JPMorgan Funds > J.P. Morgan Exchange-Traded Fund Trust
JPMorgan Core Plus Bond ETF
$1.57B
Avg Monthly Net Assets
$3.33B
Total Assets
$254.59M
Total Liabilities
$3.08B
Net Assets
JPMorgan Core Plus Bond ETF is an Exchange-Traded Fund in J.P. Morgan Exchange-Traded Fund Trust
from JPMorgan Funds,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $1.57B.
On July 26th, 2024 it reported 2,296 holdings, the largest
being JPMorgan U.S. Government Money Market Fund (13.6%), FNMA/FHLMC (2.3%) and United States of America (1.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| JPMorgan Core Plus Bond ETF | C000205212 | CBSX | JCPB |
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 | $252K | – | 0.01 |
| 1011778 BC ULC | Long | Debt | CA | $50K | – | 0.00 |
| 7-Eleven, Inc. | Long | Debt | US | $2M | – | 0.06 |
| 7-Eleven, Inc. | Long | Debt | US | $60K | – | 0.00 |
| 7-Eleven, Inc. | Long | Debt | US | $9K | – | 0.00 |
| AAdvantage Loyality IP Ltd., 1st Lien Term Loan B | Long | Loan | KY | $2M | – | 0.05 |
| Abbott Laboratories | Long | Debt | US | $280K | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $2M | – | 0.06 |
| AbbVie, Inc. | Long | Debt | US | $2M | – | 0.06 |
| AbbVie, Inc. | Long | Debt | US | $2M | – | 0.05 |
| AbbVie, Inc. | Long | Debt | US | $708K | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $276K | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $191K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $876K | – | 0.03 |
| ABN AMRO Bank NV | Long | Debt | NL | $606K | – | 0.02 |
| ABN AMRO Bank NV | Long | Debt | NL | $202K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $164K | – | 0.01 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $910K | – | 0.03 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $165K | – | 0.01 |
| ACC Trust, Series 2022-1, Class C | Long | ABS-other | US | $572K | – | 0.02 |
| ACCO Brands Corp. | Long | Debt | US | $915K | – | 0.03 |
| ACHV ABS TRUST, Series 2023-1PL, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| ACHV ABS TRUST, Series 2023-2PL, Class C | Long | ABS-other | US | $3M | – | 0.09 |
| ACHV ABS TRUST, Series 2023-3PL, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| ACM Auto Trust, Series 2023-2A, Class A | Long | ABS-other | US | $2M | – | 0.06 |
| ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class B | Long | ABS-mortgage backed security | KY | $243K | – | 0.01 |
| Acushnet Co. | Long | Debt | US | $751K | – | 0.02 |
| AdaptHealth LLC | Long | Debt | US | $73K | – | 0.00 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $459K | – | 0.01 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $388K | – | 0.01 |
| Adient US LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $982K | – | 0.03 |
| ADT Security Corp. (The) | Long | Debt | US | $528K | – | 0.02 |
| ADT Security Corp. (The) | Long | Debt | US | $490K | – | 0.02 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $1M | – | 0.04 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $1M | – | 0.04 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $403K | – | 0.01 |
| Aetna, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Aetna, Inc. | Long | Debt | US | $253K | – | 0.01 |
| Aetna, Inc. | Long | Debt | US | $170K | – | 0.01 |
| Ahead DB Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $264K | – | 0.01 |
| AIB Group plc | Long | Debt | IE | $3M | – | 0.09 |
| Air Canada Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | CA | $325K | – | 0.01 |
| Ajax Mortgage Loan Trust, Series 2021-G, Class A | Long | ABS-other | US | $5M | – | 0.15 |
| Aker BP ASA | Long | Debt | NO | $212K | – | 0.01 |
| Alabama Power Co. | Long | Debt | US | $285K | – | 0.01 |
| Alabama Power Co. | Long | Debt | US | $172K | – | 0.01 |
| Albertsons Cos., Inc. | Long | Debt | US | $1M | – | 0.04 |
| Albertsons Cos., Inc. | Long | Debt | US | $861K | – | 0.03 |
| Albertsons Cos., Inc. | Long | Debt | US | $521K | – | 0.02 |
| Albertsons Cos., Inc. | Long | Debt | US | $19K | – | 0.00 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $909K | – | 0.03 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $499K | – | 0.02 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $40K | – | 0.00 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $26K | – | 0.00 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $196K | – | 0.01 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $7K | – | 0.00 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $4K | – | 0.00 |
| Alleghany Corp. | Long | Debt | US | $34K | – | 0.00 |
| Alliance Laundry Systems LLC, 1st Lien Term Loan B | Long | Loan | US | $528K | – | 0.02 |
| Allied Universal Holdco LLC | Long | Debt | US | $406K | – | 0.01 |
| Allison Transmission, Inc. | Long | Debt | US | $611K | – | 0.02 |
| Allison Transmission, Inc. | Long | Debt | US | $65K | – | 0.00 |
| Ally Financial, Inc. | Long | Debt | US | $602K | – | 0.02 |
| Ally Financial, Inc. | Long | Debt | US | $270K | – | 0.01 |
| Altice Financing SA | Long | Debt | LU | $352K | – | 0.01 |
| Altice France Holding SA | Long | Debt | LU | $74K | – | 0.00 |
| Altice France SA | Long | Debt | FR | $134K | – | 0.00 |
| Altria Group, Inc. | Long | Debt | US | $386K | – | 0.01 |
| Amazon.com, Inc. | Long | Debt | US | $527K | – | 0.02 |
| Amazon.com, Inc. | Long | Debt | US | $124K | – | 0.00 |
| Amer Sports Co. | Long | Debt | US | $478K | – | 0.02 |
| Ameren Corp. | Long | Debt | US | $1M | – | 0.04 |
| Ameren Corp. | Long | Debt | US | $18K | – | 0.00 |
| Ameren Illinois Co. | Long | Debt | US | $730K | – | 0.02 |
| American Airlines Pass-Through Trust, Series 2015-2, Class A | Long | ABS-other | US | $158K | – | 0.01 |
| American Airlines, Inc. | Long | Debt | US | $1M | – | 0.04 |
| American Airlines, Inc. | Long | Debt | US | $1M | – | 0.04 |
| American Airlines, Inc. | Long | Debt | US | $225K | – | 0.01 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $726K | – | 0.02 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $620K | – | 0.02 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $68K | – | 0.00 |
| American Builders & Contractors Supply Co., Inc. | Long | Debt | US | $745K | – | 0.02 |
| American Builders & Contractors Supply Co., Inc. | Long | Debt | US | $137K | – | 0.00 |
| American Credit Acceptance Receivables Trust, Series 2022-2, Class E | Long | ABS-other | US | $296K | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2022-3, Class D | Long | ABS-other | US | $505K | – | 0.02 |
| American Credit Acceptance Receivables Trust, Series 2023-3, Class A | Long | ABS-other | US | $1M | – | 0.03 |
| American Credit Acceptance Receivables Trust, Series 2023-3, Class D | Long | ABS-other | US | $2M | – | 0.06 |
| American Express Co. | Long | Debt | US | $1M | – | 0.04 |
| American Express Co. | Long | Debt | US | $503K | – | 0.02 |
| American Express Co. | Long | Debt | US | $440K | – | 0.01 |
| American Express Co. | Long | Debt | US | $276K | – | 0.01 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class B | Long | ABS-other | US | $124K | – | 0.00 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E | Long | ABS-other | US | $149K | – | 0.00 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class F | Long | ABS-other | US | $397K | – | 0.01 |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class A | Long | ABS-other | US | $85K | – | 0.00 |
| American Tower Corp. | Long | Debt | US | $596K | – | 0.02 |
| American Tower Corp. | Long | Debt | US | $102K | – | 0.00 |
| American Tower Corp. | Long | Debt | US | $78K | – | 0.00 |
| American Tower Corp. | Long | Debt | US | $16K | – | 0.00 |
| American Water Capital Corp. | Long | Debt | US | $493K | – | 0.02 |
| American Water Capital Corp. | Long | Debt | US | $405K | – | 0.01 |
| AmeriGas Partners LP | Long | Debt | US | $291K | – | 0.01 |
| AmeriGas Partners LP | Long | Debt | US | $165K | – | 0.01 |
| AmeriGas Partners LP | Long | Debt | US | $10K | – | 0.00 |
| Amgen, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Amgen, Inc. | Long | Debt | US | $357K | – | 0.01 |
| Amgen, Inc. | Long | Debt | US | $175K | – | 0.01 |
| Amkor Technology, Inc. | Long | Debt | US | $885K | – | 0.03 |
| ams-OSRAM AG | Long | Debt | AT | $775K | – | 0.03 |
| AMSR Trust, Series 2020-SFR1, Class E | Long | ABS-other | US | $484K | – | 0.02 |
| AMSR Trust, Series 2020-SFR2, Class E2 | Long | ABS-other | US | $654K | – | 0.02 |
| AMSR Trust, Series 2020-SFR3, Class E1 | Long | ABS-other | US | $2M | – | 0.06 |
| AMSR Trust, Series 2020-SFR3, Class E2 | Long | ABS-other | US | $333K | – | 0.01 |
| AMSR Trust, Series 2020-SFR4, Class A | Long | ABS-other | US | $1M | – | 0.05 |
| AMSR Trust, Series 2020-SFR4, Class E2 | Long | ABS-other | US | $400K | – | 0.01 |
| AMSR Trust, Series 2020-SFR5, Class D | Long | ABS-other | US | $3M | – | 0.09 |
| AMSR Trust, Series 2020-SFR5, Class F | Long | ABS-other | US | $1M | – | 0.05 |
| AMSR Trust, Series 2021-SFR3, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| AMSR Trust, Series 2022-SFR1, Class F | Long | ABS-other | US | $689K | – | 0.02 |
| AMSR Trust, Series 2022-SFR3, Class D | Long | ABS-other | US | $2M | – | 0.06 |
| AMSR Trust, Series 2022-SFR3, Class E1 | Long | ABS-other | US | $1M | – | 0.04 |
| AMSR Trust, Series 2022-SFR3, Class E2 | Long | ABS-other | US | $3M | – | 0.10 |
| AMSR Trust, Series 2023-SFR1, Class E2 | Long | ABS-other | US | $2M | – | 0.07 |
| AMSR Trust, Series 2023-SFR1, Class F | Long | ABS-other | US | $7M | – | 0.21 |
| AMSR Trust, Series 2023-SFR2, Class E1 | Long | ABS-other | US | $3M | – | 0.09 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Anheuser-Busch Cos. LLC | Long | Debt | US | $510K | – | 0.02 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $226K | – | 0.01 |
| Antero Midstream Partners LP | Long | Debt | US | $797K | – | 0.03 |
| Antero Midstream Partners LP | Long | Debt | US | $465K | – | 0.02 |
| Antero Midstream Partners LP | Long | Debt | US | $425K | – | 0.01 |
| Antero Resources Corp. | Long | Debt | US | $1M | – | 0.03 |
| Antero Resources Corp. | Long | Debt | US | $120K | – | 0.00 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $72K | – | 0.00 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $906K | – | 0.03 |
| Aon Corp. | Long | Debt | US | $163K | – | 0.01 |
| Aon North America, Inc. | Long | Debt | US | $344K | – | 0.01 |
| Apache Corp. | Long | Debt | US | $168K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $717K | – | 0.02 |
| Apple, Inc. | Long | Debt | US | $461K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $423K | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $383K | – | 0.01 |
| AppleCaramel Buyer LLC, 1st Lien Term Loan B | Long | Loan | US | $497K | – | 0.02 |
| Aptiv plc | Long | Debt | JE | $22K | – | 0.00 |
| Aqua Finance Trust, Series 2019-A, Class B | Long | ABS-other | US | $155K | – | 0.01 |
| Aqua Finance Trust, Series 2019-A, Class D | Long | ABS-other | US | $3M | – | 0.10 |
| Arab Republic of Egypt | Long | Debt | EG | $838K | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $662K | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $513K | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $404K | – | 0.01 |
| Arab Republic of Egypt | Long | Debt | EG | $329K | – | 0.01 |
| Aramark Services, Inc. | Long | Debt | US | $258K | – | 0.01 |
| Arches Buyer, Inc. | Long | Debt | US | $480K | – | 0.02 |
| Archrock Partners LP | Long | Debt | US | $482K | – | 0.02 |
| Ardagh Packaging Finance plc | Long | Debt | US | $1M | – | 0.04 |
| ASB Bank Ltd. | Long | Debt | NZ | $162K | – | 0.01 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $575K | – | 0.02 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $281K | – | 0.01 |
| Ascent Resources Utica Holdings LLC | Long | Debt | US | $875K | – | 0.03 |
| Astrazeneca Finance LLC | Long | Debt | US | $493K | – | 0.02 |
| AstraZeneca plc | Long | Debt | GB | $300K | – | 0.01 |
| Asurion LLC, 1st Lien Term Loan B-11 | Long | Loan | US | $888K | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $1M | – | 0.05 |
| AT&T, Inc. | Long | Debt | US | $973K | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $809K | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $398K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $198K | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $46K | – | 0.00 |
| AthenaHealth, Inc., 1st Lien Term Loan | Long | Loan | US | $497K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $346K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $41K | – | 0.00 |
| ATI, Inc. | Long | Debt | US | $452K | – | 0.01 |
| ATI, Inc. | Long | Debt | US | $256K | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $681K | – | 0.02 |
| Atmos Energy Corp. | Long | Debt | US | $189K | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $52K | – | 0.00 |
| AutoZone, Inc. | Long | Debt | US | $398K | – | 0.01 |
| AvalonBay Communities, Inc. | Long | Debt | US | $30K | – | 0.00 |
| Avantor Funding, Inc. | Long | Debt | US | $528K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $108K | – | 0.00 |
| Avient Corp. | Long | Debt | US | $661K | – | 0.02 |
| Avis Budget Car Rental LLC | Long | Debt | US | $576K | – | 0.02 |
| Avis Budget Car Rental LLC | Long | Debt | US | $518K | – | 0.02 |
| Avis Budget Car Rental LLC | Long | Debt | US | $86K | – | 0.00 |
| Avis Budget Car Rental LLC | Long | Debt | US | $50K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class D | Long | ABS-other | US | $7M | – | 0.22 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $5M | – | 0.16 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.07 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $583K | – | 0.02 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $464K | – | 0.02 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $201K | – | 0.01 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $59K | – | 0.00 |
| Axalta Coating Systems LLC | Long | Debt | US | $290K | – | 0.01 |
| Baker Hughes Holdings LLC | Long | Debt | US | $370K | – | 0.01 |
| Baker Hughes Holdings LLC | Long | Debt | US | $280K | – | 0.01 |
| Ball Corp. | Long | Debt | US | $436K | – | 0.01 |
| Ball Corp. | Long | Debt | US | $403K | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $343K | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $292K | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $196K | – | 0.01 |
| BAMLL RE-Remic Trust, Series 2014-FRR8, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Banc of America Re-Remic Trust, Series 2024-FRR1, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Banc of America Re-Remic Trust, Series 2024-FRR1, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Banc of America Re-Remic Trust, Series 2024-FRR1, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $2M | – | 0.07 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.07 |
| Banco Santander SA | Long | Debt | ES | $629K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $194K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $7M | – | 0.24 |
| Bank of America Corp. | Long | Debt | US | $4M | – | 0.14 |
| Bank of America Corp. | Long | Debt | US | $3M | – | 0.11 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $560K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $539K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $528K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $425K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $386K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $248K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $95K | – | 0.00 |
| Bank of America Corp., Series N | Long | Debt | US | $2M | – | 0.07 |
| Bank of Ireland Group plc | Long | Debt | IE | $1M | – | 0.04 |
| Bank of Ireland Group plc | Long | Debt | IE | $529K | – | 0.02 |
| Bank of Ireland Group plc | Long | Debt | IE | $260K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $552K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $299K | – | 0.01 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $2M | – | 0.06 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $417K | – | 0.01 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $168K | – | 0.01 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $530K | – | 0.02 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $1M | – | 0.03 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $198K | – | 0.01 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $184K | – | 0.01 |
| Barclays plc | Long | Debt | GB | $1M | – | 0.05 |
| Barclays plc | Long | Debt | GB | $1M | – | 0.05 |
| Bastion Funding I LLC, Series 2023-1A, Class A2 | Long | ABS-other | US | $2M | – | 0.07 |
| BAT Capital Corp. | Long | Debt | US | $932K | – | 0.03 |
| BAT Capital Corp. | Long | Debt | US | $404K | – | 0.01 |
| BAT Capital Corp. | Long | Debt | US | $344K | – | 0.01 |
| Bath & Body Works, Inc. | Long | Debt | US | $958K | – | 0.03 |
| Bath & Body Works, Inc. | Long | Debt | US | $948K | – | 0.03 |
| Bath & Body Works, Inc. | Long | Debt | US | $170K | – | 0.01 |
| Bausch Health Americas, Inc. | Long | Debt | US | $245K | – | 0.01 |
| Bausch Health Americas, Inc. | Long | Debt | US | $64K | – | 0.00 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $1M | – | 0.04 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $205K | – | 0.01 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $24K | – | 0.00 |
| Baxter International, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Baxter International, Inc. | Long | Debt | US | $313K | – | 0.01 |
| Baytex Energy Corp. | Long | Debt | CA | $1M | – | 0.03 |
| BB-UBS Trust, Series 2012-SHOW, Class E | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| BBCMS Mortgage Trust, Series 2016-ETC, Class E | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| Beacon Roofing Supply, Inc. | Long | Debt | US | $766K | – | 0.02 |
| Becton Dickinson & Co. | Long | Debt | US | $191K | – | 0.01 |
| Benin Government International Bond | Long | Debt | BJ | $300K | – | 0.01 |
