Prudential > Prudential Series Fund
PSF PGIM Total Return Bond Portfolio
$1.28B
Avg Monthly Net Assets
$1.89B
Total Assets
$175.83M
Total Liabilities
$1.72B
Net Assets
PSF PGIM Total Return Bond Portfolio is an Underlying fund in Prudential Series Fund
from Prudential,
based in New Jersey,
United States of America.
The fund has two share classes
and monthly net assets of $1.28B.
On August 29th, 2024 it reported 1,691 holdings, the largest
being PGIM Institutional Money Market Fund - D (2.7%), US TREASURY N/B (2.7%) and US TREASURY N/B (1.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000005704 | ||
| Class III | C000226561 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 28th, 2024.
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 | $479K | – | 0.03 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $351K | – | 0.02 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $1M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $4M | – | 0.25 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.11 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $286K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $49K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $45K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $32K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $9K | – | 0.00 |
| ADTALEM GLOBAL EDUCATION (ADTALEM GLOBAL EDUCATION INC) | Long | Loan | US | $190K | – | 0.01 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $15K | – | 0.00 |
| AEP Transmission Co LLC | Long | Debt | US | $74K | – | 0.00 |
| AES Corp/The | Long | Debt | US | $44K | – | 0.00 |
| AES Corp/The | Long | Debt | US | $33K | – | 0.00 |
| AES Corp/The | Long | Debt | US | $12K | – | 0.00 |
| AES Corp/The | Long | Debt | US | $5K | – | 0.00 |
| Aetna Inc | Long | Debt | US | $2M | – | 0.12 |
| Aetna Inc | Long | Debt | US | $2K | – | 0.00 |
| Agilent Technologies Inc | Long | Debt | US | $37K | – | 0.00 |
| AGL CLO 9 LTD (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.88 |
| AHS Hospital Corp | Long | Debt | US | $6K | – | 0.00 |
| Air Canada | Long | Debt | CA | $47K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $4M | – | 0.24 |
| Aker BP ASA | Long | Debt | NO | $599K | – | 0.03 |
| AlbaCore Euro CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.35 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $377K | – | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $24K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $4K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $4K | – | 0.00 |
| Alfa Desarrollo SpA | Long | Debt | CL | $231K | – | 0.01 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $15K | – | 0.00 |
| Allegro CLO X Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $20K | – | 0.00 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $1M | – | 0.07 | |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $500K | – | 0.03 |
| Alphabet Inc | Long | Debt | US | $16K | – | 0.00 |
| Alta Equipment Group Inc | Long | Debt | US | $466K | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $42K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $36K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $33K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $29K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $7K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $93K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $44K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $43K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $25K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $18K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $15K | – | 0.00 |
| Amcor Flexibles North America Inc | Long | Debt | US | $47K | – | 0.00 |
| Ameren Illinois Co | Long | Debt | US | $34K | – | 0.00 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $1M | – | 0.07 |
| American Airlines 2017-2 Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $31K | – | 0.00 |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $444K | – | 0.03 |
| American Electric Power Co Inc | Long | Debt | US | $43K | – | 0.00 |
| American Express Co | Long | Debt | US | $9K | – | 0.00 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $3K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $76K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $74K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $47K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $25K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $24K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $16K | – | 0.00 |
| American Transmission Systems Inc | Long | Debt | US | $8K | – | 0.00 |
| AmeriCredit Automobile Receivables Trust 2020-2 | Long | ABS-other | US | $296K | – | 0.02 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $1M | – | 0.06 |
| Amgen Inc | Long | Debt | US | $4M | – | 0.26 |
| Amgen Inc | Long | Debt | US | $15K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $15K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $11K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $8K | – | 0.00 |
| Analog Devices Inc | Long | Debt | US | $5K | – | 0.00 |
| Anchorage Capital CLO 26 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.58 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $4M | – | 0.25 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $30K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $117K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $28K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $2K | – | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $595K | – | 0.03 |
| Apple Inc | Long | Debt | US | $88K | – | 0.01 |
| Apple Inc | Long | Debt | US | $68K | – | 0.00 |
| Apple Inc | Long | Debt | US | $61K | – | 0.00 |
| Apple Inc | Long | Debt | US | $45K | – | 0.00 |
| Apple Inc | Long | Debt | US | $37K | – | 0.00 |
| Apple Inc | Long | Debt | US | $28K | – | 0.00 |
| Apple Inc | Long | Debt | US | $26K | – | 0.00 |
| Apple Inc | Long | Debt | US | $17K | – | 0.00 |
| Apple Inc | Long | Debt | US | $12K | – | 0.00 |
| Apple Inc | Long | Debt | US | $9K | – | 0.00 |
| Aptiv PLC / Aptiv Corp | Long | Debt | JE | $15K | – | 0.00 |
| Arches Buyer Inc | Long | Debt | US | $22K | – | 0.00 |
| Ares European CLO XI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.60 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10 (Argent Securities Inc.) | Long | ABS-other | US | $362K | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $20K | – | 0.00 |
| Arsenal AIC Parent LLC | Long | Debt | US | $392K | – | 0.02 |
| Ascension Health | Long | Debt | US | $15K | – | 0.00 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $461K | – | 0.03 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $351K | – | 0.02 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $222K | – | 0.01 |
| Ashland Inc | Long | Debt | US | $1M | – | 0.08 |
| Astrazeneca Finance LLC | Long | Debt | US | $7K | – | 0.00 |
| AstraZeneca PLC | Long | Debt | GB | $42K | – | 0.00 |
| Asurion LLC | Long | Loan | US | $451K | – | 0.03 |
| Asurion LLC | Long | Loan | US | $333K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.28 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.06 |
| AT&T Inc | Long | Debt | US | $829K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $655K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $276K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $188K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $121K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $94K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $69K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $37K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $10K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $10K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $9K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $8K | – | 0.00 |
| Atlantic City Electric Co | Long | Debt | US | $21K | – | 0.00 |
| Atlas Static Senior Loan Fund I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.21 |
| Atmos Energy Corp | Long | Debt | US | $44K | – | 0.00 |
| Atmos Energy Corp | Long | Debt | US | $13K | – | 0.00 |
| Autodesk Inc | Long | Debt | US | $25K | – | 0.00 |
| AutoNation Inc | Long | Debt | US | $20K | – | 0.00 |
| Avangrid Inc | Long | Debt | US | $9K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $570K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $200K | – | 0.01 |
| B&G Foods Inc | Long | Debt | US | $1M | – | 0.08 |
| BAE Systems PLC | Long | Debt | GB | $2M | – | 0.13 |
