Russell Investment Company > RUSSELL INVESTMENT CO
Strategic Bond Fund
$2.45B
Avg Monthly Net Assets
$2.32B
Total Assets
$179.07M
Total Liabilities
$2.14B
Net Assets
Strategic Bond Fund is a Mutual Fund in RUSSELL INVESTMENT CO
from Russell Investment Company,
based in Washington,
United States of America.
The fund has six share classes
and monthly net assets of $2.45B.
On September 26th, 2024 it reported 1,460 holdings, the largest
being Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund (12.0%), United States Treasury (6.5%) and United States Treasury (3.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000066911 | RFDAX | |
| Class C | C000066912 | RFCCX | |
| Class M | C000178355 | RSYTX | |
| Class R6 | C000166202 | RSBRX | |
| Class S | C000066913 | RFCTX | |
| Class Y | C000004307 | RFCYX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| 3 MONTH SOFR FUT DEC24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 3M Co (3M COMPANY) | Long | Debt | US | $609K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $367K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $331K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $233K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $169K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $132K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $111K | – | 0.01 |
| Aegon Ltd | Long | Debt | BM | $1M | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $258K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $233K | – | 0.01 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $2M | – | 0.09 |
| Africa Finance Corp | Long | Debt | XX | $2M | – | 0.11 |
| Africa Finance Corp | Long | Debt | XX | $1M | – | 0.05 |
| African Export-Import Bank/The | Long | Debt | XX | $443K | – | 0.02 |
| Agence Francaise de Developpement EPIC (AGENCE FRANCAISE DEVELOP) | Long | Debt | FR | $5M | – | 0.22 |
| AGNC Investment Corp | Long | Equity-preferred | US | $222K | 9K | 0.01 |
| Air Canada 2013-1 Class A Pass Through Trust (AIR CANADA 2013-1A PTT) | Long | Debt | CA | $69K | – | 0.00 |
| Aircastle Ltd | Long | Debt | BM | $3M | – | 0.15 |
| Aircastle Ltd / Aircastle Ireland DAC (AIRCASTLE / IRELAND DAC) | Long | Debt | BM | $282K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $192K | – | 0.01 |
| Alaska Airlines 2020-1 Class A Pass Through Trust (ALASKA AIRLINES 2020 TR) | Long | Debt | US | $158K | – | 0.01 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $367K | – | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $209K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $207K | – | 0.01 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $193K | – | 0.01 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $174K | – | 0.01 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $4M | – | 0.19 |
| Alternative Loan Trust 2006-13T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $767K | – | 0.04 |
| Alterra Mountain Company 2024 Term Loan B4 | Long | Loan | US | $327K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.09 |
| Altria Group Inc | Long | Debt | US | $583K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $171K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $112K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $92K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $199K | – | 0.01 |
| Amcor Finance USA Inc | Long | Debt | US | $2M | – | 0.09 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $2M | – | 0.08 |
| American Airlines 2017-1 Class AA Pass Through Trust (AMER AIRLINE 17-1 AA PTT) | Long | Debt | US | $7M | – | 0.34 |
| American Airlines 2017-1 Class B Pass Through Trust (AMER AIRLINE 17-1B PTT) | Long | Debt | US | $290K | – | 0.01 |
| American Airlines 2021-1 Class A Pass Through Trust (AMER AIRLINE 21-1A EETC) | Long | Debt | US | $2M | – | 0.10 |
| American Airlines Inc | Long | Debt | US | $175K | – | 0.01 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $290K | – | 0.01 |
| American Express Co | Long | Debt | US | $372K | – | 0.02 |
| American Express Co | Long | Debt | US | $21K | – | 0.00 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $2M | – | 0.09 |
| AMERICAN MUNI PWR-OHIO INC OH REVENUE (American Municipal Power Inc) | Long | Debt | US | $311K | – | 0.01 |
| American Tower Trust #1 (AMERICAN TOWER TRUST I) | Long | Debt | US | $6M | – | 0.29 |
| American Tower Trust #1 (American Tower Trust I) | Long | Debt | US | $2M | – | 0.11 |
| American Transmission Systems Inc | Long | Debt | US | $94K | – | 0.00 |
| Americo Life Inc | Long | Debt | US | $353K | – | 0.02 |
| Ameriprise Financial Inc | Long | Debt | US | $335K | – | 0.02 |
| AmFam Holdings Inc | Long | Debt | US | $171K | – | 0.01 |
| AmFam Holdings Inc | Long | Debt | US | $135K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $312K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $201K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $129K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $79K | – | 0.00 |
| AMMC CLO 23 Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $221K | – | 0.01 |
| Amur Equipment Finance Receivables XIV LLC (AXIS Equipment Finance Receivables LLC) | Long | ABS-other | US | $3M | – | 0.15 |
| Analog Devices Inc | Long | Debt | US | $201K | – | 0.01 |
| Andorra International Bond (ANDORRA INTERNATIONAL BD) | Long | Debt | AD | $8M | – | 0.38 |
| Anglo American Capital PLC | Long | Debt | GB | $510K | – | 0.02 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $537K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $633K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $262K | – | 0.01 |
| Apache Corp | Long | Debt | US | $88K | – | 0.00 |
| Apache Corp | Long | Debt | US | $11K | – | 0.00 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.01 |
| Apidos CLO XXVI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Apollo Global Management Inc | Long | Debt | US | $181K | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.20 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.37 |
| Ares Capital Corp | Long | Debt | US | $1M | – | 0.05 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $74K | – | 0.00 |
| Asplundh Tree Expert LLC 2021 Term Loan B | Long | Loan | US | $414K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $460K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $151K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $123K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $98K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $84K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $37K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $7K | – | 0.00 |
| Athene Holding Ltd | Long | Debt | US | $316K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $379K | – | 0.02 |
| Ballyrock CLO 2018-1 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Banc of America Mortgage 2005-D Trust (Banc of America Mortgage Securities) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $409K | – | 0.02 |
| Banco de Bogota SA | Long | Debt | CO | $4M | – | 0.19 |
| Banco de Credito e Inversiones SA (BANC CREDITO INVERSIONES) | Long | Debt | CL | $4M | – | 0.21 |
| Banco Santander SA | Long | Debt | ES | $4M | – | 0.19 |
| Banco Santander SA | Long | Debt | ES | $407K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $404K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $404K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $228K | – | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $433K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $648K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $572K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $553K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $461K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $445K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $377K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $182K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $115K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $78K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $72K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $69K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $67K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $9K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $7K | – | 0.00 |
| Bank of Montreal | Long | Debt | CA | $4M | – | 0.19 |
| Bank of Montreal | Long | Debt | CA | $283K | – | 0.01 |
| Bank of Nova Scotia/The | Long | Debt | CA | $1M | – | 0.06 |
| Bank of Nova Scotia/The | Long | Debt | CA | $576K | – | 0.03 |
| Bank of Nova Scotia/The | Long | Debt | CA | $262K | – | 0.01 |
| Barclays Mortgage Trust 2022-RPL1 (Barclays Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.20 |
| Barings BDC Inc | Long | Debt | US | $4M | – | 0.20 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $234K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $640K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $391K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $177K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $118K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $61K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $54K | – | 0.00 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $489K | – | 0.02 |
| Bath & Body Works Inc | Long | Debt | US | $228K | – | 0.01 |
| Bath & Body Works Inc | Long | Debt | US | $63K | – | 0.00 |
| Bayer Corp/NJ | Long | Debt | US | $2M | – | 0.11 |
| BDS 2022-FL11 LLC (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.52 |
| Bear Stearns ARM Trust 2004-5 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $18K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $4M | – | 0.17 |
| Belo Corp | Long | Debt | US | $567K | – | 0.03 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $186K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $2M | – | 0.08 |
| Berry Petroleum Co LLC | Long | Debt | US | $515K | – | 0.02 |
| BlackRock TCP Capital Corp (BLACKROCK TCP CAP CORP) | Long | Debt | US | $4M | – | 0.19 |
| Blue Owl Capital Corp | Long | Debt | US | $2M | – | 0.11 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $343K | – | 0.02 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $300K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.18 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $671K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $343K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $312K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $113K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $325K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $210K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $209K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $126K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $94K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $71K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $65K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $27K | – | 0.00 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $113K | – | 0.01 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $257K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $169K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $413K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $704K | – | 0.03 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $1M | – | 0.06 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $281K | – | 0.01 |
| BRAVO Residential Funding Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| BRAVO Residential Funding Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $967K | – | 0.05 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $551K | – | 0.03 |
| Brightsphere Investment Group Inc | Long | Debt | US | $155K | – | 0.01 |
| Bristol Park CLO LTD (Bristol Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $1M | – | 0.06 |
| Bristol-Myers Squibb Co | Long | Debt | US | $355K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $91K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $81K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $55K | – | 0.00 |
| British Airways 2019-1 Class A Pass Through Trust (BRITISH AIR 19-1 A PTT) | Long | Debt | US | $100K | – | 0.00 |
| British Telecommunications PLC | Long | Debt | GB | $125K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $343K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $132K | – | 0.01 |
| Brookfield Finance Inc | Long | Debt | CA | $2M | – | 0.10 |
| Brunswick Corp/DE | Long | Debt | US | $550K | – | 0.03 |
| Buckeye Partners LP | Long | Debt | US | $2M | – | 0.08 |
| Buckeye Partners LP | Long | Debt | US | $297K | – | 0.01 |
| Buckeye Partners LP | Long | Debt | US | $121K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $117K | – | 0.01 |
| BX Commercial Mortgage Trust 2021-CIP (BX Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.45 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $16M | – | 0.73 |
| Caesars Entertainment Inc 2024 Term Loan B1 | Long | Loan | US | $369K | – | 0.02 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $53K | – | 0.00 |
| Calpine Corp | Long | Debt | US | $421K | – | 0.02 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| CAMB Commercial Mortgage Trust 2021-CX2 | Long | ABS-mortgage backed security | US | $11M | – | 0.51 |
| Cameron LNG LLC | Long | Debt | US | $67K | – | 0.00 |
| Campbell Soup Co | Long | Debt | US | $2M | – | 0.12 |
| Campbell Soup Co | Long | Debt | US | $1M | – | 0.06 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $438K | – | 0.02 | |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $478K | – | 0.02 |
| Canadian Pacific Railway Co (CANADIAN PACIFIC RR CO) | Long | Debt | CA | $2M | – | 0.10 |
| Canadian Pacific Railway Co | Long | Debt | CA | $75K | – | 0.00 |
| Capital One Financial Corp | Long | Debt | US | $4M | – | 0.17 |
| Cardinal Health Inc | Long | Debt | US | $379K | – | 0.02 |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.01 |
| CARLYLE US CLO 2018-4 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-other | US | $121K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $342K | – | 0.02 |
| Carrier Global Corp | Long | Debt | US | $75K | – | 0.00 |
| CBL & Associates LP | Long | Debt | US | $0 | – | – |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $3M | – | 0.16 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $4M | – | 0.19 |
| Cencora Inc | Long | Debt | US | $403K | – | 0.02 |
| Cencosud SA | Long | Debt | CL | $4M | – | 0.18 |
| Cenovus Energy Inc | Long | Debt | CA | $3M | – | 0.13 |
| Cenovus Energy Inc | Long | Debt | CA | $12K | – | 0.00 |
| Centene Corp | Long | Debt | US | $144K | – | 0.01 |
| Centene Corp | Long | Debt | US | $126K | – | 0.01 |
| Centene Corp | Long | Debt | US | $27K | – | 0.00 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $256K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $179K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $20K | – | 0.00 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $91K | – | 0.00 |
| CF Industries Inc | Long | Debt | US | $2M | – | 0.11 |
| Charles Schwab Corp/The | Long | Debt | US | $573K | – | 0.03 |
| Charles Schwab Corp/The | Long | Debt | US | $312K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.17 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $944K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $210K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $178K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $111K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $77K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $70K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $57K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $49K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $48K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $10K | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $1M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $140K | – | 0.01 |
| Chesapeake Energy Corp | Long | Debt | US | $875K | – | 0.04 |
| Chesapeake Energy Corp | Long | Debt | US | $414K | – | 0.02 |
| Chimera Investment Corp | Long | Equity-preferred | US | $103K | 5K | 0.00 |
| Chord Energy Corp | Long | Debt | US | $201K | – | 0.01 |
| CI Financial Corp | Long | Debt | CA | $2M | – | 0.11 |
| CI Financial Corp | Long | Debt | CA | $765K | – | 0.04 |
| CIFC Funding 2015-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| CIFC Funding 2017-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $290K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $306K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $99K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $89K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $70K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $66K | – | 0.00 |
| Cimarex Energy Co | Long | Debt | US | $471K | – | 0.02 |
| Citibank NA | Long | Debt | US | $312K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $299K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $288K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $127K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $96K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $89K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $68K | – | 0.00 |
| Citizens Financial Group Inc | Long | Debt | US | $199K | – | 0.01 |
| CLI Funding IX LLC (CLI Funding LLC) | Long | ABS-other | US | $3M | – | 0.15 |
| CMS Energy Corp | Long | Debt | US | $935K | – | 0.04 |
| CNO Financial Group, Inc. (Conseco Financial Corp) | Long | ABS-other | US | $207K | – | 0.01 |
| Coca-Cola Icecek AS | Long | Debt | TR | $2M | – | 0.11 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $249K | – | 0.01 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $261K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.10 |
| Comcast Corp | Long | Debt | US | $378K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $154K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $72K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $68K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $40K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $37K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $17K | – | 0.00 |
| Comerica Inc | Long | Debt | US | $2M | – | 0.11 |
| Comerica Inc | Long | Debt | US | $461K | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $304K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $515K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $117K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $89K | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $301K | – | 0.01 |
| Conagra Brands Inc | Long | Debt | US | $4M | – | 0.21 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $334K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $2M | – | 0.10 |
| Constellation Brands Inc | Long | Debt | US | $2M | – | 0.10 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $149K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $37K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $283K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $108K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $107K | – | 0.01 |
| CORE 2019-CORE Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Coterra Energy Inc | Long | Debt | US | $39K | – | 0.00 |
| CPPIB Capital Inc | Long | Debt | CA | $4M | – | 0.17 |
| Crane NXT Co | Long | Debt | US | $266K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $3M | – | 0.12 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $480K | – | 0.02 |
| Crown Cork & Seal Co Inc | Long | Debt | US | $938K | – | 0.04 |
| CRSO TR 2023 BRND | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.12 |
| CVS Health Corp | Long | Debt | US | $424K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $214K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $204K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $125K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $89K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $83K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2007-4 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $7M | – | 0.34 |
| DAE Funding LLC | Long | Debt | US | $280K | – | 0.01 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $464K | – | 0.02 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $396K | – | 0.02 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $152K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.06 |
| Danske Bank A/S | Long | Debt | DK | $768K | – | 0.04 |
| Darden Restaurants Inc | Long | Debt | US | $4M | – | 0.17 |
| Darden Restaurants Inc | Long | Debt | US | $566K | – | 0.03 |
| DBGS 2019-1735 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| DCP Midstream Operating LP | Long | Debt | US | $183K | – | 0.01 |
| DCP Midstream Operating LP | Long | Debt | US | $118K | – | 0.01 |
| Delhaize America LLC | Long | Debt | US | $966K | – | 0.05 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $146K | – | 0.01 |
| Delta Air Lines Inc | Long | Debt | US | $123K | – | 0.01 |
| Delta Air Lines Inc | Long | Debt | US | $65K | – | 0.00 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $4M | – | 0.18 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $232K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $4M | – | 0.17 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $372K | – | 0.02 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $2M | – | 0.11 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $423K | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $212K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $211K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $193K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $118K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $91K | – | 0.00 |
| Devon Energy Corp (Devon Energy Corporation) | Long | Debt | US | $23K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $334K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $181K | – | 0.01 |