| Berkshire Hathaway Energy Co. | Long | Debt | US | $182K | – | 0.01 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $550K | – | 0.02 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $121K | – | 0.00 |
| Berry Global, Inc. | Long | Debt | US | $3M | – | 0.10 |
| BHP Billiton Finance USA Ltd. | Long | Debt | AU | $98K | – | 0.00 |
| Big River Steel LLC | Long | Debt | US | $633K | – | 0.02 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $204K | – | 0.01 |
| Bioceanico Sovereign Certificate Ltd. | Long | Debt | KY | $648K | – | 0.02 |
| Biogen, Inc. | Long | Debt | US | $3M | – | 0.11 |
| Black Knight InfoServ LLC | Long | Debt | US | $205K | – | 0.01 |
| Block, Inc. | Long | Debt | US | $6M | – | 0.20 |
| Block, Inc. | Long | Debt | US | $591K | – | 0.02 |
| Blue Racer Midstream LLC | Long | Debt | US | $849K | – | 0.03 |
| Blue Racer Midstream LLC | Long | Debt | US | $218K | – | 0.01 |
| Blue Racer Midstream LLC | Long | Debt | US | $163K | – | 0.01 |
| BMD2 Re-Remic Trust, Series 2019-FRR1, Class 5B13 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $401K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.05 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $781K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $619K | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $440K | – | 0.01 |
| Boeing Co. (The) | Long | Debt | US | $89K | – | 0.00 |
| Boeing Co. (The) | Long | Debt | US | $60K | – | 0.00 |
| Boeing Co. (The) | Long | Debt | US | $33K | – | 0.00 |
| Boeing Co. (The) | Long | Debt | US | $13K | – | 0.00 |
| Bombardier, Inc. | Long | Debt | CA | $964K | – | 0.03 |
| Boost Newco Borrower LLC | Long | Debt | US | $1M | – | 0.04 |
| Boston Gas Co. | Long | Debt | US | $33K | – | 0.00 |
| Boston Scientific Corp. | Long | Debt | US | $770K | – | 0.03 |
| Boyd Gaming Corp. | Long | Debt | US | $522K | – | 0.02 |
| Boyne USA, Inc. | Long | Debt | US | $533K | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $4M | – | 0.12 |
| BP Capital Markets America, Inc. | Long | Debt | US | $701K | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $689K | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $472K | – | 0.02 |
| BP Capital Markets America, Inc. | Long | Debt | US | $113K | – | 0.00 |
| BP Capital Markets America, Inc. | Long | Debt | US | $43K | – | 0.00 |
| BP Capital Markets plc | Long | Debt | GB | $146K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $6M | – | 0.19 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $959K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $765K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $739K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $465K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $442K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $206K | – | 0.01 |
| Bridge Trust, Series 2022-SFR1, Class A | Long | ABS-other | US | $7M | – | 0.23 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class C | Long | ABS-other | US | $5M | – | 0.17 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $2M | – | 0.06 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $2M | – | 0.06 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $713K | – | 0.02 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $586K | – | 0.02 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $567K | – | 0.02 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $544K | – | 0.02 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $517K | – | 0.02 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $317K | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $130K | – | 0.00 |
| British Airways Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $35K | – | 0.00 |
| Broadcom, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Brookfield WEC Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.05 |
| Brooks Automation, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.05 |
| Buckeye Partners LP | Long | Debt | US | $756K | – | 0.02 |
| Buckeye Partners LP | Long | Debt | US | $162K | – | 0.01 |
| Buckeye Partners, 1st Lien Term Loan B | Long | Loan | US | $888K | – | 0.03 |
| Builders FirstSource, Inc. | Long | Debt | US | $2M | – | 0.06 |
| Builders FirstSource, Inc. | Long | Debt | US | $245K | – | 0.01 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $328K | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $808K | – | 0.03 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $516K | – | 0.02 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $269K | – | 0.01 |
| Business Jet Securities LLC, Series 2021-1A, Class A | Long | ABS-other | US | $2M | – | 0.06 |
| Business Jet Securities LLC, Series 2021-1A, Class B | Long | ABS-other | US | $298K | – | 0.01 |
| Business Jet Securities LLC, Series 2021-1A, Class C | Long | ABS-other | US | $110K | – | 0.00 |
| BWX Technologies, Inc. | Long | Debt | US | $531K | – | 0.02 |
| BXG Receivables Note Trust, Series 2020-A, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| BXG Receivables Note Trust, Series 2022-A, Class A | Long | ABS-other | US | $4M | – | 0.12 |
| BXG Receivables Note Trust, Series 2023-A, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| BXP Trust, Series 2017-GM, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Caesars Entertainment, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Caesars Entertainment, Inc. | Long | Debt | US | $908K | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $662K | – | 0.02 |
| Caesars Entertainment, Inc. | Long | Debt | US | $291K | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $914K | – | 0.03 |
| CaixaBank SA | Long | Debt | ES | $854K | – | 0.03 |
| CaixaBank SA | Long | Debt | ES | $835K | – | 0.03 |
| California Resources Corp. | Long | Debt | US | $327K | – | 0.01 |
| Calpine Corp. | Long | Debt | US | $541K | – | 0.02 |
| Calpine Corp. | Long | Debt | US | $405K | – | 0.01 |
| Calpine Corp. | Long | Debt | US | $244K | – | 0.01 |
| Camden Property Trust | Long | Debt | US | $405K | – | 0.01 |
| Camden Property Trust | Long | Debt | US | $117K | – | 0.00 |
| Camelot U.S. Acquisition LLC, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.03 |
| Cameron LNG LLC | Long | Debt | US | $16K | – | 0.00 |
| Campbell Soup Co. | Long | Debt | US | $164K | – | 0.01 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $513K | – | 0.02 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $1M | – | 0.03 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $166K | – | 0.01 |
| Canpack SA | Long | Debt | US | $175K | – | 0.01 |
| Capital One Financial Corp. | Long | Debt | US | $81K | – | 0.00 |
| Cargill, Inc. | Long | Debt | US | $126K | – | 0.00 |
| CarMax Auto Owner Trust, Series 2023-4, Class A3 | Long | ABS-other | US | $732K | – | 0.02 |
| Carnival Corp. | Long | Debt | PA | $919K | – | 0.03 |
| Carnival Corp. | Long | Debt | PA | $550K | – | 0.02 |
| Carnival Corp. | Long | Debt | PA | $424K | – | 0.01 |
| Carnival Corp., 1st Lien Term Loan B | Long | Loan | US | $343K | – | 0.01 |
| Carnival Holdings Bermuda Ltd. | Long | Debt | US | $828K | – | 0.03 |
| Carpenter Technology Corp. | Long | Debt | US | $794K | – | 0.03 |
| Carvana Auto Receivables Trust, Series 2022-P1, Class A4 | Long | ABS-other | US | $3M | – | 0.11 |
| Carvana Auto Receivables Trust, Series 2023-N3, Class C | Long | ABS-other | US | $4M | – | 0.11 |
| Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | Long | ABS-other | US | $2M | – | 0.06 |
| Carvana Auto Receivables Trust, Series 2023-P3, Class A4 | Long | ABS-other | US | $715K | – | 0.02 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK45 | Long | ABS-mortgage backed security | US | $571K | – | 0.02 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98 | Long | ABS-mortgage backed security | US | $742K | – | 0.02 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99 | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK45 | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54 | Long | ABS-mortgage backed security | US | $407K | – | 0.01 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DK45 | Long | ABS-mortgage backed security | US | $350K | – | 0.01 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1 | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Cascade MH Asset Trust, Series 2019-MH1, Class B | Long | ABS-other | US | $357K | – | 0.01 |
| Cascade MH Asset Trust, Series 2021-MH1, Class A1 | Long | ABS-other | US | $652K | – | 0.02 |
| Cascade MH Asset Trust, Series 2022-MH1, Class M | Long | ABS-other | US | $724K | – | 0.02 |
| CCO Holdings LLC | Long | Debt | US | $4M | – | 0.14 |
| CCO Holdings LLC | Long | Debt | US | $2M | – | 0.07 |
| CCO Holdings LLC | Long | Debt | US | $2M | – | 0.06 |
| CCO Holdings LLC | Long | Debt | US | $1M | – | 0.04 |
| CCO Holdings LLC | Long | Debt | US | $825K | – | 0.03 |
| CCO Holdings LLC | Long | Debt | US | $104K | – | 0.00 |
| CD&R Smokey Buyer, Inc. | Long | Debt | US | $600K | – | 0.02 |
| CDK Global, Inc., 1st Lien Term Loan B | Long | Loan | US | $831K | – | 0.03 |
| CDS | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS | Derivative-credit | US | $-71K | – | -0.00 | |
| CDS | Derivative-credit | US | $-78K | – | -0.00 | |
| CDS | Derivative-credit | US | $-90K | – | -0.00 | |
| Cedar Fair LP | Long | Debt | US | $931K | – | 0.03 |
| Cedar Fair LP | Long | Debt | US | $236K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $308K | – | 0.01 |
| Cencora, Inc. | Long | Debt | US | $362K | – | 0.01 |
| Central Garden & Pet Co. | Long | Debt | US | $669K | – | 0.02 |
| Central Garden & Pet Co. | Long | Debt | US | $140K | – | 0.00 |
| CF Industries, Inc. | Long | Debt | US | $583K | – | 0.02 |
| CGI, Inc. | Long | Debt | CA | $155K | – | 0.01 |
| Charles River Laboratories International, Inc. | Long | Debt | US | $109K | – | 0.00 |
| Chart Industries, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Charter Communications Operating LLC | Long | Debt | US | $6M | – | 0.19 |
| Charter Communications Operating LLC | Long | Debt | US | $1M | – | 0.03 |
| Charter Communications Operating LLC | Long | Debt | US | $958K | – | 0.03 |
| Charter Communications Operating LLC | Long | Debt | US | $356K | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $57K | – | 0.00 |
| Charter Communications Operating LLC | Long | Debt | US | $24K | – | 0.00 |
| Charter Communications Operating LLC, 1st Lien Term Loan B-4 | Long | Loan | US | $2M | – | 0.07 |
| Chemours Co. (The) | Long | Debt | US | $1M | – | 0.03 |
| Chemours Co. (The) | Long | Debt | US | $166K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.09 |
| Cheniere Energy Partners LP | Long | Debt | US | $2M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $1M | – | 0.04 |
| Chesapeake Energy Corp. | Long | Debt | US | $1M | – | 0.04 |
| Chesapeake Energy Corp. | Long | Debt | US | $639K | – | 0.02 |
| Chesapeake Energy Corp. | Long | Equity-common | US | $17K | 185 | 0.00 |
| Chord Energy Corp. | Long | Debt | US | $729K | – | 0.02 |
| Ciena Corp. | Long | Debt | US | $273K | – | 0.01 |
| Cigna Group (The) | Long | Debt | US | $465K | – | 0.02 |
| Cigna Group (The) | Long | Debt | US | $112K | – | 0.00 |
| Cincinnati Financial Corp. | Long | Debt | US | $208K | – | 0.01 |
| Cinemark USA, Inc. | Long | Debt | US | $364K | – | 0.01 |
| Cinemark USA, Inc. | Long | Debt | US | $291K | – | 0.01 |
| Citibank NA | Long | Debt | US | $513K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $3M | – | 0.11 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.08 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.06 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $639K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $600K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $529K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $470K | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $355K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $147K | – | 0.00 |
| Citigroup, Inc. | Long | Debt | US | $39K | – | 0.00 |
| Citigroup, Inc., Series CC | Long | Debt | US | $1M | – | 0.05 |
| Citigroup, Inc., Series W | Long | Debt | US | $2M | – | 0.05 |
| Civitas Resources, Inc. | Long | Debt | US | $2M | – | 0.05 |
| Civitas Resources, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Civitas Resources, Inc. | Long | Debt | US | $304K | – | 0.01 |
| Clarios Global LP | Long | Debt | US | $839K | – | 0.03 |
| Clarios Global LP | Long | Debt | US | $427K | – | 0.01 |
| Clarivate Science Holdings Corp. | Long | Debt | US | $238K | – | 0.01 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $2M | – | 0.05 |
| Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $170K | – | 0.01 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $629K | – | 0.02 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $290K | – | 0.01 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $277K | – | 0.01 |
| CNA Financial Corp. | Long | Debt | US | $268K | – | 0.01 |
| CNO Global Funding | Long | Debt | US | $1M | – | 0.03 |
| Coca-Cola Co. (The) | Long | Debt | US | $680K | – | 0.02 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $157K | – | 0.01 |
| Coherent Corp. | Long | Debt | US | $1M | – | 0.04 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $367K | – | 0.01 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $219K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $3M | – | 0.11 |
| Comcast Corp. | Long | Debt | US | $2M | – | 0.07 |
| Comcast Corp. | Long | Debt | US | $2M | – | 0.06 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.05 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.04 |
| Comcast Corp. | Long | Debt | US | $945K | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $622K | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $540K | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $435K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $387K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $358K | – | 0.01 |
| Comision Federal de Electricidad | Long | Debt | MX | $516K | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $467K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $12K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $11K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $11K | – | 0.00 |
| Commonwealth Edison Co. | Long | Debt | US | $424K | – | 0.01 |
| CommScope Technologies LLC | Long | Debt | US | $86K | – | 0.00 |
| CommScope, Inc. | Long | Debt | US | $421K | – | 0.01 |
| Community Health Network, Inc., Series 20-A | Long | Debt | US | $124K | – | 0.00 |
| Community Health Systems, Inc. | Long | Debt | US | $2M | – | 0.06 |
| Community Health Systems, Inc. | Long | Debt | US | $126K | – | 0.00 |
| Community Health Systems, Inc. | Long | Debt | US | $67K | – | 0.00 |
| Comstock Resources, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Comstock Resources, Inc. | Long | Debt | US | $32K | – | 0.00 |
| Conair Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $938K | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Connecticut Light and Power Co. (The) | Long | Debt | US | $36K | – | 0.00 |
| ConocoPhillips Co. | Long | Debt | US | $2M | – | 0.07 |
| ConocoPhillips Co. | Long | Debt | US | $456K | – | 0.01 |
| Consolidated Edison Co. of New York, Inc., Series A | Long | Debt | US | $386K | – | 0.01 |
| Consolidated Edison Co. of New York, Inc., Series E | Long | Debt | US | $192K | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $338K | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $100K | – | 0.00 |
| Constellation Energy Generation LLC | Long | Debt | US | $2M | – | 0.07 |
| Constellation Energy Generation LLC | Long | Debt | US | $1M | – | 0.04 |
| Constellation Energy Generation LLC | Long | Debt | US | $537K | – | 0.02 |
| Constellation Energy Generation LLC | Long | Debt | US | $207K | – | 0.01 |
| Constellation Energy Generation LLC | Long | Debt | US | $183K | – | 0.01 |
| Constellation Energy Generation LLC | Long | Debt | US | $88K | – | 0.00 |
| Constellation Energy Generation LLC | Long | Debt | US | $36K | – | 0.00 |
| Consumers 2023 Securitization Funding LLC, Series A2 | Long | Debt | US | $771K | – | 0.03 |
| Consumers Energy Co. | Long | Debt | US | $348K | – | 0.01 |
| Continental Airlines Pass-Through Trust, Series 2012-2, Class A | Long | Debt | US | $24K | – | 0.00 |
| Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A | Long | ABS-other | US | $820K | – | 0.03 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $49K | – | 0.00 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $25K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $847K | – | 0.03 |
| COPT Defense Properties LP | Long | Debt | US | $88K | – | 0.00 |
| Corebridge Global Funding | Long | Debt | US | $142K | – | 0.00 |
| CoreVest American Finance Trust, Series 2019-1, Class E | Long | ABS-other | US | $516K | – | 0.02 |
| CoreVest American Finance Trust, Series 2019-2, Class E | Long | ABS-other | US | $913K | – | 0.03 |
| CoreVest American Finance Trust, Series 2019-3, Class E | Long | ABS-other | US | $486K | – | 0.02 |
| Corning, Inc. | Long | Debt | US | $57K | – | 0.00 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $241K | – | 0.01 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $196K | – | 0.01 |
| Coterra Energy, Inc. | Long | Debt | US | $29K | – | 0.00 |
| CPS Auto Receivables Trust, Series 2022-C, Class C | Long | ABS-other | US | $992K | – | 0.03 |
| CPS Auto Receivables Trust, Series 2022-D, Class D | Long | ABS-other | US | $1M | – | 0.03 |
| CPS Auto Receivables Trust, Series 2023-A, Class D | Long | ABS-other | US | $726K | – | 0.02 |
| CPS Auto Receivables Trust, Series 2023-D, Class C | Long | ABS-other | US | $4M | – | 0.14 |
| Credit Acceptance Auto Loan Trust | Long | ABS-other | US | $5M | – | 0.16 |
| Credit Acceptance Auto Loan Trust, Series 2021-3A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| Credit Acceptance Auto Loan Trust, Series 2021-4, Class A | Long | ABS-other | US | $336K | – | 0.01 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D | Long | ABS-other | US | $1M | – | 0.03 |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| Credit Acceptance Auto Loan Trust, Series 2023-2A, Class C | Long | ABS-other | US | $2M | – | 0.05 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C | Long | ABS-other | US | $3M | – | 0.09 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class C | Long | ABS-other | US | $5M | – | 0.16 |
| Credit Agricole SA | Long | Debt | FR | $3M | – | 0.11 |
| Credit Agricole SA | Long | Debt | FR | $995K | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $397K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $233K | – | 0.01 |
| Credit One Ltd. | Long | ABS-mortgage backed security | NG | $5M | – | 0.16 |
| Credit Suisse USA LLC | Long | Debt | US | $58K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $2M | – | 0.05 |
| Crown Americas LLC | Long | Debt | US | $336K | – | 0.01 |
| Crown Americas LLC | Long | Debt | US | $12K | – | 0.00 |
| Crown Castle, Inc. | Long | Debt | US | $253K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $330K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $122K | – | 0.00 |
| CSC Holdings LLC, Term Loan B-6 | Long | Loan | US | $1M | – | 0.04 |
| CSL Finance plc | Long | Debt | GB | $1M | – | 0.04 |
| CSMC OA LLC, Series 2014-USA, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| CSMC Trust, Series 2021-JR1, Class A1 | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| CSMC Trust, Series 2022-JR1, Class A1 | Long | ABS-mortgage backed security | US | $424K | – | 0.01 |
| CSX Corp. | Long | Debt | US | $692K | – | 0.02 |
| Cumberland3pk5.33 | Long | ABS-mortgage backed security | US | $10M | – | 0.33 |
| CVR Partners LP | Long | Debt | US | $320K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $927K | – | 0.03 |
| CVS Health Corp. | Long | Debt | US | $710K | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $457K | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $261K | – | 0.01 |
| Dana, Inc. | Long | Debt | US | $573K | – | 0.02 |
| Dana, Inc. | Long | Debt | US | $223K | – | 0.01 |
| Dana, Inc. | Long | Debt | US | $34K | – | 0.00 |
| Danaher Corp. | Long | Debt | US | $188K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $345K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $197K | – | 0.01 |
| Darling Ingredients, Inc. | Long | Debt | US | $831K | – | 0.03 |
| Darling Ingredients, Inc. | Long | Debt | US | $49K | – | 0.00 |
| DataBank Issuer, Series 2021-1A, Class A2 | Long | ABS-other | US | $231K | – | 0.01 |
| DaVita, Inc. | Long | Debt | US | $748K | – | 0.02 |
| DaVita, Inc., 1st Lien Term Loan B | Long | Loan | US | $895K | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $1M | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $856K | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $364K | – | 0.01 |
| Deutsche Bank AG | Long | Debt | DE | $324K | – | 0.01 |
| Deutsche Bank AG | Long | Debt | DE | $323K | – | 0.01 |
| DH Europe Finance II SARL | Long | Debt | LU | $197K | – | 0.01 |
| Diageo Capital plc | Long | Debt | GB | $353K | – | 0.01 |
| Diamond Foreign Asset Co. | Long | Debt | KY | $777K | – | 0.03 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class A | Long | ABS-other | US | $127K | – | 0.00 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class D | Long | ABS-other | US | $109K | – | 0.00 |
| Diamondback Energy, Inc. | Long | Debt | US | $446K | – | 0.01 |
| Directv Financing LLC | Long | Debt | US | $898K | – | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $29K | – | 0.00 |
| DISH DBS Corp. | Long | Debt | US | $1M | – | 0.04 |
| DISH DBS Corp. | Long | Debt | US | $139K | – | 0.00 |
| DISH Network Corp. | Long | Debt | US | $3M | – | 0.09 |
| DLLAA LLC, Series 2023-1A, Class A3 | Long | ABS-other | US | $1M | – | 0.04 |
| DNB Bank ASA | Long | Debt | NO | $354K | – | 0.01 |
| Dominican Republic Government Bond | Long | Debt | DO | $871K | – | 0.03 |
| Dominican Republic Government Bond | Long | Debt | DO | $840K | – | 0.03 |
| Dominican Republic Government Bond | Long | Debt | DO | $386K | – | 0.01 |
| Dominion Energy, Inc., Series A | Long | Debt | US | $639K | – | 0.02 |
| Dominion Energy, Inc., Series B | Long | Debt | US | $423K | – | 0.01 |
| DP Lion Holdco LLC, Series 2023-1A, Class B | Long | ABS-other | US | $1M | – | 0.05 |
| Drive Auto Receivables Trust, Series 2020-2, Class D | Long | ABS-other | US | $355K | – | 0.01 |
| DT Auto Owner Trust, Series 2020-2A, Class D | Long | ABS-other | US | $247K | – | 0.01 |
| DT Auto Owner Trust, Series 2022-3A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| DT Auto Owner Trust, Series 2023-1A, Class D | Long | ABS-other | US | $1M | – | 0.05 |
| DT Auto Owner Trust, Series 2023-2A, Class D | Long | ABS-other | US | $2M | – | 0.05 |
| DT Midstream, Inc. | Long | Debt | US | $1M | – | 0.04 |
| DT Midstream, Inc. | Long | Debt | US | $162K | – | 0.01 |
| DT Midstream, Inc. | Long | Debt | US | $72K | – | 0.00 |
| DTE Electric Co. | Long | Debt | US | $494K | – | 0.02 |
| DTE Electric Co. | Long | Debt | US | $78K | – | 0.00 |
| DTE Electric Securitization Funding II LLC, Series A-2 | Long | Debt | US | $423K | – | 0.01 |
| DTE Energy Co. | Long | Debt | US | $492K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $425K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $256K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $239K | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $729K | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $239K | – | 0.01 |
| Duke Energy Indiana LLC, Series YYY | Long | Debt | US | $84K | – | 0.00 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $618K | – | 0.02 |
| Dun & Bradstreet Corp., 1st Lien Term Loan B-2 | Long | Loan | US | $1M | – | 0.04 |
| DuPont Performance, 1st Lien Term Loan B-6 | Long | Loan | US | $575K | – | 0.02 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $124K | – | 0.00 |
| Dycom Industries, Inc. | Long | Debt | US | $432K | – | 0.01 |
| Eaton Corp. | Long | Debt | US | $373K | – | 0.01 |
| Ecolab, Inc. | Long | Debt | US | $61K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $250K | – | 0.01 |
| Edgewell Personal Care Co. | Long | Debt | US | $530K | – | 0.02 |
| Edgewell Personal Care Co. | Long | Debt | US | $64K | – | 0.00 |
| Edison International | Long | Debt | US | $261K | – | 0.01 |
| Edison International | Long | Debt | US | $99K | – | 0.00 |
| EIDP, Inc. | Long | Debt | US | $310K | – | 0.01 |
| Elanco Animal Health, Inc., 1st Lien Term Loan B | Long | Loan | US | $347K | – | 0.01 |
| Elara HGV Timeshare Issuer LLC, Series 2021-A, Class C | Long | ABS-other | US | $266K | – | 0.01 |
| Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D | Long | ABS-other | US | $94K | – | 0.00 |
| Elastic NV | Long | Debt | NL | $621K | – | 0.02 |
| Electricite de France SA | Long | Debt | FR | $685K | – | 0.02 |
| Electricite de France SA | Long | Debt | FR | $514K | – | 0.02 |
| Element Fleet Management Corp. | Long | Debt | CA | $353K | – | 0.01 |
| Element Solutions, Inc. | Long | Debt | US | $569K | – | 0.02 |
| Eli Lilly & Co. | Long | Debt | US | $683K | – | 0.02 |
| Embarq Corp. | Long | Debt | US | $4K | – | 0.00 |
| Emera US Finance LP | Long | Debt | US | $539K | – | 0.02 |
| Emera US Finance LP | Long | Debt | US | $40K | – | 0.00 |
| Emergent BioSolutions, Inc. | Long | Debt | US | $17K | – | 0.00 |
| Emerson Climate Technologies, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| EMRLD Borrower LP | Long | Debt | US | $1M | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $1M | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $964K | – | 0.03 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $423K | – | 0.01 |
| Encompass Health Corp. | Long | Debt | US | $1M | – | 0.04 |
| Encompass Health Corp. | Long | Debt | US | $170K | – | 0.01 |
| Encompass Health Corp. | Long | Debt | US | $68K | – | 0.00 |
| Enel Finance International NV | Long | Debt | NL | $163K | – | 0.01 |
| Enel SpA, Series 6.5Y | Long | Debt | IT | $3M | – | 0.09 |
| Energizer Holdings, Inc. | Long | Debt | US | $876K | – | 0.03 |
| Energizer Holdings, Inc. | Long | Debt | US | $244K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $962K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $450K | – | 0.01 |
| EnerSys | Long | Debt | US | $594K | – | 0.02 |
| Engie SA | Long | Debt | FR | $932K | – | 0.03 |
| Engie SA | Long | Debt | FR | $710K | – | 0.02 |
| Eni SpA | Long | Debt | IT | $514K | – | 0.02 |
| Eni USA, Inc. | Long | Debt | US | $148K | – | 0.00 |
| EnLink Midstream LLC | Long | Debt | US | $921K | – | 0.03 |
| EnLink Midstream Partners LP | Long | Debt | US | $631K | – | 0.02 |
| EnLink Midstream Partners LP | Long | Debt | US | $355K | – | 0.01 |
| Entegris, Inc. | Long | Debt | US | $679K | – | 0.02 |
| Entegris, Inc. | Long | Debt | US | $430K | – | 0.01 |
| Entegris, Inc. | Long | Debt | US | $160K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $159K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $149K | – | 0.00 |
| Entergy Arkansas LLC | Long | Debt | US | $12K | – | 0.00 |
| Entergy Corp. | Long | Debt | US | $1M | – | 0.04 |
| Entergy Louisiana LLC | Long | Debt | US | $1M | – | 0.04 |
| Entergy Louisiana LLC | Long | Debt | US | $499K | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $398K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $65K | – | 0.00 |
| Entergy Mississippi LLC | Long | Debt | US | $712K | – | 0.02 |
| Entergy Mississippi LLC | Long | Debt | US | $517K | – | 0.02 |
| Entergy Mississippi LLC | Long | Debt | US | $14K | – | 0.00 |
| Entergy Texas Restoration Funding LLC, Series A-2 (Entergy Texas Restoration Funding II LLC) | Long | Debt | US | $191K | – | 0.01 |
| Entergy Texas, Inc. | Long | Debt | US | $431K | – | 0.01 |
| Enterprise Products Operating LLC, Series H | Long | Debt | US | $580K | – | 0.02 |
| Envision Healthcare Corp. | Long | Equity-common | US | $138.01 | 18 | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.04 |
| EQM Midstream Partners LP | Long | Debt | US | $408K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $404K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $358K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $308K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $200K | – | 0.01 |
| Equinix, Inc. | Long | Debt | US | $72K | – | 0.00 |
| EquipmentShare.com, Inc. | Long | Debt | US | $665K | – | 0.02 |
| Equitable Financial Life Global Funding | Long | Debt | US | $23K | – | 0.00 |
| ERAC USA Finance LLC | Long | Debt | US | $199K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $98K | – | 0.00 |
| ERP Operating LP | Long | Debt | US | $180K | – | 0.01 |
| Esab Corp. | Long | Debt | US | $729K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $437K | – | 0.01 |
| Estee Lauder Cos., Inc. (The) | Long | Debt | US | $225K | – | 0.01 |
| Evergy Kansas Central, Inc. | Long | Debt | US | $197K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $312K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $100K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $30K | – | 0.00 |
| Exeter Automobile Receivables Trust, Series 2020-2A, Class D | Long | ABS-other | US | $63K | – | 0.00 |
| Exeter Automobile Receivables Trust, Series 2022-3A, Class D | Long | ABS-other | US | $1M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class E | Long | ABS-other | US | $993K | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class D | Long | ABS-other | US | $1M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2022-6A, Class D | Long | ABS-other | US | $1M | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class C | Long | ABS-other | US | $965K | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class D | Long | ABS-other | US | $1M | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class E | Long | ABS-other | US | $1M | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2024-1A, Class D | Long | ABS-other | US | $9M | – | 0.31 |
| Exeter Automobile Receivables Trust, Series 2024-2A, Class D | Long | ABS-other | US | $5M | – | 0.17 |
| Extra Space Storage LP | Long | Debt | US | $72K | – | 0.00 |
| Exxon Mobil Corp. | Long | Debt | US | $662K | – | 0.02 |
| Exxon Mobil Corp. | Long | Debt | US | $150K | – | 0.00 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $889K | – | 0.03 |
| F&G Global Funding | Long | Debt | US | $9K | – | 0.00 |
| Federal Republic of Nigeria | Long | Debt | NG | $934K | – | 0.03 |
| Federal Republic of Nigeria | Long | Debt | NG | $471K | – | 0.02 |
| Federal Republic of Nigeria | Long | Debt | NG | $250K | – | 0.01 |
| Federal Republic of Nigeria | Long | Debt | NG | $176K | – | 0.01 |
| Federative Republic of Brazil | Long | Debt | BR | $893K | – | 0.03 |
| Federative Republic of Brazil | Long | Debt | BR | $504K | – | 0.02 |
| Fells Point Funding Trust | Long | Debt | US | $1M | – | 0.05 |
| FHF Issuer Trust, Series 2023-2A, Class B | Long | ABS-other | US | $5M | – | 0.15 |
| FHF Issuer Trust, Series 2024-1A, Class B | Long | ABS-other | US | $808K | – | 0.03 |
| FHF Trust, Series 2021-1A, Class A | Long | ABS-other | US | $68K | – | 0.00 |
| FHF Trust, Series 2022-2A, Class A | Long | ABS-other | US | $616K | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.35 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-1, Class MA | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-3, Class M55D | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class MA | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-3, Class M5TW | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-3, Class TTW | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FHLMC UMBS, 20 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $737K | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $834K | – | 0.03 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $688K | – | 0.02 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $446K | – | 0.01 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $988K | – | 0.03 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $832K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2 | Long | ABS-mortgage backed security | US | $969K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X1 | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X3 | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-153, Class A2 | Long | ABS-mortgage backed security | US | $923K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-160, Class A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2 | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X3 | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM | Long | ABS-mortgage backed security | US | $929K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ44, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ48, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KW06, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| FHLMC, REMIC, Series 2708, Class ZD | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLMC, REMIC, Series 4281, Class BC | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLMC, REMIC, Series 4302, Class PA | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLMC, REMIC, Series 4913, Class UA | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FHLMC, REMIC, Series 5028, Class JG | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FHLMC, REMIC, Series 5141, Class AH | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC, REMIC, Series 5155, Class JD | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC, REMIC, Series 5200, Class MA | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FHLMC, REMIC, Series 5200, Class YV | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FHLMC, REMIC, Series 5347 | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FHLMC, Series 2023-MN7, Class M2 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FHLMC, Series 2024-MN8, Class M2 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FHLMC, Series K753, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FHLMC, STRIPS, Series 406 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fidelity & Guaranty Life Holdings, Inc. | Long | Debt | US | $438K | – | 0.01 |
| Finance Department Government of Sharjah | Long | Debt | AE | $779K | – | 0.03 |
| First Investors Auto Owner Trust, Series 2021-2A, Class C | Long | ABS-other | US | $3M | – | 0.08 |
| First Investors Auto Owner Trust, Series 2023-1A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| First Student Bidco, Inc. | Long | Debt | US | $270K | – | 0.01 |
| FirstEnergy Transmission LLC | Long | Debt | US | $1M | – | 0.04 |
| FirstEnergy Transmission LLC | Long | Debt | US | $875K | – | 0.03 |
| FirstKey Homes Trust, Series 2020-SFR1, Class E | Long | ABS-other | US | $2M | – | 0.07 |
| FirstKey Homes Trust, Series 2020-SFR1, Class F1 | Long | ABS-other | US | $2M | – | 0.07 |
| FirstKey Homes Trust, Series 2020-SFR1, Class H | Long | ABS-other | US | $7M | – | 0.22 |
| FirstKey Homes Trust, Series 2020-SFR2, Class E | Long | ABS-other | US | $8M | – | 0.27 |
| FirstKey Homes Trust, Series 2020-SFR2, Class F1 | Long | ABS-other | US | $948K | – | 0.03 |
| FirstKey Homes Trust, Series 2020-SFR2, Class F2 | Long | ABS-other | US | $530K | – | 0.02 |
| FirstKey Homes Trust, Series 2021-SFR1, Class E1 | Long | ABS-other | US | $454K | – | 0.01 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1 | Long | ABS-other | US | $2M | – | 0.05 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F2 | Long | ABS-other | US | $2M | – | 0.07 |
| FirstKey Homes Trust, Series 2021-SFR2, Class E1 | Long | ABS-other | US | $572K | – | 0.02 |
| FirstKey Homes Trust, Series 2021-SFR2, Class E2 | Long | ABS-other | US | $732K | – | 0.02 |
| FirstKey Homes Trust, Series 2022-SFR1, Class E1 | Long | ABS-other | US | $3M | – | 0.10 |
| FirstKey Homes Trust, Series 2022-SFR1, Class E2 | Long | ABS-other | US | $3M | – | 0.09 |
| FirstKey Homes Trust, Series 2022-SFR2, Class E2 | Long | ABS-other | US | $452K | – | 0.01 |