| BAE Systems PLC | Long | Debt | GB | $349K | – | 0.02 |
| Balboa Bay Loan Funding 2020-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| Ball Corp | Long | Debt | US | $880K | – | 0.05 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $4K | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $990K | – | 0.06 |
| Banco Santander SA | Long | Debt | ES | $830K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $562K | – | 0.03 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $9M | – | 0.51 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $867K | – | 0.05 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $797K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $910K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $704K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $649K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $89K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $79K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $50K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $48K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $42K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $41K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $16K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $16K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $9K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $8K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $8K | – | 0.00 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $892K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $14K | – | 0.00 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.22 |
| Barclays PLC | Long | Debt | GB | $724K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $689K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $464K | – | 0.03 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $459K | – | 0.03 |
| Barrow Hanley CLO III Ltd (Barrow Hanley CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.98 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.15 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.08 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $400K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $11K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $9K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $8K | – | 0.00 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $318K | – | 0.02 |
| Battalion CLO X Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.53 |
| Battalion CLO XII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Bausch Health Americas Inc | Long | Debt | US | $84K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $581K | – | 0.03 |
| Bausch Health Cos Inc | Long | Debt | CA | $223K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $168K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $151K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $122K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $121K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $105K | – | 0.01 |
| Baxalta Inc | Long | Debt | US | $74K | – | 0.00 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $1M | – | 0.08 |
| Baylor Scott & White Holdings | Long | Debt | US | $7K | – | 0.00 |
| Bayview Financing Trust 2023-1F | Long | ABS-mortgage backed security | US | $969K | – | 0.06 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $2M | – | 0.11 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $953K | – | 0.06 |
| Bayview Opportunity Master Fund VII Trust 2024-CAR1F (BOF URSA FUNDING) | Long | ABS-other | US | $777K | – | 0.05 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $458K | – | 0.03 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Becton Dickinson & Co | Long | Debt | US | $20K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $16K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $8K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $1M | – | 0.07 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $494K | – | 0.03 |
| Bellis Acquisition Co PLC | Long | Debt | GB | $4M | – | 0.22 |
| Bellis Finco PLC | Long | Debt | GB | $2M | – | 0.11 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $827K | – | 0.05 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.41 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $35K | – | 0.00 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $16K | – | 0.00 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $479K | – | 0.03 |
| Berry Global Inc | Long | Debt | US | $85K | – | 0.00 |
| Berry Global Inc | Long | Debt | US | $10K | – | 0.00 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $122K | – | 0.01 |
| Blackstone Mortgage Trust Inc | Long | Loan | US | $471K | – | 0.03 |
| BLACKSTONE PRIVATE CR FUND | Long | Debt | US | $1M | – | 0.06 |
| BMARK 2023-V4 (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.11 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.09 |
| BNP Paribas SA | Long | Debt | FR | $663K | – | 0.04 |
| Boardwalk Pipelines LP | Long | Debt | US | $2M | – | 0.09 |
| Boardwalk Pipelines LP | Long | Debt | US | $58K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $924K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $826K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $169K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $85K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $50K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $30K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $26K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $21K | – | 0.00 |
| Bombardier Inc | Long | Debt | CA | $3M | – | 0.18 |
| Bombardier Inc | Long | Debt | CA | $166K | – | 0.01 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $8K | – | 0.00 |
| Boost Newco Borrower LLC | Long | Debt | US | $209K | – | 0.01 |
| Boxer Parent Co Inc | Long | Debt | US | $851K | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.07 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $89K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $48K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $39K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $8K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $5K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $3K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $372K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $281K | – | 0.02 |
| BPR Trust 2023-BRK2 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $1M | – | 0.06 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $195K | – | 0.01 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $633K | – | 0.04 |
| Brinker International Inc | Long | Debt | US | $998K | – | 0.06 |
| Bristol-Myers Squibb Co | Long | Debt | US | $7K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $1M | – | 0.06 |
| Brixmor Operating Partnership LP | Long | Debt | US | $34K | – | 0.00 |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | $77K | – | 0.00 | |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.14 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $87K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $43K | – | 0.00 |
| Broadcom Inc | Long | Debt | US | $25K | – | 0.00 |
| Broadcom Inc | Long | Debt | US | $9K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $9K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $3K | – | 0.00 |
| BX Commercial Mortgage Trust 2021-ACNT (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $583K | – | 0.03 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $550K | – | 0.03 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $409K | – | 0.02 |
| Calpine Corp | Long | Debt | US | $2M | – | 0.10 |
| Calpine Corp | Long | Debt | US | $1M | – | 0.09 |
| Calpine Corp | Long | Debt | US | $560K | – | 0.03 |
| Cameron International Corp | Long | Debt | US | $497K | – | 0.03 |
| Campbell Soup Co | Long | Debt | US | $44K | – | 0.00 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $9K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $18K | – | 0.00 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| Capital One Financial Corp | Long | Debt | US | $35K | – | 0.00 |
| Capital One Financial Corp | Long | Debt | US | $5K | – | 0.00 |
| Cargill Inc | Long | Debt | US | $37K | – | 0.00 |
| Carlisle Cos Inc | Long | Debt | US | $12K | – | 0.00 |
| Carlyle Euro CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.40 |
| Carlyle Euro CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.35 |
| Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.58 |
| Carnival Corp | Long | Debt | PA | $812K | – | 0.05 |
