JPMorgan Funds > J.P. Morgan Exchange-Traded Fund Trust
JPMorgan Income ETF
$651.76M
Avg Monthly Net Assets
$1.51B
Total Assets
$160.70M
Total Liabilities
$1.35B
Net Assets
JPMorgan Income 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 $651.76M.
On July 26th, 2024 it reported 1,387 holdings, the largest
being JPMorgan Prime Money Market Fund (6.4%), GNMA (4.3%) and GNMA (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| JPMorgan Income ETF | C000229632 | ARCX | JPIE |
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 | $1M | – | 0.10 |
| 1011778 BC ULC | Long | Debt | CA | $483K | – | 0.04 |
| 1211 Avenue of the Americas Trust, Series 2015-1211, Class C | Long | ABS-mortgage backed security | US | $884K | – | 0.07 |
| 180 Medical, Inc. | Long | Debt | US | $180K | – | 0.01 |
| AAdvantage Loyality IP Ltd., 1st Lien Term Loan B | Long | Loan | KY | $488K | – | 0.04 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $428K | – | 0.03 |
| Acadia Healthcare Co., Inc. | Long | Debt | US | $174K | – | 0.01 |
| ACCO Brands Corp. | Long | Debt | US | $1M | – | 0.09 |
| ACHV ABS TRUST, Series 2023-2PL, Class B | Long | ABS-other | US | $212K | – | 0.02 |
| ACI Worldwide, Inc. | Long | Debt | US | $173K | – | 0.01 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $1M | – | 0.10 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $230K | – | 0.02 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $198K | – | 0.01 |
| Adient US LLC, 1st Lien Term Loan B-2 | Long | Loan | US | $504K | – | 0.04 |
| ADT Security Corp. (The) | Long | Debt | US | $926K | – | 0.07 |
| ADT Security Corp. (The) | Long | Debt | US | $162K | – | 0.01 |
| Advanced Drainage Systems, Inc. | Long | Debt | US | $145K | – | 0.01 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $732K | – | 0.05 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $340K | – | 0.03 |
| Affirm Asset Securitization Trust, Series 2023-A, Class 1A | Long | ABS-other | US | $1M | – | 0.08 |
| Affirm Asset Securitization Trust, Series 2023-A, Class A | Long | ABS-other | US | $502K | – | 0.04 |
| Ahead DB Holdings LLC, 1st Lien Term Loan B | Long | Loan | US | $501K | – | 0.04 |
| AI Candelaria Spain SA | Long | Debt | ES | $241K | – | 0.02 |
| AI Candelaria Spain SA | Long | Debt | ES | $198K | – | 0.01 |
| AIMCO CLO, Series 2015-AA, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Air Canada Pass-Through Trust, Series 2020-2, Class B | Long | ABS-other | CA | $4K | – | 0.00 |
| Air Lease Corp. | Long | Debt | US | $546K | – | 0.04 |
| Albertsons Cos., Inc. | Long | Debt | US | $3M | – | 0.22 |
| Albertsons Cos., Inc. | Long | Debt | US | $2M | – | 0.12 |
| Albertsons Cos., Inc. | Long | Debt | US | $901K | – | 0.07 |
| Albertsons Cos., Inc. | Long | Debt | US | $505K | – | 0.04 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $987K | – | 0.07 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $200K | – | 0.01 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $198K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $58K | – | 0.00 |
| Allison Transmission, Inc. | Long | Debt | US | $885K | – | 0.07 |
| Allison Transmission, Inc. | Long | Debt | US | $706K | – | 0.05 |
| Allison Transmission, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Allison Transmission, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Altice France Holding SA | Long | Debt | LU | $74K | – | 0.01 |
| Altice France Holding SA | Long | Debt | LU | $74K | – | 0.01 |
| Altice France SA | Long | Debt | FR | $308K | – | 0.02 |
| Altice France SA | Long | Debt | FR | $268K | – | 0.02 |
| Altice France SA | Long | Debt | FR | $168K | – | 0.01 |
| Amer Sports Co. | Long | Debt | US | $697K | – | 0.05 |
| American Airlines Pass-Through Trust, Series 2021-1, Class B | Long | ABS-other | US | $40K | – | 0.00 |
| American Airlines, Inc. | Long | Debt | US | $3M | – | 0.20 |
| American Airlines, Inc. | Long | Debt | US | $745K | – | 0.06 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $620K | – | 0.05 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $492K | – | 0.04 |
| American Axle & Manufacturing, Inc. | Long | Debt | US | $92K | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2022-2, Class E | Long | ABS-other | US | $187K | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2022-3, Class D | Long | ABS-other | US | $266K | – | 0.02 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class C | Long | ABS-other | US | $182K | – | 0.01 |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class A | Long | ABS-other | US | $23K | – | 0.00 |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class C | Long | ABS-other | US | $398K | – | 0.03 |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class D | Long | ABS-other | US | $395K | – | 0.03 |
| American Credit Acceptance Receivables Trust, Series 2023-3, Class C | Long | ABS-other | US | $1M | – | 0.08 |
| American Credit Acceptance Receivables Trust, Series 2023-3, Class D | Long | ABS-other | US | $2M | – | 0.14 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class B | Long | ABS-other | US | $3M | – | 0.19 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class D | Long | ABS-other | US | $2M | – | 0.18 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class B | Long | ABS-other | US | $2M | – | 0.18 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class C | Long | ABS-other | US | $2M | – | 0.14 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class D | Long | ABS-other | US | $3M | – | 0.22 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D | Long | ABS-other | US | $1M | – | 0.10 |
| AmeriGas Partners LP | Long | Debt | US | $710K | – | 0.05 |
| AmeriGas Partners LP | Long | Debt | US | $401K | – | 0.03 |
| AmeriGas Partners LP | Long | Debt | US | $330K | – | 0.02 |
| Amkor Technology, Inc. | Long | Debt | US | $365K | – | 0.03 |
| AMSR Trust, Series 2020-SFR1, Class H | Long | ABS-other | US | $97K | – | 0.01 |
| AMSR Trust, Series 2020-SFR3, Class G | Long | ABS-other | US | $1M | – | 0.08 |
| AMSR Trust, Series 2020-SFR5, Class F | Long | ABS-other | US | $1M | – | 0.11 |
| Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B2 | Long | ABS-mortgage backed security | US | $732K | – | 0.05 |
| Antero Midstream Partners LP | Long | Debt | US | $2M | – | 0.17 |
| Antero Midstream Partners LP | Long | Debt | US | $680K | – | 0.05 |
| Antero Midstream Partners LP | Long | Debt | US | $593K | – | 0.04 |
| Antero Resources Corp. | Long | Debt | US | $823K | – | 0.06 |
| Antero Resources Corp. | Long | Debt | US | $437K | – | 0.03 |
| Antero Resources Corp. | Long | Debt | US | $21K | – | 0.00 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $206K | – | 0.02 |
| Anywhere Real Estate Group LLC | Long | Debt | US | $174K | – | 0.01 |
| Apidos CLO, Series 2018-29A, Class A2 (Apidos CLO XXIX) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Apidos CLO, Series 2019-31A, Class A1R (Apidos CLO XXXI) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Apidos CLO, Series 2020-33A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.26 |
| Arab Republic of Egypt | Long | Debt | EG | $372K | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $342K | – | 0.03 |
| Arab Republic of Egypt | Long | Debt | EG | $312K | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $242K | – | 0.02 |
| Arab Republic of Egypt | Long | Debt | EG | $164K | – | 0.01 |
| Aramark Services, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Archrock Partners LP | Long | Debt | US | $392K | – | 0.03 |
| Archrock Partners LP | Long | Debt | US | $85K | – | 0.01 |
| Ardagh Packaging Finance plc | Long | Debt | US | $1M | – | 0.09 |
| Ardagh Packaging Finance plc | Long | Debt | US | $720K | – | 0.05 |
| Ares CLO Ltd., Series 2016-40A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $366K | – | 0.03 |
| Ares CLO Ltd., Series 2017-43A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| ARES CLO Ltd., Series 2018-47A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $2M | – | 0.14 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $87K | – | 0.01 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $85K | – | 0.01 |
| Ascent Resources Utica Holdings LLC | Long | Debt | US | $467K | – | 0.03 |
| AthenaHealth Group, Inc. | Long | Debt | US | $1M | – | 0.08 |
| ATI, Inc. | Long | Debt | US | $368K | – | 0.03 |
| ATI, Inc. | Long | Debt | US | $154K | – | 0.01 |
| ATI, Inc. | Long | Debt | US | $26K | – | 0.00 |
| ATI, Inc. | Long | Debt | US | $23K | – | 0.00 |
| ATS Corp. | Long | Debt | CA | $135K | – | 0.01 |
| Avantor Funding, Inc. | Long | Debt | US | $3M | – | 0.22 |
| Avis Budget Car Rental LLC | Long | Debt | US | $2M | – | 0.12 |
| Avis Budget Car Rental LLC | Long | Debt | US | $903K | – | 0.07 |
| Avis Budget Car Rental LLC | Long | Debt | US | $250K | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class C | Long | ABS-other | US | $445K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2022-3A, Class A | Long | ABS-other | US | $927K | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-1A, Class C | Long | ABS-other | US | $1M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class A | Long | ABS-other | US | $797K | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class C | Long | ABS-other | US | $3M | – | 0.21 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class A | Long | ABS-other | US | $839K | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B | Long | ABS-other | US | $398K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C | Long | ABS-other | US | $371K | – | 0.03 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.15 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.08 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $680K | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $370K | – | 0.03 |
| Axalta Coating Systems LLC | Long | Debt | US | $2M | – | 0.12 |
| Axalta Coating Systems LLC | Long | Debt | US | $338K | – | 0.03 |
| Axalta Coating Systems LLC | Long | Debt | US | $145K | – | 0.01 |
| Ballyrock CLO Ltd., Series 2020-2A, Class A2R | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class A | Long | ABS-mortgage backed security | US | $483K | – | 0.04 |
| BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C | Long | ABS-mortgage backed security | US | $961K | – | 0.07 |
| BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Banc of America Re-Remic Trust, Series 2024-FRR1, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $560K | – | 0.04 |
| Banco Mercantil del Norte SA | Long | Debt | MX | $686K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.10 |
| Bank of America Corp. | Long | Debt | US | $4M | – | 0.30 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $626K | – | 0.05 |
| BANK, Series 2019-BN20, Class D | Long | ABS-mortgage backed security | US | $477K | – | 0.04 |
| BANK, Series 2020-BN26, Class E | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| BANK, Series 2020-BN28, Class XA | Long | ABS-mortgage backed security | US | $348K | – | 0.03 |
| BANK, Series 2022-BNK39, Class XA | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| BANK5, Series 2023-5YR1, Class A3 | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| BANK5, Series 2023-5YR3, Class A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| BANK5, Series 2023-5YR4, Class A3 | Long | ABS-mortgage backed security | US | $851K | – | 0.06 |
| Bapco Energies BSC Closed | Long | Debt | BH | $508K | – | 0.04 |
| Bath & Body Works, Inc. | Long | Debt | US | $139K | – | 0.01 |
| Bath & Body Works, Inc. | Long | Debt | US | $114K | – | 0.01 |
| Bausch Health Americas, Inc. | Long | Debt | US | $992K | – | 0.07 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $2M | – | 0.17 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $565K | – | 0.04 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $232K | – | 0.02 |
| Bausch Health Cos., Inc. | Long | Debt | CA | $36K | – | 0.00 |
| Baytex Energy Corp. | Long | Debt | CA | $1M | – | 0.08 |
| Baytex Energy Corp. | Long | Debt | CA | $319K | – | 0.02 |
| Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C (Bayview Opportunity Master Fund VII LLC) | Long | ABS-other | US | $256K | – | 0.02 |
| Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class D (Bayview Opportunity Master Fund VII LLC) | Long | ABS-other | US | $234K | – | 0.02 |
| BBCMS Mortgage Trust, Series 2021-C11, Class XB | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| BBCMS Mortgage Trust, Series 2023-5C23, Class A3 | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| BBCMS Mortgage Trust, Series 2023-C20, Class XA | Long | ABS-mortgage backed security | US | $706K | – | 0.05 |
| BBCMS Mortgage Trust, Series 2023-C21, Class A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| BBCMS Mortgage Trust, Series 2023-C22, Class A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| BBVA Bancomer SA | Long | Debt | MX | $369K | – | 0.03 |
| Benchmark Mortgage Trust, Series 2021-B26, Class ASB | Long | ABS-mortgage backed security | US | $720K | – | 0.05 |
| Benchmark Mortgage Trust, Series 2022-B33, Class A5 | Long | ABS-mortgage backed security | US | $702K | – | 0.05 |
| Benchmark Mortgage Trust, Series 2022-B36, Class A5 | Long | ABS-mortgage backed security | US | $748K | – | 0.06 |
| Benchmark Mortgage Trust, Series 2022-B37, Class A5 | Long | ABS-mortgage backed security | US | $622K | – | 0.05 |
| Benchmark Mortgage Trust, Series 2023-V3, Class A3 | Long | ABS-mortgage backed security | US | $206K | – | 0.02 |
| Benchmark Mortgage Trust, Series 2024-V5, Class A3 | Long | ABS-mortgage backed security | US | $446K | – | 0.03 |
| Benchmark Mortgage Trust, Series 2024-V5, Class C | Long | ABS-mortgage backed security | US | $306K | – | 0.02 |
| Benin Government International Bond | Long | Debt | BJ | $638K | – | 0.05 |
| Benin Government International Bond | Long | Debt | BJ | $610K | – | 0.05 |
| BHMS, Series 2018-ATLS, Class A | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Big River Steel LLC | Long | Debt | US | $55K | – | 0.00 |
| Bioceanico Sovereign Certificate Ltd. | Long | Debt | KY | $356K | – | 0.03 |
| Block, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Block, Inc. | Long | Debt | US | $874K | – | 0.06 |
| Blue Racer Midstream LLC | Long | Debt | US | $267K | – | 0.02 |
| Blue Racer Midstream LLC | Long | Debt | US | $185K | – | 0.01 |
| BMARK, Series 2023-V4, Class A3 | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| BMO Mortgage Trust, Series 2023-5C1, Class A3 | Long | ABS-mortgage backed security | US | $6M | – | 0.48 |
| BMO Mortgage Trust, Series 2023-5C2, Class A3 | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| BMO Mortgage Trust, Series 2023-C5, Class A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| BMO Mortgage Trust, Series 2023-C7, Class A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| BMO Mortgage Trust, Series 2024-5C3, Class A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| BMO Mortgage Trust, Series 2024-5C3, Class C | Long | ABS-mortgage backed security | US | $706K | – | 0.05 |
| BMO Mortgage Trust, Series 2024-5C4, Class A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| BNP Paribas SA | Long | Debt | FR | $577K | – | 0.04 |
| Bombardier, Inc. | Long | Debt | CA | $740K | – | 0.06 |
| Bombardier, Inc. | Long | Debt | CA | $648K | – | 0.05 |
| Bombardier, Inc. | Long | Debt | CA | $323K | – | 0.02 |
| Bombardier, Inc. | Long | Debt | CA | $306K | – | 0.02 |
| Boyne USA, Inc. | Long | Debt | US | $346K | – | 0.03 |
| BP Capital Markets plc | Long | Debt | GB | $71K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.35 |
| BPCE SA | Long | Debt | FR | $719K | – | 0.05 |
| Braskem Idesa SAPI | Long | Debt | MX | $593K | – | 0.04 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $373K | – | 0.03 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class B | Long | ABS-other | US | $449K | – | 0.03 |
| Brink's Co. (The) | Long | Debt | US | $387K | – | 0.03 |
| British Airways Pass-Through Trust, Series 2020-1, Class B | Long | ABS-other | US | $8K | – | 0.00 |
| BSPRT Issuer Ltd., Series 2021-FL7, Class D | Long | ABS-collateralized bond/debt obligation | KY | $262K | – | 0.02 |
| BSPRT Issuer Ltd., Series 2021-FL7, Class E | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.02 |
| Buckeye Partners LP | Long | Debt | US | $1M | – | 0.10 |
| Buckeye Partners LP | Long | Debt | US | $215K | – | 0.02 |
| Buckeye Partners LP | Long | Debt | US | $181K | – | 0.01 |
| Buckhorn Park CLO Ltd., Series 2019-1A, Class CR | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| Builders FirstSource, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Builders FirstSource, Inc. | Long | Debt | US | $320K | – | 0.02 |
| Builders FirstSource, Inc. | Long | Debt | US | $299K | – | 0.02 |
| Business Jet Securities LLC, Series 2024-1A, Class A | Long | ABS-other | US | $2M | – | 0.15 |
| Buttermilk Park CLO Ltd., Series 2018-1A, Class B1R | Long | ABS-collateralized bond/debt obligation | KY | $327K | – | 0.02 |
| Buttermilk Park CLO Ltd., Series 2018-1A, Class CR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| BWX Technologies, Inc. | Long | Debt | US | $230K | – | 0.02 |
| BX Commercial Mortgage Trust, Series 2021-21M, Class A | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| BX Commercial Mortgage Trust, Series 2021-ACNT, Class A | Long | ABS-mortgage backed security | US | $798K | – | 0.06 |
| BX Commercial Mortgage Trust, Series 2021-VINO, Class A | Long | ABS-mortgage backed security | US | $258K | – | 0.02 |
| BX Commercial Mortgage Trust, Series 2024-MF, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| BX Commercial Mortgage Trust, Series 2024-MF, Class B | Long | ABS-mortgage backed security | US | $799K | – | 0.06 |
| BX Trust, Series 2022-LBA6, Class A | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| BX, Series 2021-MFM1, Class A | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| Caesars Entertainment, Inc. | Long | Debt | US | $697K | – | 0.05 |
| Caesars Entertainment, Inc. | Long | Debt | US | $443K | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $343K | – | 0.03 |
| Caesars Entertainment, Inc. | Long | Debt | US | $317K | – | 0.02 |
| Caesars Entertainment, Inc. | Long | Debt | US | $64K | – | 0.00 |
| California Infrastructure and Economic Development Bank, Brightline West Passenger Rail Project, Series 2020A-3 (California Infrastructure & Economic Development Bank) | Long | Short-term investment vehicle | US | $620K | – | 0.05 |
| California Resources Corp. | Long | Debt | US | $101K | – | 0.01 |
| Calpine Corp. | Long | Debt | US | $897K | – | 0.07 |
| Carlyle Global Market Strategies CLO Ltd., Series 2012-3A, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.07 |
| Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $703K | – | 0.05 |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.06 |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.07 |
| Carnival Corp. | Long | Debt | PA | $54K | – | 0.00 |
| Carnival Holdings Bermuda Ltd. | Long | Debt | US | $2M | – | 0.17 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $148K | – | 0.01 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $73K | – | 0.01 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $57K | – | 0.00 |
| CBAM Ltd., Series 2018-5A, Class B2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| CCO Holdings LLC | Long | Debt | US | $6M | – | 0.42 |
| CCO Holdings LLC | Long | Debt | US | $5M | – | 0.38 |
| CCO Holdings LLC | Long | Debt | US | $3M | – | 0.25 |
| CCO Holdings LLC | Long | Debt | US | $2M | – | 0.13 |
| CCO Holdings LLC | Long | Debt | US | $1M | – | 0.09 |
| CCO Holdings LLC | Long | Debt | US | $568K | – | 0.04 |
| CD Mortgage Trust, Series 2018-CD7, Class C | Long | ABS-mortgage backed security | US | $511K | – | 0.04 |
| CD Mortgage Trust, Series 2019-CD8, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| CD&R Smokey Buyer, Inc. | Long | Debt | US | $531K | – | 0.04 |
| CDI | Derivative-credit | US | $-49K | – | -0.00 | |
| CDI | Derivative-credit | US | $-392K | – | -0.03 | |
| CDS | Derivative-credit | GB | $-68K | – | -0.01 | |
| CDS | Derivative-credit | US | $-127K | – | -0.01 | |
| Cedar Fair LP | Long | Debt | US | $688K | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $219K | – | 0.02 |
| Central Garden & Pet Co. | Long | Debt | US | $587K | – | 0.04 |
| Central Garden & Pet Co. | Long | Debt | US | $421K | – | 0.03 |
| Chart Industries, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Charter Communications Operating LLC | Long | Debt | US | $2M | – | 0.15 |
| Charter Communications Operating LLC | Long | Debt | US | $1M | – | 0.10 |
| Charter Communications Operating LLC | Long | Debt | US | $87K | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $51K | – | 0.00 |
| Chemours Co. (The) | Long | Debt | US | $2M | – | 0.18 |
| Chemours Co. (The) | Long | Debt | US | $90K | – | 0.01 |
| Cheplapharm Arzneimittel GmbH | Long | Debt | DE | $233K | – | 0.02 |
| Chesapeake Energy Corp. | Long | Debt | US | $3M | – | 0.21 |
| CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1 | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Chord Energy Corp. | Long | Debt | US | $774K | – | 0.06 |
| Ciena Corp. | Long | Debt | US | $134K | – | 0.01 |
| CIFC Funding Ltd., Series 2014-1A, Class BR2 (CIFC Funding 2014 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| CIFC Funding Ltd., Series 2014-5A, Class A1R2 (CIFC Funding 2014-V Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $563K | – | 0.04 |
| CIFC Funding Ltd., Series 2014-5A, Class BR2 (CIFC Funding 2014-V Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.02 |
| CIFC Funding Ltd., Series 2018-1A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.04 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Citigroup Commercial Mortgage Trust, Series 2018-C5, Class XA | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Citigroup Commercial Mortgage Trust, Series 2018-C6, Class XA | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Citigroup, Inc., Series U | Long | Debt | US | $94K | – | 0.01 |
| Citigroup, Inc., Series X | Long | Debt | US | $94K | – | 0.01 |
| Civitas Resources, Inc. | Long | Debt | US | $1M | – | 0.10 |
| Civitas Resources, Inc. | Long | Debt | US | $739K | – | 0.05 |
| Civitas Resources, Inc. | Long | Debt | US | $698K | – | 0.05 |
| Clarios Global LP | Long | Debt | US | $2M | – | 0.18 |
| Clarios Global LP | Long | Debt | US | $2M | – | 0.12 |
| Clarios Global LP | Long | Debt | CA | $165K | – | 0.01 |
| Clarivate Science Holdings Corp. | Long | Debt | US | $2M | – | 0.16 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $2M | – | 0.16 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $2M | – | 0.16 |
| Clear Channel Outdoor Holdings, Inc. | Long | Debt | US | $545K | – | 0.04 |
| Cleveland-Cliffs, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Coherent Corp. | Long | Debt | US | $2M | – | 0.12 |
| Coinbase Global, Inc. | Long | Debt | US | $56K | – | 0.00 |
| COLT Mortgage Loan Trust, Series 2023-2, Class A1 | Long | ABS-mortgage backed security | US | $354K | – | 0.03 |
| Columbia Pipelines Holding Co. LLC | Long | Debt | US | $397K | – | 0.03 |
| Comision Federal de Electricidad | Long | Debt | MX | $140K | – | 0.01 |
| Commercial Mortgage Trust, Series 2014-CR14, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Commercial Mortgage Trust, Series 2014-CR15, Class C | Long | ABS-mortgage backed security | US | $940K | – | 0.07 |
| Commercial Mortgage Trust, Series 2014-UBS5, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Commercial Mortgage Trust, Series 2015-CR22, Class D | Long | ABS-mortgage backed security | US | $420K | – | 0.03 |
| Commercial Mortgage Trust, Series 2015-LC23, Class E | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Commercial Mortgage Trust, Series 2015-PC1, Class B | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Commonwealth of the Bahamas | Long | Debt | BS | $625K | – | 0.05 |
| CommScope, Inc. | Long | Debt | US | $1M | – | 0.10 |
| CommScope, Inc. | Long | Debt | US | $450K | – | 0.03 |
| CommScope, Inc. | Long | Debt | US | $331K | – | 0.02 |
| Community Health Systems, Inc. | Long | Debt | US | $2M | – | 0.14 |
| Community Health Systems, Inc. | Long | Debt | US | $739K | – | 0.05 |
| Community Health Systems, Inc. | Long | Debt | US | $663K | – | 0.05 |
| Community Health Systems, Inc. | Long | Debt | US | $372K | – | 0.03 |
| Community Health Systems, Inc. | Long | Debt | US | $249K | – | 0.02 |
| Community Health Systems, Inc. | Long | Debt | US | $245K | – | 0.02 |
| Comstock Resources, Inc. | Long | Debt | US | $2M | – | 0.15 |
| Comstock Resources, Inc. | Long | Debt | US | $135K | – | 0.01 |
| Conn's Receivables Funding LLC, Series 2022-A, Class B | Long | ABS-other | US | $34K | – | 0.00 |
| Conn's Receivables Funding LLC, Series 2023-A, Class A | Long | ABS-other | US | $79K | – | 0.01 |
| Conn's Receivables Funding LLC, Series 2023-A, Class B | Long | ABS-other | US | $513K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1 | Long | ABS-mortgage backed security | US | $702K | – | 0.05 |
| Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1 | Long | ABS-mortgage backed security | US | $671K | – | 0.05 |
| Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1 | Long | ABS-mortgage backed security | US | $386K | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M2 | Long | ABS-mortgage backed security | US | $582K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2 | Long | ABS-mortgage backed security | US | $536K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $707K | – | 0.05 |
| Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 | Long | ABS-mortgage backed security | US | $559K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2 | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $654K | – | 0.05 |
| Cooper-Standard Automotive, Inc. | Long | Debt | US | $111K | – | 0.01 |
| Corebridge Financial, Inc. | Long | Debt | US | $503K | – | 0.04 |
| CoreCivic, Inc. | Long | Debt | US | $663K | – | 0.05 |
| CoreVest American Finance Trust, Series 2019-1, Class E | Long | ABS-other | US | $281K | – | 0.02 |
| CoreVest American Finance Trust, Series 2019-2, Class E | Long | ABS-other | US | $306K | – | 0.02 |
| CoreVest American Finance Trust, Series 2019-3, Class E | Long | ABS-other | US | $299K | – | 0.02 |
| Coty, Inc. | Long | Debt | US | $620K | – | 0.05 |
| Coty, Inc. | Long | Debt | US | $198K | – | 0.01 |
| Coty, Inc. | Long | Debt | US | $42K | – | 0.00 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class A | Long | ABS-other | US | $251K | – | 0.02 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D | Long | ABS-other | US | $305K | – | 0.02 |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class A | Long | ABS-other | US | $705K | – | 0.05 |
| Credit Acceptance Auto Loan Trust, Series 2023-2A, Class A | Long | ABS-other | US | $901K | – | 0.07 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B | Long | ABS-other | US | $400K | – | 0.03 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A | Long | ABS-other | US | $2M | – | 0.17 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B | Long | ABS-other | US | $1M | – | 0.11 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A | Long | ABS-other | US | $805K | – | 0.06 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B | Long | ABS-other | US | $709K | – | 0.05 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C | Long | ABS-other | US | $939K | – | 0.07 |
| Crescent Energy Finance LLC | Long | Debt | US | $2M | – | 0.11 |
| CSAIL Commercial Mortgage Trust, Series 2015-C2, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.16 |
| CSC Holdings LLC | Long | Debt | US | $211K | – | 0.02 |
| CSC Holdings LLC, Term Loan B-6 | Long | Loan | US | $479K | – | 0.04 |
| CSN Inova Ventures | Long | Debt | KY | $385K | – | 0.03 |
| Dana, Inc. | Long | Debt | US | $372K | – | 0.03 |
| Dana, Inc. | Long | Debt | US | $233K | – | 0.02 |
| Dana, Inc. | Long | Debt | US | $165K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $200K | – | 0.01 |
| DaVita, Inc. | Long | Debt | US | $2M | – | 0.15 |
| DaVita, Inc. | Long | Debt | US | $367K | – | 0.03 |
| DB Master Finance LLC, Series 2021-1A, Class A23 | Long | ABS-other | US | $240K | – | 0.02 |
| Deephaven Residential Mortgage Trust, Series 2022-2, Class A1 | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Democratic Socialist Republic of Sri Lanka | Long | Debt | LK | $291K | – | 0.02 |
| Dewolf Park CLO Ltd., Series 2017-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| Directv Financing LLC | Long | Debt | US | $3M | – | 0.21 |
| DISH DBS Corp. | Long | Debt | US | $8M | – | 0.58 |
| DISH DBS Corp. | Long | Debt | US | $1M | – | 0.09 |
| DISH DBS Corp. | Long | Debt | US | $481K | – | 0.04 |
| DISH Network Corp. | Long | Debt | US | $2M | – | 0.17 |
| Diversified ABS Phase LLC, Series 2024-1A, Class A2 (Diversified ABS Phase VIII LLC) | Long | ABS-other | US | $2M | – | 0.12 |
| Dominican Republic Government Bond | Long | Debt | DO | $979K | – | 0.07 |
| Dominican Republic Government Bond | Long | Debt | DO | $801K | – | 0.06 |
| Dominican Republic Government Bond | Long | Debt | DO | $524K | – | 0.04 |
| Dominican Republic Government Bond | Long | Debt | DO | $514K | – | 0.04 |
| Dominican Republic Government Bond | Long | Debt | DO | $484K | – | 0.04 |
| Dominican Republic Government Bond | Long | Debt | DO | $337K | – | 0.03 |
| Dominican Republic Government Bond | Long | Debt | DO | $145K | – | 0.01 |
| Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II | Long | ABS-other | US | $182K | – | 0.01 |
| Dornoch Debt Merger Sub, Inc. | Long | Debt | US | $69K | – | 0.01 |
| Driven Brands Funding LLC, Series 2019-1A, Class A2 | Long | ABS-other | US | $248K | – | 0.02 |
| Driven Brands Funding LLC, Series 2021-1A, Class A2 | Long | ABS-other | US | $2M | – | 0.13 |
| Driven Brands Funding LLC, Series 2022-1A, Class A2 | Long | ABS-other | US | $596K | – | 0.04 |
| Dryden CLO Ltd., Series 2017-53A, Class C (Dryden 53 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.07 |
| Dryden CLO Ltd., Series 2018-58A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| Dryden CLO Ltd., Series 2018-64A, Class A (Dryden 64 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $929K | – | 0.07 |
| Dryden CLO Ltd., Series 2019-68A, Class AR (Dryden 68 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Dryden CLO Ltd., Series 2019-68A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Dryden Senior Loan Fund, Series 2015-41A, Class AR (Dryden 41 Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $749K | – | 0.06 |
| Dryden Senior Loan Fund, Series 2016-42A, Class BR (Dryden 42 Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.07 |
| Dryden Senior Loan Fund, Series 2016-45A, Class BR (Dryden 45 Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Dryden Senior Loan Fund, Series 2017-47A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $427K | – | 0.03 |
| DT Auto Owner Trust, Series 2021-4A, Class E | Long | ABS-other | US | $2M | – | 0.11 |
| DT Auto Owner Trust, Series 2022-1A, Class E | Long | ABS-other | US | $2M | – | 0.17 |
| DT Auto Owner Trust, Series 2023-1A, Class B | Long | ABS-other | US | $464K | – | 0.03 |
| DT Auto Owner Trust, Series 2023-1A, Class C | Long | ABS-other | US | $522K | – | 0.04 |
| DT Auto Owner Trust, Series 2023-3A, Class C | Long | ABS-other | US | $1M | – | 0.10 |
| DT Midstream, Inc. | Long | Debt | US | $2M | – | 0.14 |
| Dycom Industries, Inc. | Long | Debt | US | $84K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $491K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $245K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $146K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $81K | – | 0.01 |
| Edgewell Personal Care Co. | Long | Debt | US | $3M | – | 0.20 |
| Elanco Animal Health, Inc. | Long | Debt | US | $625K | – | 0.05 |
| Electricidad Firme de Mexico Holdings SA de CV | Long | Debt | MX | $191K | – | 0.01 |
| Element Solutions, Inc. | Long | Debt | US | $787K | – | 0.06 |
| ELM Trust, Series 2024-ELM, Class C10 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Elmwood CLO Ltd., Series 2021-3A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Elmwood CLO Ltd., Series 2021-3A, Class CR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Elmwood CLO Ltd., Series 2021-4A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $742K | – | 0.06 |
| Elmwood CLO Ltd., Series 2023-2A, Class C (Elmwood CLO 23 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.20 |
| Elmwood CLO Ltd., Series 2024-3A, Class A (Elmwood CLO 27 Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| EMRLD Borrower LP | Long | Debt | US | $2M | – | 0.16 |
| Enbridge, Inc., Series NC5 | Long | Debt | CA | $316K | – | 0.02 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $1M | – | 0.07 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $178K | – | 0.01 |
| Encompass Health Corp. | Long | Debt | US | $1M | – | 0.10 |
| Encompass Health Corp. | Long | Debt | US | $944K | – | 0.07 |
| Encompass Health Corp. | Long | Debt | US | $366K | – | 0.03 |
| Endo Finance Holdings, Inc. | Long | Debt | US | $265K | – | 0.02 |
| Energean Israel Finance Ltd. | Long | Debt | IL | $285K | – | 0.02 |
| Energean Israel Finance Ltd. | Long | Debt | IL | $45K | – | 0.00 |
| Energizer Holdings, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Energizer Holdings, Inc. | Long | Debt | US | $938K | – | 0.07 |
| Energuate Trust | Long | Debt | KY | $192K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $533K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $125K | – | 0.01 |
| EnfraGen Energia Sur SA | Long | Debt | ES | $335K | – | 0.02 |
| Entegris, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Entegris, Inc. | Long | Debt | US | $712K | – | 0.05 |
| Entegris, Inc. | Long | Debt | US | $178K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.09 |
| EQM Midstream Partners LP | Long | Debt | US | $515K | – | 0.04 |
| EQM Midstream Partners LP | Long | Debt | US | $358K | – | 0.03 |
| EQM Midstream Partners LP | Long | Debt | US | $158K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $123K | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $63K | – | 0.00 |
| EquipmentShare.com, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Esab Corp. | Long | Debt | US | $331K | – | 0.02 |
| Eskom Holdings SOC Ltd. | Long | Debt | ZA | $697K | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2020-3A, Class E | Long | ABS-other | US | $2M | – | 0.15 |
| Exeter Automobile Receivables Trust, Series 2021-2A, Class D | Long | ABS-other | US | $2M | – | 0.14 |
| Exeter Automobile Receivables Trust, Series 2021-2A, Class E | Long | ABS-other | US | $713K | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2021-3A, Class E | Long | ABS-other | US | $844K | – | 0.06 |
| Exeter Automobile Receivables Trust, Series 2022-1A, Class E | Long | ABS-other | US | $1M | – | 0.07 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class E | Long | ABS-other | US | $4M | – | 0.31 |
| Exeter Automobile Receivables Trust, Series 2022-3A, Class D | Long | ABS-other | US | $402K | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2022-4A, Class D | Long | ABS-other | US | $167K | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2022-6A, Class D | Long | ABS-other | US | $388K | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class B | Long | ABS-other | US | $149K | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class C | Long | ABS-other | US | $175K | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $505K | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class E | Long | ABS-other | US | $997K | – | 0.07 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class C | Long | ABS-other | US | $498K | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class D | Long | ABS-other | US | $501K | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class C | Long | ABS-other | US | $2M | – | 0.14 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class D | Long | ABS-other | US | $963K | – | 0.07 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class C | Long | ABS-other | US | $928K | – | 0.07 |
| Federal Republic of Nigeria | Long | Debt | NG | $1M | – | 0.08 |
| Federal Republic of Nigeria | Long | Debt | NG | $602K | – | 0.04 |
| Federal Republic of Nigeria | Long | Debt | NG | $552K | – | 0.04 |
| Federal Republic of Nigeria | Long | Debt | NG | $528K | – | 0.04 |
| Federal Republic of Nigeria | Long | Debt | NG | $441K | – | 0.03 |
| Federal Republic of Nigeria | Long | Debt | NG | $333K | – | 0.02 |
| Federal Republic of Nigeria | Long | Debt | NG | $178K | – | 0.01 |
| Federal Republic of Nigeria | Long | Debt | NG | $158K | – | 0.01 |
| Federative Republic of Brazil | Long | Debt | BR | $359K | – | 0.03 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $989K | – | 0.07 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $891K | – | 0.07 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $834K | – | 0.06 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $539K | – | 0.04 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| FHLMC Multiclass Certificates, Series 2020-RR06, Class AX | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FHLMC Multiclass Certificates, Series 2020-RR12, Class X | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FHLMC Multiclass Certificates, Series 2020-RR14, Class X | Long | ABS-mortgage backed security | US | $352K | – | 0.03 |
| FHLMC Multiclass Certificates, Series 2021-RR16, Class X | Long | ABS-mortgage backed security | US | $398K | – | 0.03 |
| FHLMC Multiclass Certificates, Series 2023-RR21, Class X | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B | Long | ABS-mortgage backed security | US | $520K | – | 0.04 |
| FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M2 | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FHLMC STACR Trust, Series 2018-DNA3, Class B1 | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| FHLMC STACR, Whole Loan, Series 2017-DNA2, Class B1 (FHLMC STACR Debt Notes) | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| FHLMC STACR, Whole Loan, Series 2017-DNA3, Class B1 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class B1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class B1 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M2 (FHLMC Multi-Family Structured Credit Risk) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1512, Class X3 | Long | ABS-mortgage backed security | US | $571K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1513, Class X3 | Long | ABS-mortgage backed security | US | $953K | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1514, Class X1 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1516, Class X3 | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1518, Class X1 | Long | ABS-mortgage backed security | US | $678K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-161, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K044, Class X3 | Long | ABS-mortgage backed security | US | $779K | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K060, Class X3 | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K062, Class X3 | Long | ABS-mortgage backed security | US | $724K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K063, Class X3 | Long | ABS-mortgage backed security | US | $576K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class X3 | Long | ABS-mortgage backed security | US | $503K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K066, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class X3 | Long | ABS-mortgage backed security | US | $900K | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X3 | Long | ABS-mortgage backed security | US | $716K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K071, Class X3 | Long | ABS-mortgage backed security | US | $536K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X1 | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1 | Long | ABS-mortgage backed security | US | $279K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X1 | Long | ABS-mortgage backed security | US | $505K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X3 | Long | ABS-mortgage backed security | US | $846K | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X1 | Long | ABS-mortgage backed security | US | $418K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X3 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K085, Class X3 | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K086, Class X1 | Long | ABS-mortgage backed security | US | $518K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3 | Long | ABS-mortgage backed security | US | $483K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K091, Class X1 | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K096, Class X3 | Long | ABS-mortgage backed security | US | $709K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3 | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K100, Class X1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K101, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X1 | Long | ABS-mortgage backed security | US | $463K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K107, Class X1 | Long | ABS-mortgage backed security | US | $780K | – | 0.06 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X3 | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X1 | Long | ABS-mortgage backed security | US | $670K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X1 | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X1 | Long | ABS-mortgage backed security | US | $501K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X1 | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3 | Long | ABS-mortgage backed security | US | $705K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K123, Class X1 | Long | ABS-mortgage backed security | US | $712K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X3 | Long | ABS-mortgage backed security | US | $675K | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K126, Class X3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3 | Long | ABS-mortgage backed security | US | $550K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K129, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X1 | Long | ABS-mortgage backed security | US | $498K | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K730, Class X3 | Long | ABS-mortgage backed security | US | $313K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3 | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K738, Class X1 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K740, Class X1 | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K741, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X3 | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X1 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X3 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K745, Class X1 | Long | ABS-mortgage backed security | US | $367K | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC06, Class X1 | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K-1514, Class X3 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K-1515, Class X3 | Long | ABS-mortgage backed security | US | $821K | – | 0.06 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K148, Class X3 | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K519, Class AS | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FHLMC, REMIC, Series 5164, Class J | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FHLMC, REMIC, Series 5387, Class KB | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FHLMC, Series 2023-MN7, Class B1 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $536K | – | 0.04 |
| FHLMC, Series 2023-MN7, Class M1 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $914K | – | 0.07 |
| FHLMC, Series 2024-MN8, Class B1 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FHLMC, Series 2024-MN8, Class M1 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FHLMC, Series 2024-MN8, Class M2 (FHLMC Mscr Trust Mn8) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FHLMC, Series K-153, Class X1 | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| First Student Bidco, Inc. | Long | Debt | US | $162K | – | 0.01 |
| FirstKey Homes Trust, Series 2020-SFR1, Class F1 | Long | ABS-other | US | $479K | – | 0.04 |
| FIVE Mortgage Trust, Series 2023-V1, Class XA | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Flagship Credit Auto Trust, Series 2023-1, Class A3 | Long | ABS-other | US | $132K | – | 0.01 |
| Flagship Credit Auto Trust, Series 2023-1, Class B | Long | ABS-other | US | $99K | – | 0.01 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class B | Long | ABS-other | US | $283K | – | 0.02 |
| FNMA ACES, Series 2020-M3, Class X1 | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA ACES, Series 2020-M31, Class AB | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA ACES, Series 2022-M2, Class X2 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA ACES, Series 2023-M8, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $852K | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $412K | – | 0.03 |
| FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA, Connecticut Avenue Securities, Series 2017-C03, Class 1B1 | Long | ABS-mortgage backed security | US | $846K | – | 0.06 |
| FNMA, Connecticut Avenue Securities, Series 2017-C05, Class 1B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA, Connecticut Avenue Securities, Series 2017-C06, Class 1B1 | Long | ABS-mortgage backed security | US | $479K | – | 0.04 |
| FNMA, Connecticut Avenue Securities, Series 2017-C07, Class 1B1 | Long | ABS-mortgage backed security | US | $860K | – | 0.06 |
| FNMA, Connecticut Avenue Securities, Series 2018-C01, Class 1B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA, Connecticut Avenue Securities, Series 2018-C03, Class 1B1 | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2B1 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2B2 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $822K | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $639K | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $625K | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| FNMA, REMIC, Series 2021-86, Class T | Long | ABS-mortgage backed security | US | $971K | – | 0.07 |
| FNMA, REMIC, Series 2024-25, Class ZA | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNMA, REMIC, Series 2024-25, Class ZB | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-21M | – | -1.52 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-23M | – | -1.72 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $5M | – | 0.39 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $3M | – | 0.23 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $2M | – | 0.13 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $697K | – | 0.05 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $596K | – | 0.04 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $586K | – | 0.04 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $209K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $204K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $198K | – | 0.01 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $195K | – | 0.01 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $193K | – | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-278K | – | -0.02 | ||
| Foundation Finance Trust, Series 2023-1A, Class D | Long | ABS-other | US | $431K | – | 0.03 |
| FREED ABS Trust, Series 2022-1FP, Class D | Long | ABS-other | US | $194K | – | 0.01 |
| FREED ABS Trust, Series 2022-3FP, Class C | Long | ABS-other | US | $86K | – | 0.01 |
| FREED ABS Trust, Series 2022-4FP, Class B | Long | ABS-other | US | $34K | – | 0.00 |
| FREMF Mortgage Trust, Series 19K-1513, Class X2A | Long | ABS-mortgage backed security | US | $406K | – | 0.03 |
| FREMF Mortgage Trust, Series 2015-K46, Class C | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FREMF Mortgage Trust, Series 2017-K62, Class B | Long | ABS-mortgage backed security | US | $396K | – | 0.03 |
| FREMF Mortgage Trust, Series 2017-K69, Class D (FREMF 2017-K69 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FREMF Mortgage Trust, Series 2017-K724, Class D | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-KF38, Class B | Long | ABS-mortgage backed security | US | $825K | – | 0.06 |
| FREMF Mortgage Trust, Series 2017-KF40, Class B | Long | ABS-mortgage backed security | US | $884K | – | 0.07 |
| FREMF Mortgage Trust, Series 2018-K730, Class B | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-K84, Class D (FREMF 2018-K84 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FREMF Mortgage Trust, Series 2018-KC02, Class B | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KF43, Class B | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KF45, Class B | Long | ABS-mortgage backed security | US | $660K | – | 0.05 |
| FREMF Mortgage Trust, Series 2018-KF47, Class B | Long | ABS-mortgage backed security | US | $239K | – | 0.02 |
| FREMF Mortgage Trust, Series 2018-KF50, Class B | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KF53, Class B | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREMF Mortgage Trust, Series 2018-KF54, Class B | Long | ABS-mortgage backed security | US | $612K | – | 0.05 |
| FREMF Mortgage Trust, Series 2018-KW07, Class B | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| FREMF Mortgage Trust, Series 2019-K735, Class B | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K91, Class C | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| FREMF Mortgage Trust, Series 2019-K92, Class D (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2A (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $207K | – | 0.02 |
| FREMF Mortgage Trust, Series 2019-K92, Class X2B (FREMF 2019-K92 Mortgage Trust) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KF59, Class B | Long | ABS-mortgage backed security | US | $643K | – | 0.05 |
| FREMF Mortgage Trust, Series 2019-KF60, Class B | Long | ABS-mortgage backed security | US | $703K | – | 0.05 |
| FREMF Mortgage Trust, Series 2019-KF62, Class B | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KF67, Class C (FREMF 2019-KF67 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FREMF Mortgage Trust, Series 2019-KF72, Class B | Long | ABS-mortgage backed security | US | $695K | – | 0.05 |
| FREMF Mortgage Trust, Series 2019-KW09, Class C | Long | ABS-mortgage backed security | US | $501K | – | 0.04 |
| FREMF Mortgage Trust, Series 2019-KW09, Class X2A | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KW09, Class X2B | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KW10, Class C (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $794K | – | 0.06 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2A (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FREMF Mortgage Trust, Series 2019-KW10, Class X2B (FREMF 2019-KW10 Mortgage Trust) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K105, Class D (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2A (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-K105, Class X2B (FREMF 2020-K105 Mortgage Trust) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K116, Class D (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FREMF Mortgage Trust, Series 2020-K116, Class X2A (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-K116, Class X2B (FREMF 2020-K116 Mortgage Trust) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-K122, Class D (FREMF 2020-K122 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FREMF Mortgage Trust, Series 2020-K122, Class X2B (FREMF 2020-K122 Mortgage Trust) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FREMF Mortgage Trust, Series 2020-KF76, Class B | Long | ABS-mortgage backed security | US | $603K | – | 0.04 |
| FREMF Mortgage Trust, Series 2022-KF132, Class CS (FREMF 2022-KF132 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FREMF Mortgage Trust, Series 2023-KF149, Class CS | Long | ABS-mortgage backed security | US | $513K | – | 0.04 |
| Frontier Communications Holdings LLC | Long | Debt | US | $1M | – | 0.11 |
| Frontier Communications Holdings LLC | Long | Debt | US | $1M | – | 0.09 |
| FWD Securitization Trust, Series 2020-INV1, Class A1 | Long | ABS-mortgage backed security | US | $380K | – | 0.03 |
| Gabonese Republic | Long | Debt | GA | $943K | – | 0.07 |
| Gabonese Republic | Long | Debt | GA | $239K | – | 0.02 |
| Galaxy CLO Ltd., Series 2015-19A, Class A2RR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Galaxy CLO Ltd., Series 2016-22A, Class ARR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| Gap, Inc. (The) | Long | Debt | US | $688K | – | 0.05 |
| Garda World Security Corp. | Long | Debt | CA | $276K | – | 0.02 |
| GCI LLC | Long | Debt | US | $411K | – | 0.03 |
| Genesis Energy LP | Long | Debt | US | $2M | – | 0.13 |
| Genesis Energy LP | Long | Debt | US | $233K | – | 0.02 |
| Genesis Energy LP | Long | Debt | US | $140K | – | 0.01 |
