | Long | Debt | US | $2M | – | 0.02 |
| JERSEY CENTRAL POWER & LIGHT CO (JERSEY CTL PWR & LT CO) | Long | Debt | US | $262K | – | 0.00 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $9M | – | 0.07 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.02 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $1M | – | 0.01 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $833K | – | 0.01 |
| JOHNSON & JOHNSON | Long | Debt | US | $6M | – | 0.05 |
| JOHNSON & JOHNSON | Long | Debt | US | $748K | – | 0.01 |
| JOHNSON CONTROLS INTL PLC/TYCO (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | IE | $7M | – | 0.05 |
| JONES LANG LASALLE INCORPORATED | Long | Debt | US | $4M | – | 0.03 |
| JPALT_07-S1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| JPMBB_14-C19 | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| JPMBB_14-C25 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JPMBB_14-C26 | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| JPMBB_15-C29 (JPMBB COMMERCIAL MORTGAGE SECUR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB_15-C30 (JPMBB COMMERCIAL MORTGAGE SECURI) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| JPMCC_17-JP6 (JP MORGAN CHASE COMMERCIAL MORTG) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| JPMCC_18-WPT (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-WP) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| JPMCC_19-OSB (JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMCC_21-HTL5 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-HT) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| JPMCC_21-MHC (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-MH) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMCC_21-NYAH (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-NY) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMCC_21-NYAH (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-NY) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| JPMCC_22-ACB (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| JPMDB_16-C4 (JPMDB COMMERCIAL MORTGAGE SECURI) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| JPMDB_19-COR6 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| JPMMT_15-3 (JP MORGAN MORTGAGE TRUST JPMMT_1) | Long | ABS-collateralized bond/debt obligation | US | $330K | – | 0.00 |
| JPMMT_17-1 (JP MORGAN MORTGAGE TRUST JPMMT_1) | Long | ABS-collateralized bond/debt obligation | US | $333K | – | 0.00 |
| JPMMT_17-3 (JP MORGAN MORTGAGE TRUST JPMMT) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_17-6 (JP MORGAN MORTGAGE TRUST JPMMT_17-6) | Long | ABS-collateralized bond/debt obligation | US | $435K | – | 0.00 |
| JPMMT_18-5 (JP MORGAN MORTGAGE TRUST JPMMT_18-5) | Long | ABS-collateralized bond/debt obligation | US | $732K | – | 0.01 |
| JPMMT_18-6 (JP MORGAN MORTGAGE TRUST JPMMT_18-6) | Long | ABS-collateralized bond/debt obligation | US | $112K | – | 0.00 |
| JPMMT_18-7FRB (JP MORGAN MORTGAGE TRUST JPMMT_18-7FRB) | Long | ABS-collateralized bond/debt obligation | US | $421K | – | 0.00 |
| JPMMT_18-8 (JP MORGAN MORTGAGE TRUST JPMMT_18-8) | Long | ABS-collateralized bond/debt obligation | US | $920K | – | 0.01 |
| JPMMT_18-8 (JP MORGAN MORTGAGE TRUST JPMMT_18-8) | Long | ABS-collateralized bond/debt obligation | US | $765K | – | 0.01 |
| JPMMT_19-1 (JP MORGAN MORTGAGE TRUST JPMMT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| JPMMT_19-2 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| JPMMT_19-2 | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| JPMMT_19-5 (JP MORGAN MORTGAGE TRUST JPMMT_19-5) | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.00 |
| JPMMT_19-6 (JP MORGAN MORTGAGE TRUST JPMMT_19-6) | Long | ABS-collateralized bond/debt obligation | US | $808K | – | 0.01 |
| JPMMT_19-8 (JP MORGAN MORTGAGE TRUST JPMMT_19-8) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_19-8 (JP MORGAN MORTGAGE TRUST JPMMT_19-8) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.00 |
| JPMMT_19-HYB1 | Long | ABS-collateralized bond/debt obligation | US | $895K | – | 0.01 |
| JPMMT_19-INV2 (JP MORGAN MORTGAGE TRUST JPMMT_19-INV2) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.00 |
| JPMMT_19-LTV1 (JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_19-LTV2 (JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2) | Long | ABS-collateralized bond/debt obligation | US | $977K | – | 0.01 |
| JPMMT_19-LTV2 (JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2) | Long | ABS-collateralized bond/debt obligation | US | $806K | – | 0.01 |
| JPMMT_19-LTV3 (JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_20-1 (JP MORGAN MORTGAGE TRUST JPMMT_20-1) | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.00 |
| JPMMT_20-2 (JP MORGAN MORTGAGE TRUST JPMMT_20-2) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.00 |
| JPMMT_20-5 (JP MORGAN MORTGAGE TRUST JPMMT_20-5) | Long | ABS-collateralized bond/debt obligation | US | $769K | – | 0.01 |
| JPMMT_20-5 (JP MORGAN MORTGAGE TRUST JPMMT_20-5) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.00 |
| JPMMT_20-8 (JP MORGAN MORTGAGE TRUST JPMMT_20-8) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| JPMMT_21-13 (JP MORGAN MORTGAGE TRUST JPMMT_21-13) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| JPMMT_21-14 (JP MORGAN MORTGAGE TRUST JPMMT_21-14) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_23-10 (JP MORGAN MORTGAGE TRUST JPMMT_23-10) | Long | ABS-collateralized bond/debt obligation | US | $972K | – | 0.01 |
| JPMMT_23-6 (JP MORGAN MORTGAGE TRUST JPMMT_23-6) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_23-8 (JP MORGAN MORTGAGE TRUST JPMMT_23-8) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| JPMMT_23-HE2 (JP MORGAN MORTGAGE TRUST JPMMT_23-HE2) | Long | ABS-collateralized bond/debt obligation | US | $493K | – | 0.00 |
| JPMMT_23-HE3 (JP MORGAN MORTGAGE TRUST JPMMT_23-HE3) | Long | ABS-collateralized bond/debt obligation | US | $548K | – | 0.00 |
| JPMMT_24-1 (JP MORGAN MORTGAGE TRUST JPMMT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMMT_24-HE2 (JP MORGAN MORTGAGE TRUST JPMMT_24-HE2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $12M | – | 0.09 |
| JPMORGAN CHASE & CO | Long | Debt | US | $12M | – | 0.09 |
| JPMORGAN CHASE & CO | Long | Debt | US | $10M | – | 0.07 |
| JPMORGAN CHASE & CO | Long | Debt | US | $9M | – | 0.07 |
| JPMORGAN CHASE & CO | Long | Debt | US | $5M | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $5M | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $5M | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $4M | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $4M | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $4M | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $3M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $3M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $3M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $873K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $374K | – | 0.00 |
| JPMORGAN CHASE & CO | Long | Debt | US | $216K | – | 0.00 |
| JPMORGAN CHASE & CO | Long | Debt | US | $154K | – | 0.00 |
| JPMORGAN CHASE BANK NA | Long | Debt | US | $12M | – | 0.09 |
| KANSAS CITY POWER & LIGHT COMPANY (EVERGY METRO INC) | Long | Debt | US | $650K | – | 0.00 |
| KAYNE_19-6A (KAYNE CLO KAYNE_19-6A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| KAYNE_21-10A (KAYNE CLO LTD KAYNE_21-10A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| KAZMUNAYGAS NATIONAL CO (NK KAZMUNAYGAZ AO) | Long | Debt | KZ | $930K | – | 0.01 |
| KAZMUNAYGAS NATIONAL CO (NK KAZMUNAYGAZ AO) | Long | Debt | KZ | $290K | – | 0.00 |
| KAZTRANSGAS JSC (KAZTRANSGAZ AO) | Long | Debt | KZ | $188K | – | 0.00 |
| KB HOME | Long | Debt | US | $949K | – | 0.01 |
| KENTUCKY UTILITIES COMPANY | Long | Debt | US | $469K | – | 0.00 |
| KENVUE INC | Long | Debt | US | $2M | – | 0.01 |
| KENVUE INC | Long | Debt | US | $748K | – | 0.01 |
| KENVUE INC | Long | Debt | US | $707K | – | 0.01 |
| KENVUE INC | Long | Debt | US | $342K | – | 0.00 |
| KEURIG DR PEPPER INC | Long | Debt | US | $671K | – | 0.01 |
| KEVLAR SPA (Kedrion) | Long | Debt | IT | $2M | – | 0.02 |
| KEYBANK NATIONAL ASSOCIATION | Long | Debt | US | $3M | – | 0.02 |
| KEYCORP | Long | Debt | US | $8M | – | 0.06 |
| KEYCORP | Long | Debt | US | $718K | – | 0.01 |
| KEYSPAN CORPORATION (NATIONAL GRID USA) | Long | Debt | US | $743K | – | 0.01 |
| KEYSPAN GAS EAST CORPORATION | Long | Debt | US | $5M | – | 0.04 |
| KILROY REALTY LP | Long | Debt | US | $1M | – | 0.01 |
| KIMCO REALTY CORPORATION (KIMCO REALTY OP LLC) | Long | Debt | US | $4M | – | 0.03 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $1M | – | 0.01 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $711K | – | 0.01 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $480K | – | 0.00 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $291K | – | 0.00 |
| KINGDOM OF SAUDI ARABIA MINISTRY (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $369K | – | 0.00 |
| KINROSS GOLD CORP (KINROSS GOLD CORP (ONTARIO)) | Long | Debt | CA | $1M | – | 0.01 |
| KITE REALTY GROUP LP | Long | Debt | US | $308K | – | 0.00 |
| KLA CORP | Long | Debt | US | $656K | – | 0.01 |
| KLA CORP | Long | Debt | US | $546K | – | 0.00 |
| KNDR_21-KIND | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| KONTOOR BRANDS INC | Long | Debt | US | $429K | – | 0.00 |
| KRAFT FOODS GROUP INC (KRAFT HEINZ FOODS CO) | Long | Debt | US | $1M | – | 0.01 |
| KRAFT HEINZ FOODS CO | Long | Debt | US | $836K | – | 0.01 |
| KRAFT HEINZ FOODS CO | Long | Debt | US | $382K | – | 0.00 |
| KSL_23-HT | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| KVK_16-1A (KVK CLO LTD KVK_16-1A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| KYNDRYL HOLDINGS INC | Long | Debt | US | $3M | – | 0.02 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $1M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC | Long | Debt | US | $944K | – | 0.01 |
| LABORATORY CORPORATION OF AMERICA (LABCORP HOLDINGS INC) | Long | Debt | US | $3M | – | 0.02 |
| LADAR_23-4A (LAD AUTO RECEIVABLES TRUST LADAR_23-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| LADAR_24-1A (LAD AUTO RECEIVABLES TRUST LADAR_24-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| LADDER CAP FIN HOLDINGS/FIN CORP (LADDER CAPITAL FINANCE HOLDINGS LLLP) | Long | Debt | US | $2M | – | 0.01 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $2M | – | 0.01 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $508K | – | 0.00 |
| LAQ_23-LAQ (LA QUINTA MORTGAGE TRUST LAQ_23-LAQ) | Long | ABS-mortgage backed security | US | $868K | – | 0.01 |
| LBMLT_06-10 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| LBMLT_06-11 (LONG BEACH MORTGAGE LOAN TRUST LBMLT_06-11) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.08 |
| LCCM_17-LC26 (LADDER CAPITAL COMMERCIAL MORTGA) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| LCM_30A (LCM LTD LCM_30-R) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| LDMSR_18-GT1 (LOANDEPOT GMSR MASTER TRUST LDMSR _18-GT1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| LEASEPLAN CORPORATION NV | Long | Debt | NL | $3M | – | 0.03 |
| LEGACY LIFEPOINT HEALTH INC (LIFEPOINT HEALTH INC) | Long | Debt | US | $1M | – | 0.01 |
| LEIDOS INC | Long | Debt | US | $693K | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Debt | US | $7M | – | 0.05 |
| LEVEL 3 FINANCING INC | Long | Debt | US | $2M | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Debt | US | $940K | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Debt | US | $243K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Debt | US | $135K | – | 0.00 |
| LEVEL 3 FINANCING INC TLB1 6.56 | Long | Loan | US | $203K | – | 0.00 |
| LEVEL 3 FINANCING INC TLB2 6.56 | Long | Loan | US | $203K | – | 0.00 |
| LEXINGTON REALTY TRUST (LXP INDUSTRIAL TRUST) | Long | Debt | US | $3M | – | 0.02 |
| LFT_20-2A (LENDMARK FUNDING TRUST LFT_20-2A) | Long | ABS-mortgage backed security | US | $652K | – | 0.01 |
| LFT_21-1A (LENDMARK FUNDING TRUST LFT_21-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| LIBERTY MUTUAL GROUP INC | Long | Debt | US | $2M | – | 0.01 |
| LIBERTY UTILITIES CO | Long | Debt | US | $2M | – | 0.02 |
| LIBERTY UTILITIES CO | Long | Debt | US | $1M | – | 0.01 |
| LIFE_21-BMR | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| LIFE_22-BMR2 (LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| LINCOLN NATIONAL CORPORATION | Long | Debt | US | $5M | – | 0.04 |
| LINCOLN NATIONAL CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| LINDBLAD EXPEDITIONS LLC | Long | Debt | US | $3M | – | 0.02 |
| LKQ CORP | Long | Debt | US | $3M | – | 0.03 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $6M | – | 0.04 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $3M | – | 0.02 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $2M | – | 0.01 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $282K | – | 0.00 |
| LMAT_19-PR1 (LEGACY MORTGAGE ASSET TRUST LMAT_19-PR1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| LMAT_20-GS1 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| LMAT_20-GS2 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.08 |