| Diversified Healthcare Trust | Long | Debt | US | $540K | – | 0.03 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $5M | – | 0.23 |
| Dollar General Corp | Long | Debt | US | $538K | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $166K | – | 0.01 |
| DPL Inc | Long | Debt | US | $469K | – | 0.02 |
| Dresdner Funding Trust I (DRESDNER FNDG TRUST I) | Long | Debt | US | $2M | – | 0.08 |
| Dryden 41 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $448K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $71K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $3M | – | 0.12 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.08 |
| Duke Energy Florida LLC | Long | Debt | US | $619K | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $395K | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $167K | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $124K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $71K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $264K | – | 0.01 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $2M | – | 0.11 |
| Ecopetrol SA | Long | Debt | CO | $438K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $161K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $141K | – | 0.01 |
| Edison International | Long | Debt | US | $4M | – | 0.17 |
| Edison International | Long | Debt | US | $889K | – | 0.04 |
| Edison International | Long | Debt | US | $298K | – | 0.01 |
| El Paso Natural Gas Co LLC | Long | Debt | US | $693K | – | 0.03 |
| Element Fleet Management Corp | Long | Debt | CA | $4M | – | 0.16 |
| Element Fleet Management Corp | Long | Debt | CA | $466K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $256K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $34K | – | 0.00 |
| Eli Lilly & Co | Long | Debt | US | $253K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $105K | – | 0.00 |
| Emera US Finance LP | Long | Debt | US | $4M | – | 0.18 |
| Enbridge Energy Partners LP | Long | Debt | US | $2M | – | 0.09 |
| Enbridge Inc | Long | Debt | CA | $4M | – | 0.17 |
| Enbridge Inc | Long | Debt | CA | $295K | – | 0.01 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $121K | – | 0.01 |
| Enel Americas SA | Long | Debt | CL | $3M | – | 0.13 |
| Enel Finance America LLC | Long | Debt | US | $2M | – | 0.11 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $3M | – | 0.14 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $373K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.21 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $863K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $707K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $365K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $297K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $283K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $253K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $235K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $189K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $169K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $111K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $82K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $18K | – | 0.00 |
| Eni USA Inc | Long | Debt | US | $3M | – | 0.16 |
| Enterprise Products Operating LLC | Long | Debt | US | $4M | – | 0.17 |
| Enterprise Products Operating LLC | Long | Debt | US | $709K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $465K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $149K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $114K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $92K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $83K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $49K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $49K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $89K | – | 0.00 |
| EPR Properties | Long | Debt | US | $2M | – | 0.12 |
| EPR Properties | Long | Debt | US | $1M | – | 0.07 |
| EQM Midstream Partners LP | Long | Debt | US | $975K | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $103K | – | 0.00 |
| EQT Corp | Long | Debt | US | $63K | – | 0.00 |
| Equifax Inc | Long | Debt | US | $127K | – | 0.01 |
| Esab Corp | Long | Debt | US | $162K | – | 0.01 |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-183K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2M | – | -0.09 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-130K | – | -0.01 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-181K | – | -0.01 | |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-31K | – | -0.00 | |
| Eurosail-UK 2007-6nc PLC (Eurosail Plc) | Long | ABS-mortgage backed security | GB | $2M | – | 0.09 |
| Evergy Kansas Central Inc | Long | Debt | US | $200K | – | 0.01 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $4M | – | 0.18 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $77K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $17K | – | 0.00 |
| F&G Annuities & Life Inc | Long | Debt | US | $2M | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $454K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $639.63 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $468.1 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $238.88 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3.66 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.79 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $902K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $875K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $821K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $815K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $796K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $779K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $759K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $678K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $624K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $622K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $525K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $426K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $847.38 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $35.7 | – | 0.00 |
| Ferguson Finance PLC | Long | Debt | GB | $4M | – | 0.19 |
| FIGRE Trust 2023-HE3 | Long | ABS-other | US | $2M | – | 0.09 |
| FIGRE Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| FirstEnergy Corp | Long | Debt | US | $167K | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $2M | – | 0.09 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $243K | – | 0.01 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $583K | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $63K | – | 0.00 |
| Fluor Corp | Long | Debt | US | $1M | – | 0.05 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $139K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.16 |
| Ford Motor Credit Co LLC | Long | Debt | US | $619K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $368K | – | 0.02 |
| Fortis Inc/Canada | Long | Debt | CA | $1M | – | 0.05 |
| Foundry JV Holdco LLC | Long | Debt | US | $589K | – | 0.03 |
| Foundry JV Holdco LLC | Long | Debt | US | $460K | – | 0.02 |
| Fox Corp | Long | Debt | US | $258K | – | 0.01 |
| Fox Corp | Long | Debt | US | $177K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $955K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $812K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $433K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.64 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.64 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.64 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.61 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.57 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $852K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $525K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $447K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $639.7 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $359.93 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $156.09 | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $730.14 | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $233.7 | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $122.67 | – | 0.00 |
| Freeport Minerals Corp | Long | Debt | US | $144K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $299K | – | 0.01 |
| Fresenius Medical Care US Finance III Inc (FRESENIUS MED CARE III) | Long | Debt | US | $3M | – | 0.15 |
| Fresnillo PLC | Long | Debt | GB | $250K | – | 0.01 |
| Frontier Florida LLC | Long | Debt | US | $522K | – | 0.02 |
| Frontier North Inc | Long | Debt | US | $219K | – | 0.01 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2023-4SZN) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| FS KKR Capital Corp | Long | Debt | US | $3M | – | 0.13 |
| FS KKR Capital Corp | Long | Debt | US | $1M | – | 0.05 |
| Full House Resorts Inc | Long | Debt | US | $138K | – | 0.01 |
| Galaxy XXVI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Garda World Security Corporation 2022 Term Loan B | Long | Loan | CA | $274K | – | 0.01 |
| GE Capital European Funding Unlimited Co (GE CAPITAL EURO FUNDING) | Long | Debt | IE | $164K | – | 0.01 |
| General Dynamics Corp | Long | Debt | US | $234K | – | 0.01 |
| General Dynamics Corp | Long | Debt | US | $69K | – | 0.00 |
| General Motors Co | Long | Debt | US | $1M | – | 0.07 |
| General Motors Co | Long | Debt | US | $184K | – | 0.01 |
| General Motors Co | Long | Debt | US | $102K | – | 0.00 |
| General Motors Co | Long | Debt | US | $43K | – | 0.00 |
| Genting New York LLC / GENNY Capital Inc (GENTING NY LLC/GENNY CAP) | Long | Debt | US | $1M | – | 0.06 |
| Genworth Holdings Inc | Long | Debt | US | $703K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $490K | – | 0.02 |
| Gilead Sciences Inc | Long | Debt | US | $72K | – | 0.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41M | – | 1.94 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17M | – | 0.80 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15M | – | 0.69 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Global Atlantic Fin Co | Long | Debt | US | $213K | – | 0.01 |
| Global Atlantic Fin Co | Long | Debt | US | $202K | – | 0.01 |
| Global Auto Holdings Ltd/AAG FH UK Ltd (GLOBAL AUTO HO/AAG FH UK) | Long | Debt | GB | $592K | – | 0.03 |
| Global Marine Inc | Long | Debt | US | $489K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $4M | – | 0.19 |
| Goldentree Loan Management US CLO 5 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Goldman Sachs BDC Inc | Long | Debt | US | $2M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $984K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $776K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $324K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $136K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $117K | – | 0.01 |