| GFL Environmental, Inc. | Long | Debt | CA | $1M | – | 0.09 |
| GFL Environmental, Inc. | Long | Debt | CA | $1M | – | 0.08 |
| GFL Environmental, Inc. | Long | Debt | CA | $411K | – | 0.03 |
| GFL Environmental, Inc. | Long | Debt | CA | $55K | – | 0.00 |
| GFL Environmental, Inc. | Long | Debt | CA | $27K | – | 0.00 |
| GFL Environmental, Inc. | Long | Debt | CA | $25K | – | 0.00 |
| GFL Environmental, Inc. | Long | Debt | CA | $25K | – | 0.00 |
| GLS Auto Receivables Issuer Trust, Series 2021-1A, Class E | Long | ABS-other | US | $626K | – | 0.05 |
| GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D | Long | ABS-other | US | $420K | – | 0.03 |
| GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E | Long | ABS-other | US | $2M | – | 0.18 |
| GLS Auto Receivables Issuer Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $122K | – | 0.01 |
| GLS Auto Receivables Issuer Trust, Series 2023-1A, Class D | Long | ABS-other | US | $661K | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $57M | – | 4.27 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.62 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $405K | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $28.35 | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $28M | – | 2.12 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 1.38 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNMA II, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-5M | – | -0.36 |
| GNMA II, Single Family, 30 Year | Short | ABS-mortgage backed security | US | $-9M | – | -0.63 |
| GNMA, Series 2014-181, Class SL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA, Series 2014-88, Class AJ | Long | ABS-mortgage backed security | US | $914K | – | 0.07 |
| GNMA, Series 2015-33 | Long | ABS-mortgage backed security | US | $370K | – | 0.03 |
| GNMA, Series 2016-165 | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| GNMA, Series 2018-9 | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| GNMA, Series 2019-109 | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| GNMA, Series 2019-154 | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| GNMA, Series 2019-53, Class IA | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA, Series 2020-100 | Long | ABS-mortgage backed security | US | $334K | – | 0.02 |
| GNMA, Series 2020-110 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA, Series 2020-118 | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| GNMA, Series 2020-120 | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| GNMA, Series 2020-14 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA, Series 2020-143, Class IB | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| GNMA, Series 2020-161 | Long | ABS-mortgage backed security | US | $348K | – | 0.03 |
| GNMA, Series 2020-169 | Long | ABS-mortgage backed security | US | $391K | – | 0.03 |
| GNMA, Series 2020-184 | Long | ABS-mortgage backed security | US | $591K | – | 0.04 |
| GNMA, Series 2020-190 | Long | ABS-mortgage backed security | US | $618K | – | 0.05 |
| GNMA, Series 2020-194 | Long | ABS-mortgage backed security | US | $596K | – | 0.04 |
| GNMA, Series 2020-2 | Long | ABS-mortgage backed security | US | $451K | – | 0.03 |
| GNMA, Series 2020-23 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2020-28 | Long | ABS-mortgage backed security | US | $310K | – | 0.02 |
| GNMA, Series 2020-38 | Long | ABS-mortgage backed security | US | $856K | – | 0.06 |
| GNMA, Series 2020-6 | Long | ABS-mortgage backed security | US | $554K | – | 0.04 |
| GNMA, Series 2020-64 | Long | ABS-mortgage backed security | US | $294K | – | 0.02 |
| GNMA, Series 2020-91, Class IU | Long | ABS-mortgage backed security | US | $599K | – | 0.04 |
| GNMA, Series 2021-10 | Long | ABS-mortgage backed security | US | $349K | – | 0.03 |
| GNMA, Series 2021-106 | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| GNMA, Series 2021-107, Class XI | Long | ABS-mortgage backed security | US | $205K | – | 0.02 |
| GNMA, Series 2021-11 | Long | ABS-mortgage backed security | US | $609K | – | 0.05 |
| GNMA, Series 2021-110 | Long | ABS-mortgage backed security | US | $376K | – | 0.03 |
| GNMA, Series 2021-117, Class ES | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| GNMA, Series 2021-120 | Long | ABS-mortgage backed security | US | $453K | – | 0.03 |
| GNMA, Series 2021-126 | Long | ABS-mortgage backed security | US | $635K | – | 0.05 |
| GNMA, Series 2021-133 | Long | ABS-mortgage backed security | US | $598K | – | 0.04 |
| GNMA, Series 2021-141, Class SA | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA, Series 2021-142, Class XI | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA, Series 2021-147 | Long | ABS-mortgage backed security | US | $552K | – | 0.04 |
| GNMA, Series 2021-151 | Long | ABS-mortgage backed security | US | $546K | – | 0.04 |
| GNMA, Series 2021-153, Class SA | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| GNMA, Series 2021-164 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA, Series 2021-17 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA, Series 2021-170 | Long | ABS-mortgage backed security | US | $852K | – | 0.06 |
| GNMA, Series 2021-180 | Long | ABS-mortgage backed security | US | $614K | – | 0.05 |
| GNMA, Series 2021-185 | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA, Series 2021-188, Class IJ | Long | ABS-mortgage backed security | US | $452K | – | 0.03 |
| GNMA, Series 2021-200 | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GNMA, Series 2021-218 | Long | ABS-mortgage backed security | US | $486K | – | 0.04 |
| GNMA, Series 2021-22 | Long | ABS-mortgage backed security | US | $538K | – | 0.04 |
| GNMA, Series 2021-220 | Long | ABS-mortgage backed security | US | $694K | – | 0.05 |
| GNMA, Series 2021-224 | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA, Series 2021-28 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA, Series 2021-35 | Long | ABS-mortgage backed security | US | $234K | – | 0.02 |
| GNMA, Series 2021-40 | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| GNMA, Series 2021-60 | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GNMA, Series 2021-61 | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA, Series 2021-62, Class SA | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| GNMA, Series 2021-71 | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| GNMA, Series 2021-78, Class IB | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GNMA, Series 2021-82, Class TA | Long | ABS-mortgage backed security | US | $453K | – | 0.03 |
| GNMA, Series 2021-90 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA, Series 2022-106 | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| GNMA, Series 2022-134 | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| GNMA, Series 2022-141 | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| GNMA, Series 2022-149 | Long | ABS-mortgage backed security | US | $568K | – | 0.04 |
| GNMA, Series 2022-165 | Long | ABS-mortgage backed security | US | $504K | – | 0.04 |
| GNMA, Series 2022-199 | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| GNMA, Series 2022-210 | Long | ABS-mortgage backed security | US | $223K | – | 0.02 |
| GNMA, Series 2022-52 | Long | ABS-mortgage backed security | US | $524K | – | 0.04 |
| GNMA, Series 2022-62 | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| GNMA, Series 2022-7, Class SA | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| GNMA, Series 2022-80 | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA, Series 2023-102, Class BG | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| GNMA, Series 2023-108 | Long | ABS-mortgage backed security | US | $471K | – | 0.03 |
| GNMA, Series 2023-126 | Long | ABS-mortgage backed security | US | $589K | – | 0.04 |
| GNMA, Series 2023-127 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA, Series 2023-144, Class IB | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| GNMA, Series 2023-15 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA, Series 2023-15, Class AB | Long | ABS-mortgage backed security | US | $686K | – | 0.05 |
| GNMA, Series 2023-179 | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| GNMA, Series 2023-26 | Long | ABS-mortgage backed security | US | $345K | – | 0.03 |
| GNMA, Series 2023-28 | Long | ABS-mortgage backed security | US | $547K | – | 0.04 |
| GNMA, Series 2023-46 | Long | ABS-mortgage backed security | US | $358K | – | 0.03 |
| GNMA, Series 2023-51 | Long | ABS-mortgage backed security | US | $947K | – | 0.07 |
| GNMA, Series 2024-17 | Long | ABS-mortgage backed security | US | $999K | – | 0.07 |
| GNMA, Series 2024-27, Class GB | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| GNMA, Series 2024-32 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA, Series 2024-56 | Long | ABS-mortgage backed security | US | $586K | – | 0.04 |
| Goldentree Loan Management US CLO Ltd., Series 2017-2A, Class AR (GoldenTree Loan Management US CLO 2 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $623K | – | 0.05 |
| GoldenTree Loan Opportunities XII Ltd., Series 2016-12A, Class CR | Long | ABS-collateralized bond/debt obligation | KY | $998K | – | 0.07 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.09 |
| Goldman Sachs Group, Inc. (The), Series R | Long | Debt | US | $94K | – | 0.01 |
| Goldman Sachs Group, Inc. (The), Series W | Long | Debt | US | $406K | – | 0.03 |
| Goldman Sachs Group, Inc. (The), Series X | Long | Debt | US | $1M | – | 0.09 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $3M | – | 0.19 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $136K | – | 0.01 |
| Goodyear Tire & Rubber Co. (The) | Long | Debt | US | $27K | – | 0.00 |
| Gray Television, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Gray Television, Inc. | Long | Debt | US | $949K | – | 0.07 |
| Gray Television, Inc. | Long | Debt | US | $707K | – | 0.05 |
| Gray Television, Inc. | Long | Debt | US | $516K | – | 0.04 |
| Greenko Solar Mauritius Ltd. | Long | Debt | MU | $198K | – | 0.01 |
| Greenko Wind Projects Mauritius Ltd. | Long | Debt | MU | $197K | – | 0.01 |
| Griffon Corp. | Long | Debt | US | $82K | – | 0.01 |
| Grifols SA | Long | Debt | ES | $348K | – | 0.03 |
| GS Mortgage Securities Corp. II, Series 2023-SHIP, Class A | Long | ABS-mortgage backed security | US | $970K | – | 0.07 |
| GS Mortgage Securities Trust, Series 2016-GS2, Class D | Long | ABS-mortgage backed security | US | $632K | – | 0.05 |
| GS Mortgage Securities Trust, Series 2019-GC40, Class E | Long | ABS-mortgage backed security | US | $486K | – | 0.04 |
| Guara Norte SARL | Long | Debt | LU | $156K | – | 0.01 |
| Gulfport Energy Corp. | Long | Debt | US | $284K | – | 0.02 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $589K | – | 0.04 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $522K | – | 0.04 |
| Hashemite Kingdom of Jordan | Long | Debt | JO | $368K | – | 0.03 |
| Herc Holdings, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Hertz Corp. (The) | Long | Debt | US | $2M | – | 0.14 |
| Hertz Corp. (The) | Long | Debt | US | $101K | – | 0.01 |
| Hertz Vehicle Financing III LLC, Series 2023-4A, Class D | Long | ABS-other | US | $1M | – | 0.11 |
| Hertz Vehicle Financing LLC, Series 2022-4A, Class D | Long | ABS-other | US | $972K | – | 0.07 |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $398K | – | 0.03 |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class C (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $291K | – | 0.02 |
| Hertz Vehicle Financing LLC, Series 2023-2A, Class D (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $4M | – | 0.31 |
| Hertz Vehicle Financing LLC, Series 2023-3A, Class A (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $596K | – | 0.04 |
| Hertz Vehicle Financing LLC, Series 2023-3A, Class D (Hertz Vehicle Financing III LLC) | Long | ABS-other | US | $2M | – | 0.12 |
| Hess Midstream Operations LP | Long | Debt | US | $2M | – | 0.15 |
| Hess Midstream Operations LP | Long | Debt | US | $491K | – | 0.04 |
| Hess Midstream Operations LP | Long | Debt | US | $53K | – | 0.00 |
| HGI CRE CLO Ltd., Series 2022-FL3, Class E | Long | ABS-collateralized bond/debt obligation | KY | $189K | – | 0.01 |
| Hillenbrand, Inc. | Long | Debt | US | $129K | – | 0.01 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $956K | – | 0.07 |
| Hilton Grand Vacations Trust, Series 2022-1D, Class D | Long | ABS-other | US | $193K | – | 0.01 |
| Hilton Worldwide Finance LLC | Long | Debt | US | $1M | – | 0.10 |
| HINNT LLC, Series 2022-A, Class D | Long | ABS-other | US | $373K | – | 0.03 |
| Hologic, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Hologic, Inc. | Long | Debt | US | $144K | – | 0.01 |
| Hologic, Inc. | Long | Debt | US | $24K | – | 0.00 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $157K | – | 0.01 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $90K | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $1M | – | 0.10 |
| HSBC Holdings plc | Long | Debt | GB | $306K | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $168K | – | 0.01 |
| Icahn Enterprises LP | Long | Debt | US | $834K | – | 0.06 |
| iHeartCommunications, Inc. | Long | Debt | US | $2M | – | 0.12 |
| iHeartCommunications, Inc. | Long | Debt | US | $796K | – | 0.06 |
| ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class E | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| Imola Merger Corp. | Long | Debt | US | $3M | – | 0.23 |
| INEOS Finance plc | Long | Debt | GB | $496K | – | 0.04 |
| INEOS Finance plc | Long | Debt | GB | $404K | – | 0.03 |
| INEOS Quattro Finance 2 plc | Long | Debt | GB | $211K | – | 0.02 |
| Instituto Costarricense de Electricidad | Long | Debt | CR | $198K | – | 0.01 |
| Instituto Costarricense de Electricidad | Long | Debt | CR | $175K | – | 0.01 |
| Intelsat Jackson Holdings SA | Long | Debt | LU | $3M | – | 0.20 |
| International Airport Finance SA | Long | Debt | ES | $606K | – | 0.05 |
| IQVIA, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Iron Mountain, Inc. | Long | Debt | US | $138K | – | 0.01 |
| Islamic Republic of Pakistan | Long | Debt | PK | $875K | – | 0.07 |
| Islamic Republic of Pakistan | Long | Debt | PK | $814K | – | 0.06 |
| Islamic Republic of Pakistan | Long | Debt | PK | $452K | – | 0.03 |
| Islamic Republic of Pakistan | Long | Debt | PK | $380K | – | 0.03 |
| Istanbul Metropolitan Municipality | Long | Debt | TR | $501K | – | 0.04 |
| JELD-WEN, Inc. | Long | Debt | US | $187K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class B | Long | ABS-mortgage backed security | US | $753K | – | 0.06 |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class C | Long | ABS-mortgage backed security | US | $859K | – | 0.06 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D | Long | ABS-mortgage backed security | US | $988K | – | 0.07 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class C | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| JPMorgan Prime Money Market Fund, Class IM | Long | Short-term investment vehicle | US | $86M | 86M | 6.39 |
| Kinetik Holdings LP | Long | Debt | US | $864K | – | 0.06 |
| Kingdom of Bahrain | Long | Debt | BH | $579K | – | 0.04 |
| Kingdom of Bahrain | Long | Debt | BH | $208K | – | 0.02 |
| Kingdom of Bahrain | Long | Debt | BH | $184K | – | 0.01 |
| Kingdom of Morocco | Long | Debt | MA | $408K | – | 0.03 |
| KKR CLO Ltd., Series 22A, Class B (KKR CLO Ltd. 22) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| KKR CLO Ltd., Series 40A, Class BR (KKR CLO 40 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| KKR CLO Trust, Series 39A, Class B1 | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| KKR Financial CLO Ltd., Series 2013-1A, Class A2R2 | Long | ABS-collateralized bond/debt obligation | KY | $670K | – | 0.05 |
| Knife River Corp. | Long | Debt | US | $156K | – | 0.01 |
| LABL, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Lamar Media Corp. | Long | Debt | US | $324K | – | 0.02 |
| Lamb Weston Holdings, Inc. | Long | Debt | US | $2M | – | 0.16 |
| LCM Ltd., Series 26A, Class A1 (LCM 26 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.02 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-NP1, Class CERT | Long | ABS-other | US | $379K | – | 0.03 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P1, Class CERT | Long | ABS-other | US | $336K | – | 0.02 |
| LendingClub Loan Certificate Issuer Trust, Series 2022-P2, Class CERT | Long | ABS-other | US | $364K | – | 0.03 |
| Lendingpoint Asset Securitization Trust, Series 2022-A, Class D | Long | ABS-other | US | $2M | – | 0.12 |
| Lendingpoint Asset Securitization Trust, Series 2022-B, Class A | Long | ABS-other | US | $46K | – | 0.00 |
| Lendingpoint Asset Securitization Trust, Series 2022-C, Class C | Long | ABS-other | US | $97K | – | 0.01 |
| Lendmark Funding Trust, Series 2024-1A, Class A | Long | ABS-other | US | $2M | – | 0.14 |
| Level 3 Financing, Inc. | Long | Debt | US | $871K | – | 0.06 |
| Level 3 Financing, Inc. | Long | Debt | US | $446K | – | 0.03 |
| Level 3 Financing, Inc. | Long | Debt | US | $255K | – | 0.02 |
| Leviathan Bond Ltd. | Long | Debt | IL | $441K | – | 0.03 |
| Leviathan Bond Ltd. | Long | Debt | IL | $142K | – | 0.01 |
| Leviathan Bond Ltd. | Long | Debt | IL | $46K | – | 0.00 |
| LHOME Mortgage Trust, Series 2023-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| LHOME Mortgage Trust, Series 2023-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $506K | – | 0.04 |
| LHOME Mortgage Trust, Series 2023-RTL3, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| LHOME Mortgage Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $751K | – | 0.06 |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Lithia Motors, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Lithia Motors, Inc. | Long | Debt | US | $132K | – | 0.01 |
| Lithia Motors, Inc. | Long | Debt | US | $26K | – | 0.00 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $4M | – | 0.26 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $172K | – | 0.01 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $152K | – | 0.01 |
| Lumen Technologies, Inc. | Long | Debt | US | $540K | – | 0.04 |
| Lumen Technologies, Inc. | Long | Debt | US | $537K | – | 0.04 |
| Lumen Technologies, Inc. | Long | Debt | US | $36K | – | 0.00 |
| Madison IAQ LLC | Long | Debt | US | $3M | – | 0.20 |
| Madison Park Funding Ltd., Series 2016-20A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.02 |
| Madison Park Funding Ltd., Series 2017-23A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Madison Park Funding Ltd., Series 2018-28A, Class C (Madison Park Funding XXVIII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $649K | – | 0.05 |
| Madison Park Funding Ltd., Series 2018-32A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.04 |
| Madison Park Funding Ltd., Series 2019-34A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $532K | – | 0.04 |
| Magnetite Ltd., Series 2016-17A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| Magnetite Ltd., Series 2016-17A, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| Magnetite Ltd., Series 2019-22A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Magnetite Ltd., Series 2024-40A, Class B1 (Magnetite XL Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| Mariner Finance Issuance Trust, Series 2023-AA, Class E | Long | ABS-other | US | $504K | – | 0.04 |
| Marlette Funding Trust, Series 2023-1A, Class A | Long | ABS-other | US | $127K | – | 0.01 |
| Marlette Funding Trust, Series 2023-1A, Class B | Long | ABS-mortgage backed security | US | $702K | – | 0.05 |
| Marlette Funding Trust, Series 2023-1A, Class C | Long | ABS-mortgage backed security | US | $354K | – | 0.03 |
| Marriott Ownership Resorts, Inc. | Long | Debt | US | $136K | – | 0.01 |
| Mattel, Inc. | Long | Debt | US | $528K | – | 0.04 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $3M | – | 0.22 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $234K | – | 0.02 |
| McKesson Corp. | Long | Debt | US | $394K | – | 0.03 |
| Medco Bell Pte. Ltd. | Long | Debt | SG | $196K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $3M | – | 0.20 |
| Medline Borrower LP | Long | Debt | US | $1M | – | 0.11 |
| Medline Borrower LP | Long | Debt | US | $530K | – | 0.04 |
| Mexico City Airport Trust | Long | Debt | MX | $339K | – | 0.03 |
| MFA Trust, Series 2021-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| MFA Trust, Series 2022-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| MFA Trust, Series 2023-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $259K | – | 0.02 |
| MGM Resorts International | Long | Debt | US | $603K | – | 0.04 |
| MGM Resorts International | Long | Debt | US | $538K | – | 0.04 |
| MGM Resorts International | Long | Debt | US | $247K | – | 0.02 |
| MGM Resorts International | Long | Debt | US | $89K | – | 0.01 |
| Midcontinent Communications | Long | Debt | US | $182K | – | 0.01 |
| Mileage Plus Holdings LLC | Long | Debt | US | $218K | – | 0.02 |
| Millicom International Cellular SA | Long | Debt | LU | $171K | – | 0.01 |
| Minejesa Capital BV | Long | Debt | NL | $177K | – | 0.01 |
| Minerva Luxembourg SA | Long | Debt | LU | $313K | – | 0.02 |
| Miter Brands Acquisition Holdco, Inc. | Long | Debt | US | $472K | – | 0.04 |
| MIWD Holdco II LLC | Long | Debt | US | $160K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C16, Class AS | Long | ABS-mortgage backed security | US | $487K | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class B | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class B | Long | ABS-mortgage backed security | US | $861K | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Morgan Stanley Capital I Trust, Series 2020-L4, Class D | Long | ABS-mortgage backed security | US | $343K | – | 0.03 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class E | Long | ABS-mortgage backed security | US | $251K | – | 0.02 |
| MSC Trust, Series 2021-ILP, Class A | Long | ABS-mortgage backed security | US | $238K | – | 0.02 |
| MSWF Commercial Mortgage Trust, Series 2023-2, Class A5 | Long | ABS-mortgage backed security | US | $11M | – | 0.83 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | Long | ABS-mortgage backed security | US | $14M | – | 1.04 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10 | Long | ABS-mortgage backed security | US | $899K | – | 0.07 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| MV24 Capital BV | Long | Debt | NL | $377K | – | 0.03 |
| Nabors Industries, Inc. | Long | Debt | US | $284K | – | 0.02 |
| Nasdaq, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Nationstar Mortgage Holdings, Inc. | Long | Debt | US | $492K | – | 0.04 |
| NCR Atleos Corp. | Long | Debt | US | $1M | – | 0.09 |
| NCR Voyix Corp. | Long | Debt | US | $4M | – | 0.30 |
| NESCO Holdings II, Inc. | Long | Debt | US | $96K | – | 0.01 |
| Neuberger Berman CLO Ltd., Series 2016-22A, Class BR2 (Neuberger Berman CLO XXII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Neuberger Berman CLO, Series 2013-15A, Class A1R2 (Neuberger Berman CLO XV) | Long | ABS-collateralized bond/debt obligation | KY | $203K | – | 0.02 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class AR (Neuberger Berman Loan Advisers CLO 26 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $448K | – | 0.03 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class C (Neuberger Berman Loan Advisers CLO 26 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.04 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2018-29A, Class B1R (Neuberger Berman Loan Advisers CLO 29 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| New Residential Mortgage LLC, Series 2020-FNT2, Class A | Long | ABS-other | US | $431K | – | 0.03 |
| New Residential Mortgage Loan Trust, Series 2018-3A, Class A1C | Long | ABS-mortgage backed security | US | $224K | – | 0.02 |
| New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1 | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1 | Long | ABS-other | US | $150K | – | 0.01 |
| Newell Brands, Inc. | Long | Debt | US | $3M | – | 0.20 |
| Newell Brands, Inc. | Long | Debt | US | $222K | – | 0.02 |
| Newell Brands, Inc. | Long | Debt | US | $99K | – | 0.01 |
| Newell Brands, Inc. | Long | Debt | US | $39K | – | 0.00 |
| News Corp. | Long | Debt | US | $2M | – | 0.13 |
| News Corp. | Long | Debt | US | $140K | – | 0.01 |
| News Corp. | Long | Debt | US | $28K | – | 0.00 |
| Nexstar Media, Inc. | Long | Debt | US | $3M | – | 0.22 |
| Nexstar Media, Inc. | Long | Debt | US | $1M | – | 0.08 |
| NGL Energy Operating LLC | Long | Debt | US | $632K | – | 0.05 |
| NGL Energy Operating LLC | Long | Debt | US | $320K | – | 0.02 |
| NMG Holding Co., Inc. | Long | Debt | US | $2M | – | 0.15 |
| Nordea Bank Abp | Long | Debt | FI | $197K | – | 0.01 |
| Nordstrom, Inc. | Long | Debt | US | $119K | – | 0.01 |
| NOVA Chemicals Corp. | Long | Debt | CA | $3M | – | 0.21 |
| NOVA Chemicals Corp. | Long | Debt | CA | $313K | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $260K | – | 0.02 |
| NOVA Chemicals Corp. | Long | Debt | CA | $22K | – | 0.00 |
| NOVA Chemicals Corp. | Long | Debt | CA | $22K | – | 0.00 |
| Novelis Corp. | Long | Debt | US | $2M | – | 0.15 |
| Novelis Corp. | Long | Debt | US | $425K | – | 0.03 |
| NRG Energy, Inc. | Long | Debt | US | $3M | – | 0.24 |
| NRG Energy, Inc. | Long | Debt | US | $591K | – | 0.04 |
| NRG Energy, Inc. | Long | Debt | US | $167K | – | 0.01 |
| NRG Energy, Inc. | Long | Debt | US | $20K | – | 0.00 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A | Long | ABS-other | US | $191K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A | Long | ABS-other | US | $237K | – | 0.02 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A | Long | ABS-other | US | $125K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A | Long | ABS-other | US | $67K | – | 0.00 |
| NuStar Logistics LP | Long | Debt | US | $683K | – | 0.05 |
| NuStar Logistics LP | Long | Debt | US | $606K | – | 0.05 |
| NuStar Logistics LP | Long | Debt | US | $178K | – | 0.01 |
| OBX Trust, Series 2023-NQM3, Class A1 | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| OBX Trust, Series 2023-NQM6, Class A1 | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| OBX Trust, Series 2023-NQM7, Class A1 | Long | ABS-mortgage backed security | US | $699K | – | 0.05 |
| OCP CLO Ltd., Series 2014-6A, Class A2R2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| OCP CLO Ltd., Series 2014-6A, Class BR2 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| OCP CLO Ltd., Series 2015-9A, Class A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| OCP CLO Ltd., Series 2018-15A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.02 |