| LMAT_20-SL1 (LEGACY MORTGAGE ASSET TRUST LMAT_20-SL1) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| LMAT_21-GS1 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1) | Long | ABS-collateralized bond/debt obligation | US | $871K | – | 0.01 |
| LMAT_21-SL1 (LEGACY MORTGAGE ASSET TRUST LMAT_21-SL1) | Long | ABS-collateralized bond/debt obligation | US | $317K | – | 0.00 |
| LMAT_21-SL2 (LEGACY MORTGAGE ASSET TRUST LMAT_21-SL2) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| LNSTR_17-5 (LSTAR COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $779K | – | 0.01 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $946K | – | 0.01 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $664K | – | 0.01 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $600K | – | 0.00 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $448K | – | 0.00 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $333K | – | 0.00 |
| LOUISVILLE GAS AND ELECTRIC CO (LOUISVILLE GAS & ELEC CO) | Long | Debt | US | $468K | – | 0.00 |
| LOWES COMPANIES INC | Long | Debt | US | $460K | – | 0.00 |
| LOWES COMPANIES INC | Long | Debt | US | $347K | – | 0.00 |
| LOWES COMPANIES INC | Long | Debt | US | $267K | – | 0.00 |
| LPL HOLDINGS INC | Long | Debt | US | $1M | – | 0.01 |
| LPSLT_20-2GF (LOANPAL SOLAR LOAN LTD LPSLT_20-2GF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| LSEG US FIN CORP | Long | Debt | US | $2M | – | 0.01 |
| LSEG US FIN CORP | Long | Debt | US | $1M | – | 0.01 |
| LUMEN TECHNOLOGIES INC TLA | Long | Loan | US | $58K | – | 0.00 |
| LUMEN TECHNOLOGIES INC TLB1 2.35 | Long | Loan | US | $43K | – | 0.00 |
| LUMEN TECHNOLOGIES INC TLB2 2.35 | Long | Loan | US | $43K | – | 0.00 |
| LUNDIN ENERGY FINANCE BV (AKER BP ASA) | Long | Debt | NO | $5M | – | 0.04 |
| LUNDIN ENERGY FINANCE BV (AKER BP ASA) | Long | Debt | NO | $1M | – | 0.01 |
| LXS_05-5N | Long | ABS-collateralized bond/debt obligation | US | $230K | – | 0.00 |
| LXS_06-2N | Long | ABS-collateralized bond/debt obligation | US | $893K | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC | Long | Debt | US | $9M | – | 0.07 |
| LYB INTERNATIONAL FINANCE III LLC | Long | Debt | US | $1M | – | 0.01 |
| M/I HOMES INC | Long | Debt | US | $617K | – | 0.00 |
| MACYS RETAIL HOLDINGS INC (MACYS RETAIL HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.01 |
| MAGIC MERGERCO INC (MICHAELS COMPANIES INC) | Long | Debt | US | $949K | – | 0.01 |
| MAGNE_15-12A (MAGNETITE CLO MAGNE_15-12A) | Long | ABS-mortgage backed security | KY | $5M | – | 0.04 |
| MAGNITE INC TLB 4.5 | Long | Loan | US | $150K | – | 0.00 |
| MAIN STREET CAPITAL CORP | Long | Debt | US | $3M | – | 0.02 |
| MAIN STREET CAPITAL CORP | Long | Debt | US | $2M | – | 0.01 |
| MALT_04-12 | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.00 |
| MANITOBA (PROVINCE OF) (MANITOBA PROVINCE OF) | Long | Debt | CA | $283K | – | 0.00 |
| MARATHON PETROLEUM CORP | Long | Debt | US | $574K | – | 0.00 |
| MARKEL CORPORATION (MARKEL GROUP INC) | Long | Debt | US | $5M | – | 0.03 |
| MARKEL GROUP INC | Long | Debt | US | $4M | – | 0.03 |
| MARRIOTT INTERNATIONAL INC | Long | Debt | US | $3M | – | 0.02 |
| MARRIOTT INTERNATIONAL INC | Long | Debt | US | $688K | – | 0.01 |
| MARRIOTT INTERNATIONAL INC | Long | Debt | US | $565K | – | 0.00 |
| MARS INC | Long | Debt | US | $408K | – | 0.00 |
| MARS INCORPORATED | Long | Debt | US | $828K | – | 0.01 |
| MARSH & MCLENNAN COMPANIES INC | Long | Debt | US | $285K | – | 0.00 |
| MARTIN MARIETTA MATERIALS INC | Long | Debt | US | $3M | – | 0.02 |
| MARVELL TECHNOLOGY INC | Long | Debt | US | $829K | – | 0.01 |
| MASSACHUSETTS INSTITUTE OF TECH (MA INSTITUTE OF TECH) | Long | Debt | US | $1M | – | 0.01 |
| MASSACHUSETTS INSTITUTE OF TECH (MA INSTITUTE OF TECH) | Long | Debt | US | $658K | – | 0.01 |
| MATCH GROUP HOLDINGS II LLC | Long | Debt | US | $1M | – | 0.01 |
| MATCH GROUP INC (DELAWARE) (MATCH GROUP HOLDINGS II LLC) | Long | Loan | US | $108K | – | 0.00 |
| MATIV HOLDINGS INC DD TL 2.5 | Long | Loan | US | $162K | – | 0.00 |
| MATTAMY GROUP CORP | Long | Debt | CA | $4M | – | 0.03 |
| MAXIM CRANE WORKS HOLDINGS CAPITAL (MAXIM CRANE WORKS HOLDINGS CAPITAL LLC) | Long | Debt | US | $1M | – | 0.01 |
| MAYO CLINIC | Long | Debt | US | $621K | – | 0.00 |
| MCDONALDS CORPORATION | Long | Debt | US | $5M | – | 0.04 |
| MCDONALDS CORPORATION | Long | Debt | US | $662K | – | 0.01 |
| MCKESSON CORP | Long | Debt | US | $11M | – | 0.09 |
| MCKESSON CORP | Long | Debt | US | $2M | – | 0.01 |
| MCSLT_19-1A (MILL CITY SOLAR LOAN LTD MCSLT_19-1A) | Long | ABS-mortgage backed security | US | $824K | – | 0.01 |
| MCSLT_19-2A (MILL CITY SOLAR LOAN LTD MCSLT_19-2GS) | Long | ABS-mortgage backed security | US | $847K | – | 0.01 |
| MDC HOLDINGS INC | Long | Debt | US | $3M | – | 0.02 |
| MDPK_16-21A (MADISON PARK FUNDING LTD MDPK_16-21A) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| MDPK_16-21A (MADISON PARK FUNDING LTD MDPK_16-21A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MDPK_21-38A (MADISON PARK FUNDING LTD MDPK_21-38A) | Long | ABS-mortgage backed security | KY | $15M | – | 0.12 |
| MDPK_21-48A (MADISON PARK FUNDING LTD MDPK_21-48A) | Long | ABS-mortgage backed security | KY | $7M | – | 0.05 |
| MDPK_21-48A (MADISON PARK FUNDING LTD MDPK_21-48A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| MDST_06-1 (MID-STATE TRUST MDST_06-1) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| MED_21-MDLN (MED TRUST MED_21-MDLN) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| MED_24-MOB (MED TRUST MED_24-MOB) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| MEDLINE BORROWER LP TLB 2.75 | Long | Loan | US | $449K | – | 0.00 |
| MEDTRONIC GLOBAL HOLDINGS SCA | Long | Debt | LU | $1M | – | 0.01 |
| MEFA_18-A (MASSACHUSETTS EDUCATIONAL FINANCING AUTH MEFA_18-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MELLO_21-INV1 (MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| MEMORIAL SLOAN-KETTERING CANCER CT (MEMORIAL SLOAN-KETTERING CANCER CENTER) | Long | Debt | US | $926K | – | 0.01 |
| MERITAGE HOMES CORP | Long | Debt | US | $2M | – | 0.02 |
| MET TOWER GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.01 |
| META PLATFORMS INC | Long | Debt | US | $2M | – | 0.01 |
| META PLATFORMS INC | Long | Debt | US | $2M | – | 0.01 |
| META PLATFORMS INC | Long | Debt | US | $741K | – | 0.01 |
| META PLATFORMS INC | Long | Debt | US | $146K | – | 0.00 |
| METROPOLITAN EDISON COMPANY | Long | Debt | US | $2M | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I | Long | Debt | US | $5M | – | 0.04 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $2M | – | 0.01 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.01 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $475K | – | 0.00 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $342K | – | 0.00 |
| MEXICO (UNITED MEXICAN STATES) (GOVERNME (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $457K | – | 0.00 |
| MEXICO CITY AIRPORT TRUST | Long | Debt | MX | $5M | – | 0.04 |
| MEXICO CITY AIRPORT TRUST | Long | Debt | MX | $2M | – | 0.01 |
| MEXICO CITY AIRPORT TRUST | Long | Debt | MX | $1M | – | 0.01 |
| MEXICO CITY AIRPORT TRUST | Long | Debt | MX | $394K | – | 0.00 |
| MF1_21-FL6 (MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-FL6) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| MF1_24-FL14 (MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_24-FL14) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| MFF_23-1A (MERCHANTS FLEET FUNDING LLC MFF_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| MFIT_20-AA (MARINER FINANCE ISSUANCE TRUST MFIT_21-AA) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| MFT_22-3A (MARLETTE FUNDING TRUST MFT_22-3) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $1M | – | 0.01 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $1M | – | 0.01 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $182K | – | 0.00 |
| MH SUB I LLC TLB 4.25 | Long | Loan | US | $275K | – | 0.00 |
| MHL_05-5 (MORTGAGEIT TRUST MHL_05-5) | Long | ABS-collateralized bond/debt obligation | US | $354K | – | 0.00 |
| MHP_22-MHIL (MERIT MHP_22-MHIL) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| MICHAELS STORES INC TLB 4.25 | Long | Loan | US | $2M | – | 0.01 |
| MICROCHIP TECHNOLOGY INCORPORATED (MICROCHIP TECH INC) | Long | Debt | US | $3M | – | 0.02 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $4M | – | 0.03 |
| MICROSOFT CORPORATION | Long | Debt | US | $195K | – | 0.00 |
| MID-AMERICA APARTMENTS LP | Long | Debt | US | $1M | – | 0.01 |
| MIDO_18-8A (MIDOCEAN CREDIT CLO VIII LLC MIDO_18-8A) | Long | ABS-mortgage backed security | KY | $7M | – | 0.05 |
| MILEAGE PLUS HLDS/MILEAGE PLUS (MILEAGE PLUS HOLDINGS LLC) | Long | Debt | US | $377K | – | 0.00 |
| MINERAL RESOURCES LTD | Long | Debt | AU | $1M | – | 0.01 |
| MINERVA LUXEMBOURG SA | Long | Debt | LU | $4M | – | 0.03 |
| MISSISSIPPI POWER CO (MISS PWR CO) | Long | Debt | US | $214K | – | 0.00 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $6M | – | 0.05 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $1M | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC | Long | Debt | JP | $5M | – | 0.04 |
| MKT_20-525M (MKT MORTGAGE TRUST MKT_20-525M) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MODIVCARE ESCROW ISSUER INC | Long | Debt | US | $2M | – | 0.02 |
| MOHAWK INDUSTRIES INC (MOHAWK IND INC) | Long | Debt | US | $696K | – | 0.01 |
| MONDELEZ INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.01 |
| MONG DUONG FINANCE HOLDINGS BV | Long | Debt | NL | $240K | – | 0.00 |
| MONONGAHELA POWER COMPANY | Long | Debt | US | $1M | – | 0.01 |
| MONONGAHELA POWER COMPANY | Long | Debt | US | $587K | – | 0.00 |
| MORGAN STANLEY | Long | Debt | US | $9M | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $6M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $5M | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $4M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $4M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $4M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $927K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $784K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $717K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $677K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $586K | – | 0.00 |
| MORGAN STANLEY | Long | Debt | US | $566K | – | 0.00 |
| MORGAN STANLEY | Long | Debt | US | $253K | – | 0.00 |
| MORGAN STANLEY BANK NA | Long | Debt | US | $9M | – | 0.07 |
| MORGAN STANLEY BANK NA | Long | Debt | US | $6M | – | 0.04 |
| MOSAIC CO (MOSAIC CO/THE) | Long | Debt | US | $935K | – | 0.01 |
| MOTOROLA SOLUTIONS INC | Long | Debt | US | $940K | – | 0.01 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $4M | – | 0.03 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $2M | – | 0.01 |
| MP19_20-3A (MARBLE POINT CLO XIX LTD MP19_20-3A) | Long | ABS-mortgage backed security | KY | $7M | – | 0.05 |
| MP8_15-2A (MP CLO VIII LTD MP8_15-2A) | Long | ABS-mortgage backed security | KY | $16M | – | 0.12 |
| MPLX LP | Long | Debt | US | $6M | – | 0.05 |
| MPLX LP | Long | Debt | US | $2M | – | 0.01 |
| MPLX LP | Long | Debt | US | $1M | – | 0.01 |
| MPLX LP | Long | Debt | US | $1M | – | 0.01 |
| MPLX LP | Long | Debt | US | $324K | – | 0.00 |
| MPLX LP | Long | Debt | US | $314K | – | 0.00 |
| MPLX LP | Long | Debt | US | $198K | – | 0.00 |
| MPT OPERATING PARTNERSHIP/FIN (MPT Opt Partner) | Long | Debt | US | $1M | – | 0.01 |
| MRLN_16-1 | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| MSAIC_17-2A (MOSAIC SOLAR LOANS LLC MSAIC_17-2A) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| MSAIC_18-1A (MOSAIC SOLAR LOANS LLC MSAIC_18-1A) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| MSAIC_18-2GS (MOSAIC SOLAR LOANS LLC MSAIC_18-2GS) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| MSAIC_19-1A | Long | ABS-mortgage backed security | US | $824K | – | 0.01 |
| MSAIC_20-2A (MOSAIC SOLAR LOAN TRUST MSAIC_20-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MSAIC_20-2A (MOSAIC SOLAR LOAN TRUST MSAIC_20-2) | Long | ABS-mortgage backed security | US | $846K | – | 0.01 |
| MSAIC_21-2A (MOSAIC SOLAR LOAN TRUST MSAIC_21-2) | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| MSAIC_23-3A (MOSAIC SOLAR LOANS LLC MSAIC_23-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MSAIC_23-4A (MOSAIC SOLAR LOAN TRUST MSAIC_23-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| MSAIC_24-1 (MOSAIC SOLAR LOANS LLC MSAIC_24-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MSBAM_15-C21 | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| MSBAM_16-C29 (MORGAN STANLEY BAML TRUST MSBAM_) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| MSC_16-UB11 (MORGAN STANLEY CAPITAL I TRUST M) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| MSC_21-L5 (MORGAN STANLEY CAPITAL I TRUST MSC_21-L5) | Long | ABS-mortgage backed security | US | $783K | – | 0.01 |
| MTLRF_23-1A (M&T EQUIPMENT NOTES MTLRF_23-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MTN_22-LPFL (MTN COMMERCIAL MORTGAGE TRUST MTN_22-LPFL) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MVM ENERGETIKA ZRT | Long | Debt | HU | $420K | – | 0.00 |
| MVWOT_24-1A (MVW OWNER TRUST MVWOT_24-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MYLAN INC | Long | Debt | US | $2M | – | 0.02 |
| MYLAN NV (MYLAN II BV) | Long | Debt | NL | $520K | – | 0.00 |
| NAKED JUICE LLC 1ST LN 3.25 | Long | Loan | US | $1M | – | 0.01 |
| NAKED JUICE LLC 2ND LN 6.0 | Long | Loan | US | $210K | – | 0.00 |
| NAKILAT INC | Long | Debt | MH | $998K | – | 0.01 |
| NARRAGANSETT ELECTRIC COMPANY | Long | Debt | US | $2M | – | 0.02 |
| NATIONAL BANK OF CANADA (NATIONAL BK OF CANADA) | Long | Debt | CA | $7M | – | 0.06 |
| NATIONAL BANK OF CANADA (NATIONAL BK OF CANADA) | Long | Debt | CA | $4M | – | 0.03 |
| NATIONAL GRID PLC | Long | Debt | GB | $4M | – | 0.03 |
| NATIONAL RURAL UTIL COOP FIN CORP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $5M | – | 0.03 |
| NATIONAL RURAL UTILITIES COOP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $6M | – | 0.05 |
| NATIONAL RURAL UTILITIES COOP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $2M | – | 0.01 |
| NATIONAL RURAL UTILITIES COOP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $973K | – | 0.01 |
| NATIONAL RURAL UTILITIES COOP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $868K | – | 0.01 |
| NATIONAL RURAL UTILITIES COOP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $842K | – | 0.01 |
| NATIONAL RURAL UTILITIES COOP FINA (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $1M | – | 0.01 |
| NATIONAL RURAL UTILITIES COOPERATI (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $1M | – | 0.01 |
| NATIONAL RURAL UTILITIES COOPERATI (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $268K | – | 0.00 |
| NATIONSTAR MORTGAGE HOLDINGS INC | Long | Debt | US | $2M | – | 0.02 |
| NATIONSTAR MORTGAGE HOLDINGS INC | Long | Debt | US | $1M | – | 0.01 |
| NATIONSTAR MORTGAGE HOLDINGS INC | Long | Debt | US | $1M | – | 0.01 |
| NATIONWIDE BUILDING SOCIETY | Long | Debt | GB | $3M | – | 0.03 |
| NATIONWIDE BUILDING SOCIETY | Long | Debt | GB | $2M | – | 0.02 |
| NATIONWIDE MUTUAL INSURANCE CO (NATIONWIDE MUT INS CO) | Long | Debt | US | $6M | – | 0.04 |
| NATWEST GROUP PLC | Long | Debt | GB | $2M | – | 0.01 |
| NATWEST MARKETS PLC | Long | Debt | GB | $2M | – | 0.02 |
| NAVIENT CORP | Long | Debt | US | $1M | – | 0.01 |
| NAVSL_20-BA (NAVIENT STUDENT LOAN TRUST NAVSL_20-BA) | Long | ABS-mortgage backed security | US | $825K | – | 0.01 |
| NAVSL_20-DA (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-D) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| NAVSL_20-FA (NAVIENT STUDENT LOAN TRUST NAVSL_20-FA) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| NAVSL_20-GA (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA) | Long | ABS-mortgage backed security | US | $969K | – | 0.01 |
| NAVSL_20-HA (NAVIENT STUDENT LOAN TRUST NAVSL_20-HA) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| NAVSL_21-A (NAVIENT STUDENT LOAN TRUST NAVSL_21-A) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| NAVSL_21-BA (NAVIENT STUDENT LOAN TRUST NAVSL_21-BA) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NBN CO LTD | Long | Debt | AU | $1M | – | 0.01 |
| NBN CO LTD | Long | Debt | AU | $1M | – | 0.01 |
| NBN CO LTD | Long | Debt | AU | $540K | – | 0.00 |
| NBN CO LTD | Long | Debt | AU | $516K | – | 0.00 |
| NCL CORPORATION LTD | Long | Debt | BM | $975K | – | 0.01 |
| NCL CORPORATION LTD | Long | Debt | BM | $936K | – | 0.01 |
| NCL CORPORATION LTD | Long | Debt | BM | $688K | – | 0.01 |
| NCL FINANCE LTD | Long | Debt | BM | $954K | – | 0.01 |
| NCR ATLEOS ESCROW CORP | Long | Debt | US | $2M | – | 0.02 |
| NESTLE CAPITAL CORP | Long | Debt | US | $1M | – | 0.01 |
| NESTLE CAPITAL CORP | Long | Debt | US | $433K | – | 0.00 |
| NETAPP INC | Long | Debt | US | $2M | – | 0.01 |
| NETFLIX INC | Long | Debt | US | $2M | – | 0.01 |
| NEUB_14-17A (NEUBERGER BERMAN CLO LTD NEUB_14) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| NEUB_14-17A (NEUBERGER BERMAN CLO LTD NEUB_14) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| NEUB_19-33A (NEUBERGER BERMAN CLO LTD NEUB_19-33A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| NEUB_21-40A (NEUBERGER BERMAN CLO LTD NEUB_21-40A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| NEVADA POWER COMPANY (NEVADA PWR CO) | Long | Debt | US | $290K | – | 0.00 |
| NEW ENGLAND POWER CO | Long | Debt | US | $2M | – | 0.02 |
| NEW MOUNTAIN FINANCE CORP | Long | Debt | US | $1M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY TRANSITIONAL FIN AUTH) | Long | Debt | US | $1M | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY TRANSITIONAL FIN AUTH) | Long | Debt | US | $852K | – | 0.01 |
| NEW YORK LIFE GLOBAL FUNDING | Long | Debt | US | $3M | – | 0.02 |
| NEW YORK LIFE INSURANCE COMPANY (NEW YORK LIFE INS CO) | Long | Debt | US | $2M | – | 0.01 |
| NEW YORK LIFE INSURANCE COMPANY (NEW YORK LIFE INS CO) | Long | Debt | US | $27K | – | 0.00 |
| NEWMONT CORP/NEWCREST FIN (NEWMONT CORPORATION) | Long | Debt | US | $4M | – | 0.03 |
| NEWMONT CORP/NEWCREST FIN (NEWMONT CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| NEWMONT CORPORATION | Long | Debt | US | $9M | – | 0.07 |
| NEXTERA ENERGY CAPITAL HOLDINGS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS IN (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $923K | – | 0.01 |
| NGPL PIPECO LLC | Long | Debt | US | $401K | – | 0.00 |
| NIAGARA MOHAWK POWER CORPORATION (NIAGARA MOHAWK PWR CORP) | Long | Debt | US | $1M | – | 0.01 |
| NIAGARA MOHAWK POWER CORPORATION (NIAGARA MOHAWK PWR CORP) | Long | Debt | US | $857K | – | 0.01 |
| NIPPON LIFE INSURANCE CO | Long | Debt | JP | $7M | – | 0.05 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $2M | – | 0.01 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $917K | – | 0.01 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $480K | – | 0.00 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $192K | – | 0.00 |
| NISSAN MOTOR ACCEPTANCE COMPANY (NISSAN MOTOR ACCEPTANCE COMPANY LLC) | Long | Debt | US | $1M | – | 0.01 |
| NJ_23-GSP (NJ TRUST NJ_23-GSP) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| NMI HOLDINGS INC | Long | Debt | US | $6M | – | 0.04 |
| NOMURA HOLDINGS INC | Long | Debt | JP | $8M | – | 0.06 |
| NOMURA HOLDINGS INC | Long | Debt | JP | $902K | – | 0.01 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $590K | – | 0.00 |
| NORFOLK SOUTHERN CORPORATION | Long | Debt | US | $140K | – | 0.00 |
| NORTHERN NATURAL GAS COMPANY (NORTHERN NAT GAS CO) | Long | Debt | US | $211K | – | 0.00 |
| NORTHERN STATES POWER COMPANY (NORTHERN STATES POWER COMPANY (MINNESOTA)) | Long | Debt | US | $432K | – | 0.00 |
| NORTHERN TRUST CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING | Long | Debt | US | $1M | – | 0.01 |
| NORTHWESTERN MUTUAL LIFE INSURANCE (NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (THE)) | Long | Debt | US | $6M | – | 0.04 |
| NORTHWESTERN MUTUAL LIFE INSURANCE (NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (THE)) | Long | Debt | US | $164K | – | 0.00 |
| NORTHWESTERN UNIVERSITY | Long | Debt | US | $1M | – | 0.01 |
| NORTONLIFELOCK TLA2 1.75 (GEN DIGITAL INC) | Long | Loan | US | $582K | – | 0.00 |
| NOVELIS CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $2M | – | 0.02 |
| NRG ENERGY INC | Long | Debt | US | $2M | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $964K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $952K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $654K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $527K | – | 0.00 |
| NRG ENERGY INC | Long | Debt | US | $479K | – | 0.00 |
| NRZT_18-4A (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-4) | Long | ABS-collateralized bond/debt obligation | US | $714K | – | 0.01 |
| NSLT_06-1 (NELNET STUDENT LOAN TRUST NSLT_06-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| NSLT_14-4A | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| NSTAR ELECTRIC CO | Long | Debt | US | $3M | – | 0.02 |
| NSTAR ELECTRIC CO | Long | Debt | US | $396K | – | 0.00 |
| NUCOR CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| NUCOR CORPORATION | Long | Debt | US | $675K | – | 0.01 |
| NUTRIEN LTD | Long | Debt | CA | $499K | – | 0.00 |
| NUTRIEN LTD | Long | Debt | CA | $144K | – | 0.00 |
| NUVEEN LLC | Long | Debt | US | $4M | – | 0.03 |
| NXP BV / NXP FUNDING LLC/NXP USA | Long | Debt | NL | $328K | – | 0.00 |
| NXP BV/NXP FUNDING LLC | Long | Debt | NL | $1M | – | 0.01 |
| NXP BV/NXP FUNDING LLC/NXP USA INC | Long | Debt | NL | $308K | – | 0.00 |
| NY & PRESBYTERIAN HOSPITAL (NEW YORK AND PRESBYTERIAN HOSPITAL) | Long | Debt | US | $215K | – | 0.00 |
| NY NEW YORK CITY TRANSNL FIN AUTH (NEW YORK CITY TRANSITIONAL FIN AUTH) | Long | Debt | US | $2M | – | 0.02 |
| NYU HOSPITALS CENTER (NYU LANGONE HOSPITALS) | Long | Debt | US | $731K | – | 0.01 |
| OAKC_12-7A (OAK HILL CREDIT PARTNERS OAKC_12) | Long | ABS-mortgage backed security | KY | $5M | – | 0.04 |
| OAKC_21-8A | Long | ABS-mortgage backed security | KY | $1M | – | 0.01 |
| OAKCL_19-1A (OAKTREE CLO LTD OAKCL_19-1A) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| OAKCL_24-25 (OAKTREE CLO LTD OAKCL_24-25) | Long | ABS-mortgage backed security | KY | $2M | – | 0.01 |
| OBX_19-EXP1 (ONSLOW BAY FINANCIAL LLC OBX_19-EXP1) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.00 |
| OBX_19-INV2 (ONSLOW BAY FINANCIAL LLC OBX_19-INV2) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $415K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $228K | – | 0.00 |
| OCP SA | Long | Debt | MA | $3M | – | 0.02 |
| OCP SA | Long | Debt | MA | $301K | – | 0.00 |
| OCP_19-17A (OCP CLO LTD OCP_19-17A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.02 |
| OCP_20-18A (OCP CLO LTD OCP_20-18A) | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| OCT27_16-1A (OCTAGON INVESTMENT PARTNERS XXVI) | Long | ABS-mortgage backed security | KY | $7M | – | 0.05 |
| OCT29_16-1A (OCTAGON INVESTMENT PARTNERS XIX LTD OCT29_16-1A) | Long | ABS-mortgage backed security | KY | $5M | – | 0.04 |
| OCT32_17-1A (OCTAGON INVESTMENT PARTNERS) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| OCT46_20-2A (OCTAGON INVESTMENT PARTNERS OCT46_20-2A) | Long | ABS-mortgage backed security | KY | $8M | – | 0.06 |
| OCT61_23-2A (OCTAGON 61 LTD OCT61_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ODART_19-1A | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| ODART_19-1A | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| ODART_19-1A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ODART_21-1A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_21-1A) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| ODART_21-1A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_21-1A) | Long | ABS-mortgage backed security | US | $832K | – | 0.01 |
| ODART_23-1A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| OGE ENERGY CORPORATION | Long | Debt | US | $481K | – | 0.00 |
| OLD REPUBLIC INTERNATIONAL CORP (OLD REPUB INTL CORP) | Long | Debt | US | $4M | – | 0.03 |
| OLIN CORP | Long | Debt | US | $1M | – | 0.01 |
| OMAN GOVT INTL BOND (OMAN SULTANATE OF (GOVERNMENT)) | Long | Debt | OM | $598K | – | 0.00 |
| OMEGA HEALTHCARE INVESTORS (OMEGA HLTHCARE INVESTORS INC) | Long | Debt | US | $966K | – | 0.01 |
| OMFIT_20-2A (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_20-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| OMFIT_22-2A (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| OMFIT_22-S1 (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-S1) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| OMFIT_23-1A (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-1) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| OMFIT_23-2A (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| OMFIT_23-2A (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| OMFIT_24-1A (ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_24-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.00 |
| OMIR_21-2 (OAKTOWN RE LTD OMIR_21-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| OMIR_21-2 (OAKTOWN RE LTD OMIR_21-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| ONEOK INC | Long | Debt | US | $5M | – | 0.04 |
| ONEOK INC | Long | Debt | US | $4M | – | 0.03 |
| ONEOK INC | Long | Debt | US | $506K | – | 0.00 |
| ONEOK INC | Long | Debt | US | $249K | – | 0.00 |
| ONEOK PARTNERS LP | Long | Debt | US | $456K | – | 0.00 |
| OPEN TEXT CORP | Long | Debt | CA | $666K | – | 0.01 |
| OPEN TEXT HOLDINGS INC | Long | Debt | US | $2M | – | 0.01 |
| OPMAC_05-4 | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.09 |
| ORACLE CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| ORACLE CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $812K | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $595K | – | 0.00 |
| ORACLE CORPORATION | Long | Debt | US | $354K | – | 0.00 |
| ORACLE CORPORATION | Long | Debt | US | $352K | – | 0.00 |
| ORACLE CORPORATION | Long | Debt | US | $36K | – | 0.00 |
| ORACLE CORPORATION TLA1 1.6 | Long | Loan | US | $2M | – | 0.01 |
| OREILLY AUTOMOTIVE INC | Long | Debt | US | $3M | – | 0.02 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $2M | – | 0.01 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $2M | – | 0.01 |
| ORIX CORPORATION | Long | Debt | JP | $2M | – | 0.01 |
| ORL_23-GLKS (ORL TRUST ORL_23-GLKS) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| OSCAR_21-1A (OSCAR US FUNDING TRUST OSCAR_21-1) | Long | ABS-mortgage backed security | JP | $2M | – | 0.01 |
| OT MERGER CORP | Long | Debt | US | $183K | – | 0.00 |
| OVINTIV INC | Long | Debt | US | $6M | – | 0.04 |
| OVINTIV INC | Long | Debt | US | $424K | – | 0.00 |
| OWENS-BROCKWAY GLASS CONTAINER INC (OWENS-BROCKWAY GLASS CONTAINER INC.) | Long | Debt | US | $1M | – | 0.01 |
| OWL ROCK CAPITAL CORP (BLUE OWL CAPITAL CORP) | Long | Debt | US | $1M | – | 0.01 |
| OWL ROCK CAPITAL CORP (BLUE OWL CAPITAL CORP) | Long | Debt | US | $761K | – | 0.01 |
| OWL ROCK TECHNOLOGY FIN CORP (BLUE OWL TECHNOLOGY FINANCE CORP) | Long | Debt | US | $3M | – | 0.02 |
| OZLMF_13-4A (OZLM FUNDING LTD OZLMF_13-4A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| PACCAR FINANCIAL CORP | Long | Debt | US | $1M | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.02 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $456K | – | 0.00 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $454K | – | 0.00 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $283K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC COMPANY | Long | Debt | US | $7M | – | 0.06 |
| PACIFIC GAS AND ELECTRIC COMPANY | Long | Debt | US | $2M | – | 0.02 |
| PACIFICORP | Long | Debt | US | $435K | – | 0.00 |
| PACTIV EVERGREEN GROUP ISSUER LLC (PACTIV EVERGREEN GROUP ISSUER INC) | Long | Debt | US | $3M | – | 0.02 |
| PAIA_16-1R (PARK AVENUE INSTITUTIONAL ADVISE) | Long | ABS-mortgage backed security | KY | $6M | – | 0.04 |
| PAIA_17-1A (PARK AVENUE INSTITUTIONAL ADVISERS PAIA_17-1A) | Long | ABS-mortgage backed security | KY | $5M | – | 0.04 |
| PAIA_19-2R (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD PAIA_19-2A) | Long | ABS-mortgage backed security | KY | $15M | – | 0.12 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $2M | – | 0.01 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $1M | – | 0.01 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $1M | – | 0.01 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $548K | – | 0.00 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $196K | – | 0.00 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $192K | – | 0.00 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $143K | – | 0.00 |
| PANTHER ESCROW ISSUER LLC | Long | Debt | US | $2M | – | 0.02 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $692K | – | 0.01 |
| PARK INTERMEDIATE HOLDINGS LLC | Long | Debt | US | $2M | – | 0.02 |
| PART_21-1A (PRESTIGE AUTO RECEIVABLES TRUST PART_21-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PART_23-1A (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PATRIOT CONTAINER CORP TLB 3.75 | Long | Loan | US | $121K | – | 0.00 |
| PAYPAL HOLDINGS INC | Long | Debt | US | $8M | – | 0.06 |
| PECO ENERGY CO | Long | Debt | US | $2M | – | 0.02 |
| PEMEX PROJECT FUNDING MASTER TRUST (PETROLEOS MEXICANOS) | Long | Debt | MX | $781K | – | 0.01 |
| PEMEX PROJECT FUNDING MASTER TRUST (PETROLEOS MEXICANOS) | Long | Debt | MX | $36K | – | 0.00 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $2M | – | 0.01 |
| PENNSYLVANIA ELECTRIC COMPANY (FIRSTENERGY PENNSYLVANIA ELECTRIC CO) | Long | Debt | US | $2M | – | 0.01 |
| PENNSYLVANIA ELECTRIC COMPANY (FIRSTENERGY PENNSYLVANIA ELECTRIC CO) | Long | Debt | US | $873K | – | 0.01 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMISSION) | Long | Debt | US | $2M | – | 0.01 |
| PENNYMAC FINANCIAL SERVICES INC | Long | Debt | US | $2M | – | 0.01 |
| PENSKE TRUCK LEASING CO LP | Long | Debt | US | $4M | – | 0.03 |
| PENSKE TRUCK LEASING CO LP/PTL | Long | Debt | US | $2M | – | 0.02 |
| PENSKE TRUCK LEASING CO LP/PTL | Long | Debt | US | $790K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP/PTL FIN | Long | Debt | US | $1M | – | 0.01 |
| PENSKE TRUCK LEASING/PTL FINANCE (PENSKE TRUCK LEASING CO LP) | Long | Debt | US | $888K | – | 0.01 |
| PERATON CORP TLB 3.75 | Long | Loan | US | $829K | – | 0.01 |
| PERU (REPUBLIC OF) | Long | Debt | PE | $354K | – | 0.00 |
| PERU (THE REPUBLIC OF) (PERU (REPUBLIC OF)) | Long | Debt | PE | $2M | – | 0.01 |
| PERUSAHAAN LISTRIK NEGARA PT (PERUSAHAAN LISTRIK NEGARA (PERSERO) PT) | Long | Debt | ID | $5M | – | 0.04 |
| PERUSAHAAN PENERBIT SURAT BERHARGA (PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III) | Long | Debt | ID | $879K | – | 0.01 |
| PETROLEOS DEL PERU - PETROPERU SA (PETROLEOS DEL PERU PETROPERU SA) | Long | Debt | PE | $2M | – | 0.01 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $11M | – | 0.09 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $5M | – | 0.04 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $2M | – | 0.02 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $2M | – | 0.02 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $1M | – | 0.01 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $1M | – | 0.01 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $1M | – | 0.01 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $567K | – | 0.00 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $326K | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $3M | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $2M | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $775K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $614K | – | 0.00 |
| PFP_23-10 (PFP LTD PFP_23-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $11M | – | 0.09 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $5M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $2M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $2M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.01 |
| PHILIPPINES (REPUBLIC OF THE) (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $426K | – | 0.00 |
| PHILIPPINES (REPUBLIC OF THE) (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $298K | – | 0.00 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $687K | – | 0.01 |
| PHILLIPS 66 CO | Long | Debt | US | $4M | – | 0.03 |
| PHILLIPS 66 CO | Long | Debt | US | $1M | – | 0.01 |
| PHYSICIANS REALTY LP (DOC DR LLC) | Long | Debt | US | $905K | – | 0.01 |
| PHYSICIANS REALTY LP (DOC DR LLC) | Long | Debt | US | $370K | – | 0.00 |
| PHYSICIANS REALTY LP (DOC DR LLC) | Long | Debt | US | $73K | – | 0.00 |
| PIEDMONT NATURAL GAS COMPANY INC | Long | Debt | US | $453K | – | 0.00 |
| PIEDMONT OPERATING PARTNERSHIP LP | Long | Debt | US | $2M | – | 0.01 |
| PIEDMONT OPERATING PARTNERSHIP LP | Long | Debt | US | $1M | – | 0.01 |
| PILGRIMS PRIDE CORP | Long | Debt | US | $5M | – | 0.04 |
| PILGRIMS PRIDE CORP | Long | Debt | US | $2M | – | 0.01 |
| PINE STREET TRUST II | Long | Debt | US | $2M | – | 0.01 |
| PIONEER NATURAL RESOURCES COMPANY (PIONEER NAT RES CO) | Long | Debt | US | $3M | – | 0.03 |
| PLAINS ALL AMERICAN PIPELINE LP | Long | Debt | US | $2M | – | 0.01 |
| PLAINS ALL AMERICAN PIPELINE LP | Long | Debt | US | $2M | – | 0.01 |
| PLMRS_14-1A | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| PLMRS_20-3A (PALMER SQUARE CLO PLMRS_20-3A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PLNT_18-1A (PLANET FITNESS MASTER ISSUER LLC PLNT_18-1A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $7M | – | 0.05 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $5M | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $4M | – | 0.03 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $3M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $2M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $2M | – | 0.02 |
| POST HOLDINGS INC | Long | Debt | US | $2M | – | 0.02 |
| POST HOLDINGS INC | Long | Debt | US | $2M | – | 0.02 |
| POST HOLDINGS INC | Long | Debt | US | $926K | – | 0.01 |
| POWER FINANCE CORPORATION LTD | Long | Debt | IN | $556K | – | 0.00 |
| Prairie Provident Resources Inc | Long | Equity-common | CA | $89.42 | 2K | 0.00 |
| PREF_24-1A (POST ROAD EQUIPMENT FINANCE PREF_24-1) | Long | ABS-mortgage backed security | US | $870K | – | 0.01 |
| PREMIER ENTERTAINMENT SUB LLC | Long | Debt | US | $2M | – | 0.01 |
| PREPAID LEGAL SERVICES INC | Long | Loan | US | $259K | – | 0.00 |
| PRESIDENT & FELLOWS OF HARVARD (PRESIDENT AND FELLOWS OF HARVARD) | Long | Debt | US | $2M | – | 0.02 |
| PRESIDENT & FELLOWS OF HARVARD (PRESIDENT AND FELLOWS OF HARVARD) | Long | Debt | US | $2M | – | 0.01 |
| PRET_21-RN2 (PRET LLC PRET_21-RN2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| PRET_22-RN2 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.10 |
| PRET_22-RN2 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.06 |
| PRIMO WATER HOLDINGS INC | Long | Debt | US | $1M | – | 0.01 |
| PROG_21-SFR1 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| PROGRESS ENERGY CAROLINAS INC (DUKE ENERGY PROGRESS LLC) | Long | Debt | US | $735K | – | 0.01 |
| PROJECT ICON (ARSENAL AIC PARENT LLC) | Long | Debt | US | $820K | – | 0.01 |
| PROLOGIS LP | Long | Debt | US | $335K | – | 0.00 |
| PROLOGIS TARGETED US LOGISTICS (PROLOGIS TARGETED US LOGISTICS FUND LP) | Long | Debt | US | $2M | – | 0.02 |
| PROLOGIS TARGETED US LOGISTICS (PROLOGIS TARGETED US LOGISTICS FUND LP) | Long | Debt | US | $596K | – | 0.00 |
| PROSE_19-1A (PRIMROSE SCHOOLS PROSE_19-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| PROVIDENCE SERVICE CORP (MODIVCARE INC) | Long | Debt | US | $1M | – | 0.01 |
| PRPM_22-4 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_22-4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| PRPM_24-RPL2 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| PT PERTAMINA (PERSERO) (PERTAMINA PERSERO PT) | Long | Debt | ID | $1M | – | 0.01 |
| PUBLIC SERVICE COMPANY OF COLORADO | Long | Debt | US | $3M | – | 0.02 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $860K | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $910K | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $606K | – | 0.00 |
| PUBLIC SERVICE ENTERPRISE GROUP (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $374K | – | 0.00 |
| PUBLIC SERVICE ENTERPRISE GROUP IN (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $6M | – | 0.05 |
| PULTE GROUP INC | Long | Debt | US | $737K | – | 0.01 |
| QORVO INC | Long | Debt | US | $1M | – | 0.01 |
| QUALCOMM INCORPORATED | Long | Debt | US | $1M | – | 0.01 |
| QUEBEC (PROVINCE OF) | Long | Debt | CA | $238K | – | 0.00 |
| QUEST DIAGNOSTICS INCORPORATED | Long | Debt | US | $920K | – | 0.01 |
| QUEST DIAGNOSTICS INCORPORATED | Long | Debt | US | $342K | – | 0.00 |
| QUEST DIAGNOSTICS INCORPORATED | Long | Debt | US | $335K | – | 0.00 |
| RADIAN GROUP INC (RADIAN GRP INC) | Long | Debt | US | $3M | – | 0.03 |
| RAIN CII CARBON LLC / CII CARBON C | Long | Debt | US | $38K | – | 0.00 |
| RAIZEN FUELS FINANCE SA | Long | Debt | LU | $2M | – | 0.01 |
| RALI_05-QA4 (RESIDENTIAL ACCREDIT LOANS INC RALI_05-QA4) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| RALI_06-QS18 (RESIDENTIAL ACCREDIT LOANS RALI_) | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.00 |
| RALI_07-QS1 (RESIDENTIAL ACCREDIT LOANS INC RALI_07-QS1) | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| RARES_21-1A (RATHLIN RESIDENTIAL RARES_21-1) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $1M | – | 0.01 |
| RCKT_19-1 (WOODWARD CAPITAL MANAGEMENT RCKT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| REALTY INCOME CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| REALTY INCOME CORPORATION | Long | Debt | US | $186K | – | 0.00 |
| Regents of the University of California Medical Center Pooled Revenue (UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV) | Long | Debt | US | $4M | – | 0.03 |
| REGIONALCARE/LIFEPOINT HEALTH INC (LIFEPOINT HEALTH INC) | Long | Debt | US | $3M | – | 0.02 |
| REINSURANCE GROUP OF AMERICA (REINSURANCE GROUP OF AMERICA IN) | Long | Debt | US | $4M | – | 0.03 |
| RELIANCE STANDARD LIFE GLOBAL II (RELIANCE STANDARD LIFE GLOBAL FUNDING II) | Long | Debt | US | $4M | – | 0.03 |
| RENAISSANCE HOLDING CORP TLB 4.25 | Long | Loan | US | $325K | – | 0.00 |
| RESEARCH NOW GROUP INC TLB 5.5 (EREWARDS INC) | Long | Loan | US | $215K | – | 0.00 |
| RESOLUTION FUNDING CORP | Long | Debt | US | $2M | – | 0.02 |
| REXFORD INDUSTRIAL REALTY LP | Long | Debt | US | $3M | – | 0.02 |
| REYNOLDS AMERICAN INC | Long | Debt | US | $6M | – | 0.05 |
| REYNOLDS AMERICAN INC | Long | Debt | US | $4M | – | 0.03 |
| REYNOLDS AMERICAN INC | Long | Debt | US | $1M | – | 0.01 |
| REYNOLDS AMERICAN INC | Long | Debt | US | $308K | – | 0.00 |
| REYNOLDS GROUP ISSUER INC (PACTIV EVERGREEN GROUP ISSUER LLC) | Long | Debt | US | $397K | – | 0.00 |
| RFCSP STRIP PRINCIPAL (RESOLUTION FUNDING CORP) | Long | Debt | US | $7M | – | 0.05 |
| RFCSP STRIP PRINCIPAL (RESOLUTION FUNDING CORP) | Long | Debt | US | $320K | – | 0.00 |
| RFM_22-FRR1 (RFM RE-REMIC TRUST RFM_22-FRR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| RFM_22-FRR1 (RFM RE-REMIC TRUST RFM_22-FRR1) | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| RFM_22-FRR1 (RFM RE-REMIC TRUST RFM_22-FRR1) | Long | ABS-mortgage backed security | US | $840K | – | 0.01 |
| RFM_22-FRR1 (RFM RE-REMIC TRUST RFM_22-FRR1) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| RFM_22-FRR1 (RFM RE-REMIC TRUST RFM_22-FRR1) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| RFMSI_05-SA5 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RFMSI_05-SA5) | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.00 |
| RFMSI_06-SA4 (RESIDENTIAL FUNDING MTG SEC I RF) | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.00 |
| RGA GLOBAL FUNDING | Long | Debt | US | $4M | – | 0.03 |
| RGA GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.02 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $202K | – | 0.00 |
| RMIR_21-1 (RADNOR REESSENT RMIR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| RMIT_22-1 (REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_22-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| ROCHE HOLDINGS INC | Long | Debt | US | $2M | – | 0.02 |
| ROCHE HOLDINGS INC | Long | Debt | US | $511K | – | 0.00 |
| ROCKIES EXPRESS PIPELINE LLC | Long | Debt | US | $2M | – | 0.02 |
| ROCKT_21-1A (ROCKFORD TOWER CLO LTD ROCKT_21-1A) | Long | ABS-mortgage backed security | KY | $8M | – | 0.06 |
| ROCKT_21-3 (ROCKFORD TOWER CLO LTD ROCKT_21-3A) | Long | ABS-mortgage backed security | KY | $10M | – | 0.08 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $5M | – | 0.04 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $2M | – | 0.01 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $2M | – | 0.01 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $205K | – | 0.00 |
| ROYAL BANK OF SCOTLAND GROUP PLC (NATWEST GROUP PLC) | Long | Debt | GB | $1M | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $800K | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $310K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $271K | – | 0.00 |
| ROYALTY PHARMA PLC | Long | Debt | GB | $4M | – | 0.03 |
| ROYALTY PHARMA PLC | Long | Debt | GB | $736K | – | 0.01 |
| ROYALTY PHARMA PLC | Long | Debt | GB | $436K | – | 0.00 |
| ROYALTY PHARMA PLC | Long | Debt | GB | $364K | – | 0.00 |
| RYDER SYSTEM INC | Long | Debt | US | $3M | – | 0.02 |
| RYDER SYSTEM INC | Long | Debt | US | $2M | – | 0.02 |
| RYDER SYSTEM INC | Long | Debt | US | $1M | – | 0.01 |
| RYDER SYSTEM INC | Long | Debt | US | $852K | – | 0.01 |
| RYDER SYSTEM INC | Long | Debt | US | $314K | – | 0.00 |
| S&P GLOBAL INC | Long | Debt | US | $1M | – | 0.01 |
| S&P GLOBAL INC | Long | Debt | US | $652K | – | 0.01 |
| S&P GLOBAL INC | Long | Debt | US | $475K | – | 0.00 |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $2M | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $98K | – | 0.00 |
| SABRA HEALTH CARE LP | Long | Debt | US | $447K | – | 0.00 |
| SALLY HOLDINGS LLC | Long | Debt | US | $3M | – | 0.02 |
| SAN DIEGO GAS & ELECTRIC CO | Long | Debt | US | $1M | – | 0.01 |
| SANDS CHINA LTD | Long | Debt | KY | $579K | – | 0.00 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $3M | – | 0.02 |
| SANTANDER UK GROUP HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.01 |
| SANTANDER UK GROUP HOLDINGS PLC | Long | Debt | GB | $422K | – | 0.00 |
| SANTOS FINANCE LTD (SANTOS FINANCE LTD.) | Long | Debt | AU | $9M | – | 0.07 |
| SARM_04-20 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_04-20) | Long | ABS-collateralized bond/debt obligation | US | $286K | – | 0.00 |
| SARM_06-5 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_06-5) | Long | ABS-collateralized bond/debt obligation | US | $513K | – | 0.00 |
| SASOL FINANCING USA LLC | Long | Debt | US | $3M | – | 0.03 |
| SAUDI ARABIA (KINGDOM OF) | Long | Debt | SA | $2M | – | 0.01 |
| SBA COMMUNICATIONS TLB 2.0 (SBA SENIOR FINANCE II LLC) | Long | Loan | US | $707K | – | 0.01 |
| SBALT_24-A (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SBCLN_22-A (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_22-A) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| SBNALT_24-B (SBNA AUTO LEASE TRUST SBALT_24-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SCFET_22-1A (SCF EQUIPMENT LEASING LLC SCFET_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SCFET_23-1A (SCF EQUIPMENT LEASING LLC SCFET_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| SCHLUMBERGER HOLDINGS CORP | Long | Debt | US | $2M | – | 0.02 |
| SCHLUMBERGER HOLDINGS CORP | Long | Debt | US | $1M | – | 0.01 |
| SCHLUMBERGER INVESTMENT SA | Long | Debt | LU | $4M | – | 0.03 |
| SCHLUMBERGER INVESTMENT SA | Long | Debt | LU | $715K | – | 0.01 |
| SCOTT_23-SFS (SCOTT 2023-SFS SCOTT_23-SFS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| SCOTTS MIRACLE-GRO CO/THE | Long | Debt | US | $229K | – | 0.00 |
| SCRT_17-4 (FREDDIE MAC - SCRT SCRT 17-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| SCRT_18-2 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $862K | – | 0.01 |
| SCRT_18-3 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $291K | – | 0.00 |
| SCRT_18-3SC (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| SCRT_18-4 (SEASONED CREDIT RISK TRANSFER SCRT_18-4) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.00 |
| SCRT_19-1 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $780K | – | 0.01 |
| SCRT_19-2 (FREDDIE MAC SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.00 |
| SCRT_19-3 (FREDDIE MAC SCRT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| SDAL_24-DAL (SDAL TRUST SDAL_24-SDAL) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| SDART_20-2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| SDART_20-3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3) | Long | ABS-mortgage backed security | US | $828K | – | 0.01 |
| SDART_20-4 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4) | Long | ABS-mortgage backed security | US | $747K | – | 0.01 |
| SDART_22-3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| SDART_22-4 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| SDART_23-1 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) | Long | ABS-mortgage backed security | US | $802K | – | 0.01 |
| SDART_23-3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SDART_23-4 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SDART_23-5 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| SDART_23-6 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-mortgage backed security | US | $615K | – | 0.00 |
| SDART_24-2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SDR_24-DSNY (SDR COMMERCIAL MORTGAGE TRUST SDR_24-DSNY) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SEACO_14-1A (GLOBAL SC FINANCE SRL SEACO_14-1) | Long | ABS-mortgage backed security | BB | $63K | – | 0.00 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $1M | – | 0.01 |
| SEALED AIR CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| SEALED AIR CORPORATION | Long | Debt | US | $781K | – | 0.01 |
| SEALED AIR CORPORATION | Long | Debt | US | $223K | – | 0.00 |
| SEB4P_24-1A (SEB FUNDING LLC SEB4P_24-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SEMT_18-6 (SEQUOIA MORTGAGE TRUST SEMT_18-6) | Long | ABS-collateralized bond/debt obligation | US | $958K | – | 0.01 |
| SEMT_19-2 (SEQUOIA MORTGAGE TRUST SEMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SEMT_19-4 (SEQUOIA MORTGAGE TRUST SEMT_19-4) | Long | ABS-collateralized bond/debt obligation | US | $116K | – | 0.00 |
| SEMT_19-CH2 (SEQUOIA MORTGAGE TRUST SEMT_19-CH2) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| SEMT_20-3 (SEQUOIA MORTGAGE TRUST SEMT_20-3) | Long | ABS-collateralized bond/debt obligation | US | $804K | – | 0.01 |
| SEMT_21-5 (SEQUOIA MORTGAGE TRUST SEMT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $489K | – | 0.00 |
| SEMT_23-3 (SEQUOIA MORTGAGE TRUST SEMT_23-3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| SEMT_24-3 (SEQUOIA MORTGAGE TRUST SEMT_24-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| SEMT_24-4 (SEQUOIA MORTGAGE TRUST SEMT_24-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| SENIOR HOUSING PROPERTIES TRUST (DIVERSIFIED HEALTHCARE TRUST) | Long | Debt | US | $21K | – | 0.00 |
| SENSATA TECHNOLOGIES INC | Long | Debt | US | $502K | – | 0.00 |
| SERBIA (REPUBLIC OF) | Long | Debt | RS | $5M | – | 0.04 |
| SERBIA (REPUBLIC OF) | Long | Debt | RS | $3M | – | 0.02 |
| SFAST_23-1A (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| SGCMS_16-C5 (SG COMMERCIAL MORTGAGE SECURITIE) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| SHACK_14-5RA (SHACKLETON CLO LTD SHACK_14-5RA) | Long | ABS-mortgage backed security | KY | $8M | – | 0.06 |
| SHARJAH (EMIRATE OF) (SHARJAH EMIRATE OF) | Long | Debt | AE | $208K | – | 0.00 |
| SIMMONS FOODS INC/SIMMONS PREP | Long | Debt | US | $433K | – | 0.00 |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD) | Long | Debt | VG | $294K | – | 0.00 |
| SIRIUS XM RADIO INC | Long | Debt | US | $2M | – | 0.01 |
| SIRIUSPOINT LTD | Long | Debt | BM | $4M | – | 0.03 |
| SIXTH STREET LENDING PARTNERS | Long | Debt | US | $3M | – | 0.02 |
| SIXTH STREET SPECIALTY LENDING INC | Long | Debt | US | $2M | – | 0.02 |
| SLMA_08-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SLMA_08-3 (SLM STUDENT LOAN TRUST SLMA_08-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SLMA_08-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SLMA_08-5 (SLM STUDENT LOAN TRUST SLMA_08-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| SLMA_08-6 (SLM STUDENT LOAN TRUST SLMA_08-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| SLMA_08-6 (SLM STUDENT LOAN TRUST SLMA_08-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SLMA_08-7 (SLM STUDENT LOAN TRUST SLMA_08-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SLMA_12-2 (SLM STUDENT LOAN TRUST SLMA_12-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| SLMA_12-7 (SLM STUDENT LOAN TRUST SLMA_12-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SLVRK_23-3A (SILVER ROCK CLO LTD SLVRK_23-3) | Long | ABS-mortgage backed security | KY | $19M | – | 0.15 |
| SMB_19-B (SMB PRIVATE EDUCATION LOAN TRUST SMB_19-B) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| SMB_20-PTA (SMB PRIVATE EDUCATION LOAN TRUST SMB_20-PTA) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| SMB_24-A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-A) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| SMITHFIELD FOODS INC | Long | Debt | US | $2M | – | 0.02 |
| SMITHFIELD FOODS INC | Long | Debt | US | $2M | – | 0.01 |
| SMRT_22-MINI (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| SMURFIT KAPPA TREASURY UNLIMITED (SMURFIT KAPPA TREASURY UNLIMITED CO) | Long | Debt | IE | $1M | – | 0.01 |
| SMURFIT KAPPA TREASURY UNLIMITED C (SMURFIT KAPPA TREASURY UNLIMITED CO) | Long | Debt | IE | $4M | – | 0.03 |
| SMURFIT KAPPA TREASURY UNLIMITED C (SMURFIT KAPPA TREASURY UNLIMITED CO) | Long | Debt | IE | $3M | – | 0.02 |
| SNDPT_13-1A (SOUND POINT CLO LTD SNDPT_13-1A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| SNDPT_20-3A (SOUND POINT CLO LTD SNDPT_20-3A) | Long | ABS-mortgage backed security | KY | $11M | – | 0.08 |
| SNVA_20-2A (SUNNOVA SOL II ISSUER LLC SNVA_20-2A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SNVA_20-AA (HELIOS ISSUER LLC SNVA_20-AA) | Long | ABS-mortgage backed security | US | $878K | – | 0.01 |
| SNVA_21-1 (HELIOS ISSUER LLC SNVA_21-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SNVA_23-A (SUNNOVA HELIOS ISSUER XI ISSUER LLC SNVA_23-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| SOCIETE GENERALE SA | Long | Debt | FR | $8M | – | 0.06 |
| SOCIETE GENERALE SA | Long | Debt | FR | $4M | – | 0.03 |
| SOCIETE GENERALE SA | Long | Debt | FR | $3M | – | 0.03 |
| SOCIETE GENERALE SA | Long | Debt | FR | $2M | – | 0.02 |
| SOCIETE GENERALE SA | Long | Debt | FR | $394K | – | 0.00 |
| SOFI_17-D (SOFI PROFESSIONAL LOAN PROGRAM S) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| SOFI_18-A (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| SOFI_18-B (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SOFI_19-A (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_19-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SOFI_19-B (SOFI PROFESSIONAL LOAN PROGRAM SOFI_19-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SOFI_20-B (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_20-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SOLVAY FINANCE AMERICA LLC | Long | Debt | US | $3M | – | 0.02 |
| SOLVENTUM CORP | Long | Debt | US | $1M | – | 0.01 |
| SOLVENTUM CORP | Long | Debt | US | $1M | – | 0.01 |
| SOLVENTUM CORP | Long | Debt | US | $389K | – | 0.00 |
| SONIC_20-1A (SONIC CAPITAL LLC SONIC_20-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $3M | – | 0.02 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $2M | – | 0.02 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $698K | – | 0.01 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $471K | – | 0.00 |
| SOUTH JERSEY INDUSTRIES INC (SOUTH JERSEY IND INC) | Long | Debt | US | $1M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $6M | – | 0.05 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $4M | – | 0.03 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $906K | – | 0.01 |
| SOUTHERN CO (SOUTHERN COMPANY (THE)) | Long | Debt | US | $528K | – | 0.00 |
| SOUTHERN COMPANY (THE) | Long | Debt | US | $6M | – | 0.05 |
| SOUTHERN COMPANY (THE) | Long | Debt | US | $1M | – | 0.01 |
| SOUTHERN COMPANY (THE) | Long | Debt | US | $927K | – | 0.01 |
| SOUTHERN COMPANY GAS CAPITAL CORP (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $6M | – | 0.04 |
| SOUTHERN COPPER CORP | Long | Debt | US | $590K | – | 0.00 |
| SOUTHERN NATURAL GAS COMPANY (SOUTHERN NATURAL GAS COMPANY LLC) | Long | Debt | US | $3M | – | 0.02 |
| SOUTHWEST AIRLINES CO | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWEST GAS CORP | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $6M | – | 0.05 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $639K | – | 0.00 |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $1M | – | 0.01 |
| SPECTRUM BRANDS HOLDINGS INC (SPECTRUM BRANDS INC) | Long | Debt | US | $643K | – | 0.00 |
| SPECTRUM BRANDS INC | Long | Debt | US | $364K | – | 0.00 |
| SPGN_22-TFLM (SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| SPRINT CAPITAL CORPORATION | Long | Debt | US | $4M | – | 0.03 |
| SPRINT CAPITAL CORPORATION | Long | Debt | US | $3M | – | 0.03 |
| SPRINT CORP (SPRINT LLC) | Long | Debt | US | $5M | – | 0.04 |
| SPRINT SPECTRUM CO I/ II /III/ LLC (SPRINT SPECTRUM CO LLC) | Long | Debt | US | $7M | – | 0.05 |
| SPRINT SPECTRUM CO I/ II /III/ LLC (SPRINT SPECTRUM CO LLC) | Long | Debt | US | $1M | – | 0.01 |
| SPRO_24-1A (SERVPRO MASTER ISSUER LLC SPRO_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SREIT_21-PALM (SREIT TRUST SREIT_21-PALM) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| SRPT_14-STAR | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ST BARNABAS HEALTH SYSTEM INC | Long | Debt | US | $3M | – | 0.02 |
| STACR_20-HQA5 (STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| STACR_21-DNA3 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| STACR_21-DNA5 (FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $871K | – | 0.01 |
| STACR_21-DNA6 (FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.09 |
| STACR_21-DNA6 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| STACR_21-DNA7 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $968K | – | 0.01 |
| STACR_21-DNA7 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $740K | – | 0.01 |
| STACR_21-HQA1 (STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.05 |
| STACR_21-HQA3 (FREDDIE MAC STCR_21-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| STACR_21-HQA3 (FREDDIE MAC STCR_21-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $639K | – | 0.00 |
| STACR_21-HQA4 (STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| STACR_22-DNA1 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| STACR_22-DNA2 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| STACR_22-DNA2 (FREDDIE MAC - STACR 22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| STACR_22-DNA2 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| STACR_22-DNA3 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.05 |
| STACR_22-DNA3 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| STACR_22-DNA6 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.05 |
| STACR_22-HQA3 (STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $6M | – | 0.04 |
| STANDARD INDUSTRIES INC (STANDARD BUILDING SOLUTIONS INC) | Long | Debt | US | $3M | – | 0.02 |
| STANDARD INDUSTRIES INC (STANDARD BUILDING SOLUTIONS INC) | Long | Debt | US | $1M | – | 0.01 |
| STAR_21-3 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| STARBUCKS CORPORATION | Long | Debt | US | $3M | – | 0.02 |
| State of Illinois (ILLINOIS ST SALES TAX REV) | Long | Debt | US | $2M | – | 0.02 |
| STATE STREET CORP | Long | Debt | US | $4M | – | 0.03 |
| STATE STREET CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| STEEL DYNAMICS INC | Long | Debt | US | $1M | – | 0.01 |
| STEEL DYNAMICS INC | Long | Debt | US | $664K | – | 0.01 |
| STEEL DYNAMICS INC | Long | Debt | US | $475K | – | 0.00 |
| STIFEL FINANCIAL CORP (STIFEL FINL CORP) | Long | Debt | US | $3M | – | 0.03 |
| SUMITOMO MITSUI TRUST BANK LTD | Long | Debt | JP | $4M | – | 0.03 |
| SUMMIT MATERIALS LLC/FIN CORP | Long | Debt | US | $482K | – | 0.00 |
| SUMMIT MATERIALS LLC/SUMMIT FIN | Long | Debt | US | $2M | – | 0.02 |
| SUN COMMUNITIES OPERATING LP | Long | Debt | US | $958K | – | 0.01 |
| SUNOCO LOGISTICS PARTNERS (ENERGY TRANSFER LP) | Long | Debt | US | $694K | – | 0.01 |
| SUNRN_18-1 (SUNRUN CALLISTO SUNRN_18-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SUNRN_19-1A (SUNRUN CALLISTO SUNRN_19-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SUNRN_23-1A (SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SWEDBANK AB | Long | Debt | SE | $3M | – | 0.03 |
| SWEDBANK AB | Long | Debt | SE | $3M | – | 0.02 |
| SWF ESCROW ISSUER CORPORATION | Long | Debt | US | $539K | – | 0.00 |
| SWISS RE SUBORDINATED FINANCE PLC | Long | Debt | GB | $4M | – | 0.03 |
| SWP: OIS 1.350000 11-MAY-2054 SOF (JPMorgan) | Derivative-interest rate | GB | $3M | – | 0.02 | |
| SWP: OIS 4.253000 13-MAY-2029 SOF (JPMorgan) | Derivative-interest rate | US | $84K | – | 0.00 | |
| SWP: OIS 4.497000 13-MAY-2027 SOF (JPMorgan) | Derivative-interest rate | US | $-124K | – | -0.00 | |
| SWP: OIS 4.663000 17-MAY-2026 SOF (JPMorgan) | Derivative-interest rate | US | $474K | – | 0.00 | |
| SWP: OIS 4.805090 31-AUG-2025 SOF (JPMorgan) | Derivative-interest rate | GB | $611K | – | 0.00 | |
| SWP: OIS 4.946250 08-MAR-2025 (JPMorgan) | Derivative-interest rate | GB | $-95K | – | -0.00 | |
| SWP: OIS 5.088000 10-MAR-2025 (JPMorgan) | Derivative-interest rate | US | $-184K | – | -0.00 | |
| SWP: OIS 5.111500 17-MAY-2025 SOF (JPMorgan) | Derivative-interest rate | US | $-306K | – | -0.00 | |
| SWP: OIS 5.384290 31-AUG-2024 SOF (JPMorgan) | Derivative-interest rate | GB | $-187K | – | -0.00 | |
| SWP: USD 3.520000 20-DEC-2053 US3 (Citi) | Derivative-interest rate | US | $1M | – | 0.01 | |
| SYMP_15-16A (SYMPHONY CLO LTD SYMP_15-16A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.05 |
| SYMP_16-18A (SYMPHONY CLO LTD SYMP_16-18A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.05 |
| SYNCHRONY BANK (GE CAPITAL RETAIL BANK) | Long | Debt | US | $4M | – | 0.03 |
| SYNCHRONY FINANCIAL | Long | Debt | US | $2M | – | 0.02 |
| SYNEOS HEALTH INC TLB 4.0 | Long | Loan | US | $363K | – | 0.00 |
| T-MOBILE USA INC | Long | Debt | US | $5M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $5M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.03 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $1M | – | 0.01 |
| T-MOBILE USA INC | Long | Debt | US | $1M | – | 0.01 |
| T-MOBILE USA INC | Long | Debt | US | $944K | – | 0.01 |
| T-MOBILE USA INC | Long | Debt | US | $532K | – | 0.00 |
| T-MOBILE USA INC | Long | Debt | US | $385K | – | 0.00 |
| T-MOBILE USA INC | Long | Debt | US | $177K | – | 0.00 |
| T-MOBILE USA INC | Long | Debt | US | $94K | – | 0.00 |
| TAKE-TWO INTERACTIVE SOFTWARE INC (TAKE-TWO INTERACTIVE SOFTWARE INC.) | Long | Debt | US | $4M | – | 0.03 |
| TALLGRASS ENERGY PARTNERS LP/FIN | Long | Debt | US | $136K | – | 0.00 |
| TALNT_20-1A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| TAMPA ELECTRIC CO (TAMPA ELECTRIC COMPANY) | Long | Debt | US | $225K | – | 0.00 |
| TARGA RESOURCES CORP | Long | Debt | US | $5M | – | 0.04 |
| TARGA RESOURCES CORP | Long | Debt | US | $485K | – | 0.00 |
| TARGA RESOURCES PARTNERS LP/TARGA | Long | Debt | US | $776K | – | 0.01 |
| TAYLOR MORRISON COMMUNITIES INC | Long | Debt | US | $2M | – | 0.02 |
| TAYLOR MORRISON COMMUNITIES INC | Long | Debt | US | $1M | – | 0.01 |
| TCB_21 (TEXAS CAPITAL BANK TCB_21-NOTE) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.03 |
| TCIFC_23-1A (TEXAS DEBT CAPITAL CLO LTD TCIFC_23-1) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| TCW_17-1A | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| TCW_17-1A | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| TCW_21-1A (TCW GEM LTD TCW_21-1A) | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| TEACHERS INSURANCE & ANNUITY (TEACHERS INS & ANN ASSOC OF AMER) | Long | Debt | US | $4M | – | 0.03 |
| TEACHERS INSURANCE & ANNUITY (TEACHERS INS & ANN ASSOC OF AMER) | Long | Debt | US | $3M | – | 0.02 |
| TEACHERS INSURANCE & ANNUITY (TEACHERS INS & ANN ASSOC OF AMER) | Long | Debt | US | $2M | – | 0.02 |
| TELECOM ITALIA CAPITAL (TELECOM ITALIA CAPITAL SA) | Long | Debt | LU | $463K | – | 0.00 |
| TELECOM ITALIA CAPITAL SA | Long | Debt | LU | $1M | – | 0.01 |
| TELEDYNE FLIR LLC | Long | Debt | US | $3M | – | 0.02 |
| TELENET FINANCING USD TLAR 2.0 (TELENET FINANCING USD LLC) | Long | Loan | US | $256K | – | 0.00 |
| TELOS_13-4A (TELOS CLO LTD TELOS_13-4A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| TEMPO ACQUISITION LLC/TEMPO FIN | Long | Debt | US | $2M | – | 0.01 |
| TEMPUR SEALY INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.01 |
| TEMPUR SEALY INTERNATIONAL INC | Long | Debt | US | $823K | – | 0.01 |
| TENCENT HOLDINGS LTD | Long | Debt | KY | $562K | – | 0.00 |
| TENET HEALTHCARE CORP (TENET HLTHCR CORP) | Long | Debt | US | $4M | – | 0.03 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $1M | – | 0.01 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $394K | – | 0.00 |
| TENNECO INC | Long | Debt | US | $2M | – | 0.01 |
| TENNECO INC TLA 4.75 | Long | Loan | US | $1M | – | 0.01 |
| TEXAS HEALTH RESOURCES | Long | Debt | US | $592K | – | 0.00 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $1M | – | 0.01 |
| TEXTRON INC | Long | Debt | US | $285K | – | 0.00 |
| TFLAT_18-1A (TCI-FLATIRON CLO LTD TFLAT_18-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| THERMO FISHER SCIENTIFIC INC | Long | Debt | US | $2M | – | 0.01 |
| THERMO FISHER SCIENTIFIC INC | Long | Debt | US | $1M | – | 0.01 |
| THPT_23-THL (THARALDSON HOTEL PORTFOLIO TRUST THPT_23-THL) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| TIA_16-1A (TEACHERS INSURANCE AND ANNUITY TIA_16-1A) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| TIME WARNER CABLE INC (TIME WARNER CABLE LLC) | Long | Debt | US | $7M | – | 0.06 |
| TIME WARNER CABLE INC (TIME WARNER CABLE LLC) | Long | Debt | US | $3M | – | 0.03 |
| TIME WARNER CABLE INC (TIME WARNER CABLE LLC) | Long | Debt | US | $223K | – | 0.00 |
| TKO_23-1A (TIKEHAU US CLO LTD TKO_23-1) | Long | ABS-mortgage backed security | BM | $29M | – | 0.22 |
| TKO_23-2A (TIKEHAU US CLO LTD TKO_22-2) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| TMIR_21-3 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $978K | – | 0.01 |
| TMS ISSUER SARL | Long | Debt | LU | $1M | – | 0.01 |
| TOLEDO EDISON COMPANY (THE) (TOLEDO EDISON CO (THE)) | Long | Debt | US | $992K | – | 0.01 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $6M | – | 0.05 |
| TOTAL PLAY TELECOMUNICACIONES SA (TOTAL PLAY TELECOMUNICACIONES SAPI DE CV) | Long | Debt | MX | $661K | – | 0.01 |
| TOTALENERGIES CAPITAL SA | Long | Debt | FR | $1M | – | 0.01 |
| TOTALENERGIES CAPITAL SA | Long | Debt | FR | $685K | – | 0.01 |
| TOTALENERGIES CAPITAL SA | Long | Debt | FR | $598K | – | 0.00 |
| TOWN_22-STAY (INTOWN MORTGAGE TRUST TOWN_22-STAY) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $6M | – | 0.05 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $369K | – | 0.00 |
| TPHT_23-1 (TOWD POINT HE TRUST TPHT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $827K | – | 0.01 |
| TRACTOR SUPPLY COMPANY | Long | Debt | US | $3M | – | 0.02 |
| TRAL_21-6A (TRALEE CDO LTD TRAL_19-6A) | Long | ABS-mortgage backed security | KY | $25M | – | 0.19 |
| TRAL_21-7A (TRALEE CDO LTD TRAL_21-7A) | Long | ABS-mortgage backed security | KY | $9M | – | 0.07 |
| TRANS UNION LLC TLB 2.0 | Long | Loan | US | $324K | – | 0.00 |
| TRANSCANADA PIPELINES LIMITED (TRANSCANADA PIPELINES LTD) | Long | Debt | CA | $186K | – | 0.00 |
| TRANSCONTINENTAL GAS PIPE LINE CO (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $4M | – | 0.03 |
| TRANSCONTINENTAL GAS PIPE LINE CO (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $579K | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $3M | – | 0.02 |
| TRANSDIGM INC TLI 2.75 | Long | Loan | US | $829K | – | 0.01 |
| TRANSMONTAIGE PARTNERS LP / FIN CO (TRANSMONTAIGNE PARTNERS LLC) | Long | Debt | US | $1M | – | 0.01 |
| TRANSOCEAN INC | Long | Debt | KY | $645K | – | 0.00 |
| TREASURY BILL (UNITED STATES TREASURY) | Long | Debt | US | $10M | – | 0.08 |
| TREASURY BILL (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.02 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $160M | – | 1.23 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $120M | – | 0.93 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $114M | – | 0.88 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $85M | – | 0.66 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $81M | – | 0.62 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $53M | – | 0.40 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $46M | – | 0.35 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $43M | – | 0.33 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $41M | – | 0.31 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $29M | – | 0.22 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $29M | – | 0.22 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $26M | – | 0.20 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $24M | – | 0.19 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $23M | – | 0.18 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $21M | – | 0.16 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $18M | – | 0.14 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $17M | – | 0.13 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $17M | – | 0.13 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $9M | – | 0.07 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.06 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.03 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.02 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $346M | – | 2.65 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $181M | – | 1.39 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $143M | – | 1.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $139M | – | 1.07 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $117M | – | 0.90 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $117M | – | 0.90 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $95M | – | 0.73 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $65M | – | 0.50 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $56M | – | 0.43 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $39M | – | 0.30 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $28M | – | 0.22 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $25M | – | 0.20 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $25M | – | 0.19 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $23M | – | 0.18 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $22M | – | 0.17 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $22M | – | 0.17 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $18M | – | 0.14 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $17M | – | 0.13 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $13M | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.04 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.02 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $10M | – | 0.07 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $7M | – | 0.05 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.04 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.03 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.03 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.02 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.02 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.02 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.02 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.02 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.01 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $1M | – | 0.01 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $611K | – | 0.00 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $468K | – | 0.00 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $454K | – | 0.00 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $374K | – | 0.00 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $253K | – | 0.00 |
| TREASURY STRIP (PRIN) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.03 |
| TREASURY STRIP (PRIN) (UNITED STATES TREASURY) | Long | Debt | US | $596K | – | 0.00 |
| TREST_21-5A (TRESTLES CLO LTD TREST_21-5) | Long | ABS-mortgage backed security | KY | $7M | – | 0.05 |
| TRFIG_21-1A (TRAFIGURA SECURITISATION FINANCE PLC TRFIG_21-1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| TRITON CONTAINER INTERNATIONAL LTD | Long | Debt | BM | $572K | – | 0.00 |
| TRITON CONTAINER INTERNATIONAL LTD | Long | Debt | BM | $435K | – | 0.00 |
| TRITON WATER HOLDINGS TLB 3.5 (TRITON WATER HOLDINGS INC) | Long | Loan | US | $267K | – | 0.00 |
| TRK_22-INV2 (TRK TRUST TRK_22-INV2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.04 |
| TRNTS_17-7A (TRINITAS CLO LTD TRNTS_17-7A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| TRNTS_22-20A (TRINITAS CLO LTD TRNTS_22-20) | Long | ABS-mortgage backed security | BM | $13M | – | 0.10 |
| TRNTS_23-26A (TRINITAS CLO LTD TRNTS_23-26) | Long | ABS-mortgage backed security | BM | $18M | – | 0.14 |
| TRUGREEN LP TLB 4.0 | Long | Loan | US | $267K | – | 0.00 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $6M | – | 0.05 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $5M | – | 0.04 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $1M | – | 0.01 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $1M | – | 0.01 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $1M | – | 0.01 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $315K | – | 0.00 |
| TRUSTAGE FINANCIAL GROUP INC | Long | Debt | US | $2M | – | 0.01 |
| TTX COMPANY | Long | Debt | US | $2M | – | 0.01 |
| TUCSON ELECTRIC POWER CO | Long | Debt | US | $2M | – | 0.02 |
| TUCSON ELECTRIC POWER CO | Long | Debt | US | $144K | – | 0.00 |
| TVA PRIN STRIP (TN VLY AUTHORITY) | Long | Debt | US | $438K | – | 0.00 |
| TXT_24-HOU (TX TRUST TXT_24-HOU) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| TYSON FOODS INC | Long | Debt | US | $1M | – | 0.01 |
| UACST_22-2 (UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $3M | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $1M | – | 0.01 |
| UBS GROUP AG | Long | Debt | CH | $967K | – | 0.01 |
| UBS GROUP AG | Long | Debt | CH | $848K | – | 0.01 |
| UBS GROUP AG | Long | Debt | CH | $655K | – | 0.01 |
| UBS GROUP AG | Long | Debt | CH | $420K | – | 0.00 |
| UBS GROUP AG | Long | Debt | CH | $361K | – | 0.00 |
| UBSCM_18-C10 (UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C10) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| UKRAINE (GOVERNMENT OF) (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $1M | – | 0.01 |
| UKRAINE (GOVERNMENT OF) (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $860K | – | 0.01 |
| UKRAINE (GOVERNMENT OF) (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $748K | – | 0.01 |
| UKRAINE (GOVERNMENT OF) (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $316K | – | 0.00 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $133M | – | 1.02 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $78M | – | 0.60 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $70M | – | 0.54 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $66M | – | 0.51 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $43M | – | 0.33 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $40M | – | 0.31 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $38M | – | 0.29 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| UNICREDIT SPA | Long | Debt | IT | $5M | – | 0.04 |
| UNILEVER CAPITAL CORP | Long | Debt | US | $678K | – | 0.01 |
| UNION PACIFIC CORPORATION | Long | Debt | US | $227K | – | 0.00 |
| UNITED AIR 2020-1 A PTT (UNITED AIRLINES PASS THROUGH TRUST 2020-1) | Long | Debt | US | $554K | – | 0.00 |
| UNITED AIR 2023-1 A PTT (UNITED AIRLINES INC) | Long | Debt | US | $9M | – | 0.07 |
| UNITED AIRLINES INC | Long | Debt | US | $3M | – | 0.02 |
| UNITED AIRLINES INC | Long | Debt | US | $777K | – | 0.01 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $233K | – | 0.00 |
| UNITED NATURAL FOODS TLB 4.75 (UNITED NATURAL FOODS INC) | Long | Loan | US | $571K | – | 0.00 |
| UNITED PARCEL SERVICE INC | Long | Debt | US | $7M | – | 0.05 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $3M | – | 0.02 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $1M | – | 0.01 |
| UNITED TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $869K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $7M | – | 0.05 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $5M | – | 0.04 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $3M | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $3M | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $949K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $549K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $469K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $252K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $232K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $164K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $88K | – | 0.00 |
| UNIVERSAL HEALTH SERVICES INC | Long | Debt | US | $2M | – | 0.02 |
| UNIVERSAL HEALTH SERVICES INC | Long | Debt | US | $2M | – | 0.02 |
| University of California (UNIVERSITY OF CALIFORNIA REVS) | Long | Debt | US | $6M | – | 0.04 |
| University of Michigan | Long | Debt | US | $3M | – | 0.03 |
| UNIVERSITY OF PENNSYLVANIA (TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA) | Long | Debt | US | $1M | – | 0.01 |
| UNIVERSITY OF SOUTHERN CALIFORNIA | Long | Debt | US | $4M | – | 0.03 |
| University of Virginia | Long | Debt | US | $1M | – | 0.01 |
| University of Virginia | Long | Debt | US | $553K | – | 0.00 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $1M | – | 0.01 |
| UPST_23-1 (UPSTART SECURITIZATION TRUST UPST_23-1) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $79K | – | 0.00 | |
| US 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $43K | – | 0.00 | |
| US 2YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $505K | – | 0.00 | |
| US 2YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $-197K | – | -0.00 | |
| US 2YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $-284K | – | -0.00 | |
| US 5YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $132.68 | – | 0.00 | |
| US 5YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $-150K | – | -0.00 | |
| US 5YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $-624K | – | -0.00 | |
| US AIRWAYS 2012-1 CLASS A (US AIRWAYS 2012-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $404K | – | 0.00 |
| US AIRWAYS 2012-2 CLASS A (US AIRWAYS PASS THROUGH CERTIFICATES SERIES 2012-2 CLASS C) | Long | Debt | US | $2M | – | 0.01 |
| US BANCORP | Long | Debt | US | $7M | – | 0.05 |
| US BANCORP | Long | Debt | US | $3M | – | 0.02 |
| US BANCORP | Long | Debt | US | $1M | – | 0.01 |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| US LONG BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $-285K | – | -0.00 | |
| US LONG BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-549K | – | -0.00 | |
| US ULTRA 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| US ULTRA 10YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $-274K | – | -0.00 | |
| US ULTRA 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $-568K | – | -0.00 | |
| US ULTRA T-BOND SEP 24 (Citi) | Derivative-interest rate | US | $-577K | – | -0.00 | |
| US ULTRA T-BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| USRE_21-1 (NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| UTAH ACQUISITION SUB INC | Long | Debt | US | $5M | – | 0.04 |
| VALERO ENERGY CORPORATION | Long | Debt | US | $3M | – | 0.02 |
| VALMONT INDUSTRIES INC | Long | Debt | US | $2M | – | 0.01 |
| VAR ENERGI ASA | Long | Debt | NO | $5M | – | 0.04 |
| VECTOR GROUP LTD (VECTOR GRP LTD) | Long | Debt | US | $3M | – | 0.02 |
| VENTR_17-27A (VENTURE XXVII CLO LTD VENTR_17-2) | Long | ABS-mortgage backed security | KY | $4M | – | 0.03 |
| VENTR_17-28AA (VENTURE CDO LTD VENTR_17-28AA) | Long | ABS-mortgage backed security | KY | $13M | – | 0.10 |
| VENTR_19-37A (VENTURE CDO LTD VENTR_19-37A) | Long | ABS-mortgage backed security | KY | $16M | – | 0.12 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $3M | – | 0.02 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $676K | – | 0.01 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $3M | – | 0.02 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $4M | – | 0.03 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $4M | – | 0.03 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.02 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $978K | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $475K | – | 0.00 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $465K | – | 0.00 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $446K | – | 0.00 |
| VERUS_22-INV1 (VERUS SECURITIZATION TRUST VERUS_22-INV1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| VIACOM INC (PARAMOUNT GLOBAL) | Long | Debt | US | $498K | – | 0.00 |
| VIACOMCBS INC (PARAMOUNT GLOBAL) | Long | Debt | US | $216K | – | 0.00 |
| VIASAT INC | Long | Debt | US | $1M | – | 0.01 |
| VIASAT INC | Long | Debt | US | $1M | – | 0.01 |
| VIATRIS INC | Long | Debt | US | $4M | – | 0.03 |
| VIATRIS INC | Long | Debt | US | $2M | – | 0.02 |
| VIATRIS INC | Long | Debt | US | $940K | – | 0.01 |
| VICI PROPERTIES LP | Long | Debt | US | $1M | – | 0.01 |
| VICI PROPERTIES LP | Long | Debt | US | $996K | – | 0.01 |
| VICI PROPERTIES LP | Long | Debt | US | $456K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO | Long | Debt | US | $224K | – | 0.00 |
| VICI PROPERTIES LP/VICI NOTE CO | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP/VICI NOTE CO | Long | Debt | US | $544K | – | 0.00 |
| VICI PROPERTIES LP/VICI NOTE CO | Long | Debt | US | $377K | – | 0.00 |
| VICI PROPERTIES LP/VICI NOTE CO | Long | Debt | US | $138K | – | 0.00 |
| VICI PROPERTIES LP/VICI NOTE CO | Long | Debt | US | $63K | – | 0.00 |
| VIKING CRUISES LTD | Long | Debt | BM | $2M | – | 0.01 |
| VIRGIN MEDIA BRISTOL LLC TLY 3.25 | Long | Loan | US | $338K | – | 0.00 |
| VIRGIN MEDIA TLN 2.5 (VIRGIN MEDIA BRISTOL LLC) | Long | Loan | US | $1M | – | 0.01 |
| VIRGINIA ELEC & POWER CO (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| VISTRA CORP | Long | Debt | US | $5M | – | 0.04 |
| VISTRA CORP | Long | Debt | US | $2M | – | 0.01 |
| VISTRA CORP | Long | Debt | US | $422K | – | 0.00 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $5M | – | 0.04 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $4M | – | 0.03 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $2M | – | 0.02 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $2M | – | 0.02 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $2M | – | 0.01 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $839K | – | 0.01 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $2M | – | 0.01 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $633K | – | 0.00 |
| VMWARE INC (VMWARE LLC) | Long | Debt | US | $1M | – | 0.01 |
| VOC ESCROW LTD | Long | Debt | BM | $2M | – | 0.01 |
| VOLKSWAGEN GROUP OF AMERICA FIN (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $11M | – | 0.09 |
| VOLKSWAGEN GROUP OF AMERICA FIN (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $3M | – | 0.02 |
| VOLKSWAGEN GROUP OF AMERICA FIN (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $2M | – | 0.02 |
| VOLKSWAGEN GROUP OF AMERICA FIN (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $728K | – | 0.01 |
| VOYA_15-3A (VOYA CLO LTD VOYA_15-3A) | Long | ABS-mortgage backed security | KY | $9M | – | 0.07 |
| VOYA_16-1A (VOYA CLO LTD VOYA_16-1A) | Long | ABS-mortgage backed security | KY | $6M | – | 0.05 |
| VOYA_16-3A (VOYA CLO LTD VOYA_16-3A) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| VOYA_18-3A (VOYA CLO LTD VOYA_18-3A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| VSTRG_24-A (VSTRONG AUTO RECEIVABLES TRUST VSTRG_24-A) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| VZ SECURED FINANCING BV | Long | Debt | NL | $3M | – | 0.02 |
| WALMART INC | Long | Debt | US | $2M | – | 0.01 |
| WAMU_03-AR8 | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.00 |
| WAMU_04-AR4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| WAMU_04-AR7 | Long | ABS-collateralized bond/debt obligation | US | $602K | – | 0.00 |
| WAMU_05-AR11 | Long | ABS-collateralized bond/debt obligation | US | $484K | – | 0.00 |
| WAMU_05-AR17 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WAMU_05-AR2 | Long | ABS-collateralized bond/debt obligation | US | $414K | – | 0.00 |
| WAMU_05-AR9 | Long | ABS-collateralized bond/debt obligation | US | $379K | – | 0.00 |
| WAMU_06-AR4 | Long | ABS-collateralized bond/debt obligation | US | $928K | – | 0.01 |
| WAMU_06-AR5 | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.00 |
| WAMU_07-HY1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WAMU_07-HY3 | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $14M | – | 0.11 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $7M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $2M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $1M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $26K | – | 0.00 |
| WASHINGTON GAS LIGHT COMPANY | Long | Debt | US | $272K | – | 0.00 |
| WASTE CONNECTIONS INC | Long | Debt | CA | $582K | – | 0.00 |
| WASTE MANAGEMENT INC | Long | Debt | US | $1M | – | 0.01 |
| WASTE MANAGEMENT INC | Long | Debt | US | $659K | – | 0.01 |
| WASTE MANAGEMENT INC | Long | Debt | US | $123K | – | 0.00 |
| WASTE PRO USA INC | Long | Debt | US | $749K | – | 0.01 |
| WEC ENERGY GROUP INC | Long | Debt | US | $963K | – | 0.01 |
| WEC ENERGY GROUP INC | Long | Debt | US | $655K | – | 0.01 |
| WEC ENERGY GROUP INC | Long | Debt | US | $424K | – | 0.00 |
| WEC ENERGY GROUP INC | Long | Debt | US | $302K | – | 0.00 |
| WELF_19-1A (WELLFLEET CLO LTD WELF_19-1A) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| WELLPOINT INC (ELEVANCE HEALTH INC) | Long | Debt | US | $2M | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $15M | – | 0.11 |
| WELLS FARGO & COMPANY | Long | Debt | US | $10M | – | 0.07 |
| WELLS FARGO & COMPANY | Long | Debt | US | $9M | – | 0.07 |
| WELLS FARGO & COMPANY | Long | Debt | US | $6M | – | 0.04 |
| WELLS FARGO & COMPANY | Long | Debt | US | $6M | – | 0.04 |
| WELLS FARGO & COMPANY | Long | Debt | US | $3M | – | 0.03 |
| WELLS FARGO & COMPANY | Long | Debt | US | $3M | – | 0.02 |
| WELLS FARGO & COMPANY | Long | Debt | US | $2M | – | 0.02 |
| WELLS FARGO & COMPANY | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $719K | – | 0.01 |
| WELLS FARGO & COMPANY | Long | Debt | US | $270K | – | 0.00 |
| WELLS FARGO & COMPANY | Long | Debt | US | $251K | – | 0.00 |
| WELLTOWER INC (WELLTOWER OP LLC) | Long | Debt | US | $5M | – | 0.04 |
| WELLTOWER INC (WELLTOWER OP LLC) | Long | Debt | US | $2M | – | 0.01 |
| WEN_18-1A (WENDYS FUNDING LLC WEN_18-1A) | Long | ABS-mortgage backed security | US | $875K | – | 0.01 |
| WEN_19-1A (WENDYS FUNDING LLC WEN_19-1A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| WEN_21-1A (WENDYS FUNDING LLC WEN_21-1A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| WESTERN GAS PARTNERS LP (WESTERN MIDSTREAM OPERATING LP) | Long | Debt | US | $748K | – | 0.01 |
| WESTERN MIDSTREAM OPERATING LP | Long | Debt | US | $2M | – | 0.01 |
| WESTERN UNION CO/THE | Long | Debt | US | $130K | – | 0.00 |
| WESTINGHOUSE AIR BRAKE TECH (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Debt | US | $2M | – | 0.01 |
| WESTINGHOUSE AIR BRAKE TECH (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Debt | US | $1M | – | 0.01 |
| WESTPAC BANKING CORP | Long | Debt | AU | $6M | – | 0.05 |
| WESTPAC NEW ZEALAND LTD | Long | Debt | NZ | $2M | – | 0.01 |
| WEYERHAEUSER COMPANY | Long | Debt | US | $475K | – | 0.00 |
| WFCM_14-LC18 | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| WFCM_15-LC20 (WELLS FARGO COMMERCIAL MORTGAGE) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WFCM_15-SG1 (WELLS FARGO COMMERCIAL MORTGAGE) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| WFCM_16-C33 (WELLS FARGO COMMERCIAL MORTGAGE) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| WFCM_16-C35 (WELLS FARGO COMMERCIAL MORTGAGE) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WFCM_17-C39 (WELLS FARGO COMMERCIAL MORTGAGE) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| WFCM_17-C41 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41) | Long | ABS-mortgage backed security | US | $784K | – | 0.01 |
| WFCM_18-C45 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C45) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| WFCM_21-C59 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| WFCM_21-C60 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C60) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| WFCM_21-C61 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C61) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| WFCM_22-C62 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_22-C62) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| WFLF_23-1A (WHEELS FLEET LEASE FUNDING LLC WFLF_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| WFLF_24-1A (WHEELS FLEET LEASE FUNDING LLC WFLF_24-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WFMBS_18-1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_18-1) | Long | ABS-collateralized bond/debt obligation | US | $869K | – | 0.01 |
| WFMBS_19-1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| WFMBS_20-1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| WHATABRANDS LLC TLB 2.75 | Long | Loan | US | $275K | – | 0.00 |
| WHIRLPOOL CORPORATION | Long | Debt | US | $2M | – | 0.02 |
| WILLIAM MORRIS ENDEAVOR TLB 2.75 (WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC) | Long | Loan | US | $534K | – | 0.00 |
| WILLIAMS COMPANIES INC | Long | Debt | US | $3M | – | 0.02 |
| WILLIAMS COMPANIES INC | Long | Debt | US | $2M | – | 0.02 |
| WILLIAMS COMPANIES INC | Long | Debt | US | $432K | – | 0.00 |
| WILLIAMS COMPANIES INC | Long | Debt | US | $154K | – | 0.00 |
| WILLIAMS COMPANIES INC. | Long | Debt | US | $4M | – | 0.03 |
| WILLIAMS PARTNERS LP (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.01 |
| WILLIS NORTH AMERICA INC | Long | Debt | US | $5M | – | 0.04 |
| WINDR_15-1A (WIND RIVER CLO LTD WINDR_15-1A) | Long | ABS-mortgage backed security | KY | $10M | – | 0.08 |
| WINDR_19-1A (THL CREDIT WIND RIVER CLO LTD WINDR_19-1A) | Long | ABS-mortgage backed security | KY | $10M | – | 0.08 |
| WINDR_24-1A (WIND RIVER CLO LTD WINDR_24-1) | Long | ABS-mortgage backed security | KY | $3M | – | 0.02 |
| WISCONSIN ELECTRIC POWER COMPANY | Long | Debt | US | $598K | – | 0.00 |
| WISCONSIN POWER AND LIGHT COMPANY | Long | Debt | US | $5M | – | 0.04 |
| WISCONSIN PUBLIC SERVICE CORP (WISCONSIN PUBLIC SERVICE CORPORATION) | Long | Debt | US | $396K | – | 0.00 |
| WLAKE_21-2A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A) | Long | ABS-mortgage backed security | US | $739K | – | 0.01 |
| WLAKE_23-2A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| WLAKE_23-3A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| WLAKE_24-1A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-1A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| WMHE_07-HE1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| WOLS_23-A (WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_23-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WOSAT_21-A (WORLD OMNI SELECT AUTO TRUST WOSAT_21-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WP CAREY INC | Long | Debt | US | $3M | – | 0.02 |
| WR BERKLEY CORPORATION | Long | Debt | US | $1M | – | 0.01 |
| WSLT_06-1 (WACHOVIA STUDENT LOAN TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| WSTN_23-MAUI (WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| WYNN MACAU LTD | Long | Debt | KY | $2M | – | 0.01 |
| WYNN RESORTS FIN LLC/CAPITAL CORP (WYNN RESORTS FINANCE LLC) | Long | Debt | US | $941K | – | 0.01 |
| XCAP_23-1A (AUXILIOR TERM FUNDING LLC XCAP_23-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| XCEL ENERGY INC | Long | Debt | US | $4M | – | 0.03 |
| XHR LP | Long | Debt | US | $1M | – | 0.01 |
| XPO INC | Long | Debt | US | $881K | – | 0.01 |
| XPO INC | Long | Debt | US | $575K | – | 0.00 |
| XPO INC | Long | Debt | US | $280K | – | 0.00 |
| YCLO_16-2A (YORK CLO LTD YCLO_16-2A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| YUM! BRANDS INC TLB 1.75 (KFC HOLDING CO) | Long | Loan | US | $363K | – | 0.00 |
| ZAIS7_17-2A (ZAIS CLO 7 LTD ZAIS7_17-2A) | Long | ABS-mortgage backed security | KY | $1M | – | 0.01 |
| ZAXBY_21-1A | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| ZAXBY_24-1A | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| ZAYO GROUP HOLDINGS INC TLB 4.25 | Long | Loan | US | $263K | – | 0.00 |
| ZAYO TLB 3.0 (ZAYO GROUP HOLDINGS INC) | Long | Loan | US | $1M | – | 0.01 |
| ZEBRA TECHNOLOGIES CORPORATION (ZEBRA TECH CORP) | Long | Debt | US | $418K | – | 0.00 |
| ZF NORTH AMERICA CAPITAL INC | Long | Debt | US | $2M | – | 0.01 |
| ZIGGO BV | Long | Debt | NL | $445K | – | 0.00 |
| ZIMMER BIOMET HOLDINGS INC | Long | Debt | US | $1M | – | 0.01 |
| ZIPLY_24-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
Address
Columbia Funds Series Trust I
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Yeager, Sandra
Batejan, George S.
Beckman, Daniel J.
Blatz, Kathleen
Carlton, Pamela G.
Carrig, Janet Langford
Connaughton, J. Kevin
Darragh, Olive
Flynn, Patricia M.
Gallagher, Brian J.
Hacker, Douglas A.
Lukitsh, Nancy T.
Moffett, David M.
Paglia, Catherine James
Trunow, Natalie A.
Transfer Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
REFINITIV US LLC
IHS Markit Ltd.
Bloomberg Finance L.P.
PricingDirect Inc.
ICE Data Pricing and Reference Data, LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
CACEIS BANK SPAIN, S.A.U.
DBS BANK LTD
DEUTSCHE BANK AG
DEUTSCHE BANK AG
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
HSBC BANK ARGENTINA S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN S.A. DTVM
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UBS SWITZERLAND AG
UNICREDIT BANK AUSTRIA AG
Shareholder Servicing Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
Virtu Americas LLC
Morgan Stanley
RBC Capital Markets
Wells Fargo
JPMorgan
Jefferies LLC
Citi
UBS
BMO Capital Markets Corp.