PACIFIC LIFE FUNDS > Pacific Funds Series Trust
PF Managed Bond Fund
$387.97M
Avg Monthly Net Assets
$429.55M
Total Assets
$63.73M
Total Liabilities
$365.82M
Net Assets
PF Managed Bond Fund is a Mutual Fund in Pacific Funds Series Trust
from PACIFIC LIFE FUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $387.97M.
On May 10th, 2023 it reported 1,087 holdings, the largest
being BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO (9.7%), TREASURY BILL (4.3%) and FED HOME LN DISCOUNT NT (4.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| CLASS P | C000004975 |
Holdings
From latest NPORT-P, filed May 10th, 2023 for period ending March 31st, 2023.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-656.26 | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-906.25 | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-937.5 | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 2 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-174K | – | -0.05 | |
| 5 YEAR US TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $15.63 | – | 0.00 | |
| 5 YEAR US TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-968.75 | – | -0.00 | |
| 6-7 YEAR US TREASURY NOTE WEEK 1 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-328.14 | – | -0.00 | |
| 6-7 YEAR US TREASURY NOTE WEEK 1 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-437.5 | – | -0.00 | |
| 6-7 YEAR US TREASURY NOTE WEEK 1 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-656.25 | – | -0.00 | |
| 7-Eleven Inc | Long | Debt | US | $54K | – | 0.01 |
| 7-Eleven Inc | Long | Debt | US | $33K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $565K | – | 0.15 |
| AbbVie Inc | Long | Debt | US | $111K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $89K | – | 0.02 |
| ABFC 2004-OPT5 Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2005-HE4 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| ACRE Commercial Mortgage 2021-FL4 Ltd (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | KY | $175K | – | 0.05 |
| ACRE Commercial Mortgage 2021-FL4 Ltd (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | KY | $169K | – | 0.05 |
| Activision Blizzard Inc | Long | Debt | US | $47K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $145K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $135K | – | 0.04 |
| AIB Group PLC | Long | Debt | IE | $196K | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $548K | – | 0.15 |
| Air Lease Corp | Long | Debt | US | $57K | – | 0.02 |
| Ajax Mortgage Loan Trust 2021-B | Long | ABS-other | US | $203K | – | 0.06 |
| Alexander Funding Trust | Long | Debt | US | $194K | – | 0.05 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $75K | – | 0.02 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $64K | – | 0.02 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $63K | – | 0.02 |
| Alternative Loan Trust 2007-HY4 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $79K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $67K | – | 0.02 |
| American Airlines 2016-2 Class A Pass Through Trust (AMERN AIRLINE 16-2 A PTT) | Long | Debt | US | $112K | – | 0.03 |
| American Airlines 2016-2 Class AA Pass Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $226K | – | 0.06 |
| American Airlines 2021-1 Class B Pass Through Trust (AMER AIRLINE 21-1B PTT) | Long | Debt | US | $186K | – | 0.05 |
| AMERICAN ELEC PWR CO INC 0 CP 04/04/2023 | Long | Debt | US | $400K | – | 0.11 |
| American Express Co | Long | Debt | US | $39K | – | 0.01 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $296K | – | 0.08 |
| American Homes 4 Rent LP | Long | Debt | US | $188K | – | 0.05 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $120K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $115K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $42K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $26K | – | 0.01 |
| AmeriCredit Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $492K | – | 0.13 |
| Amgen Inc | Long | Debt | US | $150K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $118K | – | 0.03 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $331K | – | 0.09 |
| AMSR 2021-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $293K | – | 0.08 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $111K | – | 0.03 |
| AMSR 2022-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $214K | – | 0.06 |
| Analog Devices Inc | Long | Debt | US | $15K | – | 0.00 |
| Anchor Mortgage Trust 2021-RTL1 | Long | ABS-mortgage backed security | US | $201K | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $210K | – | 0.06 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $1M | – | 0.32 |
| APA Infrastructure Ltd | Long | Debt | AU | $39K | – | 0.01 |
| Apple Inc | Long | Debt | US | $193K | – | 0.05 |
| Apple Inc | Long | Debt | US | $120K | – | 0.03 |
| Aqua Finance Trust 2020-A | Long | ABS-other | US | $180K | – | 0.05 |
| AstraZeneca PLC | Long | Debt | GB | $41K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $130K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $90K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $87K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $203K | – | 0.06 |
| Atmos Energy Corp | Long | Debt | US | $41K | – | 0.01 |
| AUD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| AUD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| AUD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $782.53 | – | 0.00 | |
| AUD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-24K | – | -0.01 | |
| AUDUSD EURO CURRENCY 9AM (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $198K | – | 0.05 |
| AutoZone Inc | Long | Debt | US | $98K | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $443K | – | 0.12 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $344K | – | 0.09 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $40K | – | 0.01 |
| BAMLL RE-Remic Trust 2014-FRR8 (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $174K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $200K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.33 |
| Bank of America Corp | Long | Debt | US | $350K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $297K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $225K | – | 0.06 |
| Bank of Ireland Group PLC | Long | Debt | IE | $299K | – | 0.08 |
| Bank of Montreal | Long | Debt | CA | $36K | – | 0.01 |
| Bank of Nova Scotia/The | Long | Debt | CA | $62K | – | 0.02 |
| Baptist Healthcare System Obligated Group | Long | Debt | US | $72K | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $276K | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $212K | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $205K | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $193K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $172K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $33K | – | 0.01 |
| BDS 2022-FL12 LLC (BDS Ltd) | Long | ABS-mortgage backed security | US | $300K | – | 0.08 |
| Bear Stearns Asset Backed Securities I Trust 2005-FR1 | Long | ABS-mortgage backed security | US | $147K | – | 0.04 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $265K | – | 0.07 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $69K | – | 0.02 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $126K | – | 0.03 |
| BLCKRCK LIQ FND T-FND-INST (BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO) | Long | Short-term investment vehicle | US | $36M | 36M | 9.71 |
| BNP Paribas SA | Long | Debt | FR | $766K | – | 0.21 |
| BNP Paribas SA | Long | Debt | FR | $228K | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $201K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $184K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $167K | – | 0.05 |
| Boardwalk Pipelines LP | Long | Debt | US | $83K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $431K | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $283K | – | 0.08 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $89K | – | 0.02 |
| Boston Scientific Corp | Long | Debt | US | $28K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $153K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $38K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $265K | – | 0.07 |
| BPR Trust 2021-KEN | Long | ABS-mortgage backed security | US | $313K | – | 0.09 |
| Bristol-Myers Squibb Co | Long | Debt | US | $85K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $18K | – | 0.00 |
| BRITISH PUND CURRENCY 9AM (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| Brixmor Operating Partnership LP | Long | Debt | US | $60K | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $19K | – | 0.01 |
| BRL/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-19K | – | -0.01 | |
| Broadcom Inc | Long | Debt | US | $410K | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $247K | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $20K | – | 0.01 |
| Brookfield Finance Inc | Long | Debt | CA | $77K | – | 0.02 |
| Brown & Brown Inc | Long | Debt | US | $176K | – | 0.05 |
| Bunge Ltd Finance Corp | Long | Debt | US | $81K | – | 0.02 |
| Business Jet Securities 2020-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $187K | – | 0.05 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $192K | – | 0.05 |
| Capital One Financial Corp | Long | Debt | US | $156K | – | 0.04 |
| Cars Net Lease Mortgage Notes Series 2020-1 (Capital Automotive LP) | Long | ABS-other | US | $88K | – | 0.02 |
| Cascade MH Asset Trust 2021-MH1 | Long | ABS-mortgage backed security | US | $219K | – | 0.06 |
| CBL & Associates Properties Inc | Long | Equity-common | US | $74K | 3K | 0.02 |
| CBOT 10 Year US Treasury Note (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $412K | – | 0.11 | |
| CBOT 10 Year US Treasury Note (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-148K | – | -0.04 | |
| CBOT 5 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.32 | |
| CBOT US Treasure Bond (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $227K | – | 0.06 | |
| CDS AT&T INC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $483.88 | – | 0.00 | |
| CDS BARCLAYS BANK PLC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $114.86 | – | 0.00 | |
| CDS BOEING CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS BOEING CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PL (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS CDX.NA.HY.38.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-12K | – | -0.00 | |
| CDS CDX.NA.IG.39.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $65K | – | 0.02 | |
| CDS CDX.NA.IG.40.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $505K | – | 0.14 | |
| CDS CDX.NA.IG.40.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $101K | – | 0.03 | |
| CDS COLOMBIA LA SP (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-20K | – | -0.01 | |
| CDS GENERAL ELECTRIC COMPANY (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS REPBULIC OF COLOMBIA (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-10K | – | -0.00 | |
| CDS ROLLS-ROYCE PLC SNR (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS VERIZON COMMUNICATIONS INC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2K | – | 0.00 | |
| CF Industries Inc | Long | Debt | US | $73K | – | 0.02 |
| CFMT 2020-HB4 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $122K | – | 0.03 |
| CFMT 2021-HB5 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $629K | – | 0.17 |
| CGI Inc | Long | Debt | CA | $71K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $266K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $250K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $144K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $27K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2006-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $268K | – | 0.07 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $171K | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $672K | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $711K | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $90K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $47K | – | 0.01 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-other | KY | $260K | – | 0.07 |
| Comcast Corp | Long | Debt | US | $319K | – | 0.09 |
| Comcast Corp | Long | Debt | US | $142K | – | 0.04 |
| COMM 2020-SBX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $264K | – | 0.07 |
| CommonSpirit Health | Long | Debt | US | $205K | – | 0.06 |
| CommonSpirit Health | Long | Debt | US | $157K | – | 0.04 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $102K | – | 0.03 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $2M | – | 0.59 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $95K | – | 0.03 |
| Consumers Energy Co | Long | Debt | US | $34K | – | 0.01 |
| Continental Finance Credit Card ABS Master Trust (Continental Credit Card llc) | Long | ABS-other | US | $353K | – | 0.10 |
| Continental Resources Inc/OK | Long | Debt | US | $288K | – | 0.08 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $292K | – | 0.08 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $252K | – | 0.07 |
| Corebridge Financial Inc | Long | Debt | US | $127K | – | 0.03 |
| Corebridge Financial Inc | Long | Debt | US | $23K | – | 0.01 |
| Corning Inc | Long | Debt | US | $21K | – | 0.01 |
| Coterra Energy Inc | Long | Debt | US | $81K | – | 0.02 |
| Cox Communications Inc | Long | Debt | US | $39K | – | 0.01 |
| Credit Acceptance Auto Loan Trust 2021-2 | Long | ABS-other | US | $614K | – | 0.17 |
| Credit Acceptance Auto Loan Trust 2022-3 | Long | ABS-other | US | $309K | – | 0.08 |
| Credit Agricole SA | Long | Debt | FR | $223K | – | 0.06 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $291K | – | 0.08 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $238K | – | 0.06 |
| Credit Suisse Group AG | Long | Debt | CH | $412K | – | 0.11 |
| Credit Suisse Group AG | Long | Debt | CH | $374K | – | 0.10 |
| Credit Suisse Group AG | Long | Debt | CH | $268K | – | 0.07 |
| Credit Suisse Group AG | Long | Debt | CH | $226K | – | 0.06 |
| Credit Suisse Group AG | Long | Debt | CH | $223K | – | 0.06 |
| Credit Suisse Group AG | Long | Debt | CH | $13K | – | 0.00 |
| Crossroads Asset Trust 2021-A | Long | ABS-other | US | $115K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $89K | – | 0.02 |
| CSMC 2020-522F (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $488K | – | 0.13 |
| CSMC 2021-NQM2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $233K | – | 0.06 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $430K | – | 0.12 |
| CSX Corp | Long | Debt | US | $58K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $615K | – | 0.17 |
| Danske Bank A/S | Long | Debt | DK | $396K | – | 0.11 |
| Danske Bank A/S | Long | Debt | DK | $283K | – | 0.08 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $222K | – | 0.06 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $63K | – | 0.02 |
| Delta Air Lines 2015-1 Class B Pass Through Trust (DELTA AIRLINES 2015B) | Long | Debt | US | $81K | – | 0.02 |
| Delta Air Lines 2020-1 Class A Pass Through Trust (DELTA AIR LINES 2020-A) | Long | Debt | US | $165K | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $228K | – | 0.06 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $291K | – | 0.08 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $284K | – | 0.08 |
| DH Europe Finance II Sarl | Long | Debt | LU | $50K | – | 0.01 |
| Discovery Communications LLC | Long | Debt | US | $89K | – | 0.02 |
| DKK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| DT Midstream Inc | Long | Debt | US | $63K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $261K | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $97K | – | 0.03 |
| DUKE ENERGY CORP NEW 0 CP 20/04/2023 | Long | Debt | US | $399K | – | 0.11 |
| DuPont de Nemours Inc | Long | Debt | US | $55K | – | 0.02 |
| Duquesne Light Holdings Inc | Long | Debt | US | $49K | – | 0.01 |
| eBay Inc | Long | Debt | US | $206K | – | 0.06 |
| Edison International | Long | Debt | US | $72K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $90K | – | 0.02 |
| Emera US Finance LP | Long | Debt | US | $81K | – | 0.02 |
| Empower Finance 2020 LP | Long | Debt | US | $75K | – | 0.02 |
| Enbridge Inc | Long | Debt | CA | $83K | – | 0.02 |
| Enel Finance America LLC | Long | Debt | US | $323K | – | 0.09 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $386K | – | 0.11 |
| Energy Transfer LP | Long | Debt | US | $294K | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $225K | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $18K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $18K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $8K | – | 0.00 |
| Eni SpA | Long | Debt | IT | $198K | – | 0.05 |
| Entergy Arkansas LLC | Long | Debt | US | $29K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $34K | – | 0.01 |
| Equinix Inc | Long | Debt | US | $93K | – | 0.03 |
| EUR/NOK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $186.11 | – | 0.00 | |
| EUR/USD FORWARD (HSBC BANK PLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-465.52 | – | -0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| EUR/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-64K | – | -0.02 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-751.3 | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-123K | – | -0.03 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| Evergy Inc | Long | Debt | US | $117K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $91K | – | 0.02 |
| Exeter Automobile Receivables Trust 2022-3 | Long | ABS-other | US | $403K | – | 0.11 |
| Exeter Automobile Receivables Trust 2022-3 | Long | ABS-other | US | $159K | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $759K | – | 0.21 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $146K | – | 0.04 |
| F&G Global Funding | Long | Debt | US | $40K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $11M | – | 3.14 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $10M | – | 2.76 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 1.98 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 1.86 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 1.57 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $5M | – | 1.27 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 1.15 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-496K | – | -0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $742K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $714K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $654K | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $609K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $603K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $545K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $480K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $437K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $429K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $425K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $421K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $313K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $313K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $295K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $820.01 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $481.14 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $458.62 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $344.7 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $646K | – | 0.18 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $232K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $227K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $886K | – | 0.24 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $458K | – | 0.13 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $244K | – | 0.07 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| FED FUND 30DAY (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-28.5 | – | -0.00 | |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $15M | – | 4.16 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $2M | – | 0.68 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $2M | – | 0.51 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $390K | – | 0.11 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $205K | – | 0.06 |
| Fells Point Funding Trust | Long | Debt | US | $125K | – | 0.03 |
| Fifth Third Bancorp | Long | Debt | US | $202K | – | 0.06 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $454K | – | 0.12 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $256K | – | 0.07 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $310K | – | 0.08 |
| FirstKey Homes 2022-SFR3 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $278K | – | 0.08 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $37K | – | 0.01 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $27K | – | 0.01 |
| FMC GMSR Issuer Trust | Long | ABS-mortgage backed security | US | $460K | – | 0.13 |
| FMC GMSR Issuer Trust | Long | ABS-mortgage backed security | US | $258K | – | 0.07 |
| FMC GMSR Issuer Trust | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| FMMSR FRN 25FEB24 | Long | ABS-collateralized bond/debt obligation | US | $605K | – | 0.17 |
| Ford Motor Credit Co LLC | Long | Debt | US | $313K | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $306K | – | 0.08 |
| FORT CRE 2022-FL3 Issuer LLC (Fortress CBO Investments Ltd) | Long | ABS-collateralized bond/debt obligation | US | $291K | – | 0.08 |
| Fortis Inc/Canada | Long | Debt | CA | $127K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2020-RR07 | Long | ABS-mortgage backed security | US | $299K | – | 0.08 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit) | Long | ABS-mortgage backed security | US | $327K | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $349K | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $334K | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $291K | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $279K | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $241K | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $203K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $306K | – | 0.08 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $660.73 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $710K | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $166K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates FRESR 2017-SR01 (Freddie Mac Multifamily Struct) | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| FREED ABS Trust 2022-3FP (Freedom Financial) | Long | ABS-other | US | $238K | – | 0.07 |
| FREMF 2013-K35 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $297K | – | 0.08 |
| FREMF 2017-K62 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $393K | – | 0.11 |
| FREMF 2018-KBX1 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $326K | – | 0.09 |
| FRR Re-REMIC Trust 2018-C1 | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| GBP/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $63K | – | 0.02 | |
| GBP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $52K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $42K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $39K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $34K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $66K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $613K | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $611K | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $596K | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $563K | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $501K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $402K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $399K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $398K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $377K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $376K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $353K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $353K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $345K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $340K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $309K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $309K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $275K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $262K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $262K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $261K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $255K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $242K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $237K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $203K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $196K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $130K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $108K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $113K | – | 0.03 |
| Global Payments Inc | Long | Debt | US | $294K | – | 0.08 |
| Global Payments Inc | Long | Debt | US | $107K | – | 0.03 |
| GLS Auto Receivables Issuer Trust 2020-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $91K | – | 0.02 |
| GLS Auto Receivables Issuer Trust 2020-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $72K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $537K | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $322K | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $292K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $268K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $792K | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $694K | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $570K | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $534K | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $529K | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $408K | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $393K | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $256K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $241K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $235K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $203K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $85K | – | 0.02 |
| Gray Oak Pipeline LLC | Long | Debt | US | $278K | – | 0.08 |
| Gray Oak Pipeline LLC | Long | Debt | US | $113K | – | 0.03 |
| Great Hall Mortgages No 1 PLC (Great Hall Mortgages Plc) | Long | ABS-mortgage backed security | GB | $87K | – | 0.02 |
| GS Mortgage-Backed Securities Corp Trust 2021-RPL1 | Long | ABS-mortgage backed security | US | $510K | – | 0.14 |
| GSAA Home Equity Trust 2005-6 | Long | ABS-mortgage backed security | US | $211K | – | 0.06 |
| HarborView Mortgage Loan Trust 2006-11 | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| HarborView Mortgage Loan Trust 2006-6 | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Hasbro Inc | Long | Debt | US | $46K | – | 0.01 |
| HCA Inc | Long | Debt | US | $441K | – | 0.12 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $156K | – | 0.04 |
| Healthpeak OP LLC | Long | Debt | US | $69K | – | 0.02 |
| HF Sinclair Corp | Long | Debt | US | $64K | – | 0.02 |
| HF Sinclair Corp | Long | Debt | US | $34K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $253K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $216K | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $213K | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $208K | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $198K | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $162K | – | 0.04 |
| Hudson Pacific Properties LP | Long | Debt | US | $562K | – | 0.15 |
| Humana Inc | Long | Debt | US | $18K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $143K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $36K | – | 0.01 |
| IDR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| Illumina Inc | Long | Debt | US | $303K | – | 0.08 |
| ILS/USD FORWARD (HSBC BANK PLC) | Derivative-foreign exchange | US | $16.23 | – | 0.00 | |
| Indiana Michigan Power Co | Long | Debt | US | $32K | – | 0.01 |
| ING Groep NV | Long | Debt | NL | $670K | – | 0.18 |
| INR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| INR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $114.18 | – | 0.00 | |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $170K | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $53K | – | 0.01 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $356K | – | 0.10 |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS JPY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $133K | – | 0.04 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $90K | – | 0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $66K | – | 0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-11K | – | -0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $462K | – | 0.13 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $361K | – | 0.10 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $332K | – | 0.09 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $266K | – | 0.07 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $151K | – | 0.04 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $143K | – | 0.04 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $53K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $42K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $26K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $21K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $18K | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $13K | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $6K | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $604.86 | – | 0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-37K | – | -0.01 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $527K | – | 0.14 |
| ITC Holdings Corp | Long | Debt | US | $85K | – | 0.02 |
| ITC Holdings Corp | Long | Debt | US | $57K | – | 0.02 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $123K | – | 0.03 |
| JetBlue 2020-1 Class B Pass Through Trust | Long | Debt | US | $103K | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2007-CH2 | Long | ABS-other | US | $153K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $504K | – | 0.14 |
| JPN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $-82K | – | -0.02 | |
| JPY/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $27K | – | 0.01 | |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $172 | – | 0.00 | |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| JSW Hydro Energy Ltd | Long | Debt | IN | $221K | – | 0.06 |
| Kansas City Southern/Old | Long | Debt | US | $268K | – | 0.07 |
| Kellogg Co | Long | Debt | US | $89K | – | 0.02 |
| Keurig Dr Pepper Inc | Long | Debt | US | $151K | – | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $200K | – | 0.05 |
| KKR Group Finance Co II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $28K | – | 0.01 |
| KLA Corp | Long | Debt | US | $325K | – | 0.09 |
| KLA Corp | Long | Debt | US | $98K | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $60K | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $31K | – | 0.01 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $296K | – | 0.08 |
| Las Vegas Sands Corp | Long | Debt | US | $290K | – | 0.08 |
| Lear Corp | Long | Debt | US | $20K | – | 0.01 |
| Leidos Inc | Long | Debt | US | $28K | – | 0.01 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $394K | – | 0.11 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $85K | – | 0.02 |
| Lendmark Funding Trust 2022-1 | Long | ABS-other | US | $387K | – | 0.11 |
| Lennar Corp | Long | Debt | US | $35K | – | 0.01 |
| LFT CRE 2021-FL1 Ltd (LFT CRE 2021-FL1, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $240K | – | 0.07 |
| Life Storage LP | Long | Debt | US | $61K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $475K | – | 0.13 |
| Lowe's Cos Inc | Long | Debt | US | $534K | – | 0.15 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $53K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $165K | – | 0.05 |
| Mariner Finance Issuance Trust 2019-A | Long | ABS-other | US | $145K | – | 0.04 |
| Marlette Funding Trust 2021-3 | Long | ABS-other | US | $364K | – | 0.10 |
| Martin Marietta Materials Inc | Long | Debt | US | $38K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $25K | – | 0.01 |
| Masco Corp | Long | Debt | US | $100K | – | 0.03 |
| MassMutual Global Funding II | Long | Debt | US | $304K | – | 0.08 |
| MDC Holdings Inc | Long | Debt | US | $31K | – | 0.01 |
| MedStar Health Inc | Long | Debt | US | $66K | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series 2006-FM1 | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| MetLife Inc | Long | Debt | US | $92K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $197K | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $167K | – | 0.05 |
| Microchip Technology Inc | Long | Debt | US | $31K | – | 0.01 |
| Microchip Technology Inc | Long | Debt | US | $22K | – | 0.01 |
| Microchip Technology Inc | Long | Debt | US | $17K | – | 0.00 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $2K | – | 0.00 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $204K | – | 0.06 |
| Mizuho Financial Group Inc | Long | Debt | JP | $266K | – | 0.07 |
| Mizuho Financial Group Inc | Long | Debt | JP | $241K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.45 |
| Morgan Stanley | Long | Debt | US | $137K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $70K | – | 0.02 |
| Mortgage Repurchase Agreement Financing Trust II Series 2022-1 | Long | ABS-mortgage backed security | US | $191K | – | 0.05 |
| MPLX LP | Long | Debt | US | $93K | – | 0.03 |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-204K | – | -0.06 | |
| MyMichigan Health | Long | Debt | US | $40K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $192K | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $188K | – | 0.05 |
| New Residential Mortgage Loan Trust 2019-NQM4 | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $37K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $121K | – | 0.03 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $646K | – | 0.18 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $186K | – | 0.05 |
| NGPL PipeCo LLC | Long | Debt | US | $42K | – | 0.01 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $266K | – | 0.07 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $254K | – | 0.07 |
| NOK/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-29K | – | -0.01 | |
| Norfolk Southern Corp | Long | Debt | US | $56K | – | 0.02 |
| Northrop Grumman Corp | Long | Debt | US | $420K | – | 0.11 |
| Northrop Grumman Corp | Long | Debt | US | $62K | – | 0.02 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $43K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $77K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $72K | – | 0.02 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateraliz) | Long | ABS-other | US | $274K | – | 0.07 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateraliz) | Long | ABS-other | US | $175K | – | 0.05 |
| Nutrien Ltd | Long | Debt | CA | $28K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $517K | – | 0.14 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $66K | – | 0.02 | |
| O'Reilly Automotive Inc | Long | Debt | US | $96K | – | 0.03 |
| Oak Street Investment Grade Net Lease Fund Series 2020-1 | Long | ABS-other | US | $173K | – | 0.05 |
| Office Properties Income Trust (OFFICE PPTY INCOME TRST) | Long | Debt | US | $43K | – | 0.01 |
| OGE Energy Corp | Long | Debt | US | $35K | – | 0.01 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $633K | – | 0.17 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $103K | – | 0.03 |
| Open Text Corp | Long | Debt | CA | $516K | – | 0.14 |
| Oracle Corp | Long | Debt | US | $204K | – | 0.06 |
| Oracle Corp | Long | Debt | US | $197K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $107K | – | 0.03 |
| Otis Worldwide Corp | Long | Debt | US | $66K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $337K | – | 0.09 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $187K | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $113K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $81K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $47K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $23K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $69K | – | 0.02 |
| Pagaya AI Debt Selection Trust 2021-1 | Long | ABS-other | US | $74K | – | 0.02 |
| Pagaya AI Technology in Housing Trust 2022-1 | Long | ABS-other | US | $384K | – | 0.11 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $153K | – | 0.04 |
| Paramount Global | Long | Debt | US | $46K | – | 0.01 |
| PeaceHealth Obligated Group | Long | Debt | US | $82K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $467K | – | 0.13 |
| PFP 2021-7 Ltd (PFP III) | Long | ABS-mortgage backed security | KY | $246K | – | 0.07 |
| PG&E Energy Recovery Funding LLC (PG&E ENERGY RECOVERY FND) | Long | Debt | US | $150K | – | 0.04 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $195K | – | 0.05 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $66K | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $29K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $307K | – | 0.08 |
| Phillips 66 Co | Long | Debt | US | $95K | – | 0.03 |
| Phillips 66 Co | Long | Debt | US | $46K | – | 0.01 |
| Physicians Realty LP | Long | Debt | US | $24K | – | 0.01 |
| Piedmont Healthcare Inc | Long | Debt | US | $36K | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $110K | – | 0.03 |
| PNMAC GMSR ISSUER TRUST 2022-GT1 | Long | ABS-other | US | $150K | – | 0.04 |
| PRET 2021-RN4 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $321K | – | 0.09 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $18K | – | 0.01 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $485K | – | 0.13 |
| PRPM 2021-1 LLC (Preston Ridge Partners Mortgag) | Long | ABS-mortgage backed security | US | $222K | – | 0.06 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $83K | – | 0.02 |
| Public Storage | Long | Debt | US | $33K | – | 0.01 |
| Public Storage | Long | Debt | US | $27K | – | 0.01 |
| Qatar National Bank QPSC | Long | Loan | QA | $599K | – | 0.16 |
| Quanta Services Inc | Long | Debt | US | $72K | – | 0.02 |
| Raytheon Technologies Corp (RAYTHEON TECH CORP) | Long | Debt | US | $141K | – | 0.04 |
| Raytheon Technologies Corp (RAYTHEON TECH CORP) | Long | Debt | US | $71K | – | 0.02 |
| Ready Capital Mortgage Financing 2022-FL10 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $298K | – | 0.08 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $486K | – | 0.13 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $82K | – | 0.02 |
| Regional Management Issuance Trust 2021-1 | Long | ABS-other | US | $185K | – | 0.05 |
| Regional Management Issuance Trust 2021-1 | Long | ABS-other | US | $165K | – | 0.05 |
| ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries (10 RENEW POWER SUBSIDIAR) | Long | Debt | IN | $336K | – | 0.09 |
| Reperforming Loan REMIC Trust 2006-R1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| REPUBLIC SVCS INC 0 CP 17/04/2023 | Long | Debt | US | $599K | – | 0.16 |
| Romanian Government International Bond | Long | Debt | RO | $274K | – | 0.07 |
| Roper Technologies Inc | Long | Debt | US | $80K | – | 0.02 |
| Russian Federal Bond - OFZ (RUSSIA GOVT BOND - OFZ) | Long | Debt | RU | $67K | – | 0.02 |
| Russian Federal Bond - OFZ (RUSSIA GOVT BOND - OFZ) | Long | Debt | RU | $39K | – | 0.01 |
| Russian Federal Bond - OFZ (RUSSIA GOVT BOND - OFZ) | Long | Debt | RU | $5K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $75K | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $201K | – | 0.06 |
| Sabra Health Care LP | Long | Debt | US | $37K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $70K | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $302K | – | 0.08 |
| Sands China Ltd | Long | Debt | KY | $215K | – | 0.06 |
| Sands China Ltd | Long | Debt | KY | $166K | – | 0.05 |
| Santander Consumer Auto Receivables Trust 2021-A | Long | ABS-other | US | $92K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-4 | Long | ABS-other | US | $207K | – | 0.06 |
| Santander Drive Auto Receivables Trust 2022-7 | Long | ABS-other | US | $428K | – | 0.12 |
| Santander Holdings USA Inc | Long | Debt | US | $656K | – | 0.18 |
| Santander Holdings USA Inc | Long | Debt | US | $96K | – | 0.03 |
| Scentre Group Trust 1 / Scentre Group Trust 2 (SCENTRE GROUP TRUST 1/2) | Long | Debt | AU | $211K | – | 0.06 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $310K | – | 0.08 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $38K | – | 0.01 |
| Seasoned Credit Risk Transfer Trust 2017-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $247K | – | 0.07 |
| Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $231K | – | 0.06 |
| Seasoned Credit Risk Transfer Trust Series 2022-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| Securitized Asset Backed Receivables LLC Trust 2006-FR3 | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $37K | – | 0.01 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $188K | – | 0.05 |
| Smithfield Foods Inc | Long | Debt | US | $80K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $260K | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $188K | – | 0.05 |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $19K | – | 0.01 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $7K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $293K | – | 0.08 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $86K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $50K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $58K | – | 0.02 |
| Southern Power Co | Long | Debt | US | $66K | – | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $440K | – | 0.12 |
| Starbucks Corp | Long | Debt | US | $30K | – | 0.01 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $233K | – | 0.06 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $258K | – | 0.07 |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $64K | – | 0.02 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $13K | – | 0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-19K | – | -0.01 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-38K | – | -0.01 | |
| T-Mobile USA Inc | Long | Debt | US | $789K | – | 0.22 |
| Take-Two Interactive Software Inc | Long | Debt | US | $76K | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $190K | – | 0.05 |
| Targa Resources Corp | Long | Debt | US | $90K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $18K | – | 0.00 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $36K | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $20K | – | 0.01 |
| Textron Inc | Long | Debt | US | $591K | – | 0.16 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $71K | – | 0.02 |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $22K | – | 0.01 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-55K | – | -0.02 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-64K | – | -0.02 | |
| Towd Point Mortgage Trust | Long | ABS-other | US | $270K | – | 0.07 |
| Towd Point Mortgage Trust | Long | ABS-other | US | $127K | – | 0.03 |
| Towd Point Mortgage Trust 2017-6 | Long | ABS-other | US | $160K | – | 0.04 |
| Towd Point Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| Tractor Supply Co | Long | Debt | US | $80K | – | 0.02 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $58K | – | 0.02 |
| Triton Container International Ltd | Long | Debt | BM | $133K | – | 0.04 |
| Truist Financial Corp | Long | Debt | US | $299K | – | 0.08 |
| Tyson Foods Inc | Long | Debt | US | $72K | – | 0.02 |
| U S TIPS (J.P. MORGAN SECURITIES LLC) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TIPS (BNP PARIBAS SECURITIES CORP.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TIPS (DEUTSCHE BANK SECURITIES INC.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (CITIGROUP GLOBAL MARKETS INC.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (DEUTSCHE BANK SECURITIES INC.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (DEUTSCHE BANK SECURITIES INC.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (CITIGROUP GLOBAL MARKETS INC.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (BNP PARIBAS SECURITIES CORP.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (CITIGROUP GLOBAL MARKETS INC.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (J.P. MORGAN SECURITIES LLC) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| U S TREASURY (BNP PARIBAS SECURITIES CORP.) | Long | Repurchase agreement | US | $100K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $238K | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $172K | – | 0.05 |
| UDR Inc | Long | Debt | US | $155K | – | 0.04 |
| UDR Inc | Long | Debt | US | $22K | – | 0.01 |
| Ultra 10-Year US Treasury Note (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $30K | – | 0.01 | |
| Union Electric Co | Long | Debt | US | $43K | – | 0.01 |
| United Airlines 2016-1 Class B Pass Through Trust (UNITED AIR 2016-1 B PTT) | Long | Debt | US | $128K | – | 0.04 |
| United Airlines 2016-2 Class A Pass Through Trust (UNITED AIR 2016-2 A PTT) | Long | Debt | US | $67K | – | 0.02 |
| United Airlines 2016-2 Class B Pass Through Trust (UNITED AIR 2016-2 B PTT) | Long | Debt | US | $194K | – | 0.05 |
| United Airlines 2018-1 Class A Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | Debt | US | $173K | – | 0.05 |
| United Auto Credit Securitization Trust | Long | ABS-other | US | $440K | – | 0.12 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-other | US | $38K | – | 0.01 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $16M | – | 4.33 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $13M | – | 3.51 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.68 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.54 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.44 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.44 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $1M | – | 0.33 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $807K | – | 0.22 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $764K | – | 0.21 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $589K | – | 0.16 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $517K | – | 0.14 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $497K | – | 0.14 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $300K | – | 0.08 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $238K | – | 0.07 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $3M | – | 0.90 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $926K | – | 0.25 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $902K | – | 0.25 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $493K | – | 0.13 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $492K | – | 0.13 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $330K | – | 0.09 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $169K | – | 0.05 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $106K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9M | – | 2.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 2.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 1.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 1.50 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.98 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.82 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.55 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.54 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.54 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.53 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.29 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.29 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.29 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.29 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.27 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $855K | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $838K | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $807K | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $794K | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $764K | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $702K | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $636K | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $592K | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $538K | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $533K | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $527K | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $482K | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $450K | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $432K | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $357K | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $328K | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $319K | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $304K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $262K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $257K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $177K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $170K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $151K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $148K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $95K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $92K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $83K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $75K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $39K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $38K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $27K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $173K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $45K | – | 0.01 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $3K | – | 0.00 |
| University of Miami | Long | Debt | US | $17K | – | 0.00 |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $906.26 | – | 0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $578.12 | – | 0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-117.19 | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-117.2 | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-164.06 | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-195.32 | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-531.25 | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| US Auto Funding Trust 2022-1 (USASF Receivables LLC) | Long | ABS-other | US | $289K | – | 0.08 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $718.75 | – | 0.00 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US TREASURY LONG BOND WEEK 1 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-500 | – | -0.00 | |
| US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $285K | – | 0.08 | |
| USD/AUD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/BRL FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $25K | – | 0.01 | |
| USD/CAD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-265.59 | – | -0.00 | |
| USD/CAD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-24K | – | -0.01 | |
| USD/CLP FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/CLP FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-101.18 | – | -0.00 | |
| USD/CNH FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/CNH FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| USD/DKK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/EUR FORWARD (HSBC BANK PLC) | Derivative-foreign exchange | US | $-495.81 | – | -0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-568.71 | – | -0.00 | |
| USD/EUR FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/GBP FORWARD (NATWEST MARKETS PLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/GBP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/GBP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-67K | – | -0.02 | |
| USD/GBP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-101K | – | -0.03 | |
| USD/IDR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-31K | – | -0.01 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/JPY FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $131.27 | – | 0.00 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/PEN FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-225.85 | – | -0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $100K | – | 0.03 |
| VCAT 2021-NPL1 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $238K | – | 0.07 |
| Venture XXVIII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $294K | – | 0.08 |
| Verisk Analytics Inc | Long | Debt | US | $79K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $658K | – | 0.18 |
| Viatris Inc | Long | Debt | US | $42K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $91K | – | 0.02 |
| VMware Inc | Long | Debt | US | $160K | – | 0.04 |
| VMware Inc | Long | Debt | US | $89K | – | 0.02 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $373K | – | 0.10 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $257K | – | 0.07 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Waterfall Commercial Mortgage Trust 2015-SBC5 | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.39 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $62K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2021-SAVE | Long | ABS-mortgage backed security | US | $190K | – | 0.05 |
| West Virginia United Health System Obligated Group (WEST VA HEALTH SYS OBL) | Long | Debt | US | $37K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $55K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $52K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $48K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $48K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $29K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $28K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $26K | – | 0.01 |
| Westlake Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $284K | – | 0.08 |
| Westpac Banking Corp | Long | Debt | AU | $37K | – | 0.01 |
| Workday Inc | Long | Debt | US | $50K | – | 0.01 |
| WP Carey Inc | Long | Debt | US | $61K | – | 0.02 |
| WP Carey Inc | Long | Debt | US | $42K | – | 0.01 |
| Xcel Energy Inc | Long | Debt | US | $194K | – | 0.05 |
| Xilinx Inc | Long | Debt | US | $134K | – | 0.04 |
| ZCS IRS BRL (BOFA SECURITIES, INC.) | Derivative-interest rate | US | $20K | – | 0.01 | |
| ZCS IRS BRL (BOFA SECURITIES, INC.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| ZCS IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| ZCS IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| ZCS IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-7K | – | -0.00 |
Address
Pacific Funds Series Trust
700 Newport Center Drive
PO Box 7500
Newport Beach
California
92660
United States of America
Websites
Directors
Nooruddin (Rudy) S. Veerjee
Lucie H. Moore
Paul A. Keller
Adrian S. Griggs
Andrew J. Iseman
Gale K. Caruso
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Intercontinental Exchange, Inc.
Custodians
HSBC Bank (Vietnam) Ltd
Citibank Europe PLC, Hungarian Branch Office
The Bank of New York Mellon SA/NV (Belgium)
Deutsche Bank AG (Phillipines)
Societe Generale de Banques en Cote d'lvoire
UniCredit Bank Serbia JSC
CIBC Mellon Trust Company (Canada)
HSBC Bank Bermuda Limited
HSBC Bank Oman S.A.O.G
Itau Corpbanca Corredores De Bolsa S.A.
The Bank of New York Mellon, SA/NV (France)
Deutsche Bank AG (Indonesia)
Citigroup Pty Limited
The Hongkong and Shanghai Banking Corporation Limited, New Zealand Branch
The Bank of New York Mellon (Cayman Islands)
The Hongkong and Shanghai Banking Corporation Limited
Clearstream Banking S.A. (Luxembourg)
Citibank Europe plc Dublin, Romania Branch
Euroclear Bank
The Hongkong and Shanghai Banking Corporation Limited - Colombo Branch
Banque Internationale Arabe de Tunisie
The Hongkong and Shanghai Banking Corporation Limited, Korea Branch
Stanbic Bank Uganda Limited
HSBC BANK (CHINA) CO., LTD. - Shanghai
PJSC ROSBANK
Stanbic Bank Ghana Limited
Banco de Chile
Skandinaviska Enskilda Banken AB, Oslo Branch
Stanbic Bank Zambia Limited
Citibank Europe plc, pobocka zahranicnej banky
Citibank Maghreb S.A.
BNP Paribas Securities Services (Athens)
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Stanbic Bank Kenya Limited
Citibank Europe PLC, UK Branch
Deutsche Bank A.S. (Turkey)
Deutsche Bank AG (Pakistan)
HSBC Bank Middle East Limited
Standard Bank Namibia Limited
The Bank of Tokyo-Mitsubishi UFJ, Ltd.
The Bank of New York Mellon (Jersey Channel Islands)
Stanbic Bank Botswana Limited
The Bank of New York Mellon
Mizuho Bank, Ltd.
Citibank del Peru S.A.
HSBC Bank (Taiwan) Limited
AO Citibank
Standard Bank Limited
Citibank Europe plc, organizacnj slozka
Banco Santander (Mexico), S.A.
National Australia Bank Limited
Public Joint Stock Company "Citibank"
AB SEB Bankas
Skandinaviska Enskilda Banken AB, Helsinki Branch
Citibank Europe Plc, Sucursal em Portugal
The Bank of New York Mellon (United Kingdom)
Banco Nacional de Costa Rica
Depository and Clearing Centre (DCC) Deutsche Bank AG, London Branch
Citibank Kazakhstan Joint-Stock Company
HSBC Bank Egypt S.A.E.
The Hongkong and Shanghai Banking Corporation (Thailand)
Citibank N.A., Panama Branch
United Overseas Bank Limited
Bank Hapoalim B.M.
HSBC Bank Middle East Limited - Doha Branch
HSBC Bank Middle East Limited - Kuwait City Branch
The Hongkong and Shanghai Banking Corporation Limited, Australia Branch
Deutsche Bank AG
BNP Paribas Securities Services S.C.A.
Skandinaviska Enskilda Banken AB
UniCredit Banka Slovenija d.d.
Citibank N.A., Argentina
Citibank N.A., Brazilian Branch
Citibank Europe plc, Austrian Branch
The Hongkong and Shanghai Banking Corporation Limited, Mauritius Branch
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
Euroclear Bank
The Hongkong and Shanghai Banking Corporation Limited, Bangladesh Branch
Stanbic Bank Tanzania Limited
Standard Bank Swaziland Limited
The Bank of New York Mellon, SA/NV (Italy)
HSBC Saudi Arabia Limited
Privredna Banka Zagreb - Dionicko Drustvo
The Bank of New York Mellon
UBS Switzerland AG
Citibank Europe plc, Bulgaria Branch
Landsbankinn hf.
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
Stanbic Bank Zimbabwe Limited
BNP Paribas Securities Services (Cyprus)
Standard Chartered Bank, Jordan Branch
HSBC Bank, USA, N.A.
Deutsche Bank AG (India)
ltau Unibanco S.A.
AS SEB banka
Citibanamex
Standard Chartered Bank (Johannesburg, ZA Branch)
SEB Pank AS
The Standard Bank of South Africa Limited
Cititrust Colombia S A Sociedad Fiduciaria
Credit Suisse (Switzerland) Ltd.
HSBC Bank Middle East Limited - Dubai Branch
Deutsche Bank AG
Bank Polska Kasa Opieki S.A.
The Hongkong and Shanghai Banking Corporation Limited, India Branch
The Bank of New York Mellon, SA/NV (Netherlands)
Stanbic IBTC Bank Plc.
Santander Securities Services, S.A.
Deutsche Bank (Malaysia) Berhad
DBS Bank Ltd, Singapore
Banco Bilbao Vizcaya Argentaria SA
National Australia Bank Limited
Banco Itau Uruguay S.A.
UniCredit Bank Austria AG
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Pacific Life Insurance Company
Admins
Pacific Life Insurance Company
The Bank of New York Mellon
Brokers
Merrill Lynch, Pierce, Fenner & Smith Incorporated
INSTINET, LLC
CREDIT SUISSE SECURITIES (USA) LLC
GOLDMAN SACHS & CO. LLC
BARCLAYS CAPITAL, INC.
UBS Securities LLC
CitiGroup Global Markets Inc.
J.P. MORGAN SECURITIES LLC
JEFFERIES LLC
MORGAN STANLEY & CO. LLC