| Golub Capital BDC Inc | Long | Debt | US | $3M | – | 0.14 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $346K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $925K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5.93 | – | 0.00 |
| Greenpoint Manufactured Housing | Long | ABS-other | US | $2M | – | 0.08 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $321K | – | 0.02 |
| Greystone CRE Notes 2024-HC3 (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $259K | – | 0.01 |
| Grifols Worldwide Operations USA Inc 2019 USD Term Loan B | Long | Loan | US | $234K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2023-SHIP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| GS Mortgage Securities Corp Trust 2023-SHIP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| Harbor Park CLO 18-1 Ltd (Harbor Park CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $200K | – | 0.01 |
| Hasbro Inc | Long | Debt | US | $3M | – | 0.14 |
| Hasbro Inc | Long | Debt | US | $1M | – | 0.06 |
| HB Fuller Co (H.B. FULLER CO) | Long | Debt | US | $646K | – | 0.03 |
| HCA Inc | Long | Debt | US | $2M | – | 0.10 |
| HCA Inc | Long | Debt | US | $2M | – | 0.10 |
| HCA Inc | Long | Debt | US | $295K | – | 0.01 |
| HCA Inc | Long | Debt | US | $202K | – | 0.01 |
| HCA Inc | Long | Debt | US | $114K | – | 0.01 |
| HEICO Corp | Long | Debt | US | $112K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $3M | – | 0.14 |
| Hercules Capital Inc | Long | Debt | US | $2M | – | 0.10 |
| Hercules Capital Inc | Long | Debt | US | $297K | – | 0.01 |
| HGI CRE CLO 2021-FL2 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc (HIGHLAND HOLDINGS BOND) | Long | Debt | XX | $1M | – | 0.06 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $610K | – | 0.03 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $152K | – | 0.01 |
| Hilton Grand Vacations Trust 2023-1 | Long | ABS-other | US | $96K | – | 0.00 |
| Historic TW Inc | Long | Debt | US | $392K | – | 0.02 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $791K | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $96K | – | 0.00 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $1M | – | 0.06 |
| Honeywell International Inc | Long | Debt | US | $79K | – | 0.00 |
| Howmet Aerospace Inc | Long | Debt | US | $2M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.19 |
| HSBC Holdings PLC | Long | Debt | GB | $823K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $207K | – | 0.01 |
| Hudbay Minerals Inc | Long | Debt | CA | $538K | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $691K | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $439K | – | 0.02 |
| Hudson Pacific Properties LP | Long | Debt | US | $319K | – | 0.01 |
| Hudson Pacific Properties LP | Long | Debt | US | $265K | – | 0.01 |
| Humana Inc | Long | Debt | US | $2M | – | 0.11 |
| Humana Inc | Long | Debt | US | $197K | – | 0.01 |
| Humana Inc | Long | Debt | US | $45K | – | 0.00 |
| Humana Inc | Long | Debt | US | $35K | – | 0.00 |
| Huntington National Bank/The | Long | Debt | US | $3M | – | 0.15 |
| Hyundai Capital America | Long | Debt | US | $478K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $315K | – | 0.01 |
| Hyundai Capital Services Inc | Long | Debt | KR | $3M | – | 0.13 |
| ILFC E-Capital Trust I | Long | Structured note | US | $540K | – | 0.03 |
| ILFC E-Capital Trust II | Long | Structured note | US | $633K | – | 0.03 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $4M | – | 0.17 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $411K | – | 0.02 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $635K | – | 0.03 |
| Infraestructura Energetica Nova SAPI de CV | Long | Debt | MX | $2M | – | 0.10 |
| ING Groep NV | Long | Debt | NL | $4M | – | 0.17 |
| Ingersoll Rand Inc | Long | Debt | US | $178K | – | 0.01 |
| InRetail Consumer | Long | Debt | PE | $1M | – | 0.07 |
| Intel Corp | Long | Debt | US | $120K | – | 0.01 |
| Intel Corp | Long | Debt | US | $109K | – | 0.01 |
| Intel Corp | Long | Debt | US | $71K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $5M | – | 0.22 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $68K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $9K | – | 0.00 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $4M | – | 0.21 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $228K | – | 0.01 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $4M | – | 0.19 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $958K | – | 0.04 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $380K | – | 0.02 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $327K | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $103K | – | 0.00 |
| Irwin Home Equity Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $2M | – | 0.08 |
| Ivory Coast Government International Bond | Long | Debt | CI | $486K | – | 0.02 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $216K | – | 0.01 |
| J.G. Wentworth XXXIX LLC | Long | ABS-other | US | $114K | – | 0.01 |
| J.P. Morgan Mortgage Trust 2021-14 (JP MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| J.P. Morgan Mortgage Trust 2022-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| J.P. Morgan Mortgage Trust 2022-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Jabil Inc | Long | Debt | US | $163K | – | 0.01 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $394K | – | 0.02 |
| Japan Government Forty Year Bond (JAPAN (40 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.08 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $7M | – | 0.32 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $696K | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $537K | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $362K | – | 0.02 |
| JDE Peet's NV | Long | Debt | NL | $4M | – | 0.19 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $2M | – | 0.08 |
| JetBlue 2019-1 Class AA Pass Through Trust | Long | Debt | US | $5M | – | 0.21 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $4M | – | 0.18 |
| JG Wentworth XLII LLC (J.G. Wentworth XLII LLC) | Long | ABS-other | US | $48K | – | 0.00 |
| John Deere Owner Trust 2024-B | Long | ABS-other | US | $4M | – | 0.19 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $747K | – | 0.03 |
| JP Morgan Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| JP Morgan Mortgage Trust 2018-8 | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| JP Morgan Mortgage Trust 2021-12 | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $12M | – | 0.55 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $4M | – | 0.19 |
| JP Morgan Mortgage Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $922K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $477K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $383K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $301K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $292K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $215K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $171K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $150K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $130K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $80K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $70K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $49K | – | 0.00 |
| JPMorgan Wealth Management 2020-ATR1 (J.P. Morgan Wealth Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $216K | – | 0.01 | |
| Juniper Valley Park CLO Ltd (Juniper Valley Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $9M | – | 0.41 |
| Kaiser Foundation Hospitals | Long | Debt | US | $149K | – | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $67K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $52K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $49K | – | 0.00 |
| Kenvue Inc | Long | Debt | US | $87K | – | 0.00 |
| Kenvue Inc | Long | Debt | US | $68K | – | 0.00 |
| Keurig Dr Pepper Inc | Long | Debt | US | $4M | – | 0.19 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $2M | – | 0.10 |
| KeyCorp | Long | Debt | US | $2M | – | 0.11 |
| KeyCorp | Long | Equity-preferred | US | $210K | 9K | 0.01 |
| Kimco Realty OP LLC | Long | Debt | US | $330K | – | 0.02 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $2M | – | 0.11 |
| KLA Corp | Long | Debt | US | $180K | – | 0.01 |
| KLA Corp | Long | Debt | US | $29K | – | 0.00 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $1M | – | 0.06 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $52K | – | 0.00 |
| Kubota Credit Owner Trust 2024-1 | Long | ABS-other | US | $5M | – | 0.22 |
| Kubota Credit Owner Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.08 |
| Kyndryl Holdings Inc | Long | Debt | US | $404K | – | 0.02 |
| Kyndryl Holdings Inc | Long | Debt | US | $141K | – | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $347K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $316K | – | 0.01 |
| Lamar Funding Ltd | Long | Debt | KY | $502K | – | 0.02 |
| Las Vegas Sands Corp | Long | Debt | US | $663K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $183K | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $129K | – | 0.01 |
| LEHMAN BRTH HLDH PROD | Long | Debt | US | $366.95 | – | 0.00 |
| LEHMAN BRTH HLDH PROD | Long | Debt | US | $340.63 | – | 0.00 |
| LEHMAN BRTH HLDH PROD | Long | Debt | US | $227.72 | – | 0.00 |
| Lennar Corp | Long | Debt | US | $20K | – | 0.00 |
| Lennox International Inc | Long | Debt | US | $183K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $176K | – | 0.01 |
| Liberty Mutual Group Inc | Long | Debt | US | $234K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $109K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $3M | – | 0.16 |
| Lloyds Banking Group PLC | Long | Debt | GB | $537K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $381K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $562K | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $97K | – | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $59K | – | 0.00 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $1M | – | 0.07 | |
| LONG GILT FUTURE SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $-65K | – | -0.00 | |
| Lowe's Cos Inc | Long | Debt | US | $518K | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $71K | – | 0.00 |
| LPL Holdings Inc | Long | Debt | US | $273K | – | 0.01 |
| LPL Holdings Inc | Long | Debt | US | $211K | – | 0.01 |
| Ludgate Funding PLC | Long | ABS-mortgage backed security | GB | $134K | – | 0.01 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $305K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $2M | – | 0.09 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $431K | – | 0.02 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $323K | – | 0.02 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $96K | – | 0.00 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $44K | – | 0.00 |
| Madison Park Funding XVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.21 |
| Madison Park Funding XXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.02 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.02 |
| Main Street Capital Corp | Long | Debt | US | $1M | – | 0.05 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $3M | – | 0.15 |
| Manulife Financial Corp | Long | Debt | CA | $4M | – | 0.18 |
| Marks & Spencer PLC | Long | Debt | GB | $63K | – | 0.00 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $153K | – | 0.01 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $85K | – | 0.00 |
| Mastercard Inc | Long | Debt | US | $57K | – | 0.00 |
| Mattel Inc | Long | Debt | US | $4M | – | 0.19 |
| MBIA Inc | Long | Debt | US | $268K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $485K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $77K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $69K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $357K | – | 0.02 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $558K | – | 0.03 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $298K | – | 0.01 |
| Mercury General Corp | Long | Debt | US | $2M | – | 0.11 |
| Methanex Corp | Long | Debt | CA | $1M | – | 0.05 |
| Methanex Corp | Long | Debt | CA | $276K | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $23M | – | 1.05 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $13M | – | 0.59 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $812K | – | 0.04 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $2M | – | 0.08 |
| Mexico Government International Bond (United Mexican States) | Long | Debt | MX | $2M | – | 0.09 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $461K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $199K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $443K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $373K | – | 0.02 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $12M | – | 0.58 |
| Micron Technology Inc | Long | Debt | US | $127K | – | 0.01 |
| Mid-State Capital Corp 2005-1 Trust (Mid-State Trust) | Long | ABS-other | US | $316K | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $106K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $97K | – | 0.00 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $145K | – | 0.01 |
| MISC Capital Two Labuan Ltd | Long | Debt | MY | $3M | – | 0.16 |
| MMAF Equipment Finance LLC 2020-B | Long | ABS-other | US | $2M | – | 0.09 |
| MMAF Equipment Finance LLC 2024-A | Long | ABS-other | US | $3M | – | 0.15 |
| Mondelez International Holdings Netherlands BV (MONDELEZ INTL HLDINGS NE) | Long | Debt | NL | $332K | – | 0.02 |
| Mondelez International Inc | Long | Debt | US | $43K | – | 0.00 |
| Monongahela Power Co | Long | Debt | US | $613K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $766K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $366K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $363K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $332K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $324K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $195K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $192K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $51K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $39K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $30K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $28K | – | 0.00 |
| Morgan Stanley Bank NA | Long | Debt | US | $407K | – | 0.02 |
| Morgan Stanley Direct Lending Fund | Long | Debt | US | $1M | – | 0.05 |
| MPLX LP | Long | Debt | US | $4M | – | 0.19 |
| MPLX LP | Long | Debt | US | $93K | – | 0.00 |
| MPLX LP | Long | Debt | US | $27K | – | 0.00 |
| MPLX LP | Long | Debt | US | $20K | – | 0.00 |
| MSSG Trust 2017-237P (Morgan Stanley Mortgage Capital Holdings LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| MSSG Trust 2017-237P (Morgan Stanley Mortgage Capital Holdings LLC) | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| MSSG Trust 2017-237P (Morgan Stanley Mortgage Capital Holdings LLC) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Murphy Oil Corp (MURPHY OIL CORPORATION) | Long | Debt | US | $282K | – | 0.01 |
| Murphy Oil Corp | Long | Debt | US | $265K | – | 0.01 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $174K | – | 0.01 |
| National Fuel Gas Co | Long | Debt | US | $3M | – | 0.13 |
| NatWest Group PLC | Long | Debt | GB | $2M | – | 0.11 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $308K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $207K | – | 0.01 |
| Navient Corp | Long | Debt | US | $383K | – | 0.02 |
| NBCUniversal Media LLC | Long | Debt | US | $17K | – | 0.00 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $604K | – | 0.03 |
| Netflix Inc | Long | Debt | US | $241K | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 30 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $340K | – | 0.02 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $215K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $115K | – | 0.01 |
| Newell Brands Inc | Long | Debt | US | $2M | – | 0.07 |
| Newell Brands Inc | Long | Debt | US | $668K | – | 0.03 |
| Newell Brands Inc | Long | Debt | US | $418K | – | 0.02 |
| NGPL PipeCo LLC | Long | Debt | US | $3M | – | 0.13 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $307K | – | 0.01 |
| Nippon Life Insurance Co | Long | Debt | JP | $304K | – | 0.01 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $965K | – | 0.05 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $203K | – | 0.01 |
| Nissan Motor Co Ltd | Long | Debt | JP | $478K | – | 0.02 |
| Nokia Oyj | Long | Debt | FI | $4M | – | 0.18 |
| Nomura Resecuritization Trust 2015-11R | Long | ABS-mortgage backed security | US | $657K | – | 0.03 |
| Nordstrom Inc | Long | Debt | US | $742K | – | 0.03 |
| Nordstrom Inc | Long | Debt | US | $203K | – | 0.01 |
| Norfolk Southern Corp | Long | Debt | US | $324K | – | 0.02 |
| Northrop Grumman Corp | Long | Debt | US | $205K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $107K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $68K | – | 0.00 |
| Northwest Pipeline LLC | Long | Debt | US | $632K | – | 0.03 |
| Northwest Pipeline LLC | Long | Debt | US | $128K | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $219K | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $197K | – | 0.01 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $4M | – | 0.19 |
| NRG Energy Inc | Long | Debt | US | $2M | – | 0.09 |
| NRG Energy Inc 2024 Term Loan | Long | Loan | US | $399K | – | 0.02 |
| NTT Finance Corp | Long | Debt | JP | $1M | – | 0.05 |
| Nuveen LLC | Long | Debt | US | $247K | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $215K | – | 0.01 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $2M | – | 0.10 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $1M | – | 0.05 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $4M | – | 0.18 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $933K | – | 0.04 |
| Oaktree Specialty Lending Corp | Long | Debt | US | $4M | – | 0.18 |
| OBX 2023-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $436K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $4M | – | 0.20 |
| Occidental Petroleum Corp | Long | Debt | US | $286K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $263K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $202K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $160K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $121K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $73K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $65K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $7K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $340K | – | 0.02 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $313K | – | 0.01 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Office Properties Income Trust (OFFICE PPTY INCOME TRST) | Long | Debt | US | $856K | – | 0.04 |
| OHA Loan Funding 2015-1 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Ohio Edison Co | Long | Debt | US | $223K | – | 0.01 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $2M | – | 0.11 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $1M | – | 0.06 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $465K | – | 0.02 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $252K | – | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $123K | – | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $86K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $694K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $437K | – | 0.02 |
| Open Text Corp | Long | Debt | CA | $2M | – | 0.10 |
| Optics Bidco SpA | Long | Debt | IT | $1M | – | 0.05 |
| Optics Bidco SpA | Long | Debt | IT | $659K | – | 0.03 |
| Optics Bidco SpA | Long | Debt | IT | $222K | – | 0.01 |
| Optics Bidco SpA | Long | Debt | IT | $215K | – | 0.01 |
| Option One Mortgage Loan Trust 2007-FXD1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.11 |
| Oracle Corp | Long | Debt | US | $749K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $118K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $115K | – | 0.01 |
| Owens Corning | Long | Debt | US | $4M | – | 0.18 |
| OZLM Funding II Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $507K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $285K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $193K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $153K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $135K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $93K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $64K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $47K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $44K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $708K | – | 0.03 |
| Paragon Mortgages No 12 PLC (Paragon Mortgages PLC) | Long | ABS-mortgage backed security | GB | $1M | – | 0.05 |
| Parkmore Point RMBS 2022-1 PLC (Parkmore Point Plc) | Long | ABS-mortgage backed security | GB | $3M | – | 0.16 |
| Parsley Energy LLC / Parsley Finance Corp (PARSLEY ENERGY LLC/FINAN) | Long | Debt | US | $49K | – | 0.00 |
| PayPal Holdings Inc | Long | Debt | US | $49K | – | 0.00 |
| PayPal Holdings Inc | Long | Debt | US | $47K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $309K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $181K | – | 0.01 |
| Perrigo Finance Unlimited Co (PERRIGO FINANCE UNLIMITD) | Long | Debt | IE | $172K | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | NL | $237K | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | NL | $175K | – | 0.01 |
| Petroleos del Peru SA | Long | Debt | PE | $141K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $7M | – | 0.35 |
| Petroleos Mexicanos | Long | Debt | MX | $5M | – | 0.26 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.17 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.13 |
| Petroleos Mexicanos | Long | Debt | MX | $639K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $497K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $79K | – | 0.00 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $381K | – | 0.02 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $140K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $203K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $89K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $487K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $243K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $130K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $91K | – | 0.00 |
| Piedmont Operating Partnership LP | Long | Debt | US | $2M | – | 0.08 |
| Plains All American Pipeline LP | Long | Debt | US | $618K | – | 0.03 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $54K | – | 0.00 |
| PM General Purchaser LLC | Long | Debt | US | $359K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $4M | – | 0.20 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $418K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $364K | – | 0.02 |
| PORT AUTH OF NEW YORK & NEW JERSEY NY (Port Authority of New York & New Jersey) | Long | Debt | US | $235K | – | 0.01 |
| PRKCM 2024-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| Prologis Euro Finance LLC | Long | Debt | US | $199K | – | 0.01 |
| Prospect Capital Corp | Long | Debt | US | $4M | – | 0.19 |
| Prosus NV | Long | Debt | NL | $3M | – | 0.16 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $507K | – | 0.02 |
| Provincia de Cordoba | Long | Debt | AR | $435K | – | 0.02 |
| Provincia de Cordoba | Long | Debt | AR | $194K | – | 0.01 |
| PRPM 2020-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $2M | – | 0.11 |
| Prpm 2024-1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Prudential Financial Inc | Long | Debt | US | $3M | – | 0.13 |
| Prudential Financial Inc | Long | Equity-preferred | US | $149K | 6K | 0.01 |
| Puma International Financing SA | Long | Debt | LU | $273K | – | 0.01 |
| PURCHASED AUD / SOLD USD (Citibank NA) | Derivative-foreign exchange | AU | $-14K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-25K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-47K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-64K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-708K | – | -0.03 | |
| PURCHASED CAD / SOLD USD (Citibank NA) | Derivative-foreign exchange | CA | $-7K | – | -0.00 | |
| PURCHASED CHF / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CL | $7K | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CL | $7K | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CL | $1K | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CL | $825.56 | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CL | $723.13 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | XX | $49K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $9K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-37K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | GB | $165K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $9K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | GB | $1.81 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $-58K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $12K | – | 0.00 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $568K | – | 0.03 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $147K | – | 0.01 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $45K | – | 0.00 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $36K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-12K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-15K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-174K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-533K | – | -0.02 | |
| PURCHASED NOK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | NO | $39K | – | 0.00 | |
| PURCHASED NOK / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| PURCHASED NOK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NO | $-206K | – | -0.01 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $93K | – | 0.00 | |
| PURCHASED NZD / SOLD USD (Citibank NA) | Derivative-foreign exchange | NZ | $-521.11 | – | -0.00 | |
| PURCHASED TRY / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | TR | $308K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $125K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Citibank NA) | Derivative-foreign exchange | TR | $11K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $789.32 | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $659.09 | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Citibank NA) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Citibank NA) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Citibank NA) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD CHF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-211K | – | -0.01 | |
| PURCHASED USD / SOLD CHF (UBS AG) | Derivative-foreign exchange | US | $-211K | – | -0.01 | |
| PURCHASED USD / SOLD CLP (Citibank NA) | Derivative-foreign exchange | US | $95K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $-913.93 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $62K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $899.03 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $626.23 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $595.49 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $583.79 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $479.04 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Royal Bank of Canada) | Derivative-foreign exchange | US | $-114K | – | -0.01 | |
| PURCHASED USD / SOLD IDR (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-192.72 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $-115K | – | -0.01 | |
| PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-387K | – | -0.02 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $-513K | – | -0.02 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $-590K | – | -0.03 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $507K | – | 0.02 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $460K | – | 0.02 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $378K | – | 0.02 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $230K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $210K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $138K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $68K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $50K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| PURCHASED USD / SOLD NOK (Citibank NA) | Derivative-foreign exchange | US | $132K | – | 0.01 | |
| PURCHASED USD / SOLD NZD (Westpac Banking Corp.) | Derivative-foreign exchange | US | $98K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (Citibank NA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (Royal Bank of Canada) | Derivative-foreign exchange | US | $51K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD THB (Citibank NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD THB (Citibank NA) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PURCHASED USD / SOLD THB (Citibank NA) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Citibank NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Citibank NA) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $76.65 | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-32K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $18K | – | 0.00 | |
| QUALCOMM Inc | Long | Debt | US | $106K | – | 0.00 |
| Radian Group Inc | Long | Debt | US | $4M | – | 0.17 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $33K | – | 0.00 |
| Radnor RE 2022-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Range Resources Corp | Long | Debt | US | $288K | – | 0.01 |
| Range Resources Corp | Long | Debt | US | $31K | – | 0.00 |
| RCKT Mortgage Trust 2023-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| RCKT Mortgage Trust 2024-CES2 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Regal Rexnord Corp | Long | Debt | US | $1M | – | 0.05 |
| Regatta XV Funding Ltd (Regatta XV Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $240K | – | 0.01 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $487K | – | 0.02 |
| Renew 2023-1 (Renew Financial) | Long | ABS-other | US | $497K | – | 0.02 |
| Renew 2024-1 (Renew Financial) | Long | ABS-other | US | $842K | – | 0.04 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $5M | – | 0.21 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $1M | – | 0.07 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $601K | – | 0.03 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $104K | – | 0.00 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $859K | – | 0.04 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $545K | – | 0.03 |
| Reynolds American Inc | Long | Debt | US | $202K | – | 0.01 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $3M | – | 0.15 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $1M | – | 0.07 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $1M | – | 0.06 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $198K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $1M | – | 0.05 |
| Rockies Express Pipeline LLC | Long | Debt | US | $536K | – | 0.03 |
| Rockies Express Pipeline LLC | Long | Debt | US | $320K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $303K | – | 0.01 |
| Rogers Communications Inc | Long | Debt | CA | $552K | – | 0.03 |
| Rogers Communications Inc | Long | Debt | CA | $153K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $5M | – | 0.21 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.21 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.19 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.19 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.17 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.16 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.15 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.09 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $611K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $507K | – | 0.02 |
| Royal Bank of Canada | Long | Debt | CA | $152K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $791K | – | 0.04 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $575K | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $173K | – | 0.01 |
| RR Donnelley & Sons Co | Long | Debt | US | $385K | – | 0.02 |
| RTX Corp | Long | Debt | US | $2M | – | 0.10 |
| RTX Corp | Long | Debt | US | $1M | – | 0.05 |
| RTX Corp | Long | Debt | US | $235K | – | 0.01 |
| RTX Corp | Long | Debt | US | $229K | – | 0.01 |
| RWE Finance US LLC | Long | Debt | US | $669K | – | 0.03 |
| S&P Global Inc | Long | Debt | US | $22K | – | 0.00 |
| Sabra Health Care LP | Long | Debt | US | $1M | – | 0.07 |
| Safeway Inc | Long | Debt | US | $380K | – | 0.02 |
| Saluda Grade Alternative Mortgage Trust 2023-FIG3 | Long | ABS-other | US | $1M | – | 0.07 |
| Saluda Grade Alternative Mortgage Trust 2023-FIG4 | Long | ABS-other | US | $2M | – | 0.11 |
| Saluda Grade Alternative Mortgage Trust 2024-FIG5 | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $132K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $127K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $1M | – | 0.05 |
| Sands China Ltd | Long | Debt | KY | $291K | – | 0.01 |
| Santander Holdings USA Inc | Long | Debt | US | $3M | – | 0.15 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $4M | – | 0.17 |
| Sasol Financing USA LLC | Long | Debt | US | $559K | – | 0.03 |
| Saudi Arabian Oil Co | Long | Debt | SA | $2M | – | 0.10 |
| SCE Recovery Funding LLC | Long | Debt | US | $336K | – | 0.02 |
| SCE Trust VIII | Long | Equity-preferred | US | $300K | 12K | 0.01 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $4M | – | 0.17 |
| Seagate HDD Cayman | Long | Debt | KY | $1M | – | 0.06 |
| Seagate HDD Cayman | Long | Debt | KY | $833K | – | 0.04 |
| Seagate HDD Cayman | Long | Debt | KY | $301K | – | 0.01 |
| Sealed Air Corp | Long | Debt | US | $666K | – | 0.03 |
| Sempra | Long | Debt | US | $3M | – | 0.16 |
| Sequoia Mortgage Trust 2015-1 | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| Sequoia Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Service Properties Trust | Long | Debt | US | $1M | – | 0.06 |
| Service Properties Trust | Long | Debt | US | $679K | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $486K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $257K | – | 0.01 |
| Service Properties Trust | Long | Debt | US | $156K | – | 0.01 |
| Shamrock Residential 2022-2 DAC | Long | ABS-mortgage backed security | IE | $2M | – | 0.08 |
| Shell International Finance BV | Long | Debt | NL | $132K | – | 0.01 |
| Sherwin-Williams Co/The | Long | Debt | US | $761K | – | 0.04 |
| Sixth Street Specialty Lending Inc | Long | Debt | US | $2M | – | 0.09 |
| SK Hynix Inc | Long | Debt | KR | $4M | – | 0.17 |
| Skyworks Solutions Inc | Long | Debt | US | $4M | – | 0.20 |
| Smithfield Foods Inc | Long | Debt | US | $1M | – | 0.05 |
| Smurfit Kappa Treasury Funding DAC | Long | Debt | IE | $2M | – | 0.11 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $356K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.12 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.07 |
| Sodexo Inc | Long | Debt | US | $4M | – | 0.17 |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST (Social Professional Loan Program LLC) | Long | ABS-other | US | $79K | – | 0.00 |
| Solventum Corp | Long | Debt | US | $423K | – | 0.02 |
| Solventum Corp | Long | Debt | US | $272K | – | 0.01 |
| Solventum Corp | Long | Debt | US | $216K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $254K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $198K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $169K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $139K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $125K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $3M | – | 0.13 |
| Southern Co/The | Long | Debt | US | $690K | – | 0.03 |
| Southern Copper Corp | Long | Debt | US | $132K | – | 0.01 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $2M | – | 0.12 |
| Southwestern Energy Co | Long | Debt | US | $103K | – | 0.00 |
| St Marys Cement Inc Canada | Long | Debt | CA | $737K | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $2M | – | 0.09 |
| Standard Chartered PLC | Long | Debt | GB | $966K | – | 0.05 |
| Starbucks Corp | Long | Debt | US | $402K | – | 0.02 |
| Starwood Property Trust Inc | Long | Debt | US | $247K | – | 0.01 |
| State Street Corp | Long | Debt | US | $380K | – | 0.02 |
| State Street Corp | Long | Debt | US | $230K | – | 0.01 |
| Steelcase Inc | Long | Debt | US | $813K | – | 0.04 |
| Structured Asset Mortgage Investments II Trust 2004-AR7 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Suncor Energy Inc | Long | Debt | CA | $2M | – | 0.11 |
| Suzano Austria GmbH | Long | Debt | AT | $3M | – | 0.14 |
| SWAPIRS-BRL-Fixed 10.03%-HSBCLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-155K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 10.1975%-GSLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-163K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 10.705%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-210K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 10.73%-BNPLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-151K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 11.1125%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-105K | – | -0.00 | |
| SWAPIRS-BRL-Fixed 11.16%-BNPLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-54K | – | -0.00 | |
| SWAPIRS-BRL-Fixed 11.2375%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-96K | – | -0.00 | |
| SWAPIRS-BRL-Fixed 11.8725%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $12K | – | 0.00 | |
| SWAPIRS-BRL-Fixed 9.805%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-437K | – | -0.02 | |
| SWAPIRS-CAD-Fixed 3.416%-CBNALDN_B-26/03/54 (LCH Ltd.) | Derivative-interest rate | GB | $-289K | – | -0.01 | |
| SWAPIRS-CAD-Fixed 3.498%-CBNALDN_B-26/03/34 (LCH Ltd.) | Derivative-interest rate | GB | $-264K | – | -0.01 | |
| SWAPIRS-HUF-Fixed 6.46%-BNPLDN_B-19/06/2034 (LCH Ltd.) | Derivative-interest rate | GB | $115K | – | 0.01 | |
| SWAPIRS-HUF-Fixed 6.46%-CITILDN_B-19/06/2034 (LCH Ltd.) | Derivative-interest rate | GB | $79K | – | 0.00 | |
| SWAPIRS-JPY-Fixed 0.28645%-CBNALDN_B-18/03/26 (LCH Ltd.) | Derivative-interest rate | GB | $199K | – | 0.01 | |
| SWAPIRS-NOK-Fixed 3.7798%-BNPLDN_B-09/02/29 (LCH Ltd.) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| SWAPIRS-NOK-Fixed 3.93%-GSLDN_B-15/07/29 (LCH Ltd.) | Derivative-interest rate | GB | $25K | – | 0.00 | |
| SWAPIRS-NOK-Fixed 4.286%-JPMLDN_B-19/10/28 (LCH Ltd.) | Derivative-interest rate | GB | $95K | – | 0.00 | |
| SWAPIRS-NOK-Fixed 4.286%-JPMLDN_B-19/10/28 (LCH Ltd.) | Derivative-interest rate | GB | $91K | – | 0.00 | |
| SWAPIRS-SEK-Fixed 2.6232%-JPMLDN_B-12/07/29 (LCH Ltd.) | Derivative-interest rate | GB | $-21K | – | -0.00 | |
| SWAPIRS-SEK-Fixed 2.6292%-MSDWLDN_B-08/02/34 (LCH Ltd.) | Derivative-interest rate | GB | $-102K | – | -0.00 | |
| SWAPIRS-SEK-Fixed 3.57%-BNPLDN_B-19/10/28 (LCH Ltd.) | Derivative-interest rate | GB | $-466K | – | -0.02 | |
| SWAPIRS-USD-Fixed 4.6673%-BCAPLDN_B-07/06/26 (LCH Ltd.) | Derivative-interest rate | GB | $397K | – | 0.02 | |
| SWAPIRS-USD-Fixed 4.884%-MSDWLDN_B-19/04/26 (LCH Ltd.) | Derivative-interest rate | GB | $249K | – | 0.01 | |
| Synchrony Bank | Long | Debt | US | $3M | – | 0.12 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $513K | – | 0.02 |
| System Energy Resources Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $660K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $531K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $162K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $139K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $119K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $703K | – | 0.03 |
| Tapestry Inc | Long | Debt | US | $122K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $294K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $339K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $339K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $319K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $70K | – | 0.00 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $2M | – | 0.07 |
| TC PipeLines LP | Long | Debt | US | $4M | – | 0.19 |
| TD SYNNEX Corp | Long | Debt | US | $769K | – | 0.04 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $200K | – | 0.01 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $149K | – | 0.01 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $42K | – | 0.00 |
| Telecom Italia Capital SA | Long | Debt | LU | $371K | – | 0.02 |
| Telecom Italia Capital SA | Long | Debt | LU | $111K | – | 0.01 |
| Telecom Italia Capital SA | Long | Debt | LU | $70K | – | 0.00 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $274K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $455K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $446K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $66K | – | 0.00 |
| Texas Instruments Inc | Long | Debt | US | $141K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $118K | – | 0.01 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $641K | – | 0.03 |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $250K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.10 |
| Time Warner Cable LLC | Long | Debt | US | $469K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $98K | – | 0.00 |
| Toledo Hospital/The | Long | Debt | US | $511K | – | 0.02 |
| Toledo Hospital/The | Long | Debt | US | $119K | – | 0.01 |
| Topaz Solar Farms LLC | Long | Debt | US | $829K | – | 0.04 |
| TopBuild Corp | Long | Debt | US | $92K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $4M | – | 0.17 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $669K | – | 0.03 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Towd Point Mortgage Trust 2020-MH1 | Long | ABS-other | US | $2M | – | 0.08 |
| Towd Point Mortgage Trust 2023-CES1 | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Toyota Motor Credit Corp | Long | Debt | US | $216K | – | 0.01 |
| TransAlta Corp | Long | Debt | CA | $535K | – | 0.03 |
| Transcanada Trust | Long | Debt | CA | $884K | – | 0.04 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $160K | – | 0.01 |
| Transocean Inc | Long | Debt | KY | $1M | – | 0.05 |
| Transocean Inc | Long | Debt | KY | $197K | – | 0.01 |
| Transocean Inc | Long | Debt | KY | $142K | – | 0.01 |
| Travel + Leisure Co | Long | Debt | US | $951K | – | 0.04 |
| Truist Bank | Long | Debt | US | $148K | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $4M | – | 0.19 |
| Truist Insurance Holdings LLC 1st Lien Term Loan | Long | Loan | US | $661K | – | 0.03 |
| TSMC Arizona Corp | Long | Debt | US | $295K | – | 0.01 |
| TWDC Enterprises 18 Corp | Long | Debt | US | $354K | – | 0.02 |
| U.S. Cash Collateral Fund (Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund) | Long | Short-term investment vehicle | US | $3M | 3M | 0.13 |
| U.S. Cash Management Fund (Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund) | Long | Short-term investment vehicle | US | $257M | 257M | 12.02 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $140M | – | 6.55 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $80M | – | 3.73 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $16M | – | 0.75 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $10M | – | 0.45 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $890K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $754K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $472K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $449K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $332K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $295K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $248K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $233K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $187K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4K | – | 0.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.29 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.15 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $996K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $644K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $513K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $401K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $394K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $354K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $221K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $210K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $106K | – | 0.00 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $317K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $4M | – | 0.19 |
| UBS Group AG | Long | Debt | CH | $505K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $456K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $1M | – | 0.05 |
| UniCredit SpA | Long | Debt | IT | $385K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $136K | – | 0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $42M | – | 1.98 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $40M | – | 1.88 |
| Union Pacific Corp | Long | Debt | US | $224K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $99K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $14K | – | 0.00 |
| United Airlines 2016-2 Class A Pass Through Trust (UNITED AIR 2016-2 A PTT) | Long | Debt | US | $151K | – | 0.01 |
| United Airlines 2019-1 Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $1M | – | 0.07 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $1M | – | 0.07 |
| United Airlines 2020-1 Class B Pass Through Trust (UNITED AIR 2020-1 B PTT) | Long | Debt | US | $281K | – | 0.01 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $699K | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $682K | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $66K | – | 0.00 |
| United Rentals North America Inc | Long | Debt | US | $494K | – | 0.02 |
| United States Steel Corp | Long | Debt | US | $634K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $528K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $397K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $294K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $202K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $174K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $145K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $90K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $32K | – | 0.00 |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $369K | – | 0.02 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $1M | – | 0.07 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $6M | – | 0.29 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.11 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $8M | – | 0.36 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.11 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $8M | – | 0.36 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-956K | – | -0.04 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.14 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-1M | – | -0.06 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $232K | – | 0.01 |
| US Airways 2013-1 Class A Pass Through Trust (US AIRWAYS 2013-1A PTT) | Long | Debt | US | $386K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $5M | – | 0.25 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.16 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-658K | – | -0.03 | |
| Vantage Data Centers Jersey Borrower Spv Ltd (Vantage Data Centers Jersey Borrower SPV Limited) | Long | ABS-other | JE | $6M | – | 0.26 |
| Var Energi ASA | Long | Debt | NO | $4M | – | 0.18 |
| Verdelite Static CLO 2024-1 Ltd (Verdelite Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $260K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $404K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $267K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $132K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $120K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $105K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $90K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $82K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $71K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $51K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $39K | – | 0.00 |
| VICI Properties LP | Long | Debt | US | $1M | – | 0.07 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.13 |
| Vistra Operations Co LLC | Long | Debt | US | $4M | – | 0.18 |
| Vistra Operations Co LLC | Long | Debt | US | $379K | – | 0.02 |
| Vistra Zero Operating Company LLC Term Loan B | Long | Loan | US | $662K | – | 0.03 |
| Vodafone Group PLC | Long | Debt | GB | $3M | – | 0.13 |
| Vodafone Group PLC | Long | Debt | GB | $58K | – | 0.00 |
| Vontier Corp | Long | Debt | US | $349K | – | 0.02 |
| Vontier Corp | Long | Debt | US | $262K | – | 0.01 |
| Vornado Realty LP | Long | Debt | US | $1M | – | 0.05 |
| Vornado Realty LP | Long | Debt | US | $176K | – | 0.01 |
| Voya Financial Inc | Long | Debt | US | $3M | – | 0.13 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $746K | – | 0.03 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $696K | – | 0.03 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $693K | – | 0.03 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $227K | – | 0.01 |
| Walmart Inc | Long | Debt | US | $3M | – | 0.12 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $104K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $189K | – | 0.01 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $1M | – | 0.06 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $329K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $568K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $271K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $234K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $173K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $170K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2021-SAVE | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Welltower OP LLC | Long | Debt | US | $185K | – | 0.01 |
| Western Alliance Bancorp | Long | Debt | US | $467K | – | 0.02 |
| Western Digital Corp | Long | Debt | US | $314K | – | 0.01 |
| Western Digital Corp | Long | Debt | US | $230K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $602K | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $270K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $218K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $171K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $127K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $89K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $81K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $46K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $3M | – | 0.12 |
| Westpac Banking Corp | Long | Debt | AU | $229K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $186K | – | 0.01 |
| Williams Cos Inc/The | Long | Debt | US | $337K | – | 0.02 |
| Wipro IT Services LLC | Long | Debt | US | $2M | – | 0.09 |
| Wynn Macau Ltd | Long | Debt | KY | $649K | – | 0.03 |
| Wynn Macau Ltd | Long | Debt | KY | $578K | – | 0.03 |
| Xcel Energy Inc | Long | Debt | US | $4M | – | 0.17 |
| Xerox Corp (XEROX CORPORATION) | Long | Debt | US | $429K | – | 0.02 |
| XPO CNW Inc | Long | Debt | US | $752K | – | 0.04 |
| XTO Energy Inc | Long | Debt | US | $2M | – | 0.09 |
| Yamana Gold Inc | Long | Debt | CA | $883K | – | 0.04 |
| Yamana Gold Inc | Long | Debt | CA | $59K | – | 0.00 |
| Yara International ASA | Long | Debt | NO | $3M | – | 0.14 |
| Yara International ASA | Long | Debt | NO | $1M | – | 0.07 |
| Yum! Brands Inc | Long | Debt | US | $340K | – | 0.02 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $2M | – | 0.08 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $285K | – | 0.01 |
| Zions Bancorp NA | Long | Debt | US | $204K | – | 0.01 |
Address
RUSSELL INVESTMENT CO
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
Washington
98101
United States of America
Websites
Directors
Vernon Barback
Raymond P. Tennison, Jr.
Julie Dien Ledoux
Jack R. Thompson
Michelle L. Cahoon
Jeannie Shanahan
Michael Day
Jeremy May
Transfer Agents
Russell Investments Fund Services, LLC
Pricing Services
ICE Data Services, Inc.
PricingDirect Inc.
State Street Bank and Trust Company (Sacramento, CA, US, Branch)
Bloomberg L.P.
IHS Markit Ltd.
Refinitiv US Holdings Inc.
Custodians
Deutsche Bank Aktiengesellschaft
Citibank, Anonim Sirketi
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Citibank del Peru S.A.
Citibank, National Association (Singapore, SG, Branch)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
Skandinaviska Enskilda Banken AB
Standard Chartered Bank Kenya Limited
Bank Hapoalim B.M.
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Joint Stock Company 'Commercial Bank CitiBank'
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
FirstRand Bank Limited
BNP Paribas (Athens, Attica, GR, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Standard Chartered Bank Malaysia Berhad
Intesa Sanpaolo S.p.A.
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
BNP Paribas
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Clearstream Banking S.A.
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Euroclear Bank
First Abu Dhabi Bank P.J.S.C.
Bank Handlowy w Warszawie Spolka Akcyjna
Standard Chartered Bank (Thai) Public Company Limited
Royal Bank of Canada
Standard Chartered Bank Botswana Limited
State Street Bank and Trust Company
Standard Chartered Bank Zambia PLC
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Stanbic IBTC Bank PLC
Standard Chartered Bank (Hong Kong) Limited
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Ceskoslovenska obchodni banka, a. s.
Standard Chartered Bank Ghana PLC
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
The Hongkong and Shanghai Banking Corporation Limited
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
UniCredit Bank Austria AG
Banco Itau Uruguay S.A.
Citibank Maghreb S.A.
Cititrust Colombia S A Sociedad Fiduciaria
Banco de Chile
UBS Switzerland AG
Citibank Europe Public Limited Company
State Street Bank International GmbH
Skandinaviska Enskilda Banken A/S
HSBC Bank (China) Company Limited
Standard Chartered International Commercial Bank Co., Ltd.
Shareholder Servicing Agents
Russell Investments Fund Services, LLC
Admins
Russell Investments Fund Services, LLC
Brokers
Goldman Sachs & Co. LLC
Jefferies LLC
RBC Capital Markets, LLC
Mizuho Securities USA LLC
BofA Securities, Inc.
Nomura Securities International, Inc.
BNY Mellon Capital Markets, LLC
Citigroup Global Markets Inc.
Morgan Stanley & Co. LLC
J.P. Morgan Securities LLC