| FirstKey Homes Trust, Series 2022-SFR3, Class D | Long | ABS-other | US | $1M | – | 0.04 |
| FirstKey Homes Trust, Series 2022-SFR3, Class E1 | Long | ABS-other | US | $4M | – | 0.14 |
| Fiserv, Inc. | Long | Debt | US | $163K | – | 0.01 |
| Flagship Credit Auto Trust, Series 2020-4, Class D | Long | ABS-other | US | $267K | – | 0.01 |
| Flagship Credit Auto Trust, Series 2021-4, Class C | Long | ABS-other | US | $472K | – | 0.02 |
| Flagship Credit Auto Trust, Series 2023-2, Class C | Long | ABS-other | US | $534K | – | 0.02 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $14K | – | 0.00 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $12K | – | 0.00 |
| Florida Power & Light Co. | Long | Debt | US | $377K | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $45K | – | 0.00 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class B | Long | ABS-other | US | $2M | – | 0.05 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class A | Long | ABS-other | US | $7M | – | 0.22 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class B | Long | ABS-other | US | $566K | – | 0.02 |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class B | Long | ABS-other | US | $997K | – | 0.03 |
| FMC GMSR Issuer Trust, Series 2024-SAT1, Class A | Long | ABS-other | US | $7M | – | 0.22 |
| FMG Resources August 2006 Pty. Ltd. | Long | Debt | AU | $131K | – | 0.00 |
| FMG Resources August 2006 Pty. Ltd. | Long | Debt | AU | $95K | – | 0.00 |
| FNMA ACES, Series 2017-M3, Class A2 | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| FNMA ACES, Series 2020-M53, Class A2 | Long | ABS-mortgage backed security | US | $967K | – | 0.03 |
| FNMA ACES, Series 2021-M11, Class A2 | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| FNMA ACES, Series 2021-M15, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA ACES, Series 2021-M3, Class 1A1 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA ACES, Series 2021-M3, Class X1 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA ACES, Series 2022-M1, Class A1 | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| FNMA ACES, Series 2022-M13, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA ACES, Series 2022-M1G, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA ACES, Series 2022-M2S, Class A1 | Long | ABS-mortgage backed security | US | $921K | – | 0.03 |
| FNMA ACES, Series 2022-M3, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA ACES, Series 2022-M8, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA ACES, Series 2023-M2, Class PT | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA ACES, Series 2023-M8, Class A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 15 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.47 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.39 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.39 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.36 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $920K | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $851K | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $715K | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $514K | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, Grantor Trust, Series 2017-T1, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $19M | – | 0.63 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $19M | – | 0.62 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.47 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.40 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.33 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $976K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $968K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $963K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $953K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $934K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $928K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $914K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $912K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $901K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $884K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $870K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $864K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $842K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $832K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $795K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $794K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $783K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $751K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $748K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $717K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $682K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $679K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $658K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $654K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $640K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $610K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $596K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $525K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $402K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2003-7, Class FA | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA, REMIC, Series 2005-110, Class TY | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA, REMIC, Series 2007-89, Class F | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA, REMIC, Series 2011-112, Class PB | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA, REMIC, Series 2013-108, Class GU | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| FNMA, REMIC, Series 2014-57, Class PE | Long | ABS-mortgage backed security | US | $893K | – | 0.03 |
| FNMA, REMIC, Series 2019-25, Class PB | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FNMA, REMIC, Series 2021-14, Class CB | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $70M | – | 2.28 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $34M | – | 1.09 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $32M | – | 1.05 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $15M | – | 0.49 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.44 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ford Motor Co. | Long | Debt | US | $2M | – | 0.06 |
| Ford Motor Co. | Long | Debt | US | $938K | – | 0.03 |
| Ford Motor Co. | Long | Debt | US | $307K | – | 0.01 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.04 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.04 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $869K | – | 0.03 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $576K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $222K | – | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-90K | – | -0.00 | ||
| Foundation Finance Trust, Series 2020-1A, Class B | Long | ABS-other | US | $292K | – | 0.01 |
| Foundation Finance Trust, Series 2020-1A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| Foundation Finance Trust, Series 2021-1A, Class C | Long | ABS-other | US | $385K | – | 0.01 |
| Foundation Finance Trust, Series 2023-1A, Class D | Long | ABS-other | US | $2M | – | 0.06 |
| FREED ABS Trust, Series 2021-2, Class C | Long | ABS-other | US | $26K | – | 0.00 |
| FREED ABS Trust, Series 2022-1FP, Class D | Long | ABS-other | US | $679K | – | 0.02 |
| FREED ABS Trust, Series 2022-3FP, Class C | Long | ABS-other | US | $431K | – | 0.01 |
| FREED ABS Trust, Series 2022-4FP, Class C | Long | ABS-other | US | $1M | – | 0.03 |
| Freeport-McMoRan, Inc. | Long | Debt | US | $221K | – | 0.01 |
| Freeport-McMoRan, Inc. | Long | Debt | US | $178K | – | 0.01 |
| FREMF Mortgage Trust, Series 19K-1510, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FREMF Mortgage Trust, Series 2015-K44, Class B | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FREMF Mortgage Trust, Series 2015-K45, Class B | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| FREMF Mortgage Trust, Series 2015-K48, Class B | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| FREMF Mortgage Trust, Series 2015-K50, Class B | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| FREMF Mortgage Trust, Series 2015-K51, Class B | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| FREMF Mortgage Trust, Series 2016-K52, Class B | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| FREMF Mortgage Trust, Series 2016-K53, Class C | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FREMF Mortgage Trust, Series 2016-K57, Class B | Long | ABS-mortgage backed security | US | $960K | – | 0.03 |
| FREMF Mortgage Trust, Series 2017-K68, Class D (FREMF 17-K68 Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FREMF Mortgage Trust, Series 2017-K69, Class D (FREMF 2017-K69 Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| FREMF Mortgage Trust, Series 2017-K69, Class X2B (FREMF 2017-K69 Mortgage Trust) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-K729, Class B | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-K157, Class C (FREMF 2018-K1507 Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FREMF Mortgage Trust, Series 2018-K80, Class B | Long | ABS-mortgage backed security | US | $941K | – | 0.03 |
| FREMF Mortgage Trust, Series 2018-K81, Class D (FREMF 2018-K081 Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FREMF Mortgage Trust, Series 2018-K82, Class D (FREMF 2018-K082 Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FREMF Mortgage Trust, Series 2018-K82, Class X2A (FREMF 2018-K082 Mortgage Trust) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-K82, Class X2B (FREMF 2018-K082 Mortgage Trust) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-K84, Class D (FREMF 2018-K84 Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FREMF Mortgage Trust, Series 2018-KBX1, Class B | Long | ABS-mortgage backed security | US | $445K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-KL3W, Class CW | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K88, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREMF Mortgage Trust, Series 2019-K92, Class D (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2A (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $456K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2B (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KW10, Class C (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2A (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2B (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K105, Class D (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2A (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $408K | – | 0.01 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2B (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K116, Class D (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| FREMF Mortgage Trust, Series 2020-K116, Class X2A (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $534K | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-K116, Class X2B (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K122, Class D (FREMF 2020-K122 Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FREMF Mortgage Trust, Series 2020-K122, Class X2B (FREMF 2020-K122 Mortgage Trust) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FREMF Mortgage Trust, Series 2021-KHG3, Class BFX | Long | ABS-mortgage backed security | US | $839K | – | 0.03 |
| Frontier Communications Holdings LLC | Long | Debt | US | $229K | – | 0.01 |
| FRR Re-REMIC Trust, Series 2018-C1, Class CK43 | Long | ABS-mortgage backed security | US | $575K | – | 0.02 |
| FRTKL, Series 2021-SFR1, Class D | Long | ABS-other | US | $901K | – | 0.03 |
| Gabonese Republic | Long | Debt | GA | $471K | – | 0.02 |
| GAM Re-REMIC Trust, Series 2021-FRR1, Class 1B | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| GAM Re-REMIC Trust, Series 2022-FRR3, Class BK89 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Gannett Holdings LLC | Long | Debt | US | $519K | – | 0.02 |
| Gap, Inc. (The) | Long | Debt | US | $372K | – | 0.01 |
| Garda World Security Corp. | Long | Debt | CA | $670K | – | 0.02 |
| General Mills, Inc. | Long | Debt | US | $166K | – | 0.01 |
| General Motors Co. | Long | Debt | US | $24K | – | 0.00 |
| General Motors Financial Co., Inc. | Long | Debt | US | $947K | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $568K | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $567K | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $85K | – | 0.00 |
| General Motors Financial Co., Inc. | Long | Debt | US | $75K | – | 0.00 |
| General Motors Financial Co., Inc. | Long | Debt | US | $34K | – | 0.00 |
| Genesee & Wyoming, Inc., 1st Lien Term Loan B | Long | Loan | US | $534K | – | 0.02 |
| Genesis Energy LP | Long | Debt | US | $633K | – | 0.02 |
| Genesis Energy LP | Long | Debt | US | $392K | – | 0.01 |
| Genesys Cloud Services Holdings, 1st Lien Term Loan B | Long | Loan | US | $2M | – | 0.05 |
| Georgia Power Co. | Long | Debt | US | $497K | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $679K | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $672K | – | 0.02 |
| GFL Environmental, Inc. | Long | Debt | CA | $235K | – | 0.01 |
| GFL Environmental, Inc. | Long | Debt | CA | $103K | – | 0.00 |
| GFL Environmental, Inc. | Long | Debt | CA | $54K | – | 0.00 |
| Gilead Sciences, Inc. | Long | Debt | US | $938K | – | 0.03 |
| Gilead Sciences, Inc. | Long | Debt | US | $580K | – | 0.02 |
| Gilead Sciences, Inc. | Long | Debt | US | $422K | – | 0.01 |
| Gilead Sciences, Inc. | Long | Debt | US | $360K | – | 0.01 |
| Gilead Sciences, Inc. | Long | Debt | US | $267K | – | 0.01 |
| Gilead Sciences, Inc. | Long | Debt | US | $218K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $4M | – | 0.14 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.07 |
| Glencore Funding LLC | Long | Debt | US | $366K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $38K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $31K | – | 0.00 |
| Global Infrastructure Solutions, Inc. | Long | Debt | US | $967K | – | 0.03 |
| Global Payments, Inc. | Long | Debt | US | $143K | – | 0.00 |
| GLS Auto Receivables Issuer Trust, Series 2021-2A, Class E | Long | ABS-other | US | $1M | – | 0.05 |
| GLS Auto Receivables Issuer Trust, Series 2022-1A, Class D | Long | ABS-other | US | $4M | – | 0.13 |
| GLS Auto Receivables Issuer Trust, Series 2023-1A, Class E | Long | ABS-other | US | $2M | – | 0.05 |
| GLS Auto Receivables Issuer Trust, Series 2023-2A, Class E | Long | ABS-other | US | $2M | – | 0.07 |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $2M | – | 0.07 |
| GLS Auto Select Receivables Trust, Series 2024-1A, Class B | Long | ABS-other | US | $992K | – | 0.03 |
| GLS Auto Select Receivables Trust, Series 2024-1A, Class C | Long | ABS-other | US | $298K | – | 0.01 |
| GLS Auto Select Receivables Trust, Series 2024-1A, Class D | Long | ABS-other | US | $709K | – | 0.02 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GNMA II | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| GNMA II | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| GNMA II | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| GNMA II | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| GNMA II | Long | ABS-mortgage backed security | US | $875K | – | 0.03 |
| GNMA II | Long | ABS-mortgage backed security | US | $830K | – | 0.03 |
| GNMA II | Long | ABS-mortgage backed security | US | $803K | – | 0.03 |
| GNMA II | Long | ABS-mortgage backed security | US | $491K | – | 0.02 |
| GNMA II | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| GNMA II | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $989K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $930K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $909K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $808K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $803K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $733K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $686K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $651K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $639K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $585K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $531K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $515K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $30M | – | 0.98 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.35 |
| GNMA, Series 2010-14, Class FH | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| GNMA, Series 2010-61, Class FK | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GNMA, Series 2010-H24, Class FA | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA, Series 2012-13, Class FQ | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GNMA, Series 2012-61, Class FM | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| GNMA, Series 2014-H03, Class FA | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2015-H02, Class FA | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| GNMA, Series 2015-H05, Class FC | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| GNMA, Series 2020-165, Class UD | Long | ABS-mortgage backed security | US | $525K | – | 0.02 |
| GNMA, Series 2021-H14, Class CF | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Go Daddy Operating Co. LLC | Long | Debt | US | $496K | – | 0.02 |
| Go Daddy Operating Co. LLC | Long | Debt | US | $156K | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $5M | – | 0.17 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $3M | – | 0.10 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.07 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.06 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $801K | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $695K | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $674K | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $139K | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $119K | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $114K | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $14K | – | 0.00 |
| Goldman Sachs Group, Inc. (The), Series X | Long | Debt | US | $4M | – | 0.14 |
| Goodman US Finance Three LLC | Long | Debt | US | $546K | – | 0.02 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $1M | – | 0.04 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $597K | – | 0.02 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $115K | – | 0.00 |
| Graham Packaging Co., Inc., 1st Lien Term Loan | Long | Loan | US | $855K | – | 0.03 |
| Graphic Packaging International LLC | Long | Debt | US | $164K | – | 0.01 |
| Graphic Packaging International LLC | Long | Debt | US | $105K | – | 0.00 |
| Gray Oak Pipeline LLC | Long | Debt | US | $457K | – | 0.01 |
| Gray Television, Inc. | Long | Debt | US | $715K | – | 0.02 |
| Gray Television, Inc. | Long | Debt | US | $75K | – | 0.00 |
| Gray Television, Inc. | Long | Debt | US | $57K | – | 0.00 |
| Great Ajax Operating Partnership LP, Series QIB | Long | Debt | US | $960K | – | 0.03 |
| Great-West Lifeco Finance 2018 LP | Long | Debt | US | $17K | – | 0.00 |
| Greenko Dutch BV | Long | Debt | NL | $342K | – | 0.01 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $411K | – | 0.01 |
| Griffon Corp. | Long | Debt | US | $894K | – | 0.03 |
| Grifols SA | Long | Debt | ES | $174K | – | 0.01 |
| Group 1 Automotive, Inc. | Long | Debt | US | $441K | – | 0.01 |
| GS Mortgage Securities Corp. II, Series 2023-SHIP, Class A | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| GS Mortgage-Backed Securities Corp. Trust, Series 2021-RPL1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GTCR W Merger Sub LLC, 1st Lien Term Loan B | Long | Loan | US | $748K | – | 0.02 |
| Guara Norte SARL | Long | Debt | LU | $467K | – | 0.02 |
| Guardian Life Global Funding | Long | Debt | US | $512K | – | 0.02 |
| Gulfport Energy Corp. | Long | Debt | US | $963K | – | 0.03 |
| Hackensack Meridian Health, Inc., Series 2020 | Long | Debt | US | $35K | – | 0.00 |
| Hanesbrands, Inc. | Long | Debt | US | $126K | – | 0.00 |
| Harvest Midstream I LP | Long | Debt | US | $537K | – | 0.02 |
| Hasbro, Inc. | Long | Debt | US | $14K | – | 0.00 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $174K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $4M | – | 0.12 |
| HCA, Inc. | Long | Debt | US | $2M | – | 0.06 |
| HCA, Inc. | Long | Debt | US | $922K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $902K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $894K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $774K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $767K | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $566K | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $279K | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Healthcare Realty Holdings LP | Long | Debt | US | $608K | – | 0.02 |
| Healthpeak OP LLC | Long | Debt | US | $77K | – | 0.00 |
| Healthpeak OP LLC | Long | Debt | US | $56K | – | 0.00 |
| Herc Holdings, Inc. | Long | Debt | US | $798K | – | 0.03 |
| Hercules Achievement, Inc., 1st Lien Term Loan B | Long | Loan | US | $275K | – | 0.01 |
| Hertz Corp. (The) | Long | Debt | US | $668K | – | 0.02 |
| Hertz Vehicle Financing LLC, Series 2023-3A, Class A (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| Hess Corp. | Long | Debt | US | $1M | – | 0.04 |
| Hess Midstream Operations LP | Long | Debt | US | $264K | – | 0.01 |
| Hess Midstream Operations LP | Long | Debt | US | $104K | – | 0.00 |
| HGI CRE CLO Ltd., Series 2022-FL3, Class B | Long | ABS-collateralized bond/debt obligation | KY | $982K | – | 0.03 |
| HGI CRE CLO Ltd., Series 2022-FL3, Class E | Long | ABS-collateralized bond/debt obligation | KY | $642K | – | 0.02 |
| High Street Funding Trust I | Long | Debt | US | $602K | – | 0.02 |
| Hilcorp Energy I LP | Long | Debt | US | $1M | – | 0.04 |
| Hillenbrand, Inc. | Long | Debt | US | $848K | – | 0.03 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $1M | – | 0.04 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $313K | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $282K | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $25K | – | 0.00 |
| Hilton Grand Vacations Trust, Series 2020-AA, Class C | Long | ABS-other | US | $136K | – | 0.00 |
| Hilton Grand Vacations Trust, Series 2022-1D, Class D | Long | ABS-other | US | $193K | – | 0.01 |
| Hilton Grand Vacations Trust, Series 2022-2A, Class D | Long | ABS-other | US | $351K | – | 0.01 |
| Hilton Grand Vacations Trust, Series 2024-1B, Class D | Long | ABS-other | US | $5M | – | 0.16 |
| HIN Timeshare Trust, Series 2020-A, Class D | Long | ABS-other | US | $456K | – | 0.01 |
| HIN Timeshare Trust, Series 2020-A, Class E | Long | ABS-other | US | $1M | – | 0.04 |
| HINNT LLC, Series 2022-A, Class D | Long | ABS-other | US | $438K | – | 0.01 |
| HINNT LLC, Series 2022-A, Class E | Long | ABS-other | US | $2M | – | 0.06 |
| HINNT LLC, Series 2024-A, Class D | Long | ABS-other | US | $2M | – | 0.08 |
| HINNT LLC, Series 2024-A, Class E | Long | ABS-other | US | $2M | – | 0.08 |
| Hologic, Inc. | Long | Debt | US | $540K | – | 0.02 |
| Home Depot, Inc. (The) | Long | Debt | US | $623K | – | 0.02 |
| Home Depot, Inc. (The) | Long | Debt | US | $591K | – | 0.02 |
| Home Depot, Inc. (The) | Long | Debt | US | $523K | – | 0.02 |
| Home Depot, Inc. (The) | Long | Debt | US | $252K | – | 0.01 |
| Home Partners of America Trust, Series 2019-2, Class A | Long | ABS-other | US | $5M | – | 0.18 |
| Home Partners of America Trust, Series 2021-2, Class F | Long | ABS-other | US | $8M | – | 0.27 |
| Home Partners of America Trust, Series 2021-3, Class D | Long | ABS-other | US | $3M | – | 0.11 |
| Home Partners of America Trust, Series 2022-1, Class D | Long | ABS-other | US | $888K | – | 0.03 |
| Home RE Ltd., Series 2022-1, Class M1C | Long | ABS-mortgage backed security | BM | $802K | – | 0.03 |
| Honeywell International, Inc. | Long | Debt | US | $630K | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $5M | – | 0.17 |
| HSBC Holdings plc | Long | Debt | GB | $5M | – | 0.16 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.03 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.03 |
| HSBC Holdings plc | Long | Debt | GB | $419K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $302K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $264K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $246K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $208K | – | 0.01 |
| Hub International Ltd., 1st Lien Term Loan | Long | Loan | US | $730K | – | 0.02 |
| Hudson Yards Mortgage Trust, Series 2019-30HY, Class A | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Hughes Satellite Systems Corp. | Long | Debt | US | $125K | – | 0.00 |
| Hughes Satellite Systems Corp. | Long | Debt | US | $88K | – | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $212K | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $193K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $865K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $187K | – | 0.01 |
| Icahn Enterprises LP | Long | Debt | US | $289K | – | 0.01 |
| Icahn Enterprises LP | Long | Debt | US | $247K | – | 0.01 |
| iHeartCommunications, Inc. | Long | Debt | US | $918K | – | 0.03 |
| iHeartCommunications, Inc. | Long | Debt | US | $144K | – | 0.00 |
| iHeartCommunications, Inc. | Long | Debt | US | $9K | – | 0.00 |
| Illinois Tool Works, Inc. | Long | Debt | US | $12K | – | 0.00 |
| Imola Merger Corp. | Long | Debt | US | $689K | – | 0.02 |
| INEOS Finance plc | Long | Debt | GB | $397K | – | 0.01 |
| Ineos US Finance LLC, 1st Lien Term Loan B | Long | Loan | US | $748K | – | 0.02 |
| Insulet Corp., 1st Lien Term Loan B | Long | Loan | US | $137K | – | 0.00 |
| Intel Corp. | Long | Debt | US | $901K | – | 0.03 |
| Intelsat Jackson Holdings SA | Long | Debt | LU | $2M | – | 0.05 |
| Intelsat SA | Long | Equity-common | LU | $10K | 270 | 0.00 |
| Interchile SA | Long | Debt | CL | $166K | – | 0.01 |
| Interface, Inc. | Long | Debt | US | $151K | – | 0.00 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $4M | – | 0.12 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $449K | – | 0.01 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $150K | – | 0.00 |
| Intuit, Inc. | Long | Debt | US | $579K | – | 0.02 |
| Intuit, Inc. | Long | Debt | US | $540K | – | 0.02 |
| IQVIA, Inc. | Long | Debt | US | $515K | – | 0.02 |
| IQVIA, Inc. | Long | Debt | US | $194K | – | 0.01 |
| Iridium Communications, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.03 |
| Iron Mountain, Inc. | Long | Debt | US | $579K | – | 0.02 |
| Iron Mountain, Inc. | Long | Debt | US | $439K | – | 0.01 |
| Istanbul Metropolitan Municipality | Long | Debt | TR | $536K | – | 0.02 |
| ITC Holdings Corp. | Long | Debt | US | $1M | – | 0.04 |
| ITC Holdings Corp. | Long | Debt | US | $426K | – | 0.01 |
| ITC Holdings Corp. | Long | Debt | US | $354K | – | 0.01 |
| ITC Holdings Corp. | Long | Debt | US | $295K | – | 0.01 |
| JBS USA Holding Lux Sarl | Long | Debt | LU | $739K | – | 0.02 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $264K | – | 0.01 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $263K | – | 0.01 |
| JELD-WEN, Inc. | Long | Debt | US | $679K | – | 0.02 |
| John Deere Capital Corp. | Long | Debt | US | $394K | – | 0.01 |
| John Deere Owner Trust, Series 2023-B, Class A4 | Long | ABS-other | US | $2M | – | 0.07 |
| JPMCC Re-REMIC Trust, Series 2015-FRR2, Class AK39 | Long | ABS-mortgage backed security | US | $930K | – | 0.03 |
| JPMorgan U.S. Government Money Market Fund, Class IM | Long | Short-term investment vehicle | US | $419M | 419M | 13.60 |
| KBC Group NV | Long | Debt | BE | $2M | – | 0.05 |
| KBR, Inc., 1st Lien Term Loan B | Long | Loan | US | $921K | – | 0.03 |
| KDC US Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $425K | – | 0.01 |
| Kennedy-Wilson, Inc. | Long | Debt | US | $64K | – | 0.00 |
| Kentucky Utilities Co. | Long | Debt | US | $381K | – | 0.01 |
| Kenvue, Inc. | Long | Debt | US | $289K | – | 0.01 |
| Keurig Dr Pepper, Inc., Series 10 | Long | Debt | US | $685K | – | 0.02 |
| Keurig Dr. Pepper, Inc. (Keurig Dr Pepper, Inc.) | Long | Debt | US | $37K | – | 0.00 |
| KeyCorp | Long | Debt | US | $1M | – | 0.05 |
| Kinetik Holdings LP | Long | Debt | US | $3M | – | 0.10 |
| Kinetik Holdings LP | Long | Debt | US | $1M | – | 0.04 |
| Kingdom of Bahrain | Long | Debt | BH | $553K | – | 0.02 |
| Kingdom of Morocco | Long | Debt | MA | $204K | – | 0.01 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $965K | – | 0.03 |
| KLA Corp. | Long | Debt | US | $426K | – | 0.01 |
| KLA Corp. | Long | Debt | US | $197K | – | 0.01 |
| KLA Corp. | Long | Debt | US | $93K | – | 0.00 |
| Knife River Corp. | Long | Debt | US | $827K | – | 0.03 |
| L3Harris Technologies, Inc. | Long | Debt | US | $215K | – | 0.01 |
| LABL, Inc. | Long | Debt | US | $519K | – | 0.02 |
| Lamar Media Corp. | Long | Debt | US | $540K | – | 0.02 |
| Lamar Media Corp. | Long | Debt | US | $200K | – | 0.01 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $715K | – | 0.02 |
| Lear Corp. | Long | Debt | US | $8K | – | 0.00 |
| Lending Funding Trust, Series 2020-2A, Class A | Long | ABS-other | US | $4M | – | 0.11 |
| Lending Funding Trust, Series 2020-2A, Class D | Long | ABS-other | US | $4M | – | 0.12 |
| Lendingpoint Asset Securitization Trust, Series 2022-A, Class D | Long | ABS-other | US | $706K | – | 0.02 |
| Lendmark Funding Trust, Series 2021-1A, Class A | Long | ABS-other | US | $770K | – | 0.03 |
| Lendmark Funding Trust, Series 2021-1A, Class D | Long | ABS-other | US | $3M | – | 0.08 |
| Lendmark Funding Trust, Series 2021-2A, Class B | Long | ABS-other | US | $1M | – | 0.04 |
| Lendmark Funding Trust, Series 2021-2A, Class D | Long | ABS-other | US | $6M | – | 0.19 |
| Lendmark Funding Trust, Series 2022-1A, Class E | Long | ABS-other | US | $5M | – | 0.16 |
| Lendmark Funding Trust, Series 2023-1A, Class D | Long | ABS-other | US | $544K | – | 0.02 |
| LHOME Mortgage Trust, Series 2023-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| LHOME Mortgage Trust, Series 2023-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| LHOME Mortgage Trust, Series 2023-RTL4, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Lithia Motors, Inc. | Long | Debt | US | $428K | – | 0.01 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $346K | – | 0.01 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $2K | – | 0.00 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.04 |
| Lloyds Banking Group plc | Long | Debt | GB | $379K | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $349K | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $196K | – | 0.01 |
| Lockheed Martin Corp. | Long | Debt | US | $525K | – | 0.02 |
| Lockheed Martin Corp. | Long | Debt | US | $90K | – | 0.00 |
| Lowe's Cos., Inc. | Long | Debt | US | $1M | – | 0.04 |
| Lowe's Cos., Inc. | Long | Debt | US | $138K | – | 0.00 |
| LP LMS Asset Securitization Trust, Series 2023-1A, Class A | Long | ABS-other | US | $471K | – | 0.02 |
| LP LMS Asset Securitization Trust, Series 2023-1A, Class B | Long | ABS-other | US | $1M | – | 0.05 |
| Lumen Technologies, Inc. | Long | Debt | US | $273K | – | 0.01 |
| Lumen Technologies, Inc. | Long | Debt | US | $272K | – | 0.01 |
| Lumen Technologies, Inc. | Long | Debt | US | $46K | – | 0.00 |
| LYB International Finance III LLC | Long | Debt | US | $287K | – | 0.01 |
| Macquarie Group Ltd. | Long | Debt | AU | $196K | – | 0.01 |
| Macy's Retail Holdings LLC | Long | Debt | US | $419K | – | 0.01 |
| Madison IAQ LLC | Long | Debt | US | $1M | – | 0.04 |
| Madison IAQ LLC, 1st Lien Term Loan | Long | Loan | US | $689K | – | 0.02 |
| Manulife Financial Corp. | Long | Debt | CA | $41K | – | 0.00 |
| Mariner Finance Issuance Trust, Series 2019-AA, Class D | Long | ABS-other | US | $1M | – | 0.04 |
| Mariner Finance Issuance Trust, Series 2020-AA, Class D | Long | ABS-other | US | $2M | – | 0.06 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class B | Long | ABS-other | US | $1M | – | 0.04 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class C | Long | ABS-other | US | $328K | – | 0.01 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class D | Long | ABS-other | US | $574K | – | 0.02 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class E | Long | ABS-other | US | $5M | – | 0.17 |
| Mariner Finance Issuance Trust, Series 2021-BA, Class E | Long | ABS-other | US | $5M | – | 0.16 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class D | Long | ABS-other | US | $662K | – | 0.02 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class E | Long | ABS-other | US | $3M | – | 0.10 |
| Mariner Finance Issuance Trust, Series 2023-AA, Class E | Long | ABS-other | US | $2M | – | 0.05 |
| Marlette Funding Trust, Series 2023-1A, Class C | Long | ABS-mortgage backed security | US | $992K | – | 0.03 |
| Marlette Funding Trust, Series 2023-2A, Class C | Long | ABS-other | US | $378K | – | 0.01 |
| Marsh & McLennan Cos., Inc. | Long | Debt | US | $295K | – | 0.01 |
| Martin Marietta Materials, Inc. | Long | Debt | US | $248K | – | 0.01 |
| Marvell Technology, Inc. | Long | Debt | US | $560K | – | 0.02 |
| Marvell Technology, Inc. | Long | Debt | US | $73K | – | 0.00 |
| Masco Corp. | Long | Debt | US | $109K | – | 0.00 |
| MasTec, Inc. | Long | Debt | US | $599K | – | 0.02 |
| Matador Resources Co. | Long | Debt | US | $858K | – | 0.03 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $1M | – | 0.04 |
| McDonald's Corp. | Long | Debt | US | $417K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $2M | – | 0.07 |
| Medline Borrower LP | Long | Debt | US | $406K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $52K | – | 0.00 |
| Medline Borrower LP, 1st Lien Term Loan B | Long | Loan | US | $206K | – | 0.01 |
| MEG Energy Corp. | Long | Debt | CA | $417K | – | 0.01 |
| Memorial Health Services | Long | Debt | US | $388K | – | 0.01 |
| Merchants Fleet Funding LLC, Series 2023-1A, Class A | Long | ABS-other | US | $4M | – | 0.12 |
| Merck & Co., Inc. | Long | Debt | US | $401K | – | 0.01 |
| Merck & Co., Inc. | Long | Debt | US | $220K | – | 0.01 |
| Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A | Long | ABS-other | US | $3M | – | 0.08 |
| Meta Platforms, Inc. | Long | Debt | US | $522K | – | 0.02 |
| Meta Platforms, Inc. | Long | Debt | US | $209K | – | 0.01 |
| MetLife, Inc. | Long | Debt | US | $320K | – | 0.01 |
| MetLife, Inc. | Long | Debt | US | $272K | – | 0.01 |
| Metropolitan Life Global Funding I | Long | Debt | US | $867K | – | 0.03 |
| MGM Resorts International | Long | Debt | US | $714K | – | 0.02 |
| MGM Resorts International | Long | Debt | US | $675K | – | 0.02 |
| MGM Resorts International | Long | Debt | US | $344K | – | 0.01 |
| MH Sub I LLC, 1st Lien Term Loan B | Long | Loan | US | $747K | – | 0.02 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class F | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| Microsoft Corp. | Long | Debt | US | $187K | – | 0.01 |
| Microsoft Corp. | Long | Debt | US | $185K | – | 0.01 |
| Mid-America Apartments LP | Long | Debt | US | $97K | – | 0.00 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $411K | – | 0.01 |
| MidAmerican Energy Co. | Long | Debt | US | $113K | – | 0.00 |
| MidAmerican Energy Co. | Long | Debt | US | $43K | – | 0.00 |
| Mileage Plus Holdings LLC | Long | Debt | US | $1M | – | 0.03 |
| Mississippi Power Co., Series 12-A | Long | Debt | US | $198K | – | 0.01 |
| Miter Brands Acquisition Holdco, Inc. | Long | Debt | US | $680K | – | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $977K | – | 0.03 |
| Mitsubishi UFJ Financial Group, Inc., Series 8NC7 | Long | Debt | JP | $201K | – | 0.01 |
| MIWD Holdco II LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $503K | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $587K | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $274K | – | 0.01 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $4M | – | 0.12 |
| Molson Coors Beverage Co. | Long | Debt | US | $152K | – | 0.00 |
| Monongahela Power Co. | Long | Debt | US | $213K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $849K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $734K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $377K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $331K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $322K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $313K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $312K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $279K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $258K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $213K | – | 0.01 |
| MPLX LP | Long | Debt | US | $1M | – | 0.04 |
| MPLX LP | Long | Debt | US | $401K | – | 0.01 |
| MPLX LP | Long | Debt | US | $47K | – | 0.00 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | Long | ABS-mortgage backed security | US | $10M | – | 0.34 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10 | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| MultiCare Health System | Long | Debt | US | $6K | – | 0.00 |
| Mutual of Omaha Cos. Global Funding | Long | Debt | US | $301K | – | 0.01 |
| MV24 Capital BV | Long | Debt | NL | $453K | – | 0.01 |
| MVW LLC, Series 2019-2A, Class B | Long | ABS-other | US | $36K | – | 0.00 |
| MVW LLC, Series 2020-1A, Class C | Long | ABS-other | US | $78K | – | 0.00 |
| MVW LLC, Series 2020-1A, Class D | Long | ABS-other | US | $790K | – | 0.03 |
| MVW LLC, Series 2022-2A, Class C | Long | ABS-other | US | $612K | – | 0.02 |
| MVW LLC, Series 2022-2A, Class D | Long | ABS-other | US | $1M | – | 0.05 |
| MVW LLC, Series 2023-1A, Class C | Long | ABS-other | US | $2M | – | 0.07 |
| MVW Owner Trust, Series 2019-1A, Class C | Long | ABS-other | US | $22K | – | 0.00 |
| MyMichigan Health, Series 2020 | Long | Debt | US | $7K | – | 0.00 |
| MYT Holding LLC, Series A | Long | Equity-preferred | US | $2K | 3K | 0.00 |
| Nabors Industries, Inc. | Long | Debt | US | $559K | – | 0.02 |
| National Australia Bank Ltd. | Long | Debt | AU | $249K | – | 0.01 |
| Nationstar Mortgage Holdings, Inc. | Long | Debt | US | $1M | – | 0.03 |
| Nationwide Building Society | Long | Debt | GB | $334K | – | 0.01 |
| NatWest Group plc | Long | Debt | GB | $1M | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $1M | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $802K | – | 0.03 |
| NatWest Group plc | Long | Debt | GB | $652K | – | 0.02 |
| NatWest Group plc | Long | Debt | GB | $560K | – | 0.02 |
| NatWest Markets plc | Long | Debt | GB | $2M | – | 0.06 |
| NBN Co. Ltd. | Long | Debt | AU | $512K | – | 0.02 |
| NCR Atleos Corp. | Long | Debt | US | $450K | – | 0.01 |
| NCR Atleos LLC, 1st Lien Term Loan B | Long | Loan | US | $769K | – | 0.02 |
| NCR Voyix Corp. | Long | Debt | US | $1M | – | 0.03 |
| NCR Voyix Corp. | Long | Debt | US | $251K | – | 0.01 |
| Nevada Power Co. | Long | Debt | US | $610K | – | 0.02 |
| New Residential Mortgage LLC, Series 2020-FNT1, Class A | Long | ABS-other | US | $1M | – | 0.04 |
| New Residential Mortgage Loan Trust, Series 2022-SFR1, Class D | Long | ABS-other | US | $311K | – | 0.01 |
| New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1 | Long | ABS-other | US | $376K | – | 0.01 |
| New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| New Residential Mortgage Loan Trust, Series 2024-RTL1, Class M1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| New York and Presbyterian Hospital (The) | Long | Debt | US | $3K | – | 0.00 |
| New York Life Global Funding | Long | Debt | US | $47K | – | 0.00 |
| New York Life Insurance Co. | Long | Debt | US | $39K | – | 0.00 |
| Newell Brands, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Newell Brands, Inc. | Long | Debt | US | $929K | – | 0.03 |
| Newell Brands, Inc. | Long | Debt | US | $275K | – | 0.01 |
| Newmont Corp. | Long | Debt | US | $301K | – | 0.01 |
| News Corp. | Long | Debt | US | $622K | – | 0.02 |
| Nexstar Media, Inc. | Long | Debt | US | $741K | – | 0.02 |
| Nexstar Media, Inc. | Long | Debt | US | $498K | – | 0.02 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $431K | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $74K | – | 0.00 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $58K | – | 0.00 |
| NGL Energy Operating LLC | Long | Debt | US | $436K | – | 0.01 |
| NGL Energy Operating LLC | Long | Debt | US | $278K | – | 0.01 |
| NGPL PipeCo LLC | Long | Debt | US | $603K | – | 0.02 |
| NiSource, Inc. | Long | Debt | US | $274K | – | 0.01 |
| Nissan Auto Lease Trust, Series 2023-B, Class A4 | Long | ABS-other | US | $800K | – | 0.03 |
| NMEF Funding LLC, Series 2021-A, Class C | Long | ABS-other | US | $593K | – | 0.02 |
| NMG Holding Co., Inc. | Long | Debt | US | $492K | – | 0.02 |
| Nmg Research Ltd. | Derivative-other | GB | $1K | 78 | 0.00 | |
| NMG, Inc. | Long | Equity-common | US | $125 | 1 | 0.00 |
| NNN REIT, Inc. | Long | Debt | US | $217K | – | 0.01 |
| NNN REIT, Inc. | Long | Debt | US | $100K | – | 0.00 |
| NNN REIT, Inc. | Long | Debt | US | $37K | – | 0.00 |
| Noble Finance II LLC | Long | Debt | US | $330K | – | 0.01 |
| Nordea Bank Abp | Long | Debt | FI | $400K | – | 0.01 |
| Nordstrom, Inc. | Long | Debt | US | $305K | – | 0.01 |
| Norfolk Southern Corp. | Long | Debt | US | $40K | – | 0.00 |
| Northern States Power Co. | Long | Debt | US | $352K | – | 0.01 |
| NorthRiver Midstream, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.03 |
| Northwell Healthcare, Inc. | Long | Debt | US | $88K | – | 0.00 |
| Northwestern Memorial Healthcare Obligated Group, Series 2021 | Long | Debt | US | $391K | – | 0.01 |
| Northwestern Mutual Global Funding | Long | Debt | US | $627K | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $656K | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $578K | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $297K | – | 0.01 |
| NRG Energy, Inc. | Long | Debt | US | $2M | – | 0.07 |
| NRG Energy, Inc. | Long | Debt | US | $549K | – | 0.02 |
| NRG Energy, Inc. | Long | Debt | US | $186K | – | 0.01 |
| NRG Energy, Inc. | Long | Debt | US | $54K | – | 0.00 |
| NRG Energy, Inc. | Long | Debt | US | $21K | – | 0.00 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $124K | – | 0.00 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A | Long | ABS-other | US | $426K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A | Long | ABS-other | US | $122K | – | 0.00 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A | Long | ABS-other | US | $1M | – | 0.03 |
| NRZ FHT Excess LLC, Series 2020-FHT1, Class A | Long | ABS-other | US | $1M | – | 0.04 |
| NuStar Logistics LP | Long | Debt | US | $389K | – | 0.01 |
| NuStar Logistics LP | Long | Debt | US | $248K | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $184K | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $143K | – | 0.00 |
| Nutrien Ltd. | Long | Debt | CA | $71K | – | 0.00 |
| Nuveen LLC | Long | Debt | US | $153K | – | 0.00 |
| NVIDIA Corp. | Long | Debt | US | $83K | – | 0.00 |
| NXP BV | Long | Debt | US | $232K | – | 0.01 |
| NXP BV | Long | Debt | US | $196K | – | 0.01 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $86K | – | 0.00 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $59K | – | 0.00 |
| Occidental Petroleum Corp. | Long | Debt | US | $1M | – | 0.04 |
| OCP SA | Long | Debt | MA | $656K | – | 0.02 |
| Octane Receivables Trust, Series 2020-1A, Class C | Long | ABS-other | US | $233K | – | 0.01 |
| Octane Receivables Trust, Series 2022-2A, Class C | Long | ABS-other | US | $1M | – | 0.05 |
| Octane Receivables Trust, Series 2022-2A, Class D | Long | ABS-other | US | $2M | – | 0.07 |
| Octane Receivables Trust, Series 2024-1A, Class D | Long | ABS-other | US | $3M | – | 0.10 |
| OGE Energy Corp. | Long | Debt | US | $331K | – | 0.01 |
| Ohio Power Co., Series R | Long | Debt | US | $139K | – | 0.00 |
| Ohio University, General Receipts, Federally Taxable | Long | Debt | US | $24K | – | 0.00 |
| Oklahoma Gas and Electric Co. | Long | Debt | US | $100K | – | 0.00 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $363K | – | 0.01 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $193K | – | 0.01 |
| OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B | Long | ABS-other | US | $970K | – | 0.03 |
| OneMain Finance Corp. | Long | Debt | US | $1M | – | 0.05 |
| OneMain Finance Corp. | Long | Debt | US | $437K | – | 0.01 |
| OneMain Finance Corp. | Long | Debt | US | $327K | – | 0.01 |
| Ontario Teachers' Cadillac Fairview Properties Trust | Long | Debt | CA | $192K | – | 0.01 |
| Oportun Funding XIV LLC, Series 2021-A, Class A | Long | ABS-other | US | $499K | – | 0.02 |
| Oportun Funding XIV LLC, Series 2021-A, Class C | Long | ABS-other | US | $118K | – | 0.00 |
| Oportun Issuance Trust, Series 2021-B, Class B | Long | ABS-other | US | $379K | – | 0.01 |
| Oportun Issuance Trust, Series 2021-B, Class C | Long | ABS-other | US | $5M | – | 0.16 |
| Oportun Issuance Trust, Series 2021-C, Class A | Long | ABS-other | US | $3M | – | 0.11 |
| Oportun Issuance Trust, Series 2022-2, Class C | Long | ABS-other | US | $2M | – | 0.05 |
| Oportun Issuance Trust, Series 2022-3, Class C | Long | ABS-other | US | $2M | – | 0.06 |
| Oportun Issuance Trust, Series 2022-A, Class C | Long | ABS-other | US | $744K | – | 0.02 |
| Oportun Issuance Trust, Series 2024-1A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| Oracle Corp. | Long | Debt | US | $946K | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $551K | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $276K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $237K | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $88K | – | 0.00 |
| Oracle Corp. | Long | Debt | US | $13K | – | 0.00 |
| Organon & Co. | Long | Debt | US | $663K | – | 0.02 |
| Organon & Co. | Long | Debt | US | $647K | – | 0.02 |
| Outfront Media Capital LLC | Long | Debt | US | $470K | – | 0.02 |
| Outfront Media Capital LLC | Long | Debt | US | $443K | – | 0.01 |
| Ovintiv, Inc. | Long | Debt | US | $281K | – | 0.01 |
| Owens & Minor, Inc. | Long | Debt | US | $971K | – | 0.03 |
| Owens-Brockway Glass Container, Inc. | Long | Debt | US | $998K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $3M | – | 0.10 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.07 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.06 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.05 |
| Pacific Gas and Electric Co. | Long | Debt | US | $1M | – | 0.04 |
| Pacific Gas and Electric Co. | Long | Debt | US | $893K | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $617K | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $317K | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $105K | – | 0.00 |
| Pacific Gas and Electric Co. | Long | Debt | US | $24K | – | 0.00 |
| Pacific Gas and Electric Co. | Long | Debt | US | $17K | – | 0.00 |
| Pacific Life Global Funding II | Long | Debt | US | $136K | – | 0.00 |
| Pacific Life Insurance Co. | Long | Debt | US | $21K | – | 0.00 |
| Packaging Corp. of America | Long | Debt | US | $222K | – | 0.01 |
| Packaging Corp. of America | Long | Debt | US | $56K | – | 0.00 |
| Pactiv Evergreen Group Issuer, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Palomino Funding Trust I | Long | Debt | US | $2M | – | 0.07 |
| Parexel International Corp., 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.04 |
| Parker-Hannifin Corp. | Long | Debt | US | $292K | – | 0.01 |
| Parker-Hannifin Corp. | Long | Debt | US | $88K | – | 0.00 |
| PayPal Holdings, Inc. | Long | Debt | US | $92K | – | 0.00 |
| Penske Automotive Group, Inc. | Long | Debt | US | $684K | – | 0.02 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $353K | – | 0.01 |
| PepsiCo, Inc. | Long | Debt | US | $263K | – | 0.01 |
| Performance Food Group, Inc. | Long | Debt | US | $381K | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $892K | – | 0.03 |
| Permian Resources Operating LLC | Long | Debt | US | $378K | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $311K | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $304K | – | 0.01 |
| Permian Resources Operating LLC | Long | Debt | US | $298K | – | 0.01 |
| Petco Health & Wellness Co., Inc., Term Loan B | Long | Loan | US | $741K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $581K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $293K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $265K | – | 0.01 |
| PetSmart, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $3M | – | 0.11 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $1M | – | 0.04 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $522K | – | 0.02 |
| Pfizer, Inc. | Long | Debt | US | $445K | – | 0.01 |
| PG&E Corp. | Long | Debt | US | $960K | – | 0.03 |
| PG&E Corp. | Long | Debt | US | $286K | – | 0.01 |
| PG&E Energy Recovery Funding LLC, Series A-3 | Long | Debt | US | $49K | – | 0.00 |
| PG&E Recovery Funding LLC, Series A-3 | Long | Debt | US | $184K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC, Series A-2 | Long | Debt | US | $23K | – | 0.00 |
| PG&E Wildfire Recovery Funding LLC, Series A-4 | Long | Debt | US | $38K | – | 0.00 |
| PG&E Wildfire Recovery Funding LLC, Series A-5 | Long | Debt | US | $67K | – | 0.00 |
| Philip Morris International, Inc. | Long | Debt | US | $3M | – | 0.10 |
| Philip Morris International, Inc. | Long | Debt | US | $3M | – | 0.09 |
| Philip Morris International, Inc. | Long | Debt | US | $2M | – | 0.05 |
| Philip Morris International, Inc. | Long | Debt | US | $837K | – | 0.03 |
| Philip Morris International, Inc. | Long | Debt | US | $427K | – | 0.01 |
| Philip Morris International, Inc. | Long | Debt | US | $290K | – | 0.01 |
| Phillips 66 | Long | Debt | US | $306K | – | 0.01 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $88K | – | 0.00 |
| Pioneer Natural Resources Co. | Long | Debt | US | $2M | – | 0.06 |
| Pioneer Natural Resources Co. | Long | Debt | US | $47K | – | 0.00 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $2M | – | 0.05 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $693K | – | 0.02 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $555K | – | 0.02 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $400K | – | 0.01 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $41K | – | 0.00 |
| Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A3 | Long | ABS-other | US | $1M | – | 0.05 |
| Porsche Financial Auto Securitization Trust, Series 2023-2A, Class A3 | Long | ABS-other | US | $603K | – | 0.02 |
| Post Holdings, Inc. | Long | Debt | US | $952K | – | 0.03 |
| Post Holdings, Inc. | Long | Debt | US | $157K | – | 0.01 |
| PPL Electric Utilities Corp. | Long | Debt | US | $409K | – | 0.01 |
| PPL Electric Utilities Corp. | Long | Debt | US | $67K | – | 0.00 |
| Precision Castparts Corp. | Long | Debt | US | $135K | – | 0.00 |
| Precision Drilling Corp. | Long | Debt | CA | $577K | – | 0.02 |
| Presidio Holdings, Inc. | Long | Debt | US | $604K | – | 0.02 |
| Prestige Auto Receivables Trust, Series 2022-1A, Class C | Long | ABS-other | US | $1M | – | 0.04 |
| PRET LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $285K | – | 0.01 |
| PRET LLC, Series 2021-RN3, Class A1 | Long | ABS-other | US | $635K | – | 0.02 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $223K | – | 0.01 |
| Pretium Mortgage Credit Partners LLC, Series 2022-NPL1, Class A1 | Long | ABS-other | US | $2M | – | 0.07 |
| Pricoa Global Funding I | Long | Debt | US | $176K | – | 0.01 |
| Prime Security Services Borrower LLC | Long | Debt | US | $812K | – | 0.03 |
| Prime Security Services Borrower LLC | Long | Debt | US | $677K | – | 0.02 |
| PrimeSource, 1st Lien Term Loan B | Long | Loan | US | $266K | – | 0.01 |
| Principal Financial Group, Inc. | Long | Debt | US | $218K | – | 0.01 |
| Principal Life Global Funding II | Long | Debt | US | $396K | – | 0.01 |
| Progress Residential Trust, Series 2020-SFR1, Class C | Long | ABS-other | US | $2M | – | 0.07 |
| Progress Residential Trust, Series 2020-SFR1, Class E | Long | ABS-other | US | $422K | – | 0.01 |
| Progress Residential Trust, Series 2020-SFR1, Class F | Long | ABS-other | US | $447K | – | 0.01 |
| Progress Residential Trust, Series 2020-SFR1, Class G | Long | ABS-other | US | $5M | – | 0.16 |
| Progress Residential Trust, Series 2020-SFR2, Class D | Long | ABS-other | US | $730K | – | 0.02 |
| Progress Residential Trust, Series 2020-SFR3, Class E | Long | ABS-other | US | $2M | – | 0.07 |
| Progress Residential Trust, Series 2020-SFR3, Class G | Long | ABS-other | US | $475K | – | 0.02 |
| Progress Residential Trust, Series 2021-SFR2, Class E2 | Long | ABS-other | US | $460K | – | 0.01 |
| Progress Residential Trust, Series 2021-SFR5, Class E1 | Long | ABS-other | US | $863K | – | 0.03 |
| Progress Residential Trust, Series 2021-SFR5, Class E2 | Long | ABS-other | US | $244K | – | 0.01 |
| Progress Residential Trust, Series 2021-SFR7, Class E1 | Long | ABS-other | US | $673K | – | 0.02 |
| Progress Residential Trust, Series 2021-SFR8, Class E1 | Long | ABS-other | US | $2M | – | 0.08 |
| Progress Residential Trust, Series 2022-SFR1, Class E2 | Long | ABS-other | US | $655K | – | 0.02 |
| Progress Residential Trust, Series 2022-SFR2, Class E2 | Long | ABS-other | US | $604K | – | 0.02 |
| Progress Residential Trust, Series 2022-SFR3, Class D | Long | ABS-other | US | $1M | – | 0.03 |
| Progress Residential Trust, Series 2022-SFR3, Class E2 | Long | ABS-other | US | $4M | – | 0.13 |
| Progress Residential Trust, Series 2022-SFR3, Class F | Long | ABS-other | US | $634K | – | 0.02 |
| Progress Residential Trust, Series 2022-SFR5, Class E2 | Long | ABS-other | US | $384K | – | 0.01 |
| Progress Residential Trust, Series 2023-SFR1, Class E2 | Long | ABS-other | US | $5M | – | 0.17 |
| Progress Residential Trust, Series 2023-SFR2, Class E1 | Long | ABS-other | US | $3M | – | 0.11 |
| Progress Residential Trust, Series 2024-SFR2, Class D | Long | ABS-other | US | $3M | – | 0.10 |
| Progress Residential Trust, Series 2024-SFR2, Class E1 | Long | ABS-other | US | $4M | – | 0.12 |
| Progress Residential, Series 2021-SFR3, Class E1 | Long | ABS-other | US | $414K | – | 0.01 |
| Progress Residential, Series 2021-SFR3, Class E2 | Long | ABS-other | US | $591K | – | 0.02 |
| Prologis LP | Long | Debt | US | $614K | – | 0.02 |
| Prologis LP | Long | Debt | US | $122K | – | 0.00 |
| Protective Life Global Funding | Long | Debt | US | $546K | – | 0.02 |
| PRPM LLC, Series 2021-2, Class A1 | Long | ABS-other | US | $108K | – | 0.00 |
| Prudential Financial, Inc. | Long | Debt | US | $192K | – | 0.01 |
| Prudential Financial, Inc. | Long | Debt | US | $31K | – | 0.00 |
| Prudential Funding Asia plc | Long | Debt | GB | $419K | – | 0.01 |
| Public Service Co. of Oklahoma | Long | Debt | US | $151K | – | 0.00 |
| Public Service Co. of Oklahoma, Series G | Long | Debt | US | $767K | – | 0.02 |
| Public Service Co. of Oklahoma, Series K | Long | Debt | US | $96K | – | 0.00 |
| Public Service Electric and Gas Co. | Long | Debt | US | $498K | – | 0.02 |
| Public Service Enterprise Group, Inc. | Long | Debt | US | $198K | – | 0.01 |
| Public Storage Operating Co. | Long | Debt | US | $300K | – | 0.01 |
| Public Storage Operating Co. | Long | Debt | US | $74K | – | 0.00 |
| Puget Sound Energy, Inc. | Long | Debt | US | $138K | – | 0.00 |
| Puget Sound Energy, Inc. | Long | Debt | US | $29K | – | 0.00 |
| QUALCOMM, Inc. | Long | Debt | US | $358K | – | 0.01 |
| QUALCOMM, Inc. | Long | Debt | US | $52K | – | 0.00 |
| Quest Diagnostics, Inc. | Long | Debt | US | $619K | – | 0.02 |
| Quest Diagnostics, Inc. | Long | Debt | US | $48K | – | 0.00 |
| Quikrete Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $700K | – | 0.02 |
| Radnor RE Ltd., Series 2022-1, Class M1B | Long | ABS-mortgage backed security | BM | $430K | – | 0.01 |
| Raizen Fuels Finance SA | Long | Debt | LU | $248K | – | 0.01 |
| Range Resources Corp. | Long | Debt | US | $1M | – | 0.04 |
| Range Resources Corp. | Long | Debt | US | $45K | – | 0.00 |
| RCO VI Mortgage LLC, Series 2022-1, Class A1 | Long | ABS-other | US | $198K | – | 0.01 |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | Long | ABS-other | US | $40K | – | 0.00 |
| Realty Income Corp. | Long | Debt | US | $246K | – | 0.01 |
| Realty Income Corp. | Long | Debt | US | $43K | – | 0.00 |
| Regal Rexnord Corp. | Long | Debt | US | $81K | – | 0.00 |
| Regal Rexnord Corp. | Long | Debt | US | $58K | – | 0.00 |
| Regency Centers LP | Long | Debt | US | $626K | – | 0.02 |
| Regeneron Pharmaceuticals, Inc. | Long | Debt | US | $163K | – | 0.01 |
| Regional Management Issuance Trust, Series 2020-1, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Regional Management Issuance Trust, Series 2021-1, Class D | Long | ABS-other | US | $463K | – | 0.02 |
| Regional Management Issuance Trust, Series 2022-1, Class B | Long | ABS-other | US | $1M | – | 0.04 |
| Regional Management Issuance Trust, Series 2022-2B, Class B | Long | ABS-other | US | $1M | – | 0.04 |
| Renew, Series 2023-1A, Class A | Long | ABS-other | JE | $3M | – | 0.09 |
| Republic of Angola | Long | Debt | AO | $943K | – | 0.03 |
| Republic of Colombia | Long | Debt | CO | $1M | – | 0.03 |
| Republic of Colombia | Long | Debt | CO | $408K | – | 0.01 |
| Republic of Costa Rica | Long | Debt | CR | $837K | – | 0.03 |
| Republic of Costa Rica | Long | Debt | CR | $409K | – | 0.01 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $800K | – | 0.03 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $196K | – | 0.01 |
| Republic of Guatemala | Long | Debt | GT | $301K | – | 0.01 |
| Republic of Iraq | Long | Debt | IQ | $379K | – | 0.01 |
| Republic of Panama | Long | Debt | PA | $287K | – | 0.01 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $2M | – | 0.06 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $963K | – | 0.03 |
| Republic of Paraguay | Long | Debt | PY | $265K | – | 0.01 |
| Republic of Paraguay | Long | Debt | PY | $190K | – | 0.01 |
| Republic of Philippines (Republic of the Philippines) | Long | Debt | PH | $1M | – | 0.04 |
| Republic of Poland | Long | Debt | PL | $759K | – | 0.02 |
| Republic of Poland | Long | Debt | PL | $194K | – | 0.01 |
| Republic of Senegal | Long | Debt | SN | $437K | – | 0.01 |
| Republic of South Africa | Long | Debt | ZA | $858K | – | 0.03 |
| Republic of Turkiye (The) | Long | Debt | TR | $1M | – | 0.04 |
| Republic of Turkiye (The) | Long | Debt | TR | $220K | – | 0.01 |
| RFM Reremic Trust, Series 2022-FRR1, Class BK64 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| RHP Hotel Properties LP | Long | Debt | US | $1M | – | 0.03 |
| RHP Hotel Properties LP | Long | Debt | US | $374K | – | 0.01 |
| RingCentral, Inc. | Long | Debt | US | $738K | – | 0.02 |
| Rio Tinto Finance USA Ltd. | Long | Debt | AU | $19K | – | 0.00 |
| Rio Tinto Finance USA plc | Long | Debt | GB | $311K | – | 0.01 |
| Ritchie Bros Holdings, Inc. | Long | Debt | US | $979K | – | 0.03 |
| Ritchie Bros Holdings, Inc. | Long | Debt | US | $237K | – | 0.01 |
| Rite Aid Corp. | Long | Debt | US | $63K | – | 0.00 |
| Roche Holdings, Inc. | Long | Debt | US | $2M | – | 0.05 |
| Roche Holdings, Inc. | Long | Debt | US | $376K | – | 0.01 |
| Rocket Mortgage LLC | Long | Debt | US | $1M | – | 0.03 |
| Rocket Mortgage LLC | Long | Debt | US | $367K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $431K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $402K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $374K | – | 0.01 |
| Rogers Communications, Inc. | Long | Debt | CA | $33K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $651K | – | 0.02 |
| Romania Government Bond | Long | Debt | RO | $423K | – | 0.01 |
| Roper Technologies, Inc. | Long | Debt | US | $284K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $242K | – | 0.01 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $1M | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $1M | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $1M | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $789K | – | 0.03 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $284K | – | 0.01 |
| Royalty Pharma plc | Long | Debt | GB | $157K | – | 0.01 |
| RT Fin LLC | Long | ABS-other | US | $2M | – | 0.06 |
| RTX Corp. | Long | Debt | US | $2M | – | 0.05 |
| RTX Corp. | Long | Debt | US | $414K | – | 0.01 |
| RTX Corp. | Long | Debt | US | $359K | – | 0.01 |
| RTX Corp. | Long | Debt | US | $358K | – | 0.01 |
| RTX Corp. | Long | Debt | US | $202K | – | 0.01 |
| RTX Corp. | Long | Debt | US | $137K | – | 0.00 |
| RTX Corp. | Long | Debt | US | $87K | – | 0.00 |
| RWE Finance US LLC | Long | Debt | US | $661K | – | 0.02 |
| RXO, Inc. | Long | Debt | US | $521K | – | 0.02 |
| S&P Global, Inc. | Long | Debt | US | $411K | – | 0.01 |
| S&P Global, Inc. | Long | Debt | US | $401K | – | 0.01 |
| S&P Global, Inc. | Long | Debt | US | $396K | – | 0.01 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $1M | – | 0.04 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $854K | – | 0.03 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $90K | – | 0.00 |
| Sabra Health Care LP | Long | Debt | US | $99K | – | 0.00 |
| San Diego Gas & Electric Co. | Long | Debt | US | $3M | – | 0.10 |
| San Diego Gas & Electric Co. | Long | Debt | US | $349K | – | 0.01 |
| San Diego Gas & Electric Co. | Long | Debt | US | $110K | – | 0.00 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class C | Long | ABS-other | US | $5M | – | 0.16 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class D | Long | ABS-other | US | $6M | – | 0.19 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class D | Long | ABS-other | US | $6M | – | 0.20 |
| Santander Drive Auto Receivables Trust, Series 2023-2, Class C | Long | ABS-other | US | $1M | – | 0.05 |
| Santander Holdings USA, Inc. | Long | Debt | US | $458K | – | 0.01 |
| Santander Revolving Auto Loan Trust, Series 2019-A, Class D | Long | ABS-other | US | $148K | – | 0.00 |
| Santander UK Group Holdings plc | Long | Debt | GB | $1M | – | 0.04 |
| Santander UK Group Holdings plc | Long | Debt | GB | $184K | – | 0.01 |
| SBA Communications Corp. | Long | Debt | US | $818K | – | 0.03 |
| SCE Recovery Funding LLC, Series A-1 | Long | Debt | US | $46K | – | 0.00 |
| Scentre Group Trust 1 | Long | Debt | AU | $155K | – | 0.01 |
| Scentre Group Trust 1 | Long | Debt | AU | $148K | – | 0.00 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class A3 | Long | ABS-other | US | $2M | – | 0.08 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class E | Long | ABS-other | US | $1M | – | 0.03 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class B | Long | ABS-other | US | $4M | – | 0.13 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class E | Long | ABS-other | US | $5M | – | 0.17 |
| Schlumberger Holdings Corp. | Long | Debt | US | $204K | – | 0.01 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $1M | – | 0.04 |
| Scripps Escrow II, Inc. | Long | Debt | US | $173K | – | 0.01 |
| Scripps Escrow, Inc. | Long | Debt | US | $75K | – | 0.00 |
| Seagate HDD Cayman | Long | Debt | KY | $988K | – | 0.03 |
| Seagate HDD Cayman | Long | Debt | KY | $640K | – | 0.02 |
| Seagate HDD Cayman | Long | Debt | KY | $287K | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $159K | – | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $137K | – | 0.00 |
| Seagate HDD Cayman | Long | Debt | KY | $100K | – | 0.00 |
| Sealed Air Corp. | Long | Debt | US | $534K | – | 0.02 |
| Sealed Air Corp. | Long | Debt | US | $204K | – | 0.01 |
| Sempra | Long | Debt | US | $2M | – | 0.06 |
| Sensata Technologies BV | Long | Debt | NL | $636K | – | 0.02 |
| Sensata Technologies BV | Long | Debt | NL | $40K | – | 0.00 |
| Sensata Technologies, Inc. | Long | Debt | US | $233K | – | 0.01 |
| Service Corp. International | Long | Debt | US | $740K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $446K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $437K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $159K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $110K | – | 0.00 |
| Sherwin-Williams Co. (The) | Long | Debt | US | $13K | – | 0.00 |
| Shutterfly Finance LLC | Long | Debt | US | $10K | – | 0.00 |
| Siemens Financieringsmaatschappij NV | Long | Debt | NL | $257K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class D | Long | ABS-other | US | $319K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class D | Long | ABS-other | US | $138K | – | 0.00 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-1A, Class D | Long | ABS-other | US | $256K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D | Long | ABS-other | US | $262K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D | Long | ABS-other | US | $426K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-1A, Class D | Long | ABS-other | US | $2M | – | 0.05 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class D | Long | ABS-other | US | $796K | – | 0.03 |
| Sigeco Securitization I LLC, Series A1 | Long | Debt | US | $49K | – | 0.00 |
| Sigeco Securitization I LLC, Series A2 | Long | Debt | US | $48K | – | 0.00 |
| Simon Property Group LP | Long | Debt | US | $436K | – | 0.01 |
| Simon Property Group LP | Long | Debt | US | $21K | – | 0.00 |
| Sinclair Television Group, Inc. | Long | Debt | US | $102K | – | 0.00 |
| Sirius XM Radio, Inc. | Long | Debt | US | $3M | – | 0.11 |
| Sirius XM Radio, Inc. | Long | Debt | US | $664K | – | 0.02 |
| Sirius XM Radio, Inc. | Long | Debt | US | $149K | – | 0.00 |
| Sirius XM Radio, Inc. | Long | Debt | US | $104K | – | 0.00 |
| Six Flags Entertainment Corp. | Long | Debt | US | $376K | – | 0.01 |
| Six Flags Entertainment Corp. | Long | Debt | US | $255K | – | 0.01 |
| Six Flags Theme Parks, Inc. | Long | Debt | US | $253K | – | 0.01 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $408K | – | 0.01 |
| SM Energy Co. | Long | Debt | US | $601K | – | 0.02 |
| SM Energy Co. | Long | Debt | US | $250K | – | 0.01 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $968K | – | 0.03 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $1M | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.12 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $202K | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $197K | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $184K | – | 0.01 |
| Sonic Automotive, Inc. | Long | Debt | US | $553K | – | 0.02 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.07 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.05 |
| Southern California Edison Co. | Long | Debt | US | $721K | – | 0.02 |
| Southern California Edison Co. | Long | Debt | US | $610K | – | 0.02 |
| Southern California Edison Co. | Long | Debt | US | $532K | – | 0.02 |
| Southern California Edison Co. | Long | Debt | US | $384K | – | 0.01 |
| Southern California Edison Co., Series 20A | Long | Debt | US | $268K | – | 0.01 |
| Southern California Edison Co., Series C | Long | Debt | US | $186K | – | 0.01 |
| Southern California Edison Co., Series G | Long | Debt | US | $646K | – | 0.02 |
| Southern California Gas Co., Series XX | Long | Debt | US | $341K | – | 0.01 |
| Southern Co. (The) | Long | Debt | US | $394K | – | 0.01 |
| Southern Co. (The) | Long | Debt | US | $101K | – | 0.00 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $1M | – | 0.04 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $82K | – | 0.00 |
| Southern Co. Gas Capital Corp., Series 21A | Long | Debt | US | $448K | – | 0.01 |
| Southwestern Electric Power Co. | Long | Debt | US | $134K | – | 0.00 |
| Southwestern Electric Power Co. | Long | Debt | US | $126K | – | 0.00 |
| Southwestern Electric Power Co., Series N | Long | Debt | US | $42K | – | 0.00 |
| Southwestern Energy Co. | Long | Debt | US | $1M | – | 0.04 |
| Southwestern Energy Co. | Long | Debt | US | $356K | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $315K | – | 0.01 |
| Southwestern Energy Co. | Long | Debt | US | $2K | – | 0.00 |
| Southwestern Public Service Co. | Long | Debt | US | $62K | – | 0.00 |
| Spectrum Brands, Inc. | Long | Debt | US | $475K | – | 0.02 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $271K | – | 0.01 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A | Long | ABS-other | US | $396K | – | 0.01 |
| Sprint Capital Corp. | Long | Debt | US | $272K | – | 0.01 |
| Sprint LLC | Long | Debt | US | $73K | – | 0.00 |
| SPX Flow, Inc., 1st Lien Term Loan B | Long | Loan | US | $503K | – | 0.02 |
| SRS Distribution, Inc. | Long | Debt | US | $696K | – | 0.02 |
| SS&C Technologies, Inc. | Long | Debt | US | $960K | – | 0.03 |
| Stagwell Global LLC | Long | Debt | US | $476K | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $4M | – | 0.12 |
| Standard Chartered plc | Long | Debt | GB | $1M | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $1M | – | 0.04 |
| Standard Chartered plc | Long | Debt | GB | $569K | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $555K | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $535K | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $204K | – | 0.01 |
| Standard Industries, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Standard Industries, Inc. | Long | Debt | US | $524K | – | 0.02 |
| Standard Industries, Inc. | Long | Debt | US | $19K | – | 0.00 |
| Staples, Inc. | Long | Debt | US | $1M | – | 0.04 |
| Staples, Inc. | Long | Debt | US | $20K | – | 0.00 |
| Starbucks Corp. | Long | Debt | US | $345K | – | 0.01 |
| Starbucks Corp. | Long | Debt | US | $340K | – | 0.01 |
| Starbucks Corp. | Long | Debt | US | $3K | – | 0.00 |
| Starwood Property Trust, Inc. | Long | Debt | US | $726K | – | 0.02 |
| State of Israel Government Bond | Long | Debt | IL | $694K | – | 0.02 |
| State of Mongolia (Government of Mongolia) | Long | Debt | MN | $418K | – | 0.01 |
| State Street Corp., Series I | Long | Debt | US | $2M | – | 0.05 |
| Station Casinos LLC | Long | Debt | US | $652K | – | 0.02 |
| Stericycle, Inc. | Long | Debt | US | $304K | – | 0.01 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $2M | – | 0.06 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $691K | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $258K | – | 0.01 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $205K | – | 0.01 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $198K | – | 0.01 |
| Sumitomo Mitsui Trust Bank Ltd. | Long | Debt | JP | $57K | – | 0.00 |
| Summit Materials LLC | Long | Debt | US | $567K | – | 0.02 |
| Summit Materials LLC | Long | Debt | US | $539K | – | 0.02 |
| Suncor Energy, Inc. | Long | Debt | CA | $89K | – | 0.00 |
| Sunoco LP | Long | Debt | US | $736K | – | 0.02 |
| Sunoco LP | Long | Debt | US | $491K | – | 0.02 |
| Sunoco LP | Long | Debt | US | $423K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $204K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $183K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $165K | – | 0.01 |
| Superior Plus LP | Long | Debt | CA | $450K | – | 0.01 |
| Sutter Health | Long | Debt | US | $153K | – | 0.00 |
| Svenska Handelsbanken AB | Long | Debt | SE | $973K | – | 0.03 |
| Swedbank AB | Long | Debt | SE | $199K | – | 0.01 |
| Synaptics, Inc. | Long | Debt | US | $434K | – | 0.01 |
| Syneos Health, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| Sysco Corp. | Long | Debt | US | $215K | – | 0.01 |
| T-Mobile USA, Inc. | Long | Debt | US | $4M | – | 0.11 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.07 |
| T-Mobile USA, Inc. | Long | Debt | US | $1M | – | 0.04 |
| T-Mobile USA, Inc. | Long | Debt | US | $738K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $492K | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $346K | – | 0.01 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $110K | – | 0.00 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $990K | – | 0.03 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $293K | – | 0.01 |
| Tallgrass Energy Partners LP | Long | Debt | US | $815K | – | 0.03 |
| Tallgrass Energy Partners LP | Long | Debt | US | $387K | – | 0.01 |
| Tallgrass Energy Partners LP | Long | Debt | US | $331K | – | 0.01 |
| Tallgrass Energy Partners LP | Long | Debt | US | $52K | – | 0.00 |
| Tallgrass Energy Partners LP | Long | Debt | US | $37K | – | 0.00 |
| Target Corp. | Long | Debt | US | $500K | – | 0.02 |
| Target Corp. | Long | Debt | US | $192K | – | 0.01 |
| Teachers Insurance & Annuity Association of America | Long | Debt | US | $643K | – | 0.02 |
| Teck Resources Ltd. | Long | Debt | CA | $18K | – | 0.00 |
| TEGNA, Inc. | Long | Debt | US | $885K | – | 0.03 |
| TEGNA, Inc. | Long | Debt | US | $496K | – | 0.02 |
| Telecom Italia Capital SA | Long | Debt | LU | $113K | – | 0.00 |
| Teleflex, Inc. | Long | Debt | US | $846K | – | 0.03 |
| Tempur Sealy International, Inc. | Long | Debt | US | $870K | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $4M | – | 0.13 |
| Tenet Healthcare Corp. | Long | Debt | US | $988K | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $976K | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $882K | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $805K | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $747K | – | 0.02 |
| Terex Corp. | Long | Debt | US | $259K | – | 0.01 |
| Tesla Auto Lease Trust, Series 2023-B, Class A4 | Long | ABS-other | US | $3M | – | 0.11 |
| Texas Instruments, Inc. | Long | Debt | US | $2M | – | 0.06 |
| Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2 | Long | Debt | US | $45K | – | 0.00 |
| Theorem Funding Trust, Series 2022-2A, Class A | Long | ABS-other | US | $133K | – | 0.00 |
| Tierra Mojada Luxembourg II SARL | Long | Debt | LU | $248K | – | 0.01 |
| TJX Cos., Inc. (The) | Long | Debt | US | $151K | – | 0.00 |
| Toorak Mortgage Trust, Series 2024-RRTL1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Topgolf Callaway, 1st Lien Term Loan B | Long | Loan | US | $447K | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $996K | – | 0.03 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $311K | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $113K | – | 0.00 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $101K | – | 0.00 |
| TotalEnergies Capital International SA | Long | Debt | FR | $307K | – | 0.01 |
| TotalEnergies Capital International SA | Long | Debt | FR | $197K | – | 0.01 |
| TotalEnergies Capital SA | Long | Debt | FR | $3M | – | 0.09 |
| TotalEnergies Capital SA | Long | Debt | FR | $1M | – | 0.04 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A2C | Long | ABS-mortgage backed security | US | $593K | – | 0.02 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $1M | – | 0.04 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $43K | – | 0.00 |
| TransDigm, Inc. | Long | Debt | US | $470K | – | 0.02 |
| TransDigm, Inc. | Long | Debt | US | $391K | – | 0.01 |
| TransDigm, Inc. | Long | Debt | US | $381K | – | 0.01 |
| Transocean, Inc. | Long | Debt | KY | $413K | – | 0.01 |
| Transurban Finance Co. Pty. Ltd. | Long | Debt | AU | $176K | – | 0.01 |
| Tricolor Auto Securitization Trust, Series 2022-1A, Class D | Long | ABS-other | US | $4M | – | 0.12 |
| Tricon American Homes, Series 2020-SFR1, Class E | Long | ABS-other | US | $284K | – | 0.01 |
| TriMas Corp. | Long | Debt | US | $577K | – | 0.02 |
| Trinity Industries, Inc. | Long | Debt | US | $649K | – | 0.02 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $27K | – | 0.00 |
| TripAdvisor, Inc. | Long | Debt | US | $421K | – | 0.01 |
| Triton Container International Ltd. | Long | Debt | BM | $399K | – | 0.01 |
| Triton Water Holdings, Inc., 1st Lien Term Loan B | Long | Loan | US | $899K | – | 0.03 |
| Trivium Packaging Finance BV | Long | Debt | NL | $444K | – | 0.01 |
| Truist Financial Corp. | Long | Debt | US | $2M | – | 0.08 |
| Truist Financial Corp. | Long | Debt | US | $2M | – | 0.06 |
| Truist Financial Corp. | Long | Debt | US | $604K | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $590K | – | 0.02 |
| TSMC Arizona Corp. | Long | Debt | US | $808K | – | 0.03 |
| TSMC Global Ltd. | Long | Debt | VG | $331K | – | 0.01 |
| Tucson Electric Power Co. | Long | Debt | US | $361K | – | 0.01 |
| Tucson Electric Power Co. | Long | Debt | US | $201K | – | 0.01 |
| Tucson Electric Power Co. | Long | Debt | US | $111K | – | 0.00 |
| Turkiye Ihracat Kredi Bankasi A/S | Long | Debt | TR | $417K | – | 0.01 |
| Twilio, Inc. | Long | Debt | US | $456K | – | 0.01 |
| Two Harbors Msr Frn | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $4K | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $108.2 | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-1K | – | -0.00 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $97K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $332K | – | 0.01 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $45M | – | 1.45 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $16M | – | 0.52 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $12M | – | 0.38 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $11M | – | 0.36 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $8M | – | 0.27 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $6M | – | 0.21 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $5M | – | 0.16 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.12 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.06 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $785K | – | 0.03 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $607K | – | 0.02 |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $-64K | – | -0.00 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $37M | – | 1.20 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $34M | – | 1.10 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $17M | – | 0.55 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $15M | – | 0.47 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $11M | – | 0.36 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 0.16 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 0.15 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $8M | – | 0.26 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $4M | – | 0.14 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $3M | – | 0.10 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $449K | – | 0.01 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $90K | – | 0.00 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-2M | – | -0.06 | |
| Uber Technologies, Inc. | Long | Debt | US | $443K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $669K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $666K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $535K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $519K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $481K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $295K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $278K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $232K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $228K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $196K | – | 0.01 |
| UDR, Inc. | Long | Debt | US | $35K | – | 0.00 |
| Ultimate Software Group, 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| UniCredit SpA | Long | Debt | IT | $186K | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $534K | – | 0.02 |
| Union Electric Co. | Long | Debt | US | $466K | – | 0.02 |
| Union Electric Co. | Long | Debt | US | $394K | – | 0.01 |
| Union Pacific Corp. | Long | Debt | US | $487K | – | 0.02 |
| Union Pacific Corp. | Long | Debt | US | $86K | – | 0.00 |
| United Airlines Holdings, Inc. | Long | Debt | US | $16K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2014-1, Class A | Long | ABS-other | US | $98K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-2, Class A | Long | Debt | US | $6K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $10K | – | 0.00 |
| United Airlines, Inc. | Long | Debt | US | $642K | – | 0.02 |
| United Airlines, Inc., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| United Auto Credit Securitization Trust, Series 2022-2, Class C | Long | ABS-other | US | $854K | – | 0.03 |
| United Auto Credit Securitization Trust, Series 2022-2, Class E | Long | ABS-other | US | $700K | – | 0.02 |
| United Mexican States | Long | Debt | MX | $191K | – | 0.01 |
| United Rentals North America, Inc. | Long | Debt | US | $1M | – | 0.04 |
| United Rentals North America, Inc. | Long | Debt | US | $1M | – | 0.04 |
| United States Cellular Corp. | Long | Debt | US | $697K | – | 0.02 |
| United States Steel Corp. | Long | Debt | US | $147K | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $1M | – | 0.04 |
| UnitedHealth Group, Inc. | Long | Debt | US | $409K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $332K | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $210K | – | 0.01 |
| Univision Communications, Inc. | Long | Debt | US | $692K | – | 0.02 |
| Univision Communications, Inc. | Long | Debt | US | $522K | – | 0.02 |
| UOG ABS Issuer I LLC, Series 2023-1, Class A1 | Long | ABS-other | US | $882K | – | 0.03 |
| Upstart Securitization Trust, Series 2022-4, Class A | Long | ABS-other | US | $340K | – | 0.01 |
| Upstart Structured Pass-Through Trust, Series 2022-4A, Class A | Long | ABS-other | US | $312K | – | 0.01 |
| US Auto Funding Trust, Series 2022-1A, Class B | Long | ABS-other | US | $238K | – | 0.01 |
| US Auto Funding Trust, Series 2022-1A, Class D | Long | ABS-other | US | $150K | – | 0.00 |
| US Bancorp | Long | Debt | US | $736K | – | 0.02 |
| US Bancorp | Long | Debt | US | $589K | – | 0.02 |
| US Bancorp | Long | Debt | US | $369K | – | 0.01 |
| USA Compression Partners LP | Long | Debt | US | $905K | – | 0.03 |
| USI, Inc., 1st Lien Term Loan B | Long | Loan | US | $805K | – | 0.03 |
| Vail Resorts, Inc. | Long | Debt | US | $929K | – | 0.03 |
| Valaris Ltd. | Long | Debt | BM | $594K | – | 0.02 |
| Vale Overseas Ltd. | Long | Debt | KY | $365K | – | 0.01 |
| Vale Overseas Ltd. | Long | Debt | KY | $18K | – | 0.00 |
| Valero Energy Corp. | Long | Debt | US | $23K | – | 0.00 |
| VCAT LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $79K | – | 0.00 |
| VCAT LLC, Series 2021-NPL5, Class A1 | Long | ABS-other | US | $626K | – | 0.02 |
| Ventas Realty LP | Long | Debt | US | $284K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $513K | – | 0.02 |
| Venture Global LNG, Inc. | Long | Debt | US | $3M | – | 0.11 |
| Venture Global LNG, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Venture Global LNG, Inc. | Long | Debt | US | $428K | – | 0.01 |
| Vericrest Opportunity Loan Transferee, Series 2021-NP11, Class A1 | Long | ABS-other | US | $3M | – | 0.08 |
| Verizon Communications, Inc. | Long | Debt | US | $930K | – | 0.03 |
| Verizon Communications, Inc. | Long | Debt | US | $645K | – | 0.02 |
| Verizon Communications, Inc. | Long | Debt | US | $326K | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $73K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $47K | – | 0.00 |
| Verizon Communications, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Veros Auto Receivables Trust, Series 2021-1, Class B | Long | ABS-other | US | $51K | – | 0.00 |
| Vertiv Group Corp. | Long | Debt | US | $338K | – | 0.01 |
| Vertiv Group Corp., 1st Lien Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| VICI Properties LP | Long | Debt | US | $92K | – | 0.00 |
| VICI Properties LP | Long | Debt | US | $88K | – | 0.00 |
| VICI Properties LP | Long | Debt | US | $19K | – | 0.00 |
| Videotron Ltd. | Long | Debt | CA | $37K | – | 0.00 |
| Virginia Electric and Power Co. | Long | Debt | US | $729K | – | 0.02 |
| Visa, Inc. | Long | Debt | US | $218K | – | 0.01 |
| VistaJet Malta Finance plc | Long | Debt | US | $437K | – | 0.01 |
| Vistra Operations Co. LLC | Long | Debt | US | $4M | – | 0.13 |
| Vistra Operations Co. LLC | Long | Debt | US | $2M | – | 0.05 |
| Vistra Operations Co. LLC | Long | Debt | US | $2M | – | 0.05 |
| Vistra Operations Co. LLC | Long | Debt | US | $406K | – | 0.01 |
| Vistra Operations Co. LLC | Long | Debt | US | $255K | – | 0.01 |
| Vistra Operations Co. LLC | Long | Debt | US | $64K | – | 0.00 |
| Vital Energy, Inc. | Long | Debt | US | $457K | – | 0.01 |
| Viterra Finance BV | Long | Debt | NL | $690K | – | 0.02 |
| VM Master Issuer LLC, Series 2022-1, Class B | Long | ABS-mortgage backed security | US | $738K | – | 0.02 |
| VMware LLC | Long | Debt | US | $280K | – | 0.01 |
| Volkswagen International Finance NV | Long | Debt | NL | $519K | – | 0.02 |
| VOLT CV LLC, Series 2021-CF2, Class A1 | Long | ABS-other | US | $1M | – | 0.04 |
| VOLT XCII LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $480K | – | 0.02 |
| VOLT XCIII LLC, Series 2021-NPL2, Class A1 | Long | ABS-other | US | $812K | – | 0.03 |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | Long | ABS-other | US | $118K | – | 0.00 |
| W R Berkley Corp. | Long | Debt | US | $31K | – | 0.00 |
| Wabash National Corp. | Long | Debt | US | $677K | – | 0.02 |
| Walt Disney Co. (The) | Long | Debt | US | $190K | – | 0.01 |
| Wand NewCo 3, Inc. | Long | Debt | US | $1M | – | 0.05 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $3M | – | 0.11 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $3M | – | 0.10 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $2M | – | 0.08 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $482K | – | 0.02 |
| Waste Management, Inc. | Long | Debt | US | $136K | – | 0.00 |
| WEC Energy Group, Inc. | Long | Debt | US | $271K | – | 0.01 |
| Weekley Homes LLC | Long | Debt | US | $687K | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $3M | – | 0.10 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $1M | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $891K | – | 0.03 |
| Wells Fargo & Co. | Long | Debt | US | $865K | – | 0.03 |
| Wells Fargo & Co. | Long | Debt | US | $590K | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $341K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $314K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $215K | – | 0.01 |
| Wesco Aircraft Holdings, Inc. | Long | Debt | US | $3K | – | 0.00 |
| WESCO Distribution, Inc. | Long | Debt | US | $1M | – | 0.05 |
| WESCO Distribution, Inc. | Long | Debt | US | $1M | – | 0.03 |
| WESCO Distribution, Inc. | Long | Debt | US | $301K | – | 0.01 |
| Westgate Resorts LLC, Series 2020-1A, Class C | Long | ABS-other | US | $17K | – | 0.00 |
| Westgate Resorts LLC, Series 2022-1A, Class B | Long | ABS-other | US | $96K | – | 0.00 |
| Westgate Resorts LLC, Series 2022-1A, Class D | Long | ABS-other | US | $384K | – | 0.01 |
| Westgate Resorts LLC, Series 2023-1A, Class C | Long | ABS-other | US | $2M | – | 0.08 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class D | Long | ABS-other | US | $480K | – | 0.02 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class E | Long | ABS-other | US | $2M | – | 0.08 |
| Westlake Automobile Receivables Trust, Series 2022-2A, Class D | Long | ABS-other | US | $990K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $919K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2023-2A, Class D | Long | ABS-other | US | $1M | – | 0.04 |
| Westlake Automobile Receivables Trust, Series 2023-3A, Class C | Long | ABS-other | US | $2M | – | 0.07 |
| Westlake Automobile Receivables Trust, Series 2023-4A, Class D | Long | ABS-other | US | $4M | – | 0.12 |
| Westpac Banking Corp. | Long | Debt | AU | $306K | – | 0.01 |
| Westpac Banking Corp. | Long | Debt | AU | $26K | – | 0.00 |
| Westpac New Zealand Ltd. | Long | Debt | NZ | $537K | – | 0.02 |
| William Carter Co. (The) | Long | Debt | US | $201K | – | 0.01 |
| Williams Scotsman, Inc. | Long | Debt | US | $575K | – | 0.02 |
| Windstream Holdings, Inc. | Long | Equity-common | US | $216 | 16 | 0.00 |
| Wisconsin Public Service Corp. | Long | Debt | US | $62K | – | 0.00 |
| WMG Acquisition Corp. | Long | Debt | US | $88K | – | 0.00 |
| Workday, Inc. | Long | Debt | US | $161K | – | 0.01 |
| WP Carey, Inc. | Long | Debt | US | $582K | – | 0.02 |
| WP Carey, Inc. | Long | Debt | US | $110K | – | 0.00 |
| WR Grace Holdings LLC | Long | Debt | US | $336K | – | 0.01 |
| WR Grace Holdings LLC | Long | Debt | US | $325K | – | 0.01 |
| WRKCo, Inc. | Long | Debt | US | $30K | – | 0.00 |
| Wynn Las Vegas LLC | Long | Debt | US | $122K | – | 0.00 |
| Wynn Macau Ltd. | Long | Debt | KY | $373K | – | 0.01 |
| Wynn Macau Ltd. | Long | Debt | KY | $187K | – | 0.01 |
| Wynn Resorts Finance LLC | Long | Debt | US | $2M | – | 0.06 |
| Wynn Resorts Finance LLC | Long | Debt | US | $1M | – | 0.03 |
| Xerox Holdings Corp. | Long | Debt | US | $465K | – | 0.02 |
| XPO, Inc. | Long | Debt | US | $1M | – | 0.04 |
| XPO, Inc. | Long | Debt | US | $329K | – | 0.01 |
| Xylem, Inc. | Long | Debt | US | $27K | – | 0.00 |
| Yum! Brands, Inc. | Long | Debt | US | $934K | – | 0.03 |
| Yum! Brands, Inc. | Long | Debt | US | $203K | – | 0.01 |
| Zekelman Industries, Inc., 1st Lien Term Loan B | Long | Loan | US | $871K | – | 0.03 |
| Zoetis, Inc. | Long | Debt | US | $363K | – | 0.01 |
| Zoetis, Inc. | Long | Debt | US | $219K | – | 0.01 |
Address
J.P. Morgan Exchange-Traded Fund Trust
277 Park Avenue
New York
New York
10172
United States of America
Websites
Directors
Raymond Kanner
Marilyn McCoy
Frankie D. Hughes
Robert J. Grassi
Dr. Robert A. Oden, Jr.
Stephen P. Fisher
Robert F. Deutsch
Emily A. Youssouf
Kathleen M. Gallagher
John F. Finn
Lawrence R. Maffia
Marian U. Pardo
Gary L. French
Mary E. Martinez
Thomas P. Lemke
Nina O. Shenker
Transfer Agents
JPMorgan Chase Bank, N.A.
Pricing Services
LSEG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
Custodians
BofA Securities, Inc.
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
N/A
Admins
J.P. Morgan Investment Management Inc.
JPMorgan Chase Bank, N.A.
Brokers
Barclays Capital, Inc.
Deutsche Bank Securities Inc.
Citigroup Global Markets Inc.
BofA Securities, Inc.