| OCP SA | Long | Debt | MA | $593K | – | 0.04 |
| OCP SA | Long | Debt | MA | $199K | – | 0.01 |
| Octagon Investment Partners Ltd., Series 2018-1A, Class A1A (Octagon Investment Partners 35 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $845K | – | 0.06 |
| Octagon Investment Partners Ltd., Series 2018-1A, Class C (Octagon Investment Partners 36 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Octagon Investment Partners Ltd., Series 2018-2A, Class A1B (Octagon Investment Partners 37 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.33 |
| Octagon Investment Partners Ltd., Series 2019-1A, Class BR (Octagon Investment Partners 43 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| Octagon Investment Partners Ltd., Series 2019-1A, Class BR (Octagon Investment Partners 45 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.07 |
| Octagon Investment Partners Ltd., Series 2019-1A, Class CR (Octagon Investment Partners 43 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| ON Semiconductor Corp. | Long | Debt | US | $1M | – | 0.09 |
| OnDeck Asset Securitization Trust IV LLC, Series 2023-1A, Class A | Long | ABS-other | US | $475K | – | 0.04 |
| OneMain Finance Corp. | Long | Debt | US | $1M | – | 0.09 |
| OneMain Finance Corp. | Long | Debt | US | $903K | – | 0.07 |
| OneMain Financial Issuance Trust, Series 2018-2A, Class A | Long | ABS-other | US | $42K | – | 0.00 |
| OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | Long | ABS-other | US | $2M | – | 0.13 |
| Oportun Issuance Trust, Series 2022-2, Class D | Long | ABS-other | US | $837K | – | 0.06 |
| Organon & Co. | Long | Debt | US | $2M | – | 0.14 |
| Organon & Co. | Long | Debt | US | $972K | – | 0.07 |
| Organon & Co. | Long | Debt | US | $353K | – | 0.03 |
| Outfront Media Capital LLC | Long | Debt | US | $1M | – | 0.08 |
| Outfront Media Capital LLC | Long | Debt | US | $156K | – | 0.01 |
| Owens & Minor, Inc. | Long | Debt | US | $639K | – | 0.05 |
| Owens-Brockway Glass Container, Inc. | Long | Debt | US | $745K | – | 0.06 |
| Pactiv Evergreen Group Issuer, Inc. | Long | Debt | US | $3M | – | 0.25 |
| Pagaya AI Debt Selection Trust, Series 2021-3, Class C | Long | ABS-other | US | $1M | – | 0.10 |
| Palmer Square CLO Ltd., Series 2015-1A, Class A1A4 | Long | ABS-collateralized bond/debt obligation | KY | $511K | – | 0.04 |
| Palmer Square Loan Funding Ltd., Series 2022-3A, Class BR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| Palmer Square Loan Funding Ltd., Series 2024-3A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Parexel International Corp., 1st Lien Term Loan | Long | Loan | US | $501K | – | 0.04 |
| Penske Automotive Group, Inc. | Long | Debt | US | $310K | – | 0.02 |
| Performance Food Group, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Performance Food Group, Inc. | Long | Debt | US | $1M | – | 0.10 |
| Permian Resources Operating LLC | Long | Debt | US | $1M | – | 0.11 |
| Permian Resources Operating LLC | Long | Debt | US | $397K | – | 0.03 |
| Permian Resources Operating LLC | Long | Debt | US | $252K | – | 0.02 |
| Peru LNG Srl | Long | Debt | PE | $1M | – | 0.09 |
| Petco Health & Wellness Co., Inc., Term Loan B | Long | Loan | US | $451K | – | 0.03 |
| Petroleos del Peru SA | Long | Debt | PE | $357K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.11 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.11 |
| Petroleos Mexicanos | Long | Debt | MX | $396K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $377K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $269K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $267K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $265K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $244K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $196K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $189K | – | 0.01 |
| PetSmart, Inc. | Long | Debt | US | $4M | – | 0.28 |
| Pike Corp. | Long | Debt | US | $137K | – | 0.01 |
| PMT Issuer Trust-FMSR, Series 2021-FT1, Class A | Long | ABS-other | US | $3M | – | 0.20 |
| PMT Issuer Trust-FMSR, Series 2022-FT1, Class A | Long | ABS-other | US | $1M | – | 0.09 |
| PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A | Long | ABS-other | US | $348K | – | 0.03 |
| Post Holdings, Inc. | Long | Debt | US | $3M | – | 0.19 |
| Post Holdings, Inc. | Long | Debt | US | $707K | – | 0.05 |
| Post Holdings, Inc. | Long | Debt | US | $335K | – | 0.02 |
| Post Holdings, Inc. | Long | Debt | US | $250K | – | 0.02 |
| Precision Drilling Corp. | Long | Debt | CA | $236K | – | 0.02 |
| Precision Drilling Corp. | Long | Debt | CA | $223K | – | 0.02 |
| Presidio Holdings, Inc. | Long | Debt | US | $155K | – | 0.01 |
| Prestige Brands, Inc. | Long | Debt | US | $434K | – | 0.03 |
| PRET LLC, Series 2024-NPL2, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| PRET LLC, Series 2024-NPL3, Class A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| PRET LLC, Series 2024-RN1, Class A1 | Long | ABS-mortgage backed security | US | $965K | – | 0.07 |
| Prime Security Services Borrower LLC | Long | Debt | US | $2M | – | 0.13 |
| Prime Security Services Borrower LLC | Long | Debt | US | $794K | – | 0.06 |
| Progress Residential Trust, Series 2023-SFR1, Class E1 | Long | ABS-other | US | $717K | – | 0.05 |
| PRPM LLC, Series 2020-6, Class A1 | Long | ABS-mortgage backed security | US | $571K | – | 0.04 |
| PRPM LLC, Series 2021-11, Class A2 | Long | ABS-other | US | $965K | – | 0.07 |
| PRPM LLC, Series 2024-1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| PRPM LLC, Series 2024-2, Class A1 | Long | ABS-mortgage backed security | US | $900K | – | 0.07 |
| Range Resources Corp. | Long | Debt | US | $1M | – | 0.10 |
| Range Resources Corp. | Long | Debt | US | $179K | – | 0.01 |
| RCO VI Mortgage LLC, Series 2022-1, Class A1 | Long | ABS-other | US | $83K | – | 0.01 |
| Regal Rexnord Corp. | Long | Debt | US | $416K | – | 0.03 |
| Regal Rexnord Corp. | Long | Debt | US | $224K | – | 0.02 |
| Regal Rexnord Corp. | Long | Debt | US | $100K | – | 0.01 |
| Republic Finance Issuance Trust, Series 2021-A, Class D | Long | ABS-other | US | $724K | – | 0.05 |
| Republic of Angola | Long | Debt | AO | $754K | – | 0.06 |
| Republic of Angola | Long | Debt | AO | $667K | – | 0.05 |
| Republic of Angola | Long | Debt | AO | $363K | – | 0.03 |
| Republic of Angola | Long | Debt | AO | $357K | – | 0.03 |
| Republic of Angola | Long | Debt | AO | $340K | – | 0.03 |
| Republic of Angola | Long | Debt | AO | $179K | – | 0.01 |
| Republic of Angola | Long | Debt | AO | $179K | – | 0.01 |
| Republic of Armenia | Long | Debt | AM | $327K | – | 0.02 |
| Republic of Colombia | Long | Debt | CO | $814K | – | 0.06 |
| Republic of Colombia | Long | Debt | CO | $181K | – | 0.01 |
| Republic of Colombia | Long | Debt | CO | $162K | – | 0.01 |
| Republic of Costa Rica | Long | Debt | CR | $941K | – | 0.07 |
| Republic of Costa Rica | Long | Debt | CR | $591K | – | 0.04 |
| Republic of Costa Rica | Long | Debt | CR | $406K | – | 0.03 |
| Republic of Costa Rica | Long | Debt | CR | $200K | – | 0.01 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.10 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $1M | – | 0.09 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $711K | – | 0.05 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $356K | – | 0.03 |
| Republic of Cote d'Ivoire | Long | Debt | CI | $69K | – | 0.01 |
| Republic of Ecuador | Long | Debt | EC | $466K | – | 0.03 |
| Republic of El Salvador | Long | Debt | SV | $2M | – | 0.13 |
| Republic of El Salvador | Long | Debt | SV | $394K | – | 0.03 |
| Republic of El Salvador | Long | Debt | SV | $273K | – | 0.02 |
| Republic of El Salvador | Long | Debt | SV | $234K | – | 0.02 |
| Republic of El Salvador | Long | Debt | SV | $222K | – | 0.02 |
| Republic of El Salvador | Long | Debt | SV | $60K | – | 0.00 |
| Republic of Ghana | Long | Debt | GH | $865K | – | 0.06 |
| Republic of Ghana | Long | Debt | GH | $103K | – | 0.01 |
| Republic of Guatemala | Long | Debt | GT | $701K | – | 0.05 |
| Republic of Honduras | Long | Debt | HN | $526K | – | 0.04 |
| Republic of Iraq | Long | Debt | IQ | $1M | – | 0.10 |
| Republic of Kenya | Long | Debt | KE | $386K | – | 0.03 |
| Republic of Kenya | Long | Debt | KE | $235K | – | 0.02 |
| Republic of Kenya | Long | Debt | KE | $182K | – | 0.01 |
| Republic of Montenegro | Long | Debt | ME | $553K | – | 0.04 |
| Republic of Namibia | Long | Debt | NA | $197K | – | 0.01 |
| Republic of Panama | Long | Debt | PA | $188K | – | 0.01 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $1M | – | 0.08 |
| Republic of Paraguay | Long | Debt | PY | $380K | – | 0.03 |
| Republic of Paraguay (Paraguay Government International Bond) | Long | Debt | PY | $197K | – | 0.01 |
| Republic of Rwanda | Long | Debt | RW | $566K | – | 0.04 |
| Republic of Senegal | Long | Debt | SN | $2M | – | 0.12 |
| Republic of Senegal | Long | Debt | SN | $846K | – | 0.06 |
| Republic of Serbia (Serbia International Bond) | Long | Debt | RS | $200K | – | 0.01 |
| Republic of South Africa | Long | Debt | ZA | $447K | – | 0.03 |
| Republic of South Africa | Long | Debt | ZA | $180K | – | 0.01 |
| Republic of South Africa | Long | Debt | ZA | $172K | – | 0.01 |
| Republic of South Africa | Long | Debt | ZA | $81K | – | 0.01 |
| Republic of Turkiye (The) | Long | Debt | TR | $766K | – | 0.06 |
| Republic of Turkiye (The) | Long | Debt | TR | $329K | – | 0.02 |
| Republic of Turkiye (The) | Long | Debt | TR | $223K | – | 0.02 |
| Republic of Turkiye (The) | Long | Debt | TR | $218K | – | 0.02 |
| Republic of Uzbekistan (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $187K | – | 0.01 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $207K | – | 0.02 |
| RHP Hotel Properties LP | Long | Debt | US | $3M | – | 0.23 |
| RHP Hotel Properties LP | Long | Debt | US | $214K | – | 0.02 |
| RingCentral, Inc. | Long | Debt | US | $309K | – | 0.02 |
| Ritchie Bros Holdings, Inc. | Long | Debt | US | $409K | – | 0.03 |
| Rite Aid Corp. | Long | Debt | US | $122K | – | 0.01 |
| Rite Aid Corp. | Long | Debt | US | $113K | – | 0.01 |
| Rocket Mortgage LLC | Long | Debt | US | $1M | – | 0.11 |
| Rocket Mortgage LLC | Long | Debt | US | $330K | – | 0.02 |
| Rocket Software, Inc., 1st Lien Term Loan B | Long | Loan | US | $502K | – | 0.04 |
| Rockies Express Pipeline LLC | Long | Debt | US | $233K | – | 0.02 |
| Rockies Express Pipeline LLC | Long | Debt | US | $137K | – | 0.01 |
| Romania Government Bond | Long | Debt | RO | $171K | – | 0.01 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $961K | – | 0.07 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $321K | – | 0.02 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $229K | – | 0.02 |
| RXO, Inc. | Long | Debt | US | $358K | – | 0.03 |
| Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class B | Long | ABS-other | US | $143K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class C | Long | ABS-other | US | $125K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class D | Long | ABS-other | US | $116K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes, Series 2022-C, Class E | Long | ABS-other | US | $97K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2021-3, Class D | Long | ABS-other | US | $2M | – | 0.14 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class C | Long | ABS-other | US | $1M | – | 0.08 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C | Long | ABS-other | US | $177K | – | 0.01 |
| Santander Drive Auto Receivables Trust, Series 2023-3, Class C | Long | ABS-other | US | $221K | – | 0.02 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class B | Long | ABS-other | US | $430K | – | 0.03 |
| Santander Drive Auto Receivables Trust, Series 2023-5, Class C | Long | ABS-other | US | $2M | – | 0.15 |
| Santander Drive Auto Receivables Trust, Series 2023-6, Class C | Long | ABS-other | US | $3M | – | 0.24 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class B | Long | ABS-other | US | $2M | – | 0.16 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class C | Long | ABS-other | US | $995K | – | 0.07 |
| Santander UK Group Holdings plc | Long | Debt | GB | $739K | – | 0.05 |
| SBA Communications Corp. | Long | Debt | US | $1M | – | 0.09 |
| SBA Small Business Investment Cos., Series 2023-10A, Class 1 | Long | ABS-other | US | $2M | – | 0.12 |
| SBA Small Business Investment Cos., Series 2023-10B, Class 1 | Long | ABS-other | US | $2M | – | 0.15 |
| SBA Small Business Investment Cos., Series 2024-10A, Class 1 | Long | ABS-other | US | $3M | – | 0.22 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $2M | – | 0.17 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $197K | – | 0.01 |
| Scotts Miracle-Gro Co. (The) | Long | Debt | US | $19K | – | 0.00 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| Seagate HDD Cayman | Long | Debt | KY | $476K | – | 0.04 |
| Seagate HDD Cayman | Long | Debt | KY | $444K | – | 0.03 |
| Seagate HDD Cayman | Long | Debt | KY | $71K | – | 0.01 |
| Sensata Technologies, Inc. | Long | Debt | US | $3M | – | 0.19 |
| Service Corp. International | Long | Debt | US | $2M | – | 0.13 |
| Shutterfly Finance LLC | Long | Debt | US | $159K | – | 0.01 |
| Shutterfly Finance LLC | Long | Debt | US | $23K | – | 0.00 |
| Sigma Holdco BV | Long | Debt | NL | $195K | – | 0.01 |
| Sinclair Television Group, Inc. | Long | Debt | US | $231K | – | 0.02 |
| Sirius XM Radio, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Sirius XM Radio, Inc. | Long | Debt | US | $2M | – | 0.14 |
| Sirius XM Radio, Inc. | Long | Debt | US | $1M | – | 0.10 |
| Six Flags Entertainment Corp. | Long | Debt | US | $966K | – | 0.07 |
| Six Flags Entertainment Corp. | Long | Debt | US | $444K | – | 0.03 |
| Six Flags Theme Parks, Inc. | Long | Debt | US | $15K | – | 0.00 |
| SM Energy Co. | Long | Debt | US | $519K | – | 0.04 |
| SM Energy Co. | Long | Debt | US | $318K | – | 0.02 |
| SM Energy Co. | Long | Debt | US | $292K | – | 0.02 |
| SM Energy Co. | Long | Debt | US | $150K | – | 0.01 |
| SM Energy Co. | Long | Debt | US | $25K | – | 0.00 |
| Societe Generale SA | Long | Debt | FR | $317K | – | 0.02 |
| SoFi Consumer Loan Program Trust, Series 2023-1S, Class A | Long | ABS-other | US | $41K | – | 0.00 |
| Sonic Automotive, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Southwestern Energy Co. | Long | Debt | US | $669K | – | 0.05 |
| Southwestern Energy Co. | Long | Debt | US | $543K | – | 0.04 |
| Southwestern Energy Co. | Long | Debt | US | $165K | – | 0.01 |
| Spectrum Brands, Inc. | Long | Debt | US | $620K | – | 0.05 |
| Spectrum Brands, Inc. | Long | Debt | US | $497K | – | 0.04 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $710K | – | 0.05 |
| Sprint LLC | Long | Debt | US | $25K | – | 0.00 |
| SRS Distribution, Inc. | Long | Debt | US | $2M | – | 0.13 |
| SRS Distribution, Inc. | Long | Debt | US | $354K | – | 0.03 |
| SRS Distribution, Inc. | Long | Debt | US | $71K | – | 0.01 |
| SS&C Technologies, Inc. | Long | Debt | US | $3M | – | 0.20 |
| STACR Trust, Series 2018-HRP2, Class B1 | Long | ABS-mortgage backed security | US | $676K | – | 0.05 |
| Stagwell Global LLC | Long | Debt | US | $1M | – | 0.09 |
| Standard Industries, Inc. | Long | Debt | US | $3M | – | 0.25 |
| Standard Industries, Inc. | Long | Debt | US | $509K | – | 0.04 |
| Staples, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Staples, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2 | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| State of Mongolia (Government of Mongolia) | Long | Debt | MN | $209K | – | 0.02 |
| State of Mongolia (Government of Mongolia) | Long | Debt | MN | $180K | – | 0.01 |
| State of Mongolia (Government of Mongolia) | Long | Debt | MN | $169K | – | 0.01 |
| State Street Corp., Series I | Long | Debt | US | $3M | – | 0.23 |
| Station Casinos LLC | Long | Debt | US | $950K | – | 0.07 |
| Stericycle, Inc. | Long | Debt | US | $227K | – | 0.02 |
| Studio City Finance Ltd. | Long | Debt | VG | $189K | – | 0.01 |
| Studio City Finance Ltd. | Long | Debt | VG | $174K | – | 0.01 |
| Subway Funding LLC, Series 2024-1A, Class A23 | Long | ABS-other | US | $1M | – | 0.11 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $615K | – | 0.05 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $501K | – | 0.04 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $393K | – | 0.03 |
| Sultanate of Oman Government Bond (Oman Government International Bond) | Long | Debt | OM | $301K | – | 0.02 |
| Summit Materials LLC | Long | Debt | US | $308K | – | 0.02 |
| Sunoco LP | Long | Debt | US | $748K | – | 0.06 |
| Sunoco LP | Long | Debt | US | $618K | – | 0.05 |
| Sunoco LP | Long | Debt | US | $230K | – | 0.02 |
| Superior Plus LP | Long | Debt | CA | $136K | – | 0.01 |
| Suriname Government International Bond | Long | Debt | SR | $602K | – | 0.04 |
| Symphony CLO Ltd., Series 2015-16A, Class B1RR (Symphony CLO XVI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Symphony CLO Ltd., Series 2018-19A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| Symphony CLO Ltd., Series 2018-19A, Class C (Symphony CLO XIX Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $938K | – | 0.07 |
| Symphony CLO Ltd., Series 2020-23A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $573K | – | 0.04 |
| Synaptics, Inc. | Long | Debt | US | $134K | – | 0.01 |
| Tallgrass Energy Partners LP | Long | Debt | US | $878K | – | 0.07 |
| Tallgrass Energy Partners LP | Long | Debt | US | $537K | – | 0.04 |
| Tallgrass Energy Partners LP | Long | Debt | US | $169K | – | 0.01 |
| Tallgrass Energy Partners LP | Long | Debt | US | $88K | – | 0.01 |
| Targa Resources Partners LP | Long | Debt | US | $287K | – | 0.02 |
| TEGNA, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Telecom Italia Capital SA | Long | Debt | LU | $38K | – | 0.00 |
| Tempur Sealy International, Inc. | Long | Debt | US | $3M | – | 0.21 |
| Tenet Healthcare Corp. | Long | Debt | US | $4M | – | 0.30 |
| Tenet Healthcare Corp. | Long | Debt | US | $3M | – | 0.23 |
| Tenet Healthcare Corp. | Long | Debt | US | $700K | – | 0.05 |
| Tenet Healthcare Corp. | Long | Debt | US | $449K | – | 0.03 |
| Tenet Healthcare Corp. | Long | Debt | US | $362K | – | 0.03 |
| Terex Corp. | Long | Debt | US | $75K | – | 0.01 |
| Termocandelaria Power Ltd. | Long | Debt | KY | $422K | – | 0.03 |
| Theorem Funding Trust, Series 2022-2A, Class B | Long | ABS-other | US | $410K | – | 0.03 |
| Theorem Funding Trust, Series 2022-3A, Class A | Long | ABS-other | US | $95K | – | 0.01 |
| Tierra Mojada Luxembourg II SARL | Long | Debt | LU | $165K | – | 0.01 |
| TK Elevator US Newco, Inc. | Long | Debt | US | $193K | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $985K | – | 0.07 |
| Transcanada Trust | Long | Debt | CA | $91K | – | 0.01 |
| TransDigm, Inc. | Long | Debt | US | $3M | – | 0.20 |
| TransDigm, Inc. | Long | Debt | US | $593K | – | 0.04 |
| Transnet SOC Ltd. | Long | Debt | ZA | $593K | – | 0.04 |
| Transocean, Inc. | Long | Debt | KY | $386K | – | 0.03 |
| Transocean, Inc. | Long | Debt | KY | $296K | – | 0.02 |
| Tricon Residential Trust, Series 2022-SFR1, Class E2 | Long | ABS-other | US | $97K | – | 0.01 |
| TriMas Corp. | Long | Debt | US | $59K | – | 0.00 |
| TriNet Group, Inc. | Long | Debt | US | $151K | – | 0.01 |
| Trinidad Generation UnLtd | Long | Debt | TT | $194K | – | 0.01 |
| Trinity Industries, Inc. | Long | Debt | US | $155K | – | 0.01 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $93K | – | 0.01 |
| Trinseo Materials Operating SCA | Long | Debt | LU | $7K | – | 0.00 |
| Triumph Group, Inc. | Long | Debt | US | $185K | – | 0.01 |
| Trivium Packaging Finance BV | Long | Debt | NL | $641K | – | 0.05 |
| Trivium Packaging Finance BV | Long | Debt | NL | $249K | – | 0.02 |
| Tunisian Republic | Long | Debt | TN | $188K | – | 0.01 |
| Turkiye Ihracat Kredi Bankasi A/S | Long | Debt | TR | $417K | – | 0.03 |
| Turkiye Ihracat Kredi Bankasi A/S | Long | Debt | TR | $417K | – | 0.03 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $181.85 | – | 0.00 | |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $-3K | – | -0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $3K | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-3K | – | -0.00 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $149K | – | 0.01 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $311K | – | 0.02 | |
| U.S. Treasury Long Bond | Derivative-interest rate | US | $55K | – | 0.00 | |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $423K | – | 0.03 | |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-16K | – | -0.00 | |
| Uber Technologies, Inc. | Long | Debt | US | $2M | – | 0.14 |
| Uber Technologies, Inc. | Long | Debt | US | $815K | – | 0.06 |
| UBS Commercial Mortgage Trust, Series 2018-C10, Class D | Long | ABS-mortgage backed security | US | $718K | – | 0.05 |
| United Airlines Pass-Through Trust, Series 2016-1, Class B | Long | ABS-other | US | $23K | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-2, Class B | Long | ABS-other | US | $26K | – | 0.00 |
| United Airlines, Inc. | Long | Debt | US | $886K | – | 0.07 |
| United Rentals North America, Inc. | Long | Debt | US | $2M | – | 0.14 |
| United States Cellular Corp. | Long | Debt | US | $158K | – | 0.01 |
| Univision Communications, Inc. | Long | Debt | US | $2M | – | 0.16 |
| Univision Communications, Inc. | Long | Debt | US | $327K | – | 0.02 |
| Upstart Pass-Through Trust, Series 2022-PT2, Class A | Long | ABS-other | US | $288K | – | 0.02 |
| Upstart Pass-Through Trust, Series 2022-PT3, Class A | Long | ABS-other | US | $191K | – | 0.01 |
| Upstart Securitization Trust, Series 2021-2, Class C | Long | ABS-other | US | $1M | – | 0.08 |
| Upstart Securitization Trust, Series 2022-2, Class B | Long | ABS-other | US | $249K | – | 0.02 |
| US Foods, Inc. | Long | Debt | US | $1M | – | 0.09 |
| US Foods, Inc. | Long | Debt | US | $299K | – | 0.02 |
| US Foods, Inc. | Long | Debt | US | $163K | – | 0.01 |
| Vail Resorts, Inc. | Long | Debt | US | $295K | – | 0.02 |
| Velocity Commercial Capital Loan Trust, Series 2018-1, Class A | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Velocity Commercial Capital Loan Trust, Series 2022-3, Class A | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| Velocity Commercial Capital Loan Trust, Series 2022-4, Class A | Long | ABS-mortgage backed security | US | $465K | – | 0.03 |
| Venture Global LNG, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Venture Global LNG, Inc. | Long | Debt | US | $472K | – | 0.04 |
| Venture Global LNG, Inc. | Long | Debt | US | $466K | – | 0.03 |
| Verus Securitization Trust, Series 2023-1, Class A1 | Long | ABS-mortgage backed security | US | $720K | – | 0.05 |
| Verus Securitization Trust, Series 2023-2, Class A1 | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| Verus Securitization Trust, Series 2023-4, Class A1 | Long | ABS-mortgage backed security | US | $788K | – | 0.06 |
| VICI Properties LP | Long | Debt | US | $620K | – | 0.05 |
| VICI Properties LP | Long | Debt | US | $374K | – | 0.03 |
| VICI Properties LP | Long | Debt | US | $144K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $35K | – | 0.00 |
| Videotron Ltd. | Long | Debt | CA | $2M | – | 0.14 |
| Vista Outdoor, Inc. | Long | Debt | US | $182K | – | 0.01 |
| Vistra Operations Co. LLC | Long | Debt | US | $2M | – | 0.19 |
| Vistra Operations Co. LLC | Long | Debt | US | $954K | – | 0.07 |
| Vistra Operations Co. LLC | Long | Debt | US | $403K | – | 0.03 |
| Vistra Operations Co. LLC | Long | Debt | US | $283K | – | 0.02 |
| Vital Energy, Inc. | Long | Debt | US | $67K | – | 0.00 |
| VM Master Issuer LLC, Series 2022-1, Class B | Long | ABS-mortgage backed security | US | $461K | – | 0.03 |
| Vodafone Group plc | Long | Debt | GB | $85K | – | 0.01 |
| Wabash National Corp. | Long | Debt | US | $135K | – | 0.01 |
| Wand NewCo 3, Inc. | Long | Debt | US | $424K | – | 0.03 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $683K | – | 0.05 |
| Weekley Homes LLC | Long | Debt | US | $137K | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $5M | – | 0.35 |
| Wells Fargo & Co., Series BB | Long | Debt | US | $153K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class C | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| WESCO Distribution, Inc. | Long | Debt | US | $3M | – | 0.19 |
| WESCO Distribution, Inc. | Long | Debt | US | $998K | – | 0.07 |
| WESCO Distribution, Inc. | Long | Debt | US | $665K | – | 0.05 |
| WESCO Distribution, Inc. | Long | Debt | US | $387K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class F | Long | ABS-other | US | $2M | – | 0.14 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class B | Long | ABS-other | US | $373K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class C | Long | ABS-other | US | $404K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $444K | – | 0.03 |
| Westlake Automobile Receivables Trust, Series 2023-3A, Class D | Long | ABS-other | US | $636K | – | 0.05 |
| Westlake Automobile Receivables Trust, Series 2024-1A, Class C | Long | ABS-other | US | $732K | – | 0.05 |
| Westlake Automobile Receivables Trust, Series 2024-1A, Class D | Long | ABS-other | US | $575K | – | 0.04 |
| WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| WFRBS Commercial Mortgage Trust, Series 2014-C21, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| WFRBS Commercial Mortgage Trust, Series 2014-C22, Class B | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| William Carter Co. (The) | Long | Debt | US | $147K | – | 0.01 |
| Williams Scotsman, Inc. | Long | Debt | US | $154K | – | 0.01 |
| Williams Scotsman, Inc. | Long | Debt | US | $31K | – | 0.00 |
| WMG Acquisition Corp. | Long | Debt | US | $260K | – | 0.02 |
| WMG Acquisition Corp. | Long | Debt | US | $152K | – | 0.01 |
| WR Grace Holdings LLC | Long | Debt | US | $2M | – | 0.12 |
| WR Grace Holdings LLC | Long | Debt | US | $2M | – | 0.11 |
| Wynn Macau Ltd. | Long | Debt | KY | $187K | – | 0.01 |
| Wynn Resorts Finance LLC | Long | Debt | US | $3M | – | 0.24 |
| Xerox Holdings Corp. | Long | Debt | US | $532K | – | 0.04 |
| Xerox Holdings Corp. | Long | Debt | US | $405K | – | 0.03 |
| XPO, Inc. | Long | Debt | US | $424K | – | 0.03 |
| Yinson Boronia Production BV | Long | Debt | NL | $333K | – | 0.02 |
| ZF North America Capital, Inc. | Long | Debt | US | $544K | – | 0.04 |
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.