| Carnival Corp | Long | Debt | PA | $665K | – | 0.04 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $271K | – | 0.02 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $2M | – | 0.09 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $597K | – | 0.03 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $9K | – | 0.00 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $9K | – | 0.00 |
| Caterpillar Inc | Long | Debt | US | $9K | – | 0.00 |
| CCM Merger Inc | Long | Debt | US | $545K | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.08 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $728K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $363K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $264K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $7K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $4K | – | 0.00 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| CD&R DOCK BIDCO LTD | Long | Debt | US | $284K | – | 0.02 |
| CD&R FIREFLY BIDCO LTD | Long | Loan | GB | $1M | – | 0.08 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2M | – | 0.12 | |
| CDS GS_21-PJ-A (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-336.8 | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-414.53 | – | -0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-55K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-514.73 | – | -0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-633.51 | – | -0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $3M | – | 0.19 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $23K | – | 0.00 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $19K | – | 0.00 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $14K | – | 0.00 |
| Cellnex Telecom SA | Long | Debt | ES | $3M | – | 0.15 |
| Cenovus Energy Inc | Long | Debt | CA | $562K | – | 0.03 |
| Cenovus Energy Inc | Long | Debt | CA | $239K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $11K | – | 0.00 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| CenterPoint Energy Inc | Long | Debt | US | $32K | – | 0.00 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $8K | – | 0.00 |
| CF Industries Inc | Long | Debt | US | $588K | – | 0.03 |
| CFK Trust 2020-MF2 | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| Charles Schwab Corp/The | Long | Debt | US | $33K | – | 0.00 |
| Charles Schwab Corp/The | Long | Debt | US | $17K | – | 0.00 |
| Chart Industries Inc | Long | Debt | US | $569K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $82K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $82K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $34K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $33K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $30K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $17K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $16K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $15K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $431K | – | 0.03 |
| Chesapeake Energy Corp | Long | Equity-common | US | $1M | 12K | 0.06 |
| Chevron Corp | Long | Debt | US | $19K | – | 0.00 |
| Chevron Corp | Long | Debt | US | $7K | – | 0.00 |
| Chevron USA Inc | Long | Debt | US | $50K | – | 0.00 |
| Chevron USA Inc | Long | Debt | US | $10K | – | 0.00 |
| Chevron USA Inc | Long | Debt | US | $9K | – | 0.00 |
| Chicago O'Hare International Airport (CHICAGO IL O'HARE INTERNATIONA) | Long | Debt | US | $1M | – | 0.09 |
| CIFC Funding 2013-III-R Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| CIFC Funding 2015-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.14 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $106K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $20K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $15K | – | 0.00 |
| Cimarex Energy Co | Long | Debt | US | $9K | – | 0.00 |
| CITGO Petroleum Corp | Long | Debt | US | $800K | – | 0.05 |
| Citigroup Capital XIII | Long | Equity-preferred | US | $1M | 45K | 0.08 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.16 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $854K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $729K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $107K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $60K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $33K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $29K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $23K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $18K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $8K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2011-12 | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| City of Hope (CITY OF HOPE/THE) | Long | Debt | US | $20K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $262K | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $134K | – | 0.01 |
| CMS Energy Corp | Long | Debt | US | $19K | – | 0.00 |
| Coca-Cola Co/The | Long | Debt | US | $8K | – | 0.00 |
| Coca-Cola Co/The | Long | Debt | US | $8K | – | 0.00 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $244K | – | 0.01 |
| Colorado Health Facilities Authority (COLORADO ST HLTH FACS AUTH REV) | Long | Debt | US | $5K | – | 0.00 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $5M | – | 0.28 |
| Comcast Corp | Long | Debt | US | $75K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $66K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $48K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $31K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $28K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $27K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $21K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $16K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $9K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $1M | – | 0.07 |
| COMM 2014-UBS4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| CommonSpirit Health | Long | Debt | US | $4M | – | 0.23 |
| CommonSpirit Health | Long | Debt | US | $33K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $24K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $4K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $4K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $522K | – | 0.03 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $185K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $12K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $8K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $62K | – | 0.00 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $20K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $9K | – | 0.00 |
| Corp Andina de Fomento | Long | Debt | $239K | – | 0.01 | |
| Cox Communications Inc | Long | Debt | US | $961K | – | 0.06 |
| Cox Communications Inc | Long | Debt | US | $61K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $36K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $382K | – | 0.02 |
| Crescent Energy Finance LLC | Long | Debt | US | $227K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $62K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $29K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $27K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $24K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $10K | – | 0.00 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CSC Holdings LLC | Long | Debt | US | $625K | – | 0.04 |
| CSC Holdings LLC | Long | Debt | US | $528K | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $365K | – | 0.02 |
| CSC Holdings LLC | Long | Loan | US | $326K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $304K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $130K | – | 0.01 |
| CSMC 2020-RPL5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| CSMC 2022-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CSX Corp | Long | Debt | US | $15K | – | 0.00 |
| CSX Corp | Long | Debt | US | $10K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $319K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $101K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $100K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $97K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $49K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $48K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $32K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $11K | – | 0.00 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $435K | – | 0.03 |
| Dana Inc | Long | Debt | US | $343K | – | 0.02 |
| DaVita Inc | Long | Debt | US | $769K | – | 0.04 |
| DBGS 2018-BIOD Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| DBWF 2016-85T Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| DCP Midstream Operating LP | Long | Debt | US | $15K | – | 0.00 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| Delta Air Lines Inc | Long | Debt | US | $9K | – | 0.00 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $73K | – | 0.00 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $10K | – | 0.00 | |
| Deutsche Bank AG | Long | Debt | DE | $94K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.12 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $12K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $810K | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $30K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $15K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $2K | – | 0.00 |
| Devon OEI Operating LLC | Long | Debt | US | $21K | – | 0.00 |
| Diamond Sports Group LLC | Long | Loan | US | $60K | – | 0.00 |
| Diamond Sports Group LLC | Long | Loan | US | $37K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC | Long | Loan | US | $467K | – | 0.03 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $69K | – | 0.00 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $10K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $3M | – | 0.17 |
| Diamondback Energy Inc | Long | Debt | US | $930K | – | 0.05 |
| Diamondback Energy Inc | Long | Debt | US | $22K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $19K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $15K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $352.85 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.15 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.09 | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | $1M | – | 0.07 | |
| DIGICEL INTL FIN LTD | Long | Equity-common | US | $124K | 12K | 0.01 |
| DIGICEL INTL FIN LTD Common Equity | Long | Equity-common | US | $162K | 65K | 0.01 |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $502K | – | 0.03 |
| Discover Bank | Long | Debt | US | $1M | – | 0.07 |
| Discover Bank | Long | Debt | US | $267K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $295K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $170K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $148K | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $2M | – | 0.13 |
| Diversified Healthcare Trust | Long | Debt | US | $88K | – | 0.01 |
| DLLTD PIK-TERM B 1L USD (DIGICEL INTERNATIONAL FINANCE) | Long | Loan | LC | $1M | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $1M | – | 0.07 |
| Dominican Republic International Bond | Long | Debt | DO | $570K | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $303K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $15K | – | 0.00 |
| Dominion Energy Inc | Long | Debt | US | $9K | – | 0.00 |
| Dominion Energy Inc | Long | Debt | US | $5K | – | 0.00 |
| Dominion Energy South Carolina Inc | Long | Debt | US | $2M | – | 0.10 |
| DONCASTERS US FIN LLC | Long | Debt | US | $3M | – | 0.16 |
| DONCASTERS US FIN LLC | Long | Debt | US | $267K | – | 0.02 |
| Dow Chemical Co/The | Long | Debt | US | $3K | – | 0.00 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $810K | – | 0.05 |
| DPL Inc | Long | Debt | US | $10K | – | 0.00 |
| DTE Electric Co | Long | Debt | US | $9K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $38K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $4K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $66K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $41K | – | 0.00 |
| Duke Energy Florida LLC | Long | Debt | US | $20K | – | 0.00 |
| Duke Energy Indiana LLC | Long | Debt | US | $3M | – | 0.19 |
| Duke Energy Indiana LLC | Long | Debt | US | $6K | – | 0.00 |
| Duke Energy Ohio Inc | Long | Debt | US | $25K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $42K | – | 0.00 |
| Duke University Health System Inc | Long | Debt | US | $20K | – | 0.00 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $931K | – | 0.05 |
| Ecopetrol SA | Long | Debt | CO | $3M | – | 0.15 |
| Ecopetrol SA | Long | Debt | CO | $511K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $478K | – | 0.03 |
| Edison International | Long | Debt | US | $84K | – | 0.00 |
| Edison International | Long | Debt | US | $5K | – | 0.00 |
| EG Finco Ltd | Long | Loan | GB | $3M | – | 0.20 |
| El Paso Electric Co | Long | Debt | US | $2M | – | 0.14 |
| Electronic Arts Inc | Long | Debt | US | $53K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $340K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $15K | – | 0.00 |
| Elevation CLO 2014-2 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $146K | – | 0.01 |
| Elevation CLO 2017-6 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10K | – | 0.00 |
| Elevation CLO 2021-12 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.93 |
| Eleven Madison Trust 2015-11MD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $1M | – | 0.08 |
| Energean Israel Finance Ltd | Long | Debt | IL | $806K | – | 0.05 |
| Energean Israel Finance Ltd | Long | Debt | IL | $515K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.21 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $886K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $249K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $116K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $106K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $88K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $55K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $54K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $50K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $49K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $48K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $25K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $20K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $20K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $10K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $5K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $5K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $9K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $98K | – | 0.01 |
| Entergy Texas Inc | Long | Debt | US | $18K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.11 |
| Enterprise Products Operating LLC | Long | Debt | US | $591K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $107K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $37K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $27K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $27K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $23K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $11K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $15K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $556K | – | 0.03 |
| Equinor ASA | Long | Debt | NO | $9K | – | 0.00 |
| ERAC USA Finance LLC | Long | Debt | US | $1M | – | 0.06 |
| ERAC USA Finance LLC | Long | Debt | US | $871K | – | 0.05 |
| ERAC USA Finance LLC | Long | Debt | US | $41K | – | 0.00 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $1M | – | 0.08 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $867K | – | 0.05 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $389K | – | 0.02 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $210K | – | 0.01 |
| Essex Portfolio LP | Long | Debt | US | $20K | – | 0.00 |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2M | – | 0.10 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-86K | – | -0.01 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-137K | – | -0.01 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-10K | – | -0.00 | |
| Everest Reinsurance Holdings Inc (EVEREST REINSURANCE HLDG) | Long | Debt | US | $13K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $37K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $18K | – | 0.00 |
| Exelon Corp | Long | Debt | US | $34K | – | 0.00 |
| Exelon Corp | Long | Debt | US | $23K | – | 0.00 |
| Exelon Corp | Long | Debt | US | $5K | – | 0.00 |
| Exeter Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $24K | – | 0.00 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $19K | – | 0.00 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $133.16 | – | 0.00 |
| Expedia Group Inc | Long | Debt | US | $3K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $18K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $15K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $9K | – | 0.00 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $153K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $21M | – | 1.20 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $14M | – | 0.82 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $9M | – | 0.55 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $426K | – | 0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-4M | – | -0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.73 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.70 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.65 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.64 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.53 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $962K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $802K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $730K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $580K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $560K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $516K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $494K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $442K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 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 | $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 | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 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 | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $616K | – | 0.04 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $190K | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $927K | – | 0.05 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $887K | – | 0.05 |
| Fermaca Enterprises S de RL de CV (FERMACA ENTERPRISES S RL) | Long | Debt | MX | $314K | – | 0.02 |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred | Long | Equity-preferred | US | $402K | 402K | 0.02 |
| Ferrellgas Partners LP | Long | Equity-common | US | $1M | 6K | 0.07 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $7K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $4M | – | 0.24 |
| First Quantum Minerals Ltd | Long | Debt | CA | $683K | – | 0.04 |
| FirstEnergy Corp | Long | Debt | US | $3K | – | 0.00 |
| FirstEnergy Transmission LLC | Long | Debt | US | $4M | – | 0.22 |
| FirstEnergy Transmission LLC | Long | Debt | US | $262K | – | 0.02 |
| Fiserv Inc | Long | Debt | US | $50K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $37K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $19K | – | 0.00 |
| Floating Rate Mortgage Pass-through Cert-series 2001-2 (Ameriquest Mortgage Securities) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $24K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $24K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $3K | – | 0.00 |
| FMC Corp | Long | Debt | US | $3M | – | 0.15 |
| FMC Corp | Long | Debt | US | $2M | – | 0.10 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $22K | – | 0.00 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.10 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $977K | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $702K | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $407K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $249K | – | 0.01 |
| Fox Corp | Long | Debt | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $822K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.57 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $998K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $995K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $990K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $988K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $971K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $963K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $952K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $853K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $839K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $568K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $508K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $767K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-HQA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $524K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $911K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Freedom Mortgage Corp | Long | Debt | US | $215K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $435K | – | 0.03 |
| Freeport-McMoRan Inc | Long | Debt | US | $19K | – | 0.00 |
| Galaxy XXV CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.64 |
| Gartner Inc | Long | Debt | US | $222K | – | 0.01 |
| GBP/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| GCAT 2021-1 Asset-Backed Notes | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| General Dynamics Corp | Long | Debt | US | $29K | – | 0.00 |
| General Dynamics Corp | Long | Debt | US | $19K | – | 0.00 |
| General Dynamics Corp | Long | Debt | US | $10K | – | 0.00 |
| General Motors Co | Long | Debt | US | $1M | – | 0.07 |
| General Motors Co | Long | Debt | US | $920K | – | 0.05 |
| General Motors Co | Long | Debt | US | $667K | – | 0.04 |
| General Motors Co | Long | Debt | US | $299K | – | 0.02 |
| General Motors Co | Long | Debt | US | $40K | – | 0.00 |
| General Motors Co | Long | Debt | US | $17K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $955K | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $740K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $69K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $35K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $21K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $17K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $16K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5K | – | 0.00 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Genpact Luxembourg Sarl | Long | Debt | LU | $89K | – | 0.01 |
| Georgia Power Co | Long | Debt | US | $85K | – | 0.00 |
| Georgia-Pacific LLC | Long | Debt | US | $37K | – | 0.00 |
| GFL Environmental Inc | Long | Debt | CA | $306K | – | 0.02 |
| Gilead Sciences Inc | Long | Debt | US | $726K | – | 0.04 |
| Gilead Sciences Inc | Long | Debt | US | $9K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $7K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $6K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $898K | – | 0.05 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-951K | – | -0.06 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $864K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $856K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $841K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $447K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Global Net Lease Inc / Global Net Lease Operating Partnership LP (GLOBAL NET LEASE/GLOBAL) | Long | Debt | US | $18K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $135K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $39K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $27K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $70K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $50K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $50K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $46K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $9K | – | 0.00 |
| GMR Hyderabad International Airport Ltd | Long | Debt | IN | $323K | – | 0.02 |
| GN Bondco LLC | Long | Debt | US | $2M | – | 0.11 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.24 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.23 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $885K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $122K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $79K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $48K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $46K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $31K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $26K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $22K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $20K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $18K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $18K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $16K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8K | – | 0.00 |
| Goodleap Sustainable Home Solutions Trust 2023-3 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $466K | – | 0.03 |
| Goodleap Sustainable Home Solutions Trust 2023-4 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $574K | – | 0.03 |
| GoodLeap Sustainable Home Solutions Trust 2024-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $2M | – | 0.11 |
| Grand Parkway Transportation Corp (GRAND PARKWAY TRANSPRTN CORP T) | Long | Debt | US | $15K | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $574K | – | 0.03 |
| Graphic Packaging International LLC | Long | Debt | US | $28K | – | 0.00 |
| Great-West Lifeco US Finance 2020 LP | Long | Debt | US | $24K | – | 0.00 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.23 |
| Greywolf CLO III Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.29 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| GS Mortgage Securities Trust 2019-GC38 | Long | ABS-mortgage backed security | US | $5M | – | 0.32 |
| GTP Acquisition Partners I LLC | Long | Debt | US | $98K | – | 0.01 |
| H&E Equipment Services Inc | Long | Debt | US | $1M | – | 0.08 |
| Halliburton Co | Long | Debt | US | $8K | – | 0.00 |
| Halliburton Co | Long | Debt | US | $5K | – | 0.00 |
| Hanesbrands Inc | Long | Debt | US | $587K | – | 0.03 |
| Hayfin Emerald CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.66 |
| HCA Inc | Long | Debt | US | $937K | – | 0.05 |
| HCA Inc | Long | Debt | US | $568K | – | 0.03 |
| HCA Inc | Long | Debt | US | $554K | – | 0.03 |
| Health & Educational Facilities Authority of the State of Missouri (MISSOURI ST HLTH & EDUCTNL FAC) | Long | Debt | US | $15K | – | 0.00 |
| Healthpeak OP LLC | Long | Debt | US | $14K | – | 0.00 |
| Hecla Mining Co | Long | Debt | US | $326K | – | 0.02 |
| Helmerich & Payne Inc | Long | Debt | US | $21K | – | 0.00 |
| Hershey Co/The (HERSHEY COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.12 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $182K | – | 0.01 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $363K | – | 0.02 |
| Hess Corp | Long | Debt | US | $44K | – | 0.00 |
| Hess Corp | Long | Debt | US | $15K | – | 0.00 |
| Hess Corp | Long | Debt | US | $6K | – | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $1M | – | 0.06 |
| Hillenbrand Inc | Long | Debt | US | $98K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $3M | – | 0.19 |
| Home Depot Inc/The | Long | Debt | US | $10K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $9K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $4K | – | 0.00 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $179K | – | 0.01 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $759K | – | 0.04 |
| Host Hotels & Resorts LP | Long | Debt | US | $39K | – | 0.00 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $556K | – | 0.03 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $500K | – | 0.03 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $2M | – | 0.10 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $19K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $38K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $30K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $15K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $14K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $13K | – | 0.00 |
| Iberdrola International BV (IBERDROLA INTL BV) | Long | Debt | NL | $1M | – | 0.07 |
| ICG Euro CLO 2023-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.63 |
| ICG US CLO 2014-3 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Icon Investments Six DAC | Long | Debt | IE | $2M | – | 0.12 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $424K | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.19 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.08 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $381K | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $348K | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $2M | – | 0.10 |
| Intel Corp | Long | Debt | US | $19K | – | 0.00 |
| Intel Corp | Long | Debt | US | $6K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $2M | – | 0.09 | |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $47K | – | 0.00 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $20K | – | 0.00 |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $399K | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $340K | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $338K | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $64K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.07 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $304K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $17K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $8K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-32K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-48K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-56K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-71K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-106K | – | -0.01 | |
| Israel Electric Corp Ltd | Long | Debt | IL | $626K | – | 0.04 |
| Ivory Coast Government International Bond | Long | Debt | CI | $1M | – | 0.06 |
| Ivory Coast Government International Bond | Long | Debt | CI | $517K | – | 0.03 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Jacobs Entertainment Inc | Long | Debt | US | $698K | – | 0.04 |
| Jamestown CLO XIV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.40 |
| Jamestown CLO XIV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.39 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $596K | – | 0.03 |
| JELD-WEN Inc | Long | Debt | US | $637K | – | 0.04 |
| JELD-WEN Inc | Long | Debt | US | $116K | – | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $3M | – | 0.18 |
| Johnson & Johnson | Long | Debt | US | $7K | – | 0.00 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA (JOHNSON CONTROLS/TYCO FI) | Long | Debt | IE | $16K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $589K | – | 0.03 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $196K | – | 0.01 |
| JP Morgan Mortgage Trust 2024-HE2 | Long | ABS-other | US | $486K | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $987K | – | 0.06 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| JPMDB Commercial Mortgage Securities Trust 2017-C7 | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $946K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $909K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $783K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $733K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $136K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $106K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $44K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $39K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $19K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $16K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $8K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $5K | – | 0.00 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $360K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $358K | – | 0.02 |
| Kaiser Foundation Hospitals | Long | Debt | US | $7K | – | 0.00 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $194K | – | 0.01 |
| Kentucky Utilities Co | Long | Debt | US | $3M | – | 0.15 |
| KeyCorp | Long | Debt | US | $680K | – | 0.04 |
| Kimco Realty OP LLC | Long | Debt | US | $16K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $12K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $11K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $4K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $804K | – | 0.05 |
| Kinder Morgan Inc | Long | Debt | US | $500K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $30K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $28K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $22K | – | 0.00 |
| Kinross Gold Corp | Long | Debt | CA | $24K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $572K | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $379K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $36K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $36K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $15K | – | 0.00 |
| Laboratory Corp of America Holdings | Long | Debt | US | $666K | – | 0.04 |
| Laboratory Corp of America Holdings | Long | Debt | US | $22K | – | 0.00 |
| Lam Research Corp | Long | Debt | US | $21K | – | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $39K | – | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $29K | – | 0.00 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A | Long | ABS-other | US | $535K | – | 0.03 |
| Laurel Road Prime Student Loan Trust 2018-C | Long | ABS-other | US | $542K | – | 0.03 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D | Long | ABS-other | US | $570K | – | 0.03 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $255K | – | 0.01 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $281K | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.07 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.06 |
| Level 3 Financing Inc | Long | Debt | US | $468K | – | 0.03 |
| Level 3 Financing Inc | Long | Debt | US | $287K | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $96K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $58K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $88K | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $88K | – | 0.01 |
| Liberty Mutual Group Inc | Long | Debt | US | $747K | – | 0.04 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $85K | – | 0.00 |
| Lincoln National Corp | Long | Debt | US | $438K | – | 0.03 |
| Lindblad Expeditions LLC | Long | Debt | US | $1M | – | 0.08 |
| Lockheed Martin Corp | Long | Debt | US | $28K | – | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $6K | – | 0.00 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $2M | – | 0.13 |
| Lowe's Cos Inc | Long | Debt | US | $57K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $28K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $17K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $8K | – | 0.00 |
| LPL Holdings Inc | Long | Debt | US | $4M | – | 0.26 |
| Lseg US Fin Corp | Long | Debt | US | $2M | – | 0.12 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Secu) | Long | ABS-other | LU | $153K | – | 0.01 |
| LUMEN TEC 06/01/28 | Long | Loan | US | $16K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $17K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $17K | – | 0.00 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $44K | – | 0.00 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $33K | – | 0.00 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $4K | – | 0.00 |
| Madison Park Funding XXXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| Madison Park Funding XXXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.82 |
| Marathon Petroleum Corp | Long | Debt | US | $50K | – | 0.00 |
| Mariner Finance Issuance Trust 2020-A | Long | ABS-other | US | $98K | – | 0.01 |
| Markel Group Inc | Long | Debt | US | $313K | – | 0.02 |
| Marriott International Inc/MD | Long | Debt | US | $5K | – | 0.00 |
| Mars Inc | Long | Debt | US | $374K | – | 0.02 |
| Mars Inc | Long | Debt | US | $336K | – | 0.02 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $12K | – | 0.00 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $4K | – | 0.00 |
| MasTec Inc | Long | Debt | US | $382K | – | 0.02 |
| Mastercard Inc | Long | Debt | US | $16K | – | 0.00 |
| Mastercard Inc | Long | Debt | US | $13K | – | 0.00 |
| Maxim Crane Works Holdings Capital LLC (MAXIM CRANE WORKS LLC) | Long | Debt | US | $1M | – | 0.08 |
| MCAFEE CORP | Long | Loan | US | $1M | – | 0.08 |
| McDonald's Corp | Long | Debt | US | $29K | – | 0.00 |
| Medline Borrower LP | Long | Debt | US | $437K | – | 0.03 |
| Medline Borrower LP | Long | Debt | US | $71K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $708K | – | 0.04 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $404K | – | 0.02 |
| MEG Energy Corp | Long | Debt | CA | $57K | – | 0.00 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $141K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $21K | – | 0.00 |
| Merck & Co Inc | Long | Debt | US | $9K | – | 0.00 |
| Merck & Co Inc | Long | Debt | US | $7K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2004-HE2 | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $3M | – | 0.17 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $581K | – | 0.03 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $344K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $189K | – | 0.01 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $1M | – | 0.08 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $692K | – | 0.04 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $557K | – | 0.03 |
| Microsoft Corp | Long | Debt | US | $10K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $19K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $15K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $3K | – | 0.00 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $18K | – | 0.00 |
| Mineral Resources Ltd | Long | Debt | AU | $497K | – | 0.03 |
| Mondelez International Inc | Long | Debt | US | $24K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.21 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $990K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $865K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $816K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $739K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $155K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $31K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $16K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $14K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2003-HE3 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Morgan Stanley Capital I 2017-HR2 (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $957K | – | 0.06 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $514K | – | 0.03 |
| Mosaic Co/The | Long | Debt | US | $147K | – | 0.01 |
| Motorola Solutions Inc | Long | Debt | US | $4M | – | 0.22 |
| Motorola Solutions Inc | Long | Debt | US | $92K | – | 0.01 |
| Mount Sinai Hospital/The (MT SINAI HOSPITAL) | Long | Debt | US | $21K | – | 0.00 |
| Mount Sinai Hospital/The (MT SINAI HOSPITAL) | Long | Debt | US | $7K | – | 0.00 |
| Mount Sinai Hospital/The (MT SINAI HOSPITAL) | Long | Debt | US | $2K | – | 0.00 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.32 |
| MPLX LP | Long | Debt | US | $103K | – | 0.01 |
| MPLX LP | Long | Debt | US | $80K | – | 0.00 |
| MPLX LP | Long | Debt | US | $56K | – | 0.00 |
| MPLX LP | Long | Debt | US | $54K | – | 0.00 |
| MPLX LP | Long | Debt | US | $37K | – | 0.00 |
| MPLX LP | Long | Debt | US | $29K | – | 0.00 |
| MPLX LP | Long | Debt | US | $10K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $602K | – | 0.04 |
| MSWF Commercial Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| Mylan Inc | Long | Debt | US | $722K | – | 0.04 |
| Narragansett Electric Co/The | Long | Debt | US | $961K | – | 0.06 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $774K | – | 0.05 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $272K | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $69K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $20K | – | 0.00 |
| NBCUniversal Media LLC | Long | Debt | US | $9K | – | 0.00 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $371K | – | 0.02 |
| NCL Finance Ltd | Long | Debt | BM | $420K | – | 0.02 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $937K | – | 0.05 |
| Necessity Retail REIT Inc/The / American Finance Operating Partner LP (NECESS RETAIL/AFIN OP LP) | Long | Debt | US | $9K | – | 0.00 |
| NetApp Inc | Long | Debt | US | $40K | – | 0.00 |
| Netflix Inc | Long | Debt | US | $18K | – | 0.00 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $2M | – | 0.14 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $1M | – | 0.08 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| New York Life Insurance Co | Long | Debt | US | $19K | – | 0.00 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP SAL) | Long | Debt | US | $16K | – | 0.00 |
| Newmont Corp | Long | Debt | US | $3M | – | 0.16 |
| Newmont Corp | Long | Debt | US | $4K | – | 0.00 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $1M | – | 0.07 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $6M | – | 0.35 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $37K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $17K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $13K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $9K | – | 0.00 |
| NGPL PipeCo LLC | Long | Debt | US | $249K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $260K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $96K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $71K | – | 0.00 |
| NiSource Inc | Long | Debt | US | $33K | – | 0.00 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $49K | – | 0.00 |
| Nomura Holdings Inc | Long | Debt | JP | $424K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $52K | – | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $13K | – | 0.00 |
| Northern Natural Gas Co | Long | Debt | US | $3K | – | 0.00 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $8K | – | 0.00 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $7K | – | 0.00 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $3K | – | 0.00 |
| Northwest Pipeline LLC | Long | Debt | US | $40K | – | 0.00 |
| Novartis Capital Corp | Long | Debt | US | $6K | – | 0.00 |
| Novelis Corp | Long | Debt | US | $705K | – | 0.04 |
| NRG Energy Inc | Long | Debt | US | $1M | – | 0.07 |
| NRG Energy Inc | Long | Debt | US | $430K | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $270K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $246K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $192K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $86K | – | 0.01 |
| Nucor Corp | Long | Debt | US | $5K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $774K | – | 0.05 |
| Nutrien Ltd | Long | Debt | CA | $281K | – | 0.02 |
| Nuveen LLC | Long | Debt | US | $970K | – | 0.06 |
| NVIDIA Corp | Long | Debt | US | $27K | – | 0.00 |
| NVIDIA Corp | Long | Debt | US | $8K | – | 0.00 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $106K | – | 0.01 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $54K | – | 0.00 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $36K | – | 0.00 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $29K | – | 0.00 | |
| O'Reilly Automotive Inc | Long | Debt | US | $2M | – | 0.10 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $917K | – | 0.05 |
| OCP CLO 2020-18 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.29 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $894K | – | 0.05 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $173K | – | 0.01 |
| OFSI BSL XIII CLO Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.70 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $22K | – | 0.00 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $4K | – | 0.00 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $3K | – | 0.00 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $668K | – | 0.04 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $3M | – | 0.15 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $778K | – | 0.05 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.08 |
| OneMain Finance Corp | Long | Debt | US | $515K | – | 0.03 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $1M | – | 0.08 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $6M | – | 0.32 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $824K | – | 0.05 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $713K | – | 0.04 |
| Onemain Financial Issuance Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.16 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.12 |
| ONEOK Inc | Long | Debt | US | $756K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $96K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $67K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $48K | – | 0.00 |
| ONEOK Partners LP | Long | Debt | US | $1M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.14 |
| Oracle Corp | Long | Debt | US | $695K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $89K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $75K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $47K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $19K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $4K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $3K | – | 0.00 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $718K | – | 0.04 |
| Orlando Health Obligated Group (ORLANDO HEALTH OBL GRP) | Long | Debt | US | $21K | – | 0.00 |
| Owens Corning | Long | Debt | US | $1M | – | 0.09 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $323K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $61K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $36K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $13K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $11K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $9K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $4K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $253K | – | 0.01 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $1M | – | 0.08 |
| Park Avenue Institutional Advisers CLO Ltd 2019-2 | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.41 |
| PeaceHealth Obligated Group | Long | Debt | US | $9K | – | 0.00 |
| PECO Energy Co | Long | Debt | US | $16K | – | 0.00 |
| PEER HOLDING III BV | Long | Loan | NL | $4M | – | 0.21 |
| Penn Entertainment Inc | Long | Debt | US | $772K | – | 0.05 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $811K | – | 0.05 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $552K | – | 0.03 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $4M | – | 0.23 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $28K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $25K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $20K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $19K | – | 0.00 |
| Pentair Finance Sarl | Long | Debt | LU | $48K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $690K | – | 0.04 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $289K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $9K | – | 0.00 |
| Petrobras Global Finance BV | Long | Debt | NL | $1M | – | 0.06 |
| Petrobras Global Finance BV | Long | Debt | NL | $704K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.09 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.09 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $704K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $542K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $517K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $93K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $16K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $13K | – | 0.00 |
| Pfizer Inc | Long | Debt | US | $19K | – | 0.00 |
| PG&E Energy Recovery Funding LLC (PG&E ENERGY RECOVERY FND) | Long | Debt | US | $14K | – | 0.00 |
| PGIM Core Ultra Short Bond Fund | Long | Short-term investment vehicle | US | $25M | 25M | 1.47 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $47M | 47M | 2.72 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $6M | – | 0.35 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.13 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $25K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $10K | – | 0.00 |
| Phillips 66 | Long | Debt | US | $44K | – | 0.00 |
| Phillips 66 | Long | Debt | US | $21K | – | 0.00 |
| Phillips 66 Co | Long | Debt | US | $2M | – | 0.09 |
| Phillips 66 Co | Long | Debt | US | $49K | – | 0.00 |
| Phinia Inc | Long | Debt | US | $294K | – | 0.02 |
| Piedmont Healthcare Inc | Long | Debt | US | $8K | – | 0.00 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $18K | – | 0.00 |
| Pioneer Natural Resources Co | Long | Debt | US | $666K | – | 0.04 |
| Pioneer Natural Resources Co | Long | Debt | US | $23K | – | 0.00 |
| Pioneer Natural Resources Co | Long | Debt | US | $4K | – | 0.00 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $18K | – | 0.00 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $10K | – | 0.00 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $482K | – | 0.03 |
| PMT Credit Risk Transfer Trust 2024-1R | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| PMT Credit Risk Transfer Trust 2024-2R | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| PMT Issuer Trust - FMSR (Pnmac Gmsr Issuer Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.14 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $21K | – | 0.00 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $26K | – | 0.00 |
| Post Holdings Inc | Long | Debt | US | $571K | – | 0.03 |
| Power Finance Corp Ltd | Long | Debt | IN | $409K | – | 0.02 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $133K | – | 0.01 |
| Progress Energy Inc | Long | Debt | US | $98K | – | 0.01 |
| Prologis LP | Long | Debt | US | $20K | – | 0.00 |
| Prologis LP | Long | Debt | US | $8K | – | 0.00 |
| Protective Life Corp | Long | Debt | US | $13K | – | 0.00 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $44K | – | 0.00 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $709K | – | 0.04 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $4M | – | 0.26 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $3K | – | 0.00 |
| Public Service Electric and Gas Co | Long | Debt | US | $24K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Debt | US | $28K | – | 0.00 |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue (PUERTO RICO SALES TAX FING COR) | Long | Debt | US | $348K | – | 0.02 |
| Quest Diagnostics Inc | Long | Debt | