JPMorgan Funds > JPMorgan Trust I
JPMorgan Income Fund
$9.43B
Avg Monthly Net Assets
$11.34B
Total Assets
$2.04B
Total Liabilities
$9.30B
Net Assets
JPMorgan Income Fund is a Mutual Fund in JPMorgan Trust I
from JPMorgan Funds,
based in New York,
United States of America.
The fund has four share classes
and monthly net assets of $9.43B.
On July 26th, 2024 it reported 2,022 holdings, the largest
being GNMA (4.2%), GNMA (4.0%) and JPMorgan Prime Money Market Fund (3.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000136811 | JGIAX | |
| Class C Shares | C000136812 | JGCGX | |
| Class I Shares | C000136813 | JMSIX | |
| Class R6 Shares | C000136814 | JMSFX |
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 ULC | Long | Debt | CA | $4M | – | 0.04 |
| 1011778 BC ULC | Long | Debt | CA | $1M | – | 0.01 |
| 20 Times Square Trust, Series 2018-20TS, Class F | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| AAdvantage Loyality IP Ltd., 1st Lien Term Loan B | Long | Loan | KY | $2M | – | 0.02 |
| ABFC Trust, Series 2002-OPT1, Class M1 | Long | ABS-other | US | $95K | – | 0.00 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $2M | – | 0.03 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $156K | – | 0.00 |
| ACC | Long | ABS-mortgage backed security | US | $794K | – | 0.01 |
| ACC Trust, Series 2021-1, Class D | Long | ABS-other | US | $7M | – | 0.08 |
| ACC Trust, Series 2022-1, Class D | Long | ABS-other | US | $91.31 | – | 0.00 |
| Accelerated Assets LLC, Series 2018-1, Class B | Long | ABS-other | US | $113K | – | 0.00 |
| Accelerated Assets LLC, Series 2018-1, Class C | Long | ABS-other | US | $245K | – | 0.00 |
| Accelerated LLC, Series 2021-1H, Class A | Long | ABS-other | US | $1M | – | 0.01 |
| Accelerated LLC, Series 2021-1H, Class B | Long | ABS-other | US | $2M | – | 0.02 |
| Accelerated LLC, Series 2021-1H, Class D | Long | ABS-other | US | $2M | – | 0.02 |
| ACCO Brands Corp. | Long | Debt | US | $9M | – | 0.10 |
| ACHV ABS TRUST, Series 2023-2PL, Class B | Long | ABS-other | US | $1M | – | 0.01 |
| ACI Worldwide, Inc. | Long | Debt | US | $600K | – | 0.01 |
| Acrc | Long | Debt | GB | $29M | – | 0.32 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $3M | – | 0.04 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $3M | – | 0.04 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $2M | – | 0.02 |
| Adient US LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $3M | – | 0.03 |
| Adjustable Rate Mortgage Trust, Series 2006-2, Class 1A4 | Long | ABS-mortgage backed security | US | $769K | – | 0.01 |
| ADT Security Corp. (The) | Long | Debt | US | $5M | – | 0.06 |
| ADT Security Corp. (The) | Long | Debt | US | $2M | – | 0.03 |
| Aeropuerto Internacional de Tocumen SA | Long | Debt | PA | $3M | – | 0.03 |
| Affirm Asset Securitization Trust, Series 2022-X1, Class CERT | Long | ABS-other | US | $80K | – | 0.00 |
| Affirm Asset Securitization Trust, Series 2023-A, Class 1A | Long | ABS-other | US | $4M | – | 0.04 |
| Ahead DB Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.04 |
| AI Candelaria Spain SA | Long | Debt | ES | $3M | – | 0.03 |
| AI Candelaria Spain SA | Long | Debt | ES | $2M | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2020-2, Class B | Long | ABS-other | CA | $576K | – | 0.01 |
| Albertsons Cos., Inc. | Long | Debt | US | $8M | – | 0.09 |
| Albertsons Cos., Inc. | Long | Debt | US | $7M | – | 0.07 |
| Albertsons Cos., Inc. | Long | Debt | US | $6M | – | 0.07 |
| Albertsons Cos., Inc. | Long | Debt | US | $2M | – | 0.02 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $5M | – | 0.05 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $4M | – | 0.04 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $3M | – | 0.04 |
| Alliance Laundry Systems LLC, 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.02 |
| Allied Universal Holdco LLC | Long | Debt | US | $3M | – | 0.03 |
| Allied Universal Holdco LLC | Long | Debt | US | $1M | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $147K | – | 0.00 |
| Allison Transmission, Inc. | Long | Debt | US | $9M | – | 0.09 |
| Allison Transmission, Inc. | Long | Debt | US | $8M | – | 0.08 |
| Allison Transmission, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Alternative Loan Trust, Series 2004-18CB, Class 5A1 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Alternative Loan Trust, Series 2004-24CB, Class 1A1 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Alternative Loan Trust, Series 2005-23CB, Class A16 | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Alternative Loan Trust, Series 2005-23CB, Class A7 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Alternative Loan Trust, Series 2005-64CB, Class 1A15 | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| Alternative Loan Trust, Series 2005-J14, Class A3 | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Alternative Loan Trust, Series 2006-41CB, Class 2A13 | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Altice France Holding SA | Long | Debt | LU | $3M | – | 0.04 |
| Altice France Holding SA | Long | Debt | LU | $705K | – | 0.01 |
| Altice France SA | Long | Debt | FR | $9M | – | 0.10 |
| Altice France SA | Long | Debt | FR | $5M | – | 0.05 |
| Altice France SA | Long | Debt | FR | $2M | – | 0.03 |
| Altice France SA | Long | Debt | FR | $281K | – | 0.00 |
| Amer Sports Co. | Long | Debt | US | $4M | – | 0.04 |
| American Airlines Pass-Through Trust, Series 2021-1, Class B | Long | ABS-other | US | $4M | – | 0.04 |
| American Airlines, Inc. | Long | Debt | US | $14M | – | 0.15 |
| American Airlines, Inc. | Long | Debt | US | $7M | – | 0.08 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $8M | – | 0.08 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $5M | – | 0.05 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $853K | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2022-1, Class E | Long | ABS-other | US | $6M | – | 0.07 |
| American Credit Acceptance Receivables Trust, Series 2022-2, Class E | Long | ABS-other | US | $13M | – | 0.14 |
| American Credit Acceptance Receivables Trust, Series 2022-3, Class D | Long | ABS-other | US | $4M | – | 0.05 |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class D | Long | ABS-other | US | $6M | – | 0.06 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class B | Long | ABS-other | US | $3M | – | 0.03 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class D | Long | ABS-other | US | $7M | – | 0.07 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class C | Long | ABS-other | US | $3M | – | 0.04 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class D | Long | ABS-other | US | $2M | – | 0.03 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D | Long | ABS-other | US | $10M | – | 0.11 |
| AmeriGas Partners LP | Long | Debt | US | $4M | – | 0.04 |
| AmeriGas Partners LP | Long | Debt | US | $3M | – | 0.03 |
| AmeriGas Partners LP | Long | Debt | US | $2M | – | 0.03 |
| AmeriGas Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Amkor Technology, Inc. | Long | Debt | US | $5M | – | 0.06 |
| AMSR Trust, Series 2019-SFR1, Class F | Long | ABS-other | US | $5M | – | 0.05 |
| AMSR Trust, Series 2019-SFR1, Class G | Long | ABS-other | US | $2M | – | 0.02 |
| AMSR Trust, Series 2019-SFR1, Class H | Long | ABS-other | US | $2M | – | 0.02 |
| AMSR Trust, Series 2020-SFR1, Class H | Long | ABS-other | US | $10M | – | 0.10 |
| AMSR Trust, Series 2020-SFR2, Class E2 | Long | ABS-other | US | $10M | – | 0.10 |
| AMSR Trust, Series 2020-SFR2, Class H | Long | ABS-other | US | $7M | – | 0.08 |
| AMSR Trust, Series 2020-SFR4, Class E1 | Long | ABS-other | US | $2M | – | 0.02 |
| AMSR Trust, Series 2020-SFR4, Class F | Long | ABS-other | US | $15M | – | 0.16 |
| AMSR Trust, Series 2020-SFR5, Class F | Long | ABS-other | US | $17M | – | 0.18 |
| AMSR Trust, Series 2020-SFR5, Class G | Long | ABS-other | US | $7M | – | 0.07 |
| AMSR Trust, Series 2022-SFR1, Class E2 | Long | ABS-other | US | $9M | – | 0.10 |
| AMSR Trust, Series 2022-SFR1, Class F | Long | ABS-other | US | $9M | – | 0.10 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Angel Oak Mortgage Trust I LLC, Series 2018-3, Class B1 | Long | ABS-mortgage backed security | US | $906K | – | 0.01 |
| Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Angel Oak Mortgage Trust, Series 2019-5, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Angel Oak Mortgage Trust, Series 2019-5, Class M1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Angel Oak Mortgage Trust, Series 2019-6, Class B3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Angel Oak Mortgage Trust, Series 2020-1, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Antero Midstream Partners LP | Long | Debt | US | $8M | – | 0.08 |
| Antero Midstream Partners LP | Long | Debt | US | $4M | – | 0.05 |
| Antero Midstream Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Antero Resources Corp. | Long | Debt | US | $4M | – | 0.05 |
| Antero Resources Corp. | Long | Debt | US | $2M | – | 0.02 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $1M | – | 0.02 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $450K | – | 0.00 |
| Aqua Finance Trust, Series 2019-A, Class C | Long | ABS-other | US | $5M | – | 0.05 |
| Aqua Finance Trust, Series 2020-AA, Class C | Long | ABS-other | US | $4M | – | 0.04 |
| Arab Republic of Egypt | Long | Debt | EG | $3M | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $2M | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $1M | – | 0.01 |
| Arab Republic of Egypt | Long | Debt | EG | $1M | – | 0.01 |
| Arab Republic of Egypt | Long | Debt | EG | $904K | – | 0.01 |
| Aramark Services, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Arbor Realty Trust, Inc. | Long | Debt | US | $14M | – | 0.15 |
| Arbor Realty Trust, Inc., Series QIB | Long | Debt | US | $18M | – | 0.19 |
| Arbor Realty Trust, Inc., Series QIB | Long | Debt | US | $13M | – | 0.14 |
| ArcelorMittal SA | Long | Debt | LU | $217K | – | 0.00 |
| Archrock Partners LP | Long | Debt | US | $5M | – | 0.05 |
| Ardagh Packaging Finance plc | Long | Debt | US | $5M | – | 0.06 |
| Ardagh Packaging Finance plc | Long | Debt | US | $5M | – | 0.06 |
| Ardagh Packaging Finance plc | Long | Debt | US | $3M | – | 0.03 |
| Areit Frn | Long | ABS-mortgage backed security | US | $28M | – | 0.30 |
| AREIT Trust, Series 2021-CRE5, Class D | Long | ABS-mortgage backed security | KY | $12M | – | 0.13 |
| Ares CLO Ltd., Series 2017-43A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.15 |
| Arroyo Mortgage Trust, Series 2019-2, Class A3 | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| Arroyo Mortgage Trust, Series 2019-3, Class M1 | Long | ABS-mortgage backed security | US | $858K | – | 0.01 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $4M | – | 0.05 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Ascent Resources Utica Holdings LLC | Long | Debt | US | $500K | – | 0.01 |
| AthenaHealth Group, Inc. | Long | Debt | US | $4M | – | 0.04 |
| ATI, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Audacy Capital Corp. | Long | Debt | US | $138K | – | 0.00 |
| Avantor Funding, Inc. | Long | Debt | US | $9M | – | 0.10 |
| Avantor Funding, Inc., 1st Lien Term Loan B-6 | Long | Loan | US | $560K | – | 0.01 |
| Avis Budget Car Rental LLC | Long | Debt | US | $14M | – | 0.15 |
| Avis Budget Car Rental LLC | Long | Debt | US | $2M | – | 0.03 |
| Avis Budget Car Rental LLC | Long | Debt | US | $2M | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class D | Long | ABS-other | US | $10M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class C | Long | ABS-other | US | $4M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A | Long | ABS-other | US | $5M | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class B | Long | ABS-other | US | $2M | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C | Long | ABS-other | US | $3M | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class A | Long | ABS-other | US | $5M | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B | Long | ABS-other | US | $3M | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C | Long | ABS-other | US | $2M | – | 0.03 |
| Axalta Coating Systems LLC | Long | Debt | US | $10M | – | 0.11 |
| Axalta Coating Systems LLC | Long | Debt | US | $7M | – | 0.08 |
| Ballyrock CLO Ltd., Series 2020-2A, Class A2R | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| Ballyrock CLO Ltd., Series 2020-2A, Class DR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Banc of America Funding Trust, Series 2007-5, Class 4A1 | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $5M | – | 0.05 |
| Banco Mercantil del Norte SA | Long | Debt | MX | $10M | – | 0.10 |
| Bank of America Corp., Series AA | Long | Debt | US | $717K | – | 0.01 |
| BANK, Series 2017-BNK5, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2017-BNK5, Class D | Long | ABS-mortgage backed security | US | $787K | – | 0.01 |
| BANK, Series 2017-BNK6, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK, Series 2017-BNK7, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2017-BNK9, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2018-BN10, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2018-BN12, Class D | Long | ABS-mortgage backed security | US | $749K | – | 0.01 |
| BANK, Series 2018-BN13, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2018-BN14, Class F | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| BANK, Series 2018-BN14, Class XB | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| BANK, Series 2018-BN15, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2019-BN16, Class D | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| BANK, Series 2019-BN16, Class F | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2019-BN17, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2019-BN17, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2019-BN18, Class E | Long | ABS-mortgage backed security | US | $956K | – | 0.01 |
| BANK, Series 2019-BN20, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANK, Series 2019-BN20, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANK, Series 2019-BN20, Class XA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2019-BN21, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANK, Series 2019-BN21, Class F | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2019-BN22, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK, Series 2019-BN23, Class XA | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK, Series 2019-BN24, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANK, Series 2019-BN24, Class XA | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK, Series 2020-BN25, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK, Series 2020-BN26, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2020-BN26, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK, Series 2020-BN29, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BANK, Series 2020-BN29, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2020-BN30, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BANK, Series 2020-BN30, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK, Series 2021-BN33, Class C | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| BANK, Series 2021-BN33, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK, Series 2021-BN33, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK, Series 2021-BN35, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK, Series 2021-BN35, Class XB | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BANK5, Series 2023-5YR1, Class A3 | Long | ABS-mortgage backed security | US | $27M | – | 0.29 |
| BANK5, Series 2023-5YR3, Class A2 | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| BANK5, Series 2023-5YR4, Class A3 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Bapco Energies BSC Closed | Long | Debt | BH | $2M | – | 0.02 |
| Barclays Commercial Mortgage Trust, Series 2019-C4, Class D | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Bath & Body Works, Inc. | Long | Debt | US | $5M | – | 0.05 |
| Bath & Body Works, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Bath & Body Works, Inc. | Long | Debt | US | $873K | – | 0.01 |
| Bath & Body Works, Inc. | Long | Debt | US | $55K | – | 0.00 |
| Bausch Health Americas, Inc. | Long | Debt | US | $18M | – | 0.20 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $14M | – | 0.15 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $11M | – | 0.11 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $9M | – | 0.10 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $1M | – | 0.01 |
| Baytex Energy Corp. | Long | Debt | CA | $6M | – | 0.06 |
| Baytex Energy Corp. | Long | Debt | CA | $2M | – | 0.02 |
| Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C (Bayview Opportunity Master Fund VII LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class D (Bayview Opportunity Master Fund VII LLC) | Long | ABS-other | US | $467K | – | 0.01 |
| Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class E (Bayview Opportunity Master Fund VII LLC) | Long | ABS-other | US | $1M | – | 0.02 |
| BBCMS Mortgage Trust, Series 2017-C1, Class D | Long | ABS-mortgage backed security | US | $748K | – | 0.01 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BBCMS Mortgage Trust, Series 2021-C11, Class XA | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| BBCMS Mortgage Trust, Series 2021-C11, Class XB | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BBCMS Mortgage Trust, Series 2023-5C23, Class A3 | Long | ABS-mortgage backed security | US | $16M | – | 0.17 |
| BBCMS Mortgage Trust, Series 2023-C22, Class A5 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Bear Stearns ALT-A Trust, Series 2004-7, Class 2A1 | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Bear Stearns Asset-Backed Securities Trust, Series 2003-AC4, Class M1 | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Benchmark Mortgage Trust, Series 2018-B1, Class C | Long | ABS-mortgage backed security | US | $806K | – | 0.01 |
| Benchmark Mortgage Trust, Series 2018-B1, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Benchmark Mortgage Trust, Series 2018-B2, Class XA | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| Benchmark Mortgage Trust, Series 2018-B8, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark Mortgage Trust, Series 2019-B11, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Benchmark Mortgage Trust, Series 2019-B14, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark Mortgage Trust, Series 2019-B15, Class E | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Benchmark Mortgage Trust, Series 2019-B9, Class F | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Benchmark Mortgage Trust, Series 2020-B16, Class E | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Benchmark Mortgage Trust, Series 2020-B21, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Benchmark Mortgage Trust, Series 2023-V3, Class A3 | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| Benchmark Mortgage Trust, Series 2024-V5, Class A3 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Benin Government International Bond | Long | Debt | BJ | $4M | – | 0.05 |
| Berry Global, Inc. | Long | Debt | US | $7M | – | 0.07 |
| Berry Global, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Berry Global, Inc. | Long | Debt | US | $937K | – | 0.01 |
| BHMS, Series 2018-ATLS, Class A | Long | ABS-mortgage backed security | US | $18M | – | 0.20 |
| Big River Steel LLC | Long | Debt | US | $3M | – | 0.03 |
| Bioceanico Sovereign Certificate Ltd. | Long | Debt | KY | $2M | – | 0.02 |
| Block, Inc. | Long | Debt | US | $6M | – | 0.07 |
| Block, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Blue Racer Midstream LLC | Long | Debt | US | $2M | – | 0.02 |
| Blue Racer Midstream LLC | Long | Debt | US | $1M | – | 0.01 |
| BMARK, Series 2023-V4, Class A3 | Long | ABS-mortgage backed security | US | $30M | – | 0.33 |
| BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 2B10 | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 3AB | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| BMD2 Re-Remic Trust, Series 2019-FRR1, Class 4A | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BMO Mortgage Trust, Series 2023-5C1, Class A3 | Long | ABS-mortgage backed security | US | $41M | – | 0.44 |
| BMO Mortgage Trust, Series 2023-5C2, Class A3 | Long | ABS-mortgage backed security | US | $29M | – | 0.31 |
| BMO Mortgage Trust, Series 2023-C5, Class A5 | Long | ABS-mortgage backed security | US | $18M | – | 0.20 |
| BMO Mortgage Trust, Series 2023-C7, Class A5 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| BMO Mortgage Trust, Series 2024-5C3, Class A3 | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| BMO Mortgage Trust, Series 2024-5C4, Class A3 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.05 |
| Bombardier, Inc. | Long | Debt | CA | $4M | – | 0.05 |
| Bombardier, Inc. | Long | Debt | CA | $4M | – | 0.04 |
| Bombardier, Inc. | Long | Debt | CA | $2M | – | 0.02 |
| Bombardier, Inc. | Long | Debt | CA | $2M | – | 0.02 |
| Boyne USA, Inc. | Long | Debt | US | $5M | – | 0.05 |
| BP Capital Markets plc | Long | Debt | GB | $3M | – | 0.03 |
| Braskem Idesa SAPI | Long | Debt | MX | $4M | – | 0.04 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $1M | – | 0.01 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class B | Long | ABS-other | US | $5M | – | 0.05 |
| Brink's Co. (The) | Long | Debt | US | $3M | – | 0.03 |
| British Airways Pass-Through Trust, Series 2020-1, Class B | Long | ABS-other | US | $753K | – | 0.01 |
| BSPRT Issuer Ltd., Series 2021-FL7, Class D | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| BSPRT Issuer Ltd., Series 2021-FL7, Class E | Long | ABS-collateralized bond/debt obligation | KY | $212K | – | 0.00 |
| Buckeye Partners LP | Long | Debt | US | $6M | – | 0.07 |
| Buckeye Partners LP | Long | Debt | US | $3M | – | 0.03 |
| Buckeye Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Builders FirstSource, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Builders FirstSource, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Builders FirstSource, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Business Jet Securities LLC, Series 2021-1A, Class B | Long | ABS-other | US | $2M | – | 0.02 |
| Business Jet Securities LLC, Series 2021-1A, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| Business Jet Securities LLC, Series 2024-1A, Class A | Long | ABS-other | US | $15M | – | 0.17 |
| Business Jet Securities LLC, Series 2024-1A, Class C | Long | ABS-other | US | $3M | – | 0.03 |
| Buttermilk Park CLO Ltd., Series 2018-1A, Class B1R | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Buttermilk Park CLO Ltd., Series 2018-1A, Class CR | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.13 |
| BWX Technologies, Inc. | Long | Debt | US | $4M | – | 0.04 |
| BX Commercial Mortgage Trust, Series 2024-MF, Class A | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| BX Commercial Mortgage Trust, Series 2024-MF, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BX, Series 2021-MFM1, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BX, Series 2021-MFM1, Class F | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BXG Receivables Note Trust, Series 2018-A, Class C | Long | ABS-other | US | $564K | – | 0.01 |
| Caesars Entertainment, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Caesars Entertainment, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $2M | – | 0.02 |
| California Housing Finance Agency, Series 2021-2, Class X | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| California Infrastructure and Economic Development Bank, Brightline West Passenger Rail Project, Series 2020A-3 (California Infrastructure & Economic Development Bank) | Long | Short-term investment vehicle | US | $10M | – | 0.10 |
| California Resources Corp. | Long | Debt | US | $7M | – | 0.08 |
| Calpine Corp. | Long | Debt | US | $5M | – | 0.05 |
| Calpine Corp. | Long | Debt | US | $892K | – | 0.01 |
| Camden | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Cantor Commercial Real Estate Lending, Series 2019-CF2, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Carlyle Global Market Strategies CLO Ltd., Series 2012-3A, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.01 |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.06 |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| Carnival Corp. | Long | Debt | PA | $4M | – | 0.04 |
| Carnival Corp. | Long | Debt | PA | $3M | – | 0.03 |
| Carnival Holdings Bermuda Ltd. | Long | Debt | US | $6M | – | 0.07 |
| CarNow Auto Receivables Trust, Series 2022-1A, Class E | Long | ABS-other | US | $6M | – | 0.06 |
| Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 | Long | ABS-other | US | $2M | – | 0.03 |
| CARS-DB4 LP, Series 2020-1A, Class A4 | Long | ABS-other | US | $3M | – | 0.04 |
| CARS-DB4 LP, Series 2020-1A, Class A5 | Long | ABS-other | US | $3M | – | 0.03 |
| CARS-DB4 LP, Series 2020-1A, Class B1 | Long | ABS-other | US | $3M | – | 0.04 |
| CARS-DB4 LP, Series 2020-1A, Class B2 | Long | ABS-other | US | $4M | – | 0.04 |
| CARS-DB4 LP, Series 2020-1A, Class B3 | Long | ABS-other | US | $4M | – | 0.04 |
| CARS-DB5 LP, Series 2021-1A, Class A2 | Long | ABS-other | US | $5M | – | 0.05 |
| Carvana Auto Receivables Trust, Series 2019-3A, Class E | Long | ABS-other | US | $4M | – | 0.04 |
| Carvana Auto Receivables Trust, Series 2019-4A, Class E | Long | ABS-other | US | $4M | – | 0.05 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK54 | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK58 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK45 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CKW1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DK45 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Cascade MH Asset Trust, Series 2019-MH1, Class A | Long | ABS-other | US | $5M | – | 0.05 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A | Long | ABS-other | US | $8M | – | 0.09 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $861K | – | 0.01 |
| CCO Holdings LLC | Long | Debt | US | $37M | – | 0.40 |
| CCO Holdings LLC | Long | Debt | US | $32M | – | 0.35 |
| CCO Holdings LLC | Long | Debt | US | $13M | – | 0.14 |
| CCO Holdings LLC | Long | Debt | US | $11M | – | 0.11 |
| CCO Holdings LLC | Long | Debt | US | $10M | – | 0.11 |
| CCO Holdings LLC | Long | Debt | US | $6M | – | 0.07 |
| CD Mortgage Trust, Series 2016-CD1, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CD Mortgage Trust, Series 2017-CD3, Class D | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| CD Mortgage Trust, Series 2017-CD4, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CD Mortgage Trust, Series 2017-CD5, Class D | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| CD Mortgage Trust, Series 2017-CD6, Class C | Long | ABS-mortgage backed security | US | $785K | – | 0.01 |
| CD Mortgage Trust, Series 2018-CD7, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CD Mortgage Trust, Series 2019-CD8, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CD Mortgage Trust, Series 2019-CD8, Class XB | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CD&R Smokey Buyer, Inc. | Long | Debt | US | $7M | – | 0.08 |
| CDI | Derivative-credit | US | $-3M | – | -0.03 | |
| CDS | Derivative-credit | US | $-155K | – | -0.00 | |
| CDS | Derivative-credit | US | $-220K | – | -0.00 | |
| CDS | Derivative-credit | US | $-268K | – | -0.00 | |
| CDS | Derivative-credit | US | $-417K | – | -0.00 | |
| CDS | Derivative-credit | US | $-451K | – | -0.00 | |
| CDS | Derivative-credit | US | $-879K | – | -0.01 | |
| CDS | Derivative-credit | US | $-1M | – | -0.01 | |
| CDS | Derivative-credit | US | $-1M | – | -0.01 | |
| CDS | Derivative-credit | US | $-1M | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-146K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-318K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-365K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-374K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-391K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-439K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-443K | – | -0.00 | |
| CDSCMBX | Derivative-credit | US | $-728K | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-748K | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-769K | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-857K | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-860K | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-1M | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-1M | – | -0.01 | |
| CDSCMBX | Derivative-credit | US | $-1M | – | -0.02 | |
| CDSCMBX | Derivative-credit | US | $-1M | – | -0.02 | |
| CDSCMBX | Derivative-credit | US | $-2M | – | -0.02 | |
| CDSCMBX | Derivative-credit | US | $-2M | – | -0.02 | |
| CDSCMBX | Derivative-credit | US | $-2M | – | -0.02 | |
| CDSCMBX | Derivative-credit | US | $-2M | – | -0.03 | |
| Cedar Fair LP | Long | Debt | US | $4M | – | 0.04 |
| Centex Home Equity Loan Trust, Series 2004-A, Class AF4 | Long | ABS-other | US | $145K | – | 0.00 |
| Central American Bottling Corp. | Long | Debt | VG | $3M | – | 0.03 |
| Central Garden & Pet Co. | Long | Debt | US | $9M | – | 0.09 |
| Central Garden & Pet Co. | Long | Debt | US | $3M | – | 0.04 |
| CFCRE Commercial Mortgage Trust, Series 2016-C6, Class B | Long | ABS-mortgage backed security | US | $900K | – | 0.01 |
| CFCRE Commercial Mortgage Trust, Series 2016-C6, Class C | Long | ABS-mortgage backed security | US | $693K | – | 0.01 |
| CFCRE Commercial Mortgage Trust, Series 2016-C6, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CFIN Issuer LLC, Series 2022-RTL1, Class AA | Long | ABS-other | US | $5M | – | 0.05 |
| CFIN Issuer LLC, Series 2022-RTL1, Class AB | Long | ABS-other | US | $5M | – | 0.05 |
| CGMS Commercial Mortgage Trust, Series 2017-B1, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CGMS Commercial Mortgage Trust, Series 2017-B1, Class E | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| Chart Industries, Inc. | Long | Debt | US | $7M | – | 0.08 |
| Chemours Co. (The) | Long | Debt | US | $9M | – | 0.09 |
| Chemours Co. (The) | Long | Debt | US | $2M | – | 0.02 |
| Chesapeake Energy Corp. | Long | Debt | US | $14M | – | 0.16 |
| Chesapeake Energy Corp. | Long | Equity-common | US | $4M | 41K | 0.04 |
| Chesapeake Energy Corp. | Long | Debt | US | $2M | – | 0.02 |
| CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1 | Long | ABS-mortgage backed security | US | $589K | – | 0.01 |
| Chord Energy Corp. | Long | Debt | US | $5M | – | 0.06 |
| CIFC Funding Ltd., Series 2014-5A, Class BR2 (CIFC Funding 2014-V Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.01 |
| Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class 1A5 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust, Series 2016-C2, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Commercial Mortgage Trust, Series 2016-P4, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust, Series 2017-C4, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Citigroup Commercial Mortgage Trust, Series 2019-GC43, Class E | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 3A5 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 3CB2 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Citigroup, Inc., Series P | Long | Debt | US | $5M | – | 0.05 |
| Citigroup, Inc., Series T | Long | Debt | US | $83K | – | 0.00 |
| Citigroup, Inc., Series U | Long | Debt | US | $10M | – | 0.11 |
| Civitas Resources, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Civitas Resources, Inc. | Long | Debt | US | $5M | – | 0.05 |
| Civitas Resources, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Claire's Stores, Inc. | Long | Equity-common | US | $2K | 9 | 0.00 |
| Claire's Stores, Inc., 1st Lien Term Loan B | Long | Loan | US | $11K | – | 0.00 |
| Clarios Global LP | Long | Debt | US | $10M | – | 0.11 |
| Clarios Global LP | Long | Debt | US | $7M | – | 0.07 |
| Clarios Global LP | Long | Debt | CA | $6M | – | 0.06 |
| Clarivate Science Holdings Corp. | Long | Debt | US | $5M | – | 0.06 |
| Clarivate Science Holdings Corp. | Long | Debt | US | $5M | – | 0.06 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $18M | – | 0.19 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $8M | – | 0.09 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $2M | – | 0.03 |
| Clear Channel Outdoor Holdings, Inc. | Long | Equity-common | US | $8K | 6K | 0.00 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Coherent Corp. | Long | Debt | US | $11M | – | 0.11 |
| Coinbase Global, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Coinbase Global, Inc. | Long | Debt | US | $781K | – | 0.01 |
| Colorado Health Facilities Authority, Vail Valley Medical Centre Project | Long | Debt | US | $160K | – | 0.00 |
| COLT Mortgage Loan Trust, Series 2023-2, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Columbia Pipelines Holding Co. LLC | Long | Debt | US | $6M | – | 0.06 |
| Comision Federal de Electricidad | Long | Debt | MX | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2013-CR11, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Commercial Mortgage Trust, Series 2013-CR13, Class E | Long | ABS-mortgage backed security | US | $473K | – | 0.01 |
| Commercial Mortgage Trust, Series 2013-CR8, Class D | Long | ABS-mortgage backed security | US | $714K | – | 0.01 |
| Commercial Mortgage Trust, Series 2014-CR14, Class C | Long | ABS-mortgage backed security | US | $911K | – | 0.01 |
| Commercial Mortgage Trust, Series 2014-CR19, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2014-CR19, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Commercial Mortgage Trust, Series 2014-CR21, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2014-LC15, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2014-LC17, Class D | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| Commercial Mortgage Trust, Series 2014-UBS2, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Commercial Mortgage Trust, Series 2014-UBS5, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Commercial Mortgage Trust, Series 2015-CR22, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Commercial Mortgage Trust, Series 2015-CR23, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Commercial Mortgage Trust, Series 2015-CR24, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Commercial Mortgage Trust, Series 2015-CR25, Class D | Long | ABS-mortgage backed security | US | $899K | – | 0.01 |
| Commercial Mortgage Trust, Series 2015-CR27, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2015-LC21, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Commercial Mortgage Trust, Series 2015-LC21, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Commercial Mortgage Trust, Series 2015-LC23, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2015-LC23, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Commercial Mortgage Trust, Series 2016-COR1, Class C | Long | ABS-mortgage backed security | US | $856K | – | 0.01 |
| Commercial Mortgage Trust, Series 2016-COR1, Class XB | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Commercial Mortgage Trust, Series 2016-CR28, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Commercial Mortgage Trust, Series 2016-DC2, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Commercial Mortgage Trust, Series 2018-COR3, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2019-GC44, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Commercial Mortgage Trust, Series 2020-CBM, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Commercial Mortgage Trust, Series 2020-CBM, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Commercial Mortgage Trust, Series 2020-CBM, Class F | Long | ABS-mortgage backed security | US | $17M | – | 0.18 |
| CommScope Technologies LLC | Long | Debt | US | $2M | – | 0.02 |
| CommScope, Inc. | Long | Debt | US | $12M | – | 0.13 |
| CommScope, Inc. | Long | Debt | US | $4M | – | 0.05 |
| CommScope, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Community Health Systems, Inc. | Long | Debt | US | $11M | – | 0.11 |
| Community Health Systems, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Community Health Systems, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Community Health Systems, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Community Health Systems, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Community Health Systems, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Comstock Resources, Inc. | Long | Debt | US | $9M | – | 0.10 |
| Comstock Resources, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Conn's Receivables Funding LLC, Series 2022-A, Class B | Long | ABS-other | US | $124K | – | 0.00 |
| Conn's Receivables Funding LLC, Series 2023-A, Class B | Long | ABS-other | US | $1M | – | 0.02 |
| Connecticut Avenue Securities Trust, Series 2018-R07, Class 1B1 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1 | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2019-R06, Class 2B1 | Long | ABS-mortgage backed security | US | $29M | – | 0.31 |
| Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1 | Long | ABS-mortgage backed security | US | $34M | – | 0.36 |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B1 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M2 | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Constellium SE | Long | Debt | FR | $899K | – | 0.01 |
| Constellium SE | Long | Debt | FR | $680K | – | 0.01 |
| Constellium SE | Long | Debt | FR | $584K | – | 0.01 |
| Constellium SE | Long | Debt | FR | $574K | – | 0.01 |
| Constellium SE | Long | Debt | FR | $546K | – | 0.01 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $5M | – | 0.05 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $731K | – | 0.01 |
| CoreCivic, Inc. | Long | Debt | US | $5M | – | 0.06 |
| CoreVest American Finance Trust, Series 2019-1, Class E | Long | ABS-other | US | $1M | – | 0.02 |
| CoreVest American Finance Trust, Series 2019-2, Class E | Long | ABS-other | US | $5M | – | 0.05 |
| CoreVest American Finance Trust, Series 2019-3, Class D | Long | ABS-other | US | $8M | – | 0.08 |
| CoreVest American Finance Trust, Series 2019-3, Class E | Long | ABS-other | US | $5M | – | 0.05 |
| CoreVest American Finance Trust, Series 2019-3, Class XA | Long | ABS-other | US | $206K | – | 0.00 |
| CoreVest American Finance Trust, Series 2019-3, Class XB | Long | ABS-other | US | $3M | – | 0.03 |
| Coty, Inc. | Long | Debt | US | $974K | – | 0.01 |
| Credit Acceptance Auto Loan Trust, Series 2022-1A, Class C | Long | ABS-other | US | $798K | – | 0.01 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class A | Long | ABS-other | US | $8M | – | 0.09 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D | Long | ABS-other | US | $22M | – | 0.24 |
| Credit Acceptance Auto Loan Trust, Series 2023-2A, Class A | Long | ABS-other | US | $2M | – | 0.02 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B | Long | ABS-other | US | $2M | – | 0.03 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A | Long | ABS-other | US | $8M | – | 0.08 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B | Long | ABS-other | US | $4M | – | 0.04 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A | Long | ABS-other | US | $7M | – | 0.07 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B | Long | ABS-other | US | $6M | – | 0.06 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C | Long | ABS-other | US | $8M | – | 0.09 |
| Crescent Energy Finance LLC | Long | Debt | US | $9M | – | 0.09 |
| CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| CSAIL Commercial Mortgage Trust, Series 2015-C4, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CSAIL Commercial Mortgage Trust, Series 2016-C5, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class C | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| CSAIL Commercial Mortgage Trust, Series 2019-C16, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CSAIL Commercial Mortgage Trust, Series 2019-C17, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| CSAIL Commercial Mortgage Trust, Series 2019-C18, Class XA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CSAIL Commercial Mortgage Trust, Series 2019-C18, Class XB | Long | ABS-mortgage backed security | US | $489K | – | 0.01 |
| CSAIL Commercial Mortgage Trust, Series 2021-C20, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $14M | – | 0.15 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.02 |
| CSC Holdings LLC, Term Loan B-6 | Long | Loan | US | $3M | – | 0.04 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 2A5 | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| CSMC OA LLC, Series 2014-USA, Class D | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| CSN Inova Ventures | Long | Debt | KY | $4M | – | 0.04 |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1 | Long | ABS-other | US | $316K | – | 0.00 |
| Dana, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Dana, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Dana, Inc. | Long | Debt | US | $2M | – | 0.02 |
| DataBank Issuer, Series 2021-1A, Class C | Long | ABS-other | US | $3M | – | 0.04 |
| DaVita, Inc. | Long | Debt | US | $12M | – | 0.13 |
| DaVita, Inc. | Long | Debt | US | $2M | – | 0.02 |
| DBGS Mortgage Trust, Series 2018-C1, Class D | Long | ABS-mortgage backed security | US | $644K | – | 0.01 |
| DBJPM Mortgage Trust, Series 2016-C3, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DBJPM Mortgage Trust, Series 2016-C3, Class E | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| DBJPM Mortgage Trust, Series 2017-C6, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-1, Class 3A5 | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Directv Financing LLC | Long | Debt | US | $12M | – | 0.13 |
| DirectV Financing LLC, 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.01 |
| DISH DBS Corp. | Long | Debt | US | $53M | – | 0.57 |
| DISH DBS Corp. | Long | Debt | US | $12M | – | 0.13 |
| DISH DBS Corp. | Long | Debt | US | $5M | – | 0.05 |
| DISH Network Corp. | Long | Debt | US | $13M | – | 0.14 |
| Diversified ABS Phase LLC, Series 2024-1A, Class A2 (Diversified ABS Phase VIII LLC) | Long | ABS-other | US | $14M | – | 0.15 |
| Dominican Republic Government Bond | Long | Debt | DO | $11M | – | 0.12 |
| Dominican Republic Government Bond | Long | Debt | DO | $10M | – | 0.10 |
| Dominican Republic Government Bond | Long | Debt | DO | $8M | – | 0.09 |
| Dominican Republic Government Bond | Long | Debt | DO | $1M | – | 0.02 |
| Dominican Republic Government Bond | Long | Debt | DO | $1M | – | 0.01 |
| Dominican Republic Government Bond | Long | Debt | DO | $729K | – | 0.01 |
| Dornoch Debt Merger Sub, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Dryden CLO Ltd., Series 2017-53A, Class C (Dryden 53 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.01 |
| Dryden Senior Loan Fund, Series 2016-42A, Class BR (Dryden 42 Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Dryden Senior Loan Fund, Series 2016-45A, Class BR (Dryden 45 Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| DT Auto Owner Trust, Series 2022-1A, Class E | Long | ABS-other | US | $11M | – | 0.12 |
| DT Auto Owner Trust, Series 2023-1A, Class B | Long | ABS-other | US | $1M | – | 0.01 |
| DT Midstream, Inc. | Long | Debt | US | $5M | – | 0.05 |
| DT Midstream, Inc. | Long | Debt | US | $4M | – | 0.05 |
| Dycom Industries, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $3M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $3M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $948K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $610K | – | 0.01 |
| Edgewell Personal Care Co. | Long | Debt | US | $13M | – | 0.14 |
| Edgewell Personal Care Co. | Long | Debt | US | $3M | – | 0.03 |
| Elanco Animal Health, Inc. | Long | Debt | US | $8M | – | 0.09 |
| Elanco Animal Health, Inc., 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.02 |
| Elara HGV Timeshare Issuer LLC, Series 2019-A, Class C | Long | ABS-other | US | $616K | – | 0.01 |
| Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D | Long | ABS-other | US | $2M | – | 0.02 |
| Electricidad Firme de Mexico Holdings SA de CV | Long | Debt | MX | $1M | – | 0.01 |
| Element Solutions, Inc. | Long | Debt | US | $8M | – | 0.08 |
| ELM Trust, Series 2024-ELM, Class C10 | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| Elmwood CLO Ltd., Series 2021-3A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.10 |
| Elmwood CLO Ltd., Series 2021-3A, Class CR | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| Elmwood CLO Ltd., Series 2024-3A, Class A (Elmwood CLO 27 Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.20 |
| Embarq Corp. | Long | Debt | US | $516K | – | 0.01 |
| Emergent BioSolutions, Inc. | Long | Debt | US | $2M | – | 0.03 |
| Empresas Publicas de Medellin ESP | Long | Debt | CO | $2M | – | 0.03 |
| EMRLD Borrower LP | Long | Debt | US | $13M | – | 0.14 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $9M | – | 0.09 |
| Encompass Health Corp. | Long | Debt | US | $7M | – | 0.08 |
| Encompass Health Corp. | Long | Debt | US | $5M | – | 0.05 |
| Encompass Health Corp. | Long | Debt | US | $3M | – | 0.03 |
| Encompass Health Corp. | Long | Debt | US | $2M | – | 0.02 |
| Endo DAC | Long | Debt | LU | $0.02 | – | 0.00 |
| Endo DAC | Long | Debt | IE | $0.01 | – | 0.00 |
| Endo DAC, Escrow | Long | Debt | IE | $4K | – | 0.00 |
| Endo Finance Holdings, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Endo, Inc. | Long | Equity-common | US | $3M | 102K | 0.03 |
| Endo, Inc. | Long | Equity-common | US | $1M | 41K | 0.01 |
| Energean Israel Finance Ltd. | Long | Debt | IL | $3M | – | 0.03 |
| Energizer Holdings, Inc. | Long | Debt | US | $10M | – | 0.11 |
| Energizer Holdings, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $663K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $379K | – | 0.00 |
| EnLink Midstream Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Entegris, Inc. | Long | Debt | US | $6M | – | 0.07 |
| Entegris, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Entegris, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Entegris, Inc. | Long | Debt | US | $694K | – | 0.01 |
| Envision Healthcare Corp. | Long | Equity-common | US | $8K | 982 | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $7M | – | 0.07 |
| EQM Midstream Partners LP | Long | Debt | US | $3M | – | 0.03 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.03 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.02 |
| EquipmentShare.com, Inc. | Long | Debt | US | $8M | – | 0.09 |
| Esab Corp. | Long | Debt | US | $3M | – | 0.03 |
| Eskom Holdings SOC Ltd. | Long | Debt | ZA | $7M | – | 0.07 |
| Eskom Holdings SOC Ltd. | Long | Debt | ZA | $4M | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class E | Long | ABS-other | US | $11M | – | 0.12 |
| Exeter Automobile Receivables Trust, Series 2021-3A, Class E | Long | ABS-other | US | $3M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2022-1A, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class E | Long | ABS-other | US | $18M | – | 0.20 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2022-6A, Class D | Long | ABS-other | US | $4M | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class C | Long | ABS-other | US | $3M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class E | Long | ABS-other | US | $5M | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class D | Long | ABS-other | US | $3M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class C | Long | ABS-other | US | $4M | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class D | Long | ABS-other | US | $5M | – | 0.05 |
| FARM Mortgage Trust, Series 2021-1, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Federal Republic of Nigeria | Long | Debt | NG | $17M | – | 0.18 |
| Federal Republic of Nigeria | Long | Debt | NG | $6M | – | 0.06 |
| Federal Republic of Nigeria | Long | Debt | NG | $5M | – | 0.05 |
| Federal Republic of Nigeria | Long | Debt | NG | $4M | – | 0.04 |
| Federal Republic of Nigeria | Long | Debt | NG | $4M | – | 0.04 |
| Federal Republic of Nigeria | Long | Debt | NG | $3M | – | 0.03 |
| Federative Republic of Brazil | Long | Debt | BR | $3M | – | 0.03 |
| FGI Operating Co. LLC, 1st Lien Term Loan | Long | Loan | US | $4K | – | 0.00 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.32 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC Multi-Family ML Certificates, Series 2021-ML09, Class XUS | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FHLMC Multiclass Certificates, Series 2020-RR05, Class X | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC Multiclass Certificates, Series 2020-RR11, Class BX | Long | ABS-mortgage backed security | US | $916K | – | 0.01 |
| FHLMC Multiclass Certificates, Series 2020-RR14, Class X | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FHLMC Multiclass Certificates, Series 2021-P011, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC Multiclass Certificates, Series 2021-RR16, Class X | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC Multiclass Certificates, Series 2023-RR21, Class X | Long | ABS-mortgage backed security | US | $42M | – | 0.45 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class AIO | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-2, Class BXS | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC STACR REMIC Trust, Series 2020-DNA4, Class B1 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M2 | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M2 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FHLMC STACR Trust, Series 2018-DNA2, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC STACR Trust, Series 2018-DNA3, Class B1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC STACR Trust, Series 2018-HQA2, Class B1 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FHLMC STACR Trust, Series 2019-DNA1, Class B2 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FHLMC STACR Trust, Series 2019-DNA4, Class B2 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FHLMC STACR Trust, Series 2019-HQA2, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FHLMC STACR, Whole Loan, Series 2017-DNA2, Class B1 (FHLMC STACR Debt Notes) | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FHLMC STACR, Whole Loan, Series 2017-DNA3, Class B1 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| FHLMC STACR, Whole Loan, Series 2017-HQA3, Class B1 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC STACR, Whole Loan, Series 2018-HQA1, Class B1 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $37M | – | 0.40 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class B1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class B1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class B1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1512, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1513, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1516, Class X3 | Long | ABS-mortgage backed security | US | $652K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1521, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1521, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K044, Class X3 | Long | ABS-mortgage backed security | US | $636K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K064, Class X3 | Long | ABS-mortgage backed security | US | $957K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class X3 | Long | ABS-mortgage backed security | US | $768K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K066, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K075, Class X3 | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X3 | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K079, Class X3 | Long | ABS-mortgage backed security | US | $697K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K080, Class X1 | Long | ABS-mortgage backed security | US | $814K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K086, Class X1 | Long | ABS-mortgage backed security | US | $797K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3 | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K091, Class X1 | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K091, Class X3 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K094, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class X3 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K096, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K098, Class X3 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K100, Class X1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K101, Class X3 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K102, Class X3 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K103, Class X3 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X3 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K106, Class X3 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X3 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X3 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K116, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K117, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K122, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class XAM | Long | ABS-mortgage backed security | US | $904K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K126, Class X3 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K129, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X1 | Long | ABS-mortgage backed security | US | $786K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K159, Class X1 | Long | ABS-mortgage backed security | US | $519K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K724, Class X3 | Long | ABS-mortgage backed security | US | $3.59 | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K727, Class X3 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K728, Class X3 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K729, Class X1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K730, Class X3 | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K731, Class X3 | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K735, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K736, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K738, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K740, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K740, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1 | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X3 | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC03, Class X1 | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC04, Class X1 | Long | ABS-mortgage backed security | US | $668K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC05, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC06, Class X1 | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KX04, Class XFX | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X | Long | ABS-mortgage backed security | US | $807K | – | 0.01 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K-1515, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K148, Class X3 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC, REMIC, Series 3145, Class GI | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FHLMC, REMIC, Series 4102, Class BI | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC, REMIC, Series 4149 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 4160 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLMC, REMIC, Series 4212, Class MI | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLMC, REMIC, Series 4321, Class PI | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 4495, Class PI | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLMC, REMIC, Series 4550, Class DI | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC, REMIC, Series 4585, Class JI | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLMC, REMIC, Series 4612, Class PI | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 4612, Class QI | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLMC, REMIC, Series 4628, Class PI | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 4657, Class QI | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 4670, Class TI | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 4681, Class SD | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 4689, Class SD | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLMC, REMIC, Series 4694, Class SA | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLMC, REMIC, Series 4746, Class SC | Long | ABS-mortgage backed security | US | $736K | – | 0.01 |
| FHLMC, REMIC, Series 4910, Class PI | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FHLMC, REMIC, Series 4919, Class SH | Long | ABS-mortgage backed security | US | $746K | – | 0.01 |
| FHLMC, REMIC, Series 5011, Class MI | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FHLMC, REMIC, Series 5052, Class EI | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC, REMIC, Series 5072, Class BI | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FHLMC, REMIC, Series 5143, Class PI | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FHLMC, REMIC, Series 5143, Class Z | Long | ABS-mortgage backed security | US | $833K | – | 0.01 |
| FHLMC, REMIC, Series 5148, Class PI | Long | ABS-mortgage backed security | US | $962K | – | 0.01 |
| FHLMC, REMIC, Series 5148, Class PZ | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FHLMC, REMIC, Series 5149, Class ZB | Long | ABS-mortgage backed security | US | $693K | – | 0.01 |
| FHLMC, REMIC, Series 5151, Class KZ | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FHLMC, REMIC, Series 5154, Class QI | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLMC, REMIC, Series 5154, Class ZQ | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FHLMC, REMIC, Series 5164, Class J | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FHLMC, REMIC, Series 5387, Class KB | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FHLMC, Series 2023-MN7, Class B1 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FHLMC, Series 2023-MN7, Class M1 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FHLMC, Series 2024-MN8, Class B1 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FHLMC, Series 2024-MN8, Class M1 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FHLMC, Series 2024-MN8, Class M2 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FHLMC, Series K-153, Class X1 | Long | ABS-mortgage backed security | US | $731K | – | 0.01 |
| FHLMC, STRIPS, Series 304, Class C32 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, STRIPS, Series 342, Class S7 | Long | ABS-mortgage backed security | US | $658K | – | 0.01 |
| First Student Bidco, Inc. | Long | Debt | US | $2M | – | 0.03 |
| First Student Bidco, Inc., Term Loan B | Long | Loan | US | $4M | – | 0.04 |
| FirstKey Homes Trust, Series 2020-SFR1, Class F1 | Long | ABS-other | US | $2M | – | 0.02 |
| FirstKey Homes Trust, Series 2020-SFR1, Class F2 | Long | ABS-other | US | $9M | – | 0.09 |
| FirstKey Homes Trust, Series 2020-SFR2, Class F1 | Long | ABS-other | US | $14M | – | 0.15 |
| FirstKey Homes Trust, Series 2020-SFR2, Class F2 | Long | ABS-other | US | $12M | – | 0.13 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1 | Long | ABS-other | US | $7M | – | 0.07 |
| FIVE Mortgage Trust, Series 2023-V1, Class XA | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Flagship Credit Auto Trust, Series 2019-2, Class E | Long | ABS-other | US | $4M | – | 0.05 |
| Flagship Credit Auto Trust, Series 2021-3, Class E | Long | ABS-other | US | $5M | – | 0.06 |
| Flagship Credit Auto Trust, Series 2022-3, Class E | Long | ABS-other | US | $4M | – | 0.04 |
| FMC GMSR Issuer Trust, Series 2020-GT1, Class A | Long | ABS-other | US | $6M | – | 0.07 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class A | Long | ABS-other | US | $22M | – | 0.24 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class B | Long | ABS-other | US | $16M | – | 0.18 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class B | Long | ABS-other | US | $9M | – | 0.10 |
| FMC GMSR Issuer Trust, Series 2024-SAT1, Class A | Long | ABS-other | US | $15M | – | 0.16 |
| FNMA ACES, Series 2015-M1, Class X2 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA ACES, Series 2016-M12, Class X2 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA ACES, Series 2017-M8, Class X | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA ACES, Series 2018-M15, Class X | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FNMA ACES, Series 2019-M12, Class X | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2019-M19, Class X2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2019-M21, Class X2 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FNMA ACES, Series 2019-M28, Class XA2 | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNMA ACES, Series 2019-M28, Class XA3 | Long | ABS-mortgage backed security | US | $925K | – | 0.01 |
| FNMA ACES, Series 2019-M28, Class XAV3 | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| FNMA ACES, Series 2019-M30, Class X1 | Long | ABS-mortgage backed security | US | $710K | – | 0.01 |
| FNMA ACES, Series 2019-M30, Class X2 | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA ACES, Series 2019-M30, Class X4 | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA ACES, Series 2019-M30, Class X5 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2019-M31, Class X | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2019-M31, Class X1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA ACES, Series 2019-M32, Class X2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2020-M10, Class X1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| FNMA ACES, Series 2020-M10, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA ACES, Series 2020-M10, Class X5 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2020-M10, Class X6 | Long | ABS-mortgage backed security | US | $759K | – | 0.01 |
| FNMA ACES, Series 2020-M10, Class X7 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2020-M19, Class X1 | Long | ABS-mortgage backed security | US | $540K | – | 0.01 |
| FNMA ACES, Series 2020-M21, Class XA | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNMA ACES, Series 2020-M22, Class X | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA ACES, Series 2020-M26, Class X1 | Long | ABS-mortgage backed security | US | $486K | – | 0.01 |
| FNMA ACES, Series 2020-M26, Class X3 | Long | ABS-mortgage backed security | US | $729K | – | 0.01 |
| FNMA ACES, Series 2020-M3, Class X1 | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA ACES, Series 2020-M31, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2020-M33, Class X | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2020-M37, Class X | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNMA ACES, Series 2020-M39, Class X2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2020-M4, Class 1X2 | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNMA ACES, Series 2020-M4, Class 1X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2020-M47, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2020-M6, Class XD | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA ACES, Series 2020-M6, Class XL | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2020-M7, Class X | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA ACES, Series 2021-M16, Class X | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA ACES, Series 2022-M2, Class X2 | Long | ABS-mortgage backed security | US | $802K | – | 0.01 |
| FNMA ACES, Series 2023-M8, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1 | Long | ABS-mortgage backed security | US | $32M | – | 0.34 |
| FNMA, Connecticut Avenue Securities, Series 2017-C03, Class 1B1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FNMA, Connecticut Avenue Securities, Series 2017-C05, Class 1B1 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FNMA, Connecticut Avenue Securities, Series 2017-C06, Class 1B1 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNMA, Connecticut Avenue Securities, Series 2017-C06, Class 2B1 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNMA, Connecticut Avenue Securities, Series 2017-C07, Class 1B1 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FNMA, Connecticut Avenue Securities, Series 2018-C01, Class 1B1 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FNMA, Connecticut Avenue Securities, Series 2018-C03, Class 1B1 | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| FNMA, Connecticut Avenue Securities, Series 2018-C04, Class 2B1 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNMA, Connecticut Avenue Securities, Series 2018-C05, Class 1B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FNMA, Connecticut Avenue Securities, Series 2018-C06, Class 1B1 | Long | ABS-mortgage backed security | US | $18M | – | 0.19 |
| FNMA, Connecticut Avenue Securities, Series 2018-C06, Class 2B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2B1 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $23M | – | 0.24 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNMA, REMIC, Series 2003-76, Class SB | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA, REMIC, Series 2006-42, Class LI | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA, REMIC, Series 2011-78, Class JS | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA, REMIC, Series 2011-79, Class SD | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNMA, REMIC, Series 2012-133, Class HS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA, REMIC, Series 2012-148, Class US | Long | ABS-mortgage backed security | US | $754K | – | 0.01 |
| FNMA, REMIC, Series 2012-93, Class FS | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA, REMIC, Series 2013-55, Class AI | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA, REMIC, Series 2016-43, Class MI | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA, REMIC, Series 2016-56, Class ST | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| FNMA, REMIC, Series 2016-6, Class KI | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA, REMIC, Series 2016-68, Class BI | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2016-90, Class IN | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA, REMIC, Series 2016-95, Class ES | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA, REMIC, Series 2017-112, Class SC | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FNMA, REMIC, Series 2017-39, Class ST | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA, REMIC, Series 2017-6, Class SB | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 2017-90, Class SP | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNMA, REMIC, Series 2019-32, Class PI | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA, REMIC, Series 2019-37, Class CS | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA, REMIC, Series 2019-47, Class QI | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA, REMIC, Series 2020-100, Class IA | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FNMA, REMIC, Series 2020-89, Class GI | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNMA, REMIC, Series 2021-13, Class DI | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| FNMA, REMIC, Series 2021-86, Class T | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| FNMA, REMIC, Series 2024-25, Class ZA | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| FNMA, REMIC, Series 2024-25, Class ZB | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FNMA, STRIPS, Series 421, Class 7 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, STRIPS, Series 421, Class C3 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-186M | – | -2.00 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-273M | – | -2.94 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $17M | – | 0.18 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $14M | – | 0.15 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $9M | – | 0.10 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $6M | – | 0.07 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $5M | – | 0.06 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $5M | – | 0.06 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $5M | – | 0.05 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $3M | – | 0.03 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $2M | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $2M | – | 0.02 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $11.55 | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-13.79 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2M | – | -0.02 | ||
| Foundation Finance Trust, Series 2019-1A, Class B | Long | ABS-other | US | $834K | – | 0.01 |
| Foundation Finance Trust, Series 2019-1A, Class C | Long | ABS-other | US | $3M | – | 0.03 |
| FREED ABS Trust, Series 2022-3FP, Class C | Long | ABS-other | US | $7M | – | 0.08 |
| FREMF Mortgage Trust, Series 19K-1510, Class X2B | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| FREMF Mortgage Trust, Series 19K-1513, Class X2A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FREMF Mortgage Trust, Series 2016-K53, Class B | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FREMF Mortgage Trust, Series 2016-KF24, Class B | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-K728, Class C | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-KF33, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FREMF Mortgage Trust, Series 2017-KF38, Class B | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-KF40, Class B | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-KF41, Class B | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-KL1E, Class BE | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| FREMF Mortgage Trust, Series 2017-KL1P, Class BP | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FREMF Mortgage Trust, Series 2018-K156, Class X2A | Long | ABS-mortgage backed security | US | $848K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-K158, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREMF Mortgage Trust, Series 2018-K75, Class D | Long | ABS-mortgage backed security | US | $21M | – | 0.22 |
| FREMF Mortgage Trust, Series 2018-K75, Class X2A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-K75, Class X2B | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KBX1, Class C | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FREMF Mortgage Trust, Series 2018-KC02, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREMF Mortgage Trust, Series 2018-KF49, Class B | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KF50, Class B | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KF53, Class B | Long | ABS-mortgage backed security | US | $480K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-KF56, Class B | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KHG1, Class C | Long | ABS-mortgage backed security | US | $23M | – | 0.25 |
| FREMF Mortgage Trust, Series 2018-KL2B, Class CB | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FREMF Mortgage Trust, Series 2018-KL3W, Class CW | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FREMF Mortgage Trust, Series 2018-KSL1, Class C | Long | ABS-mortgage backed security | US | $14M | – | 0.16 |
| FREMF Mortgage Trust, Series 2018-KW06, Class B | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FREMF Mortgage Trust, Series 2018-KW06, Class C | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FREMF Mortgage Trust, Series 2018-KW06, Class X2A | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KW06, Class X2B | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KW07, Class B | Long | ABS-mortgage backed security | US | $843K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-KW07, Class C | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FREMF Mortgage Trust, Series 2018-KW07, Class X2A | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KW07, Class X2B | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-K92, Class D (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2A (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $609K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2B (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KBF3, Class C | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FREMF Mortgage Trust, Series 2019-KC03, Class B | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FREMF Mortgage Trust, Series 2019-KC05, Class B | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FREMF Mortgage Trust, Series 2019-KC06, Class B | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| FREMF Mortgage Trust, Series 2019-KF57, Class B | Long | ABS-mortgage backed security | US | $961K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KF58, Class B | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KF60, Class B | Long | ABS-mortgage backed security | US | $599K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KF61, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FREMF Mortgage Trust, Series 2019-KF63, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FREMF Mortgage Trust, Series 2019-KF65, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FREMF Mortgage Trust, Series 2019-KF66, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KF67, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FREMF Mortgage Trust, Series 2019-KF67, Class C (FREMF 2019-KF67 Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| FREMF Mortgage Trust, Series 2019-KF70, Class B | Long | ABS-mortgage backed security | US | $861K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KF71, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FREMF Mortgage Trust, Series 2019-KF72, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FREMF Mortgage Trust, Series 2019-KF73, Class B | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| FREMF Mortgage Trust, Series 2019-KG01, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FREMF Mortgage Trust, Series 2019-KL05, Class BHG | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FREMF Mortgage Trust, Series 2019-KL05, Class CHG | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FREMF Mortgage Trust, Series 2019-KW08, Class B | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| FREMF Mortgage Trust, Series 2019-KW09, Class B | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FREMF Mortgage Trust, Series 2019-KW09, Class C | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FREMF Mortgage Trust, Series 2019-KW09, Class X2A | Long | ABS-mortgage backed security | US | $824K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KW09, Class X2B | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KW10, Class C (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2A (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2B (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K105, Class D (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2A (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2B (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-KF74, Class B | Long | ABS-mortgage backed security | US | $714K | – | 0.01 |
| FREMF Mortgage Trust, Series 2020-KF75, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-KF76, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREMF Mortgage Trust, Series 2021-KHG3, Class BFX | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FREMF Mortgage Trust, Series 2022-KF132, Class CS (FREMF 2022-KF132 Mortgage Trust) | Long | ABS-mortgage backed security | US | $29M | – | 0.31 |
| FREMF Mortgage Trust, Series 2023-KF149, Class CS | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FREMF Mortgage Trust, Series 21K-F116, Class CS | Long | ABS-mortgage backed security | US | $25M | – | 0.27 |
| Frontier Communications Holdings LLC | Long | Debt | US | $9M | – | 0.09 |
| Frontier Communications Holdings LLC | Long | Debt | US | $9M | – | 0.09 |
| Frontier Communications Parent, Inc. | Long | Equity-common | US | $126K | 5K | 0.00 |
| FRR Re-REMIC Trust, Series 2018-C1, Class BK43 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| FRR Re-REMIC Trust, Series 2018-C1, Class CK43 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FTF Funding II LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| G Mitt Frn (G Mitt 2023-eb Frn 144a) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Gabonese Republic | Long | Debt | GA | $1M | – | 0.02 |
| Gabonese Republic | Long | Debt | GA | $910K | – | 0.01 |
| Gap, Inc. (The) | Long | Debt | US | $2M | – | 0.02 |
| Garda World Security Corp. | Long | Debt | CA | $4M | – | 0.05 |
| Garda World Security Corp. | Long | Debt | CA | $751K | – | 0.01 |
| Gartner, Inc. | Long | Debt | US | $5M | – | 0.05 |
| Gates Global LLC | Long | Debt | US | $949K | – | 0.01 |
| Gates Global LLC, 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| GCAT Trust, Series 2020-NQM1, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GCAT Trust, Series 2020-NQM1, Class M1 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| GCI LLC | Long | Debt | US | $7M | – | 0.07 |
| Genesis Energy LP | Long | Debt | US | $4M | – | 0.05 |
| Genesis Energy LP | Long | Debt | US | $3M | – | 0.03 |
| Genesis Energy LP | Long | Debt | US | $2M | – | 0.02 |
| Genesis Energy LP | Long | Debt | US | $1M | – | 0.01 |
| GFL Environmental, Inc. | Long | Debt | CA | $4M | – | 0.05 |
| GFL Environmental, Inc. | Long | Debt | CA | $4M | – | 0.05 |
| GFL Environmental, Inc. | Long | Debt | CA | $2M | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $2M | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $316K | – | 0.00 |
| Global Infrastructure Solutions, Inc. | Long | Debt | US | $1M | – | 0.01 |
| GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E | Long | ABS-other | US | $10M | – | 0.11 |
| GLS Auto Receivables Issuer Trust, Series 2023-1A, Class D | Long | ABS-other | US | $3M | – | 0.04 |
| GLS Auto Receivables Issuer Trust, Series 2023-1A, Class E | Long | ABS-other | US | $1M | – | 0.01 |
| GMACM Mortgage Loan Trust, Series 2004-J2, Class A8 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $49M | – | 0.53 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $65.78 | – | 0.00 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $387M | – | 4.16 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $371M | – | 3.99 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $200M | – | 2.16 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $35M | – | 0.37 |
| GNMA II, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-84M | – | -0.91 |
| GNMA II, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-119M | – | -1.28 |
| GNMA, Series 2012-89 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA, Series 2013-182, Class MS | Long | ABS-mortgage backed security | US | $695K | – | 0.01 |
| GNMA, Series 2014-88, Class AJ | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GNMA, Series 2015-104 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA, Series 2015-110, Class MS | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| GNMA, Series 2015-H13, Class GI | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA, Series 2016-108, Class SM | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| GNMA, Series 2016-108, Class SN | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2016-147, Class AS | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| GNMA, Series 2017-105 | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| GNMA, Series 2017-171 | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GNMA, Series 2017-36, Class SL | Long | ABS-mortgage backed security | US | $663K | – | 0.01 |
| GNMA, Series 2017-70 | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA, Series 2017-76 | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| GNMA, Series 2018-106 | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| GNMA, Series 2018-119 | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| GNMA, Series 2018-4 | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| GNMA, Series 2018-57 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2018-9 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA, Series 2018-98 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2019-109 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2019-120, Class DS | Long | ABS-mortgage backed security | US | $774K | – | 0.01 |
| GNMA, Series 2019-130 | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| GNMA, Series 2019-132, Class KI | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2019-132, Class SK | Long | ABS-mortgage backed security | US | $553K | – | 0.01 |
| GNMA, Series 2019-144 | Long | ABS-mortgage backed security | US | $799K | – | 0.01 |
| GNMA, Series 2019-155 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2019-32 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA, Series 2019-33, Class PI | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2019-53, Class IA | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| GNMA, Series 2019-65, Class ST | Long | ABS-mortgage backed security | US | $647K | – | 0.01 |
| GNMA, Series 2019-67 | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| GNMA, Series 2019-86, Class ST | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| GNMA, Series 2019-9 | Long | ABS-mortgage backed security | US | $663K | – | 0.01 |
| GNMA, Series 2020-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2020-106, Class IC | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2020-108 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2020-111 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2020-114 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2020-120 | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| GNMA, Series 2020-124 | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| GNMA, Series 2020-128 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2020-14 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2020-143, Class IB | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2020-145 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2020-147 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| GNMA, Series 2020-150 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GNMA, Series 2020-158 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2020-161 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GNMA, Series 2020-169 | Long | ABS-mortgage backed security | US | $22M | – | 0.24 |
| GNMA, Series 2020-184 | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| GNMA, Series 2020-192 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2020-194 | Long | ABS-mortgage backed security | US | $921K | – | 0.01 |
| GNMA, Series 2020-23 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2020-27 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2020-28 | Long | ABS-mortgage backed security | US | $987K | – | 0.01 |
| GNMA, Series 2020-38 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2020-40 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA, Series 2020-50 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2020-54 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GNMA, Series 2020-56 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2020-6 | Long | ABS-mortgage backed security | US | $743K | – | 0.01 |
| GNMA, Series 2020-64 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2020-70 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2020-72 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GNMA, Series 2020-86, Class TS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2020-91, Class IU | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-10 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-101 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2021-102 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-106 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GNMA, Series 2021-110 | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| GNMA, Series 2021-112 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2021-117, Class NI | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GNMA, Series 2021-120 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2021-123, Class SA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-126 | Long | ABS-mortgage backed security | US | $982K | – | 0.01 |
| GNMA, Series 2021-133 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GNMA, Series 2021-141, Class SA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-142, Class XI | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GNMA, Series 2021-147 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-148 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GNMA, Series 2021-151 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GNMA, Series 2021-162, Class NZ | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-162, Class Z | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-164 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2021-165, Class ZJ | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-167 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2021-168 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GNMA, Series 2021-170 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2021-178, Class SA | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2021-180 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2021-181 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GNMA, Series 2021-185 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-188, Class IJ | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-218 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2021-22 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2021-224 | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GNMA, Series 2021-23, Class IA | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GNMA, Series 2021-3 | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| GNMA, Series 2021-33 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| GNMA, Series 2021-40 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-48, Class HT | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2021-61 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-62, Class SA | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GNMA, Series 2021-71 | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| GNMA, Series 2021-80 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GNMA, Series 2021-81, Class IC | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-82, Class TA | Long | ABS-mortgage backed security | US | $684K | – | 0.01 |
| GNMA, Series 2021-88 | Long | ABS-mortgage backed security | US | $16M | – | 0.17 |
| GNMA, Series 2021-9, Class MI | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| GNMA, Series 2021-91, Class CI | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2021-95, Class TA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2022-134 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA, Series 2022-141 | Long | ABS-mortgage backed security | US | $801K | – | 0.01 |
| GNMA, Series 2022-149 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2022-199 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2022-210 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2022-52 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GNMA, Series 2022-7, Class SA | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GNMA, Series 2023-102, Class BG | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA, Series 2023-108 | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| GNMA, Series 2023-126 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| GNMA, Series 2023-127 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GNMA, Series 2023-15 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA, Series 2023-15, Class AB | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GNMA, Series 2023-179 | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| GNMA, Series 2023-26 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2023-28 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2023-46 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2024-27, Class GB | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GNMA, Series 2024-32 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GNMA, Series 2024-56 | Long | ABS-mortgage backed security | US | $859K | – | 0.01 |
| GNMA, STRIPS, Series 3, Class 23 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Goldman Sachs Group, Inc. (The), Series P | Long | Debt | US | $5M | – | 0.05 |
| Goldman Sachs Group, Inc. (The), Series W | Long | Debt | US | $6M | – | 0.07 |
| Goodgreen Trust, Series 2017-R1 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $9M | – | 0.10 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $2M | – | 0.02 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $2M | – | 0.02 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $2M | – | 0.02 |
| Gray Television, Inc. | Long | Debt | US | $7M | – | 0.08 |
| Gray Television, Inc. | Long | Debt | US | $4M | – | 0.05 |
| Gray Television, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Gray Television, Inc. | Long | Debt | US | $2M | – | 0.03 |
| Great Ajax Operating Partnership LP, Series QIB | Long | Debt | US | $11M | – | 0.11 |
| Greenko Solar Mauritius Ltd. | Long | Debt | MU | $2M | – | 0.02 |
| Grene 2023-Senior (Grene 2023senrs5.5) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Grene Energy Senio | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Grifols SA | Long | Debt | ES | $5M | – | 0.06 |
| GS Mortgage Securities Trust, Series 2012-GCJ9, Class D | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| GS Mortgage Securities Trust, Series 2015-GC28, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust, Series 2015-GC30, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GS Mortgage Securities Trust, Series 2015-GC32, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| GS Mortgage Securities Trust, Series 2017-GS5, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust, Series 2019-GC40, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| GS Mortgage Securities Trust, Series 2019-GC42, Class D | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GS Mortgage Securities Trust, Series 2019-GSA1, Class XB | Long | ABS-mortgage backed security | US | $604K | – | 0.01 |
| GS Mortgage Securities Trust, Series 2020-GC45, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust, Series 2020-GC45, Class E | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GS Mortgage Securities Trust, Series 2020-GC45, Class XA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust, Series 2020-GC47, Class XA | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| GS Mortgage Securities Trust, Series 2020-GSA2, Class D | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| GS Mortgage Securities Trust, Series 2020-GSA2, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| GS Mortgage Securities Trust, Series 2020-GSA2, Class XA | Long | ABS-mortgage backed security | US | $14M | – | 0.16 |
| GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Guara Norte SARL | Long | Debt | LU | $4M | – | 0.04 |
| Gulfport Energy Corp. | Long | Debt | US | $5M | – | 0.06 |
| Gulfport Energy Corp. | Long | Equity-common | US | $5M | 31K | 0.05 |
| Gulfport Energy Corp. | Long | Equity-preferred | US | $3M | 272 | 0.03 |
| Gulfport Energy Corp. | Long | Debt | US | $132K | – | 0.00 |
| HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Harvest Commercial Capital Loan Trust, Series 2019-1, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $7M | – | 0.07 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $4M | – | 0.05 |
| Herc Holdings, Inc. | Long | Debt | US | $9M | – | 0.09 |
| HERO Funding II, Series 2016-4B, Class B | Long | ABS-other | KY | $29K | – | 0.00 |
| Hertz Corp. (The) | Long | Debt | US | $10M | – | 0.11 |
| Hertz Corp. (The) | Long | Debt | US | $1M | – | 0.01 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $248K | – | 0.00 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $191K | – | 0.00 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $131K | – | 0.00 |
| Hertz Corp. (The), Escrow | Long | Debt | US | $6K | – | 0.00 |
| Hertz Vehicle Financing III LLC, Series 2023-4A, Class D | Long | ABS-other | US | $3M | – | 0.03 |
| Hertz Vehicle Financing LLC, Series 2021-1A, Class C | Long | ABS-other | US | $5M | – | 0.05 |
| Hertz Vehicle Financing LLC, Series 2021-1A, Class D | Long | ABS-other | US | $10M | – | 0.11 |
| Hertz Vehicle Financing LLC, Series 2022-4A, Class D | Long | ABS-other | US | $6M | – | 0.06 |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class C (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class D (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $15M | – | 0.16 |
| Hertz Vehicle Financing LLC, Series 2023-2A, Class D (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $5M | – | 0.05 |
| Hertz Vehicle Financing LLC, Series 2023-3A, Class D (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $4M | – | 0.05 |
| Hertz Vehicle Financing LP, Series 2021-2A, Class D (Hertz Vehicle Financing III LP) | Long | ABS-other | US | $11M | – | 0.12 |
| Hess Midstream Operations LP | Long | Debt | US | $8M | – | 0.08 |
| Hess Midstream Operations LP | Long | Debt | US | $3M | – | 0.04 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $5M | – | 0.05 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $4M | – | 0.04 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $2M | – | 0.02 |
| HIN Timeshare Trust, Series 2020-A, Class B | Long | ABS-other | US | $1M | – | 0.01 |
| HIN Timeshare Trust, Series 2020-A, Class D | Long | ABS-other | US | $929K | – | 0.01 |
| HINNT LLC, Series 2022-A, Class D | Long | ABS-other | US | $4M | – | 0.05 |
| HINNT LLC, Series 2022-A, Class E | Long | ABS-other | US | $809K | – | 0.01 |
| Hologic, Inc. | Long | Debt | US | $4M | – | 0.05 |
| Home Partners of America Trust, Series 2021-3, Class F | Long | ABS-other | US | $12M | – | 0.13 |
| Home RE Ltd., Series 2022-1, Class M1C | Long | ABS-mortgage backed security | BM | $13M | – | 0.14 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $899K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $6M | – | 0.06 |
| Hughes Satellite Systems Corp. | Long | Debt | US | $2M | – | 0.03 |
| Hunt Companies Finance Trust, Inc. | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Icahn Enterprises LP | Long | Debt | US | $4M | – | 0.04 |
| iHeartCommunications, Inc. | Long | Debt | US | $7M | – | 0.08 |
| iHeartCommunications, Inc. | Long | Debt | US | $5M | – | 0.06 |
| iHeartCommunications, Inc. | Long | Debt | US | $1M | – | 0.02 |
| iHeartMedia, Inc., Class A | Long | Equity-common | US | $2K | 2K | 0.00 |
| IHO Verwaltungs GmbH | Long | Debt | DE | $5M | – | 0.05 |
| ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class E | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Imola Merger Corp. | Long | Debt | US | $17M | – | 0.18 |
| Impac CMB Trust, Series 2005-1, Class 1A2 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Indianapolis Local Public Improvement Bond Bank, Marion County Health and Hospital, Series 2010B-2 | Long | Debt | US | $248K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust, Series 2007-AR21, Class 6A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| INEOS Finance plc | Long | Debt | GB | $4M | – | 0.05 |
| INEOS Quattro Finance 2 plc | Long | Debt | GB | $2M | – | 0.02 |
| Ingram Micro, Inc., 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| Instituto Costarricense de Electricidad | Long | Debt | CR | $8M | – | 0.09 |
| Instituto Costarricense de Electricidad | Long | Debt | CR | $394K | – | 0.00 |
| Instituto Costarricense de Electricidad | Long | Debt | CR | $210K | – | 0.00 |
| Intelsat Jackson Holdings SA | Long | Debt | LU | $12M | – | 0.13 |
| Intelsat SA | Long | Equity-common | LU | $5M | 147K | 0.06 |
| International Airport Finance SA | Long | Debt | ES | $9M | – | 0.09 |
| International Game Technology plc | Long | Debt | GB | $3M | – | 0.03 |
| IQVIA, Inc. | Long | Debt | US | $6M | – | 0.06 |
| IQVIA, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Iron Mountain, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Iron Mountain, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Islamic Republic of Pakistan | Long | Debt | PK | $14M | – | 0.15 |
| Islamic Republic of Pakistan | Long | Debt | PK | $4M | – | 0.04 |
| Islamic Republic of Pakistan | Long | Debt | PK | $3M | – | 0.03 |
| Istanbul Metropolitan Municipality | Long | Debt | TR | $3M | – | 0.03 |
| Jaguar Land Rover Automotive plc | Long | Debt | GB | $943K | – | 0.01 |
| James Hardie International Finance DAC | Long | Debt | IE | $2M | – | 0.02 |
| JELD-WEN, Inc. | Long | Debt | US | $3M | – | 0.03 |
| JELD-WEN, Inc. | Long | Debt | US | $369K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D2 | Long | ABS-mortgage backed security | US | $871K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class XB | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class D | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| JPMCC Re-REMIC Trust, Series 2015-FRR2, Class BK39 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| JPMorgan Alternative Loan Trust, Series 2006-S3, Class A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class D | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| JPMorgan Mortgage Trust, Series 2006-S1, Class 1A1 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| JPMorgan Prime Money Market Fund, Class Institutional | Long | Short-term investment vehicle | US | $319M | 319M | 3.43 |
| Kinetik Holdings LP | Long | Debt | US | $3M | – | 0.03 |
| Kingdom of Bahrain | Long | Debt | BH | $9M | – | 0.09 |
| Kingdom of Bahrain | Long | Debt | BH | $2M | – | 0.02 |
| Kingdom of Morocco | Long | Debt | MA | $918K | – | 0.01 |
| KKR CLO Ltd., Series 40A, Class BR (KKR CLO 40 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| KKR Financial CLO Ltd., Series 2013-1A, Class A2R2 | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| LABL, Inc. | Long | Debt | US | $12M | – | 0.13 |
| Lamar Media Corp. | Long | Debt | US | $2M | – | 0.02 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $709K | – | 0.01 |
| LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Lehman Mortgage Trust, Series 2007-7, Class 5A7 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| LendingClub Loan Certificate Issuer Trust, Series 2021-NP1, Class CERT | Long | ABS-other | US | $6M | – | 0.06 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-NP1, Class CERT | Long | ABS-other | US | $6M | – | 0.07 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-NP2, Class CERT | Long | ABS-other | US | $6M | – | 0.07 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-NP3, Class CERT | Long | ABS-other | US | $6M | – | 0.06 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-NP5, Class CERT | Long | ABS-other | US | $6M | – | 0.06 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-NP6, Class CERT | Long | ABS-other | US | $11M | – | 0.11 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P1, Class CERT | Long | ABS-other | US | $6M | – | 0.06 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P2, Class CERT | Long | ABS-other | US | $5M | – | 0.06 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P3, Class CERT | Long | ABS-other | US | $5M | – | 0.05 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P4, Class CERT | Long | ABS-other | US | $4M | – | 0.05 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P5, Class CERT | Long | ABS-other | US | $13M | – | 0.14 |
| LendingPoint Asset Securitization Trust, Series 2020-REV1, Class D | Long | ABS-other | US | $4M | – | 0.05 |
| Lendingpoint Asset Securitization Trust, Series 2021-A, Class C | Long | ABS-other | US | $2M | – | 0.02 |
| Lendingpoint Asset Securitization Trust, Series 2021-A, Class D | Long | ABS-other | US | $6M | – | 0.06 |
| Lendingpoint Asset Securitization Trust, Series 2021-B, Class C | Long | ABS-other | US | $17M | – | 0.19 |
| Lendingpoint Asset Securitization Trust, Series 2021-B, Class D | Long | ABS-other | US | $788K | – | 0.01 |
| Lendingpoint Asset Securitization Trust, Series 2022-A, Class D | Long | ABS-other | US | $24M | – | 0.26 |
| Lendingpoint Asset Securitization Trust, Series 2022-B, Class A | Long | ABS-other | US | $120K | – | 0.00 |
| Lendingpoint Asset Securitization Trust, Series 2022-C, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| Lendmark Funding Trust, Series 2021-1A, Class D | Long | ABS-other | US | $4M | – | 0.04 |
| Lendmark Funding Trust, Series 2021-2A, Class B | Long | ABS-other | US | $867K | – | 0.01 |
| Lendmark Funding Trust, Series 2021-2A, Class C | Long | ABS-other | US | $943K | – | 0.01 |
| Lendmark Funding Trust, Series 2024-1A, Class A | Long | ABS-other | US | $3M | – | 0.03 |
| Level 3 Financing, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Level 3 Financing, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Level 3 Financing, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Leviathan Bond Ltd. | Long | Debt | IL | $4M | – | 0.04 |
| Leviathan Bond Ltd. | Long | Debt | IL | $1M | – | 0.02 |
| Leviathan Bond Ltd. | Long | Debt | IL | $949K | – | 0.01 |
| Leviathan Bond Ltd. | Long | Debt | IL | $480K | – | 0.01 |
| LFT CRE Ltd., Series 2021-FL1, Class D | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.23 |
| LFT CRE Ltd., Series 2021-FL1, Class E | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.10 |
| LHOME Mortgage Trust, Series 2023-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $24M | – | 0.25 |
| LHOME Mortgage Trust, Series 2023-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| LHOME Mortgage Trust, Series 2023-RTL3, Class A1 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| LHOME Mortgage Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Lithia Motors, Inc. | Long | Debt | US | $8M | – | 0.09 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $13M | – | 0.14 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $12M | – | 0.13 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $1M | – | 0.01 |
| LL ABS Trust, Series 2021-1A, Class C | Long | ABS-other | US | $5M | – | 0.05 |
| Los Angeles Community College District, Series 2010E (Los Angeles Community College District/CA) | Long | Debt | US | $114K | – | 0.00 |
| LP LMS Asset Securitization Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.09 |
| LP LMS Asset Securitization Trust, Series 2021-2A, Class C | Long | ABS-other | US | $9M | – | 0.09 |
| Lumen Technologies, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Lumen Technologies, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Lumen Technologies, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Lumen Technologies, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Lumen Technologies, Inc. | Long | Debt | US | $228K | – | 0.00 |
| Lumen Technologies, Inc. | Long | Debt | US | $118K | – | 0.00 |
| Lumen Technologies, Inc., Series G | Long | Debt | US | $7K | – | 0.00 |
| Madison IAQ LLC | Long | Debt | US | $12M | – | 0.13 |
| Madison IAQ LLC | Long | Debt | US | $1M | – | 0.01 |
| Madison Park Funding Ltd., Series 2018-28A, Class C (Madison Park Funding XXVIII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.01 |
| Magnetite Ltd., Series 2016-17A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.07 |
| Magnetite Ltd., Series 2016-17A, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| Magnetite Ltd., Series 2020-27A, Class ER (Magnetite XXVII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.08 |
| Magnetite Ltd., Series 2023-39A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| Mallinckrodt International Finance SA | Long | Debt | LU | $5M | – | 0.06 |
| Mallinckrodt plc | Long | Equity-common | US | $4M | 65K | 0.04 |
| Mariner Finance Issuance Trust, Series 2019-AA, Class D | Long | ABS-other | US | $4M | – | 0.05 |
| Mariner Finance Issuance Trust, Series 2021-BA, Class E | Long | ABS-other | US | $4M | – | 0.05 |
| Mariner Finance Issuance Trust, Series 2023-AA, Class E | Long | ABS-other | US | $8M | – | 0.09 |
| Marlette Funding Trust, Series 2022-2A, Class D | Long | ABS-other | US | $4M | – | 0.04 |
| Marlette Funding Trust, Series 2022-3A, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| Marlette Funding Trust, Series 2022-3A, Class D | Long | ABS-other | US | $3M | – | 0.03 |
| Marlette Funding Trust, Series 2023-1A, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Marlette Funding Trust, Series 2023-1A, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Marriott Ownership Resorts, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Marriott Ownership Resorts, Inc. | Long | Debt | US | $17K | – | 0.00 |
| MasTec, Inc. | Long | Debt | US | $4M | – | 0.04 |
| MASTR Alternative Loan Trust, Series 2003-5, Class 30B1 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2003-11, Class 7A2 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Mattel, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $17M | – | 0.18 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $6M | – | 0.07 |
| Medco Bell Pte. Ltd. | Long | Debt | SG | $3M | – | 0.03 |
| Medline Borrower LP | Long | Debt | US | $10M | – | 0.11 |
| Medline Borrower LP | Long | Debt | US | $9M | – | 0.10 |
| Medline Borrower LP | Long | Debt | US | $3M | – | 0.04 |
| Medline Borrower LP, 1st Lien Term Loan B | Long | Loan | US | $3M | – | 0.03 |
| Merlin Entertainments Ltd. | Long | Debt | GB | $3M | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-A5, Class 2A6 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Mexico City Airport Trust | Long | Debt | MX | $4M | – | 0.04 |
| MFA Trust, Series 2022-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| MFA Trust, Series 2023-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| MGM Resorts International | Long | Debt | US | $6M | – | 0.06 |
| MGM Resorts International | Long | Debt | US | $4M | – | 0.04 |
| MGM Resorts International | Long | Debt | US | $2M | – | 0.03 |
| MGM Resorts International | Long | Debt | US | $2M | – | 0.02 |
| Midcontinent Communications | Long | Debt | US | $1M | – | 0.01 |
| Mileage Plus Holdings LLC | Long | Debt | US | $1M | – | 0.01 |
| Mill City Securities Ltd., Series 2021-RS1, Class A2 | Long | ABS-mortgage backed security | KY | $12M | – | 0.13 |
| Millicom International Cellular SA | Long | Debt | LU | $3M | – | 0.03 |
| Millicom International Cellular SA | Long | Debt | LU | $874K | – | 0.01 |
| Minerva Luxembourg SA | Long | Debt | LU | $2M | – | 0.02 |
| Miter Brands Acquisition Holdco, Inc. | Long | Debt | US | $3M | – | 0.03 |
| MIWD Holdco II LLC | Long | Debt | US | $2M | – | 0.02 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $9M | – | 0.10 |
| Moran Foods Backstop Equity | Long | Equity-common | US | $72K | 7M | 0.00 |
| Moran Foods LLC, 1st Lien Super Senior Delayed Term Loan | Long | Loan | US | $3M | – | 0.03 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| Moran Foods LLC, 1st Lien Term Loan | Long | Loan | US | $40K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C16, Class B | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C16, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class D | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class XA | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class F | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C | Long | ABS-mortgage backed security | US | $840K | – | 0.01 |
| Morgan Stanley Capital I Trust, Series 2016-UB11, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2018-MP, Class D | Long | ABS-mortgage backed security | US | $696K | – | 0.01 |
| Morgan Stanley Capital I Trust, Series 2019-L3, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Capital I Trust, Series 2020-L4, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Capital I Trust, Series 2021-L5, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Capital I Trust, Series 2021-L5, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust, Series 2021-L5, Class XB | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust, Series 2021-L6, Class D | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Morgan Stanley Capital I Trust, Series 2021-L6, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust, Series 2021-L7, Class E | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Capital I, Series 2017-HR2, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Motion Bondco DAC | Long | Debt | IE | $487K | – | 0.01 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class G | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class J | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| MSWF Commercial Mortgage Trust, Series 2023-2, Class A5 | Long | ABS-mortgage backed security | US | $39M | – | 0.42 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | Long | ABS-mortgage backed security | US | $42M | – | 0.45 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | Long | ABS-mortgage backed security | US | $71M | – | 0.76 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| MV24 Capital BV | Long | Debt | NL | $3M | – | 0.04 |
| MV24 Capital BV | Long | Debt | NL | $2M | – | 0.02 |
| MYT Holding LLC, Series A | Long | Equity-preferred | US | $9K | 14K | 0.00 |
| Nabors Industries Ltd. | Long | Debt | BM | $3M | – | 0.04 |
| Nationstar Mortgage Holdings, Inc. | Long | Debt | US | $2M | – | 0.03 |
| NatWest Group plc | Long | Debt | GB | $9M | – | 0.10 |
| NatWest Group plc | Long | Debt | GB | $3M | – | 0.03 |
| NCR Atleos Corp. | Long | Debt | US | $5M | – | 0.05 |
| NCR Voyix Corp. | Long | Debt | US | $7M | – | 0.07 |
| NCR Voyix Corp. | Long | Debt | US | $5M | – | 0.05 |
| NCR Voyix Corp. | Long | Debt | US | $2M | – | 0.02 |
| NESCO Holdings II, Inc. | Long | Debt | US | $2M | – | 0.03 |
| Neuberger Berman CLO Ltd., Series 2016-22A, Class BR2 (Neuberger Berman CLO XXII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.05 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class C (Neuberger Berman Loan Advisers CLO 26 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2018-29A, Class B1R (Neuberger Berman Loan Advisers CLO 29 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.07 |
| New Albertsons LP | Long | Debt | US | $926K | – | 0.01 |
| New Albertsons LP | Long | Debt | US | $119K | – | 0.00 |
| New Albertsons LP | Long | Debt | US | $8K | – | 0.00 |
| New Economy Assets Phase Sponsor LLC, Series 2021-1, Class B1 (New Economy Assets Phase 1 Sponsor LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| New Residential Mortgage LLC, Series 2020-FNT1, Class A | Long | ABS-other | US | $8M | – | 0.09 |
| New Residential Mortgage Loan Trust, Series 2018-3A, Class A1IC | Long | ABS-mortgage backed security | US | $814K | – | 0.01 |
| New Residential Mortgage Loan Trust, Series 2019-2A, Class A1IB | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Newell Brands, Inc. | Long | Debt | US | $13M | – | 0.14 |
| Newell Brands, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Newell Brands, Inc. | Long | Debt | US | $2M | – | 0.02 |
| News Corp. | Long | Debt | US | $7M | – | 0.07 |
| Nexstar Media, Inc. | Long | Debt | US | $12M | – | 0.13 |
| Nexstar Media, Inc. | Long | Debt | US | $9M | – | 0.09 |
| NGL Energy Operating LLC | Long | Debt | US | $3M | – | 0.03 |
| NGL Energy Operating LLC | Long | Debt | US | $3M | – | 0.03 |
| NMG Holding Co., Inc. | Long | Debt | US | $14M | – | 0.15 |
| Nmg Research Ltd. | Derivative-other | GB | $4K | 314 | 0.00 | |
| NMG, Inc. | Long | Equity-common | US | $625 | 5 | 0.00 |
| Nokia OYJ | Long | Debt | FI | $3M | – | 0.03 |
| Nordstrom, Inc. | Long | Debt | US | $2M | – | 0.02 |
| North Texas Tollway Authority, First Tier, Series 2009B | Long | Debt | US | $148K | – | 0.00 |
| NOVA Chemicals Corp. | Long | Debt | CA | $15M | – | 0.16 |
| NOVA Chemicals Corp. | Long | Debt | CA | $3M | – | 0.03 |
| NOVA Chemicals Corp. | Long | Debt | CA | $2M | – | 0.03 |
| NOVA Chemicals Corp. | Long | Debt | CA | $2M | – | 0.02 |
| Novelis Corp. | Long | Debt | US | $5M | – | 0.06 |
| Novelis Corp. | Long | Debt | US | $2M | – | 0.02 |
| NRG Energy, Inc. | Long | Debt | US | $9M | – | 0.09 |
| NRG Energy, Inc. | Long | Debt | US | $5M | – | 0.06 |
| NRG Energy, Inc. | Long | Debt | US | $1M | – | 0.01 |
| NRG Energy, Inc. | Long | Debt | US | $1M | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $4M | – | 0.04 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A | Long | ABS-other | US | $13M | – | 0.14 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A | Long | ABS-other | US | $3M | – | 0.03 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A | Long | ABS-other | US | $8M | – | 0.09 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A | Long | ABS-other | US | $6M | – | 0.06 |
| NRZ FHT Excess LLC, Series 2020-FHT1, Class A | Long | ABS-other | US | $2M | – | 0.02 |
| NuStar Logistics LP | Long | Debt | US | $6M | – | 0.06 |
| NuStar Logistics LP | Long | Debt | US | $2M | – | 0.02 |
| NuStar Logistics LP | Long | Debt | US | $2M | – | 0.02 |
| NW Re-REMIC TRUST, Series 2021-FRR1, Class BK88 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| NYC Commercial Mortgage Trust, Series 2021-909, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| OBX Trust, Series 2023-NQM6, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| OBX Trust, Series 2023-NQM7, Class A1 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| OCP CLO Ltd., Series 2014-6A, Class A2R2 | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.12 |
| OCP CLO Ltd., Series 2014-6A, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.11 |
| OCP SA | Long | Debt | MA | $2M | – | 0.02 |
| OCP SA | Long | Debt | MA | $1M | – | 0.01 |
| Octagon Investment Partners Ltd., Series 2019-1A, Class BR (Octagon Investment Partners 43 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.10 |
| Octagon Investment Partners Ltd., Series 2019-1A, Class CR (Octagon Investment Partners 43 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.12 |
| OL SP LLC, Term Loan | Long | Loan | US | $193K | – | 0.00 |
| ON Semiconductor Corp. | Long | Debt | US | $10M | – | 0.11 |
| OnDeck Asset Securitization Trust IV LLC, Series 2023-1A, Class A | Long | ABS-other | US | $5M | – | 0.05 |
| OneMain Finance Corp. | Long | Debt | US | $6M | – | 0.07 |
| OneMain Finance Corp. | Long | Debt | US | $6M | – | 0.06 |
| OneMain Financial Issuance Trust, Series 2018-2A, Class D | Long | ABS-other | US | $1M | – | 0.02 |
| Oportun Issuance Trust, Series 2021-B, Class C | Long | ABS-other | US | $1M | – | 0.01 |
| Oportun Issuance Trust, Series 2021-B, Class D | Long | ABS-other | US | $2M | – | 0.02 |
| Oportun Issuance Trust, Series 2022-2, Class D | Long | ABS-other | US | $485K | – | 0.01 |
| Oportun Issuance Trust, Series 2022-3, Class B | Long | ABS-other | US | $8M | – | 0.08 |
| Orange County Water District, Series 2017B | Long | Debt | US | $252K | – | 0.00 |
| Organon & Co. | Long | Debt | US | $10M | – | 0.11 |
| Organon & Co. | Long | Debt | US | $7M | – | 0.08 |
| Outfront Media Capital LLC | Long | Debt | US | $4M | – | 0.04 |
| Outfront Media Capital LLC | Long | Debt | US | $2M | – | 0.03 |
| Owens & Minor, Inc. | Long | Debt | US | $7M | – | 0.07 |
| Owens-Brockway Glass Container, Inc. | Long | Debt | US | $4M | – | 0.04 |
| P -stlb | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| P2 | Long | ABS-mortgage backed security | US | $25M | – | 0.27 |
| Pactiv Evergreen Group Issuer, Inc. | Long | Debt | US | $17M | – | 0.18 |
| Pagaya AI Debt Selection Trust, Series 2021-3, Class C | Long | ABS-other | US | $31M | – | 0.33 |
| Palmer Square Loan Funding Ltd., Series 2021-4A, Class C | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.10 |
| Palmer Square Loan Funding Ltd., Series 2021-4A, Class D | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.13 |
| Palmer Square Loan Funding Ltd., Series 2022-3A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| Palmer Square Loan Funding Ltd., Series 2022-4A, Class A2 | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2 | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.15 |
| Palmer Square Loan Funding Ltd., Series 2024-3A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.16 |
| Par Pharmaceutical, Inc. | Long | Debt | US | $0.07 | – | 0.00 |
| Paramount Global | Long | Debt | US | $457K | – | 0.00 |
| Parexel International Corp., 1st Lien Term Loan | Long | Loan | US | $4M | – | 0.04 |
| Penske Automotive Group, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Performance Food Group, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Performance Food Group, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Permian Resources Operating LLC | Long | Debt | US | $6M | – | 0.06 |
| Permian Resources Operating LLC | Long | Debt | US | $5M | – | 0.06 |
| Permian Resources Operating LLC | Long | Debt | US | $2M | – | 0.02 |
| Peru LNG Srl | Long | Debt | PE | $12M | – | 0.13 |
| Petco Health & Wellness Co., Inc., Term Loan B | Long | Loan | US | $3M | – | 0.03 |
| Petroleos del Peru SA | Long | Debt | PE | $2M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $12M | – | 0.13 |
| Petroleos Mexicanos | Long | Debt | MX | $6M | – | 0.07 |
| Petroleos Mexicanos | Long | Debt | MX | $5M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.02 |
| PetSmart, Inc. | Long | Debt | US | $16M | – | 0.17 |
| PetSmart, Inc. | Long | Debt | US | $8M | – | 0.09 |
| PG&E Corp. | Long | Debt | US | $1M | – | 0.01 |
| PHH Mortgage Corp. | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Pike Corp. | Long | Debt | US | $1M | – | 0.01 |
| PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A | Long | ABS-other | US | $2M | – | 0.02 |
| Popular ABS Mortgage Pass-Through Trust, Series 2005-3, Class M1 | Long | ABS-other | US | $82K | – | 0.00 |
| Post Holdings, Inc. | Long | Debt | US | $9M | – | 0.10 |
| Post Holdings, Inc. | Long | Debt | US | $7M | – | 0.07 |
| Post Holdings, Inc. | Long | Debt | US | $2M | – | 0.03 |
| Post Holdings, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Post Holdings, Inc. | Long | Debt | US | $808K | – | 0.01 |
| Precision Drilling Corp. | Long | Debt | CA | $3M | – | 0.03 |
| Precision Drilling Corp. | Long | Debt | CA | $966K | – | 0.01 |
| Presidio Holdings, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Prestige Brands, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Prestige Brands, Inc. | Long | Debt | US | $3M | – | 0.03 |
| PRET LLC, Series 2021-NPL3, Class A2 | Long | ABS-other | US | $3M | – | 0.03 |
| PRET LLC, Series 2021-NPL6, Class A2 | Long | ABS-other | US | $5M | – | 0.05 |
| PRET LLC, Series 2024-NPL2, Class A1 | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| PRET LLC, Series 2024-NPL3, Class A1 | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| PRET LLC, Series 2024-RN1, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A2 | Long | ABS-other | US | $13M | – | 0.14 |
| Prime Security Services Borrower LLC | Long | Debt | US | $7M | – | 0.07 |
| Prime Security Services Borrower LLC | Long | Debt | US | $7M | – | 0.07 |
| Progress Residential Trust, Series 2020-SFR3, Class F | Long | ABS-other | US | $5M | – | 0.05 |
| Progress Residential Trust, Series 2020-SFR3, Class G | Long | ABS-other | US | $3M | – | 0.03 |
| Progress Residential Trust, Series 2021-SFR11, Class F | Long | ABS-other | US | $7M | – | 0.07 |
| Progress Residential Trust, Series 2022-SFR1, Class F | Long | ABS-other | US | $9M | – | 0.10 |
| Progress Residential, Series 2021-SFR1, Class G | Long | ABS-other | US | $6M | – | 0.07 |
| PRPM LLC, Series 2020-4, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| PRPM LLC, Series 2020-6, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PRPM LLC, Series 2021-10, Class A2 | Long | ABS-other | US | $5M | – | 0.05 |
| PRPM LLC, Series 2021-6, Class A1 | Long | ABS-other | US | $11M | – | 0.12 |
| PRPM LLC, Series 2021-6, Class A2 | Long | ABS-other | US | $3M | – | 0.03 |
| PRPM LLC, Series 2021-8, Class A2 | Long | ABS-other | US | $5M | – | 0.05 |
| PRPM LLC, Series 2024-1, Class A1 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| PRPM LLC, Series 2024-2, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Prumo Participacoes e Investimentos S/A | Long | Debt | BR | $4M | – | 0.05 |
| RAAC Trust, Series 2005-SP1, Class 4A1 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Radnor RE Ltd., Series 2022-1, Class M1B | Long | ABS-mortgage backed security | BM | $10M | – | 0.10 |
| RAMP Trust, Series 2002-RS2, Class AI5 | Long | ABS-other | US | $34K | – | 0.00 |
| Range Resources Corp. | Long | Debt | US | $7M | – | 0.08 |
| Range Resources Corp. | Long | Debt | US | $928K | – | 0.01 |
| ReadyCap Holdings LLC, Series QIB | Long | Debt | US | $19M | – | 0.20 |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | Long | ABS-other | US | $4M | – | 0.04 |
| Regal Rexnord Corp. | Long | Debt | US | $5M | – | 0.05 |
| Regal Rexnord Corp. | Long | Debt | US | $3M | – | 0.03 |
| Regal Rexnord Corp. | Long | Debt | US | $2M | – | 0.02 |
| Regents of the University of California, Medical Center Pooled, Series 2009F (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $278K | – | 0.00 |
| Regional Management Issuance Trust, Series 2020-1, Class D | Long | ABS-other | US | $2M | – | 0.02 |
| Regional Management Issuance Trust, Series 2021-1, Class D | Long | ABS-other | US | $2M | – | 0.03 |
| Renaissance Home Equity Loan Trust, Series 2003-4, Class M2F | Long | ABS-other | US | $88K | – | 0.00 |
| Renaissance Home Equity Loan Trust, Series 2005-2, Class M1 | Long | ABS-other | US | $349K | – | 0.00 |
| Renew, Series 2017-1A, Class B | Long | ABS-other | KY | $54K | – | 0.00 |
| Repo Buyer RRI Trust (Epobuyeritrus3.06) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Republic Finance Issuance Trust, Series 2021-A, Class D | Long | ABS-other | US | $842K | – | 0.01 |
| Republic of Angola | Long | Debt | AO | $10M | – | 0.11 |
| Republic of Angola | Long | Debt | AO | $5M | – | 0.05 |
| Republic of Angola | Long | Debt | AO | $5M | – | 0.05 |
| Republic of Angola | Long | Debt | AO | $3M | – | 0.04 |
| Republic of Angola | Long | Debt | AO | $2M | – | 0.02 |
| Republic of Angola | Long | Debt | AO | $714K | – | 0.01 |
| Republic of Armenia | Long | Debt | AM | $2M | – | 0.03 |
| Republic of Colombia | Long | Debt | CO | $5M | – | 0.05 |
| Republic of Colombia | Long | Debt | CO | $2M | – | 0.02 |
| Republic of Colombia | Long | Debt | CO | $2M | – | 0.02 |
| Republic of Costa Rica | Long | Debt | CR | $5M | – | 0.05 |
| Republic of Costa Rica | Long | Debt | CR | $4M | – | 0.05 |
| Republic of Costa Rica | Long | Debt | CR | $3M | – | 0.04 |
| Republic of Costa Rica | Long | Debt | CR | $1M | – | 0.01 |
| Republic of Costa Rica | Long | Debt | CR | $1M | – | 0.01 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $16M | – | 0.17 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $13M | – | 0.14 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.02 |
| Republic of El Salvador | Long | Debt | SV | $8M | – | 0.09 |
| Republic of El Salvador | Long | Debt | SV | $4M | – | 0.05 |
| Republic of El Salvador | Long | Debt | SV | $4M | – | 0.04 |
| Republic of El Salvador | Long | Debt | SV | $2M | – | 0.02 |
| Republic of El Salvador | Long | Debt | SV | $279K | – | 0.00 |
| Republic of El Salvador | Long | Debt | SV | $260K | – | 0.00 |
| Republic of Ghana | Long | Debt | GH | $4M | – | 0.04 |
| Republic of Ghana | Long | Debt | GH | $2M | – | 0.02 |
| Republic of Ghana | Long | Debt | GH | $2M | – | 0.02 |
| Republic of Guatemala | Long | Debt | GT | $1M | – | 0.02 |
| Republic of Guatemala | Long | Debt | GT | $1M | – | 0.01 |
| Republic of Honduras | Long | Debt | HN | $3M | – | 0.03 |
| Republic of Iraq | Long | Debt | IQ | $7M | – | 0.08 |
| Republic of Kenya | Long | Debt | KE | $3M | – | 0.03 |
| Republic of Kenya | Long | Debt | KE | $2M | – | 0.02 |
| Republic of Kenya | Long | Debt | KE | $2M | – | 0.02 |
| Republic of Montenegro | Long | Debt | ME | $5M | – | 0.05 |
| Republic of Namibia | Long | Debt | NA | $5M | – | 0.05 |
| Republic of Paraguay | Long | Debt | PY | $6M | – | 0.07 |
| Republic of Paraguay | Long | Debt | PY | $5M | – | 0.06 |
| Republic of Rwanda | Long | Debt | RW | $6M | – | 0.07 |
| Republic of Senegal | Long | Debt | SN | $10M | – | 0.10 |
| Republic of Senegal | Long | Debt | SN | $9M | – | 0.10 |
| Republic of Serbia (Serbia International Bond) | Long | Debt | RS | $3M | – | 0.03 |
| Republic of South Africa | Long | Debt | ZA | $4M | – | 0.05 |
| Republic of South Africa | Long | Debt | ZA | $3M | – | 0.04 |
| Republic of South Africa | Long | Debt | ZA | $1M | – | 0.01 |
| Republic of Turkiye (The) | Long | Debt | TR | $7M | – | 0.07 |
| Republic of Turkiye (The) | Long | Debt | TR | $5M | – | 0.06 |
| Republic of Turkiye (The) | Long | Debt | TR | $2M | – | 0.02 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $2M | – | 0.02 |
| Reynolds American, Inc. | Long | Debt | US | $1M | – | 0.01 |
| RHP Hotel Properties LP | Long | Debt | US | $14M | – | 0.15 |
| RHP Hotel Properties LP | Long | Debt | US | $1M | – | 0.01 |
| RingCentral, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Ritchie Bros Holdings, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Rite Aid Corp. | Long | Debt | US | $4M | – | 0.04 |
| Rite Aid Corp. | Long | Debt | US | $4M | – | 0.04 |
| River Rock SFR Frn (River Rock Sfr Frn 144a) | Long | ABS-mortgage backed security | US | $18M | – | 0.19 |
| Rocket Mortgage LLC | Long | Debt | US | $6M | – | 0.07 |
| Rocket Mortgage LLC | Long | Debt | US | $1M | – | 0.01 |
| Rocket Software, Inc., 1st Lien Term Loan B | Long | Loan | US | $4M | – | 0.04 |
| Rockies Express Pipeline LLC | Long | Debt | US | $3M | – | 0.03 |
| Romania Government Bond | Long | Debt | RO | $2M | – | 0.02 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $5M | – | 0.05 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $4M | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $3M | – | 0.03 |
| RSFR, Series 2020-1, Class PT | Long | ABS-other | US | $18M | – | 0.19 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C | Long | ABS-other | US | $501K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2023-3, Class C | Long | ABS-other | US | $2M | – | 0.02 |
| Santander Revolving Auto Loan Trust, Series 2019-A, Class D | Long | ABS-other | US | $8M | – | 0.09 |
| SART (SART CRR) | Long | ABS-mortgage backed security | US | $925K | – | 0.01 |
| SART | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| SART CRR, Series 4-CLASS, Class B | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $907K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $660K | – | 0.01 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class D | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class XA | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| SCE Trust VI | Long | Equity-preferred | US | $4M | 199K | 0.04 |
| SCF Equipment Leasing LLC, Series 2021-1A, Class E | Long | ABS-other | US | $3M | – | 0.03 |
| SCF Equipment Leasing LLC, Series 2021-1A, Class F | Long | ABS-other | US | $20M | – | 0.21 |
| SCF Equipment Leasing LLC, Series 2022-1A, Class E | Long | ABS-other | US | $2M | – | 0.02 |
| SCF Equipment Leasing LLC, Series 2022-1A, Class F | Long | ABS-other | US | $5M | – | 0.05 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $10M | – | 0.11 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $4M | – | 0.04 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $3M | – | 0.03 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $1M | – | 0.01 |
| Scripps Escrow II, Inc. | Long | Debt | US | $2M | – | 0.02 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A | Long | ABS-mortgage backed security | US | $16M | – | 0.17 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Seagate HDD Cayman | Long | Debt | KY | $4M | – | 0.05 |
| Seagate HDD Cayman | Long | Debt | KY | $4M | – | 0.04 |
| Seagate HDD Cayman | Long | Debt | KY | $3M | – | 0.04 |
| Seagate HDD Cayman | Long | Debt | KY | $722K | – | 0.01 |
| Sensata Technologies BV | Long | Debt | NL | $10M | – | 0.11 |
| Sensata Technologies, Inc. | Long | Debt | US | $4M | – | 0.05 |
| Sensata Technologies, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Series RR Trust, Series 2015-1, Class B | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Service Corp. International | Long | Debt | US | $8M | – | 0.09 |
| Service Corp. International | Long | Debt | US | $550K | – | 0.01 |
| SES GLOBAL Americas Holdings, Inc. | Long | Debt | US | $81K | – | 0.00 |
| SG Commercial Mortgage Securities Trust, Series 2016-C5, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Shutterfly Finance LLC | Long | Debt | US | $7M | – | 0.07 |
| Shutterfly Finance LLC | Long | Debt | US | $961K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class D | Long | ABS-other | US | $346K | – | 0.00 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class D | Long | ABS-other | US | $786K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class D | Long | ABS-other | US | $2M | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class D | Long | ABS-other | US | $929K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D | Long | ABS-other | US | $2M | – | 0.03 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D | Long | ABS-other | US | $4M | – | 0.05 |
| Sigma Holdco BV | Long | Debt | NL | $3M | – | 0.03 |
| Sinclair Television Group, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Sinclair Television Group, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Sirius XM Radio, Inc. | Long | Debt | US | $20M | – | 0.21 |
| Sirius XM Radio, Inc. | Long | Debt | US | $10M | – | 0.11 |
| Sirius XM Radio, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Sitios Latinoamerica SAB de CV | Long | Debt | MX | $3M | – | 0.03 |
| Six Flags Entertainment Corp. | Long | Debt | US | $12M | – | 0.13 |
| Six Flags Entertainment Corp. | Long | Debt | US | $3M | – | 0.03 |
| Six Flags Theme Parks, Inc. | Long | Debt | US | $1M | – | 0.01 |
| SM Energy Co. | Long | Debt | US | $5M | – | 0.05 |
| SM Energy Co. | Long | Debt | US | $3M | – | 0.03 |
| SM Energy Co. | Long | Debt | US | $797K | – | 0.01 |
| Smurfit Kappa Treasury Funding DAC | Long | Debt | IE | $970K | – | 0.01 |
| SoFi Consumer Loan Program Trust, Series 2023-1S, Class A | Long | ABS-other | US | $244K | – | 0.00 |
| Sonic Automotive, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Southwestern Energy Co. | Long | Debt | US | $6M | – | 0.06 |
| Southwestern Energy Co. | Long | Debt | US | $1M | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $567K | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $294K | – | 0.00 |
| Spectrum Brands, Inc. | Long | Debt | US | $8M | – | 0.09 |
| Spectrum Brands, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Sprint LLC | Long | Debt | US | $6M | – | 0.06 |
| SRS Distribution, Inc. | Long | Debt | US | $10M | – | 0.11 |
| SRS Distribution, Inc. | Long | Debt | US | $3M | – | 0.03 |
| SRS Distribution, Inc. | Long | Debt | US | $858K | – | 0.01 |
| SS&C Technologies, Inc. | Long | Debt | US | $15M | – | 0.16 |
| STACR Trust, Series 2018-HRP2, Class B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Stagwell Global LLC | Long | Debt | US | $6M | – | 0.06 |
| Standard Industries, Inc. | Long | Debt | US | $11M | – | 0.12 |
| Standard Industries, Inc. | Long | Debt | US | $6M | – | 0.06 |
| Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A2 | Long | ABS-other | US | $7M | – | 0.07 |
| Staples, Inc. | Long | Debt | US | $11M | – | 0.12 |
| Staples, Inc. | Long | Debt | US | $10M | – | 0.11 |
| Staples, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2 | Long | ABS-mortgage backed security | US | $885K | – | 0.01 |
| State of Mongolia (Government of Mongolia) | Long | Debt | MN | $5M | – | 0.05 |
| Station Casinos LLC | Long | Debt | US | $4M | – | 0.05 |
| Stericycle, Inc. | Long | Debt | US | $7M | – | 0.07 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Studio City Finance Ltd. | Long | Debt | VG | $2M | – | 0.02 |
| Studio City Finance Ltd. | Long | Debt | VG | $946K | – | 0.01 |
| Subway Funding LLC, Series 2024-1A, Class A23 | Long | ABS-other | US | $3M | – | 0.03 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $8M | – | 0.09 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $5M | – | 0.06 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $590K | – | 0.01 |
| Summit Materials LLC | Long | Debt | US | $2M | – | 0.02 |
| Summit Materials LLC | Long | Debt | US | $1M | – | 0.01 |
| Summit Materials LLC | Long | Debt | US | $1M | – | 0.01 |
| Sunoco LP | Long | Debt | US | $3M | – | 0.03 |
| Sunoco LP | Long | Debt | US | $1M | – | 0.02 |
| Sunoco LP | Long | Debt | US | $1M | – | 0.01 |
| Sunrise FinCo. I BV | Long | Debt | NL | $3M | – | 0.03 |
| Sunrise HoldCo IV BV | Long | Debt | NL | $3M | – | 0.03 |
| Symphony CLO Ltd., Series 2015-16A, Class B1RR (Symphony CLO XVI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.09 |
| Symphony CLO Ltd., Series 2018-19A, Class C (Symphony CLO XIX Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.01 |
| Tallgrass Energy Partners LP | Long | Debt | US | $3M | – | 0.03 |
| Tallgrass Energy Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Tallgrass Energy Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Tallgrass Energy Partners LP | Long | Debt | US | $2M | – | 0.02 |
| Targa Resources Partners LP | Long | Debt | US | $5M | – | 0.05 |
| Targa Resources Partners LP | Long | Debt | US | $2M | – | 0.02 |
| TEGNA, Inc. | Long | Debt | US | $7M | – | 0.07 |
| Telecom Italia Capital SA | Long | Debt | LU | $4M | – | 0.04 |
| Telecom Italia Capital SA | Long | Debt | LU | $2M | – | 0.02 |
| Telecom Italia Capital SA | Long | Debt | LU | $912K | – | 0.01 |
| Telecom Italia Capital SA | Long | Debt | LU | $552K | – | 0.01 |
| Telecom Italia Capital SA | Long | Debt | LU | $33K | – | 0.00 |
| Telenet Finance Luxembourg Notes SARL | Long | Debt | LU | $2M | – | 0.02 |
| Tempur Sealy International, Inc. | Long | Debt | US | $9M | – | 0.10 |
| Tenet Healthcare Corp. | Long | Debt | US | $24M | – | 0.26 |
| Tenet Healthcare Corp. | Long | Debt | US | $12M | – | 0.13 |
| Tenet Healthcare Corp. | Long | Debt | US | $6M | – | 0.06 |
| Tenet Healthcare Corp. | Long | Debt | US | $5M | – | 0.06 |
| Tenet Healthcare Corp. | Long | Debt | US | $4M | – | 0.05 |
| Terex Corp. | Long | Debt | US | $3M | – | 0.04 |
| Termocandelaria Power Ltd. | Long | Debt | KY | $5M | – | 0.05 |
| Tesco plc | Long | Debt | GB | $866K | – | 0.01 |
| Theorem Funding Trust, Series 2022-3A, Class A | Long | ABS-other | US | $2M | – | 0.02 |
| Tierra Mojada Luxembourg II SARL | Long | Debt | LU | $8M | – | 0.09 |
| TK Elevator US Newco, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $6M | – | 0.06 |
| Towd Point Mortgage Trust, Series 2017-FRE2, Class M6 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A2C | Long | ABS-mortgage backed security | US | $24M | – | 0.25 |
| TransDigm, Inc. | Long | Debt | US | $16M | – | 0.17 |
| TransDigm, Inc. | Long | Debt | US | $4M | – | 0.04 |
| Transocean Poseidon Ltd. | Long | Debt | KY | $174K | – | 0.00 |
| Transocean, Inc. | Long | Debt | KY | $2M | – | 0.03 |
| Transocean, Inc. | Long | Debt | KY | $1M | – | 0.01 |
| Tricolor Auto Securitization Trust, Series 2021-1A, Class E | Long | ABS-other | US | $154K | – | 0.00 |
| Tricolor Auto Securitization Trust, Series 2021-1A, Class F | Long | ABS-other | US | $497K | – | 0.01 |
| TriMas Corp. | Long | Debt | US | $2M | – | 0.03 |
| Trinidad Generation UnLtd | Long | Debt | TT | $972K | – | 0.01 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $5M | – | 0.05 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $989K | – | 0.01 |
| Triton Water Holdings, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Triton Water Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.02 |
| Triumph Group, Inc. | Long | Debt | US | $1M | – | 0.02 |
| Trivium Packaging Finance BV | Long | Debt | NL | $13M | – | 0.14 |
| Trivium Packaging Finance BV | Long | Debt | NL | $2M | – | 0.02 |
| Tunisian Republic | Long | Debt | TN | $3M | – | 0.03 |
| Turkiye Ihracat Kredi Bankasi A/S | Long | Debt | TR | $3M | – | 0.03 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $2K | – | 0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-12K | – | -0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $56K | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-3M | – | -0.03 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $1M | – | 0.01 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $2M | – | 0.02 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $-55K | – | -0.00 | |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $692K | – | 0.01 | |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $-10K | – | -0.00 | |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $3M | – | 0.03 | |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-92K | – | -0.00 | |
| Uber Technologies, Inc. | Long | Debt | US | $9M | – | 0.10 |
| Uber Technologies, Inc. | Long | Debt | US | $4M | – | 0.04 |
| UBS Commercial Mortgage Trust, Series 2017-C1, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| UBS Commercial Mortgage Trust, Series 2017-C2, Class C | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| UBS Commercial Mortgage Trust, Series 2018-C11, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| UBS Commercial Mortgage Trust, Series 2018-C11, Class XB | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2016-1, Class B | Long | ABS-other | US | $3M | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2016-2, Class B | Long | ABS-other | US | $3M | – | 0.03 |
| United Airlines, Inc. | Long | Debt | US | $5M | – | 0.05 |
| United Airlines, Inc. | Long | Debt | US | $1M | – | 0.01 |
| United Rentals North America, Inc. | Long | Debt | US | $5M | – | 0.05 |
| United States Cellular Corp. | Long | Debt | US | $2M | – | 0.02 |
| University of California, Taxable Limited Project, Series 2015J | Long | Debt | US | $90K | – | 0.00 |
| Univision Communications, Inc. | Long | Debt | US | $12M | – | 0.13 |
| Univision Communications, Inc. | Long | Debt | US | $1M | – | 0.02 |
| Upstart Pass-Through Trust, Series 2021-PT1, Class A | Long | ABS-other | US | $1M | – | 0.01 |
| Upstart Pass-Through Trust, Series 2021-PT2, Class A | Long | ABS-other | US | $2M | – | 0.03 |
| Upstart Pass-Through Trust, Series 2021-PT3, Class A | Long | ABS-other | US | $2M | – | 0.03 |
| Upstart Pass-Through Trust, Series 2021-PT4, Class A | Long | ABS-other | US | $952K | – | 0.01 |
| Upstart Pass-Through Trust, Series 2021-ST4, Class CERT | Long | ABS-other | US | $230K | – | 0.00 |
| Upstart Pass-Through Trust, Series 2021-ST6, Class A | Long | ABS-other | US | $737K | – | 0.01 |
| Upstart Pass-Through Trust, Series 2021-ST6, Class CERT | Long | ABS-other | US | $517K | – | 0.01 |
| Upstart Pass-Through Trust, Series 2021-ST7, Class CERT | Long | ABS-other | US | $1M | – | 0.02 |
| Upstart Pass-Through Trust, Series 2021-ST8, Class CERT | Long | ABS-other | US | $776K | – | 0.01 |
| Upstart Pass-Through Trust, Series 2021-ST9, Class CERT | Long | ABS-other | US | $960K | – | 0.01 |
| Upstart Pass-Through Trust, Series 2022-PT1, Class A | Long | ABS-other | US | $3M | – | 0.04 |
| Upstart Pass-Through Trust, Series 2022-PT2, Class A | Long | ABS-other | US | $3M | – | 0.03 |
| Upstart Pass-Through Trust, Series 2022-PT3, Class A | Long | ABS-other | US | $3M | – | 0.03 |
| Upstart Pass-Through Trust, Series 2022-PT4, Class A | Long | ABS-other | US | $2M | – | 0.03 |
| Upstart Securitization Trust, Series 2021-2, Class C | Long | ABS-other | US | $5M | – | 0.06 |
| Upstart Securitization Trust, Series 2021-3, Class C | Long | ABS-other | US | $6M | – | 0.07 |
| Upstart Securitization Trust, Series 2021-4, Class C | Long | ABS-other | US | $6M | – | 0.07 |
| Upstart Securitization Trust, Series 2021-5, Class C | Long | ABS-other | US | $16M | – | 0.18 |
| Upstart Securitization Trust, Series 2022-1, Class C | Long | ABS-other | US | $4M | – | 0.04 |
| US Auto Funding Trust, Series 2022-1A, Class A | Long | ABS-other | US | $2M | – | 0.02 |
| US Auto Funding, Series 2021-1A, Class C | Long | ABS-other | US | $5M | – | 0.05 |
| US Auto Funding, Series 2021-1A, Class D | Long | ABS-other | US | $1M | – | 0.01 |
| US Foods, Inc. | Long | Debt | US | $2M | – | 0.02 |
| US Foods, Inc. | Long | Debt | US | $2M | – | 0.02 |
| US Foods, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Uzbekneftegaz JSC | Long | Debt | UZ | $2M | – | 0.02 |
| Vail Resorts, Inc. | Long | Debt | US | $2M | – | 0.02 |
| VCAT LLC, Series 2021-NPL2, Class A2 | Long | ABS-other | US | $5M | – | 0.06 |
| Velocity Commercial Capital Loan Trust, Series 2018-2, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2 | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3 | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Velocity Commercial Capital Loan Trust, Series 2019-1, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Velocity Commercial Capital Loan Trust, Series 2019-1, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Velocity Commercial Capital Loan Trust, Series 2019-3, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Velocity Commercial Capital Loan Trust, Series 2021-1, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Velocity Commercial Capital Loan Trust, Series 2021-1, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Velocity Commercial Capital Loan Trust, Series 2022-2, Class A | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Velocity Commercial Capital Loan Trust, Series 2022-3, Class A | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Velocity Commercial Capital Loan Trust, Series 2022-4, Class A | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Venator Materials Corp., 1st Lien Term Loan | Long | Loan | US | $2M | – | 0.02 |
| Venator Materials Corp., 1st Lien Term Loan | Long | Loan | US | $744K | – | 0.01 |
| Venator Materials plc | Long | Equity-common | GB | $5M | 7K | 0.06 |
| Venture Global LNG, Inc. | Long | Debt | US | $7M | – | 0.08 |
| Venture Global LNG, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Venture Global LNG, Inc. | Long | Debt | US | $2M | – | 0.02 |
| Verus Securitization Trust, Series 2019-4, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Verus Securitization Trust, Series 2019-INV3, Class B1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Verus Securitization Trust, Series 2020-1, Class M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Verus Securitization Trust, Series 2020-2, Class A1 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Verus Securitization Trust, Series 2022-4, Class A1 | Long | ABS-mortgage backed security | US | $795K | – | 0.01 |
| Verus Securitization Trust, Series 2023-1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Verus Securitization Trust, Series 2023-2, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Verus Securitization Trust, Series 2023-4, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| VICI Properties LP | Long | Debt | US | $12M | – | 0.13 |
| VICI Properties LP | Long | Debt | US | $4M | – | 0.05 |
| Videotron Ltd. | Long | Debt | CA | $9M | – | 0.10 |
| Videotron Ltd. | Long | Debt | CA | $190K | – | 0.00 |
| Virgin Media Secured Finance plc | Long | Debt | GB | $2M | – | 0.03 |
| Visio Trust, Series 2019-2, Class B1 | Long | ABS-mortgage backed security | US | $611K | – | 0.01 |
| Vista Outdoor, Inc. | Long | Debt | US | $5M | – | 0.06 |
| Vistra Operations Co. LLC | Long | Debt | US | $12M | – | 0.13 |
| Vistra Operations Co. LLC | Long | Debt | US | $4M | – | 0.04 |
| Vistra Operations Co. LLC | Long | Debt | US | $2M | – | 0.03 |
| Vistra Operations Co. LLC | Long | Debt | US | $2M | – | 0.02 |
| Vistra Operations Co. LLC | Long | Debt | US | $522K | – | 0.01 |
| Vital Energy, Inc. | Long | Debt | US | $2M | – | 0.02 |
| VM Master Issuer LLC, Series 2022-1, Class B | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| vMobo, Inc. | Long | ABS-other | US | $19M | – | 0.20 |
| vMobo, Inc. | Long | ABS-other | US | $9M | – | 0.10 |
| Vodafone Group plc | Long | Debt | GB | $3M | – | 0.04 |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | Long | ABS-other | US | $7M | – | 0.07 |
| VOLT XCV LLC, Series 2021-NPL4, Class A1 | Long | ABS-other | US | $2M | – | 0.03 |
| VZ Secured Financing BV | Long | Debt | NL | $1M | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR7, Class A3 | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates, Series 2003-S4, Class 2A2 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Wand NewCo 3, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-AR8, Class 2A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Washington State Housing Finance Commission, Series 2021-1, Class X | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Welk Resorts LLC, Series 2019-AA, Class C | Long | ABS-other | US | $936K | – | 0.01 |
| Welk Resorts LLC, Series 2019-AA, Class D | Long | ABS-other | US | $371K | – | 0.00 |
| Wells Fargo & Co., Series BB | Long | Debt | US | $11M | – | 0.12 |
| Wells Fargo & Co., Series BB | Long | Debt | US | $361K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class D | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C26, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class E | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class D | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-RB1, Class D | Long | ABS-mortgage backed security | US | $844K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D | Long | ABS-mortgage backed security | US | $873K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class XB | Long | ABS-mortgage backed security | US | $468K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA | Long | ABS-mortgage backed security | US | $906K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class E | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wesco Aircraft Holdings, Inc. | Long | Debt | US | $782K | – | 0.01 |
| Wesco Aircraft Holdings, Inc. | Long | Debt | US | $284K | – | 0.00 |
| WESCO Distribution, Inc. | Long | Debt | US | $9M | – | 0.10 |
| WESCO Distribution, Inc. | Long | Debt | US | $6M | – | 0.06 |
| WESCO Distribution, Inc. | Long | Debt | US | $5M | – | 0.05 |
| WESCO Distribution, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Westgate Resorts LLC, Series 2020-1A, Class C | Long | ABS-other | US | $662K | – | 0.01 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class B | Long | ABS-other | US | $373K | – | 0.00 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class C | Long | ABS-other | US | $403K | – | 0.00 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $445K | – | 0.00 |
| Westlake Automobile Receivables Trust, Series 2023-3A, Class D | Long | ABS-other | US | $4M | – | 0.04 |
| Westlake Automobile Receivables Trust, Series 2024-1A, Class C | Long | ABS-other | US | $3M | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2024-1A, Class D | Long | ABS-other | US | $2M | – | 0.02 |
| WFRBS Commercial Mortgage Trust, Series 2014-C21, Class D | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D | Long | ABS-mortgage backed security | US | $721K | – | 0.01 |
| Windstream Holdings, Inc. | Long | Equity-common | US | $7K | 498 | 0.00 |
| WMG Acquisition Corp. | Long | Debt | US | $3M | – | 0.03 |
| WMG Acquisition Corp. | Long | Debt | US | $1M | – | 0.02 |
| WR Grace Holdings LLC | Long | Debt | US | $10M | – | 0.11 |
| WR Grace Holdings LLC | Long | Debt | US | $3M | – | 0.03 |
| Wynn Las Vegas LLC | Long | Debt | US | $676K | – | 0.01 |
| Wynn Macau Ltd. | Long | Debt | KY | $1M | – | 0.01 |
| Wynn Macau Ltd. | Long | Debt | KY | $1M | – | 0.01 |
| Wynn Resorts Finance LLC | Long | Debt | US | $16M | – | 0.17 |
| Xerox Holdings Corp. | Long | Debt | US | $3M | – | 0.04 |
| Xerox Holdings Corp. | Long | Debt | US | $3M | – | 0.03 |
| XPO, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Yinson Boronia Production BV | Long | Debt | NL | $2M | – | 0.02 |
| ZF North America Capital, Inc. | Long | Debt | US | $3M | – | 0.03 |
| Ziggo Bond Co. BV | Long | Debt | NL | $1M | – | 0.01 |
| Ziggo BV | Long | Debt | NL | $2M | – | 0.03 |
Address
JPMorgan Trust I
277 Park Avenue
New York
New York
10172
United States of America
Websites
Directors
Robert F. Deutsch
Nina O. Shenker
Stephen P. Fisher
Kathleen M. Gallagher
Frankie D. Hughes
Thomas P. Lemke
Robert J. Grassi
Gary L. French
Marilyn McCoy
John F. Finn
Marian U. Pardo
Mary E. Martinez
Dr. Robert A. Oden, Jr.
Lawrence R. Maffia
Emily A. Youssouf
Raymond Kanner
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Custodians
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
JPMorgan Distribution Services, Inc.
Admins
JPMorgan Chase Bank, N.A.
J.P. Morgan Investment Management Inc.
Brokers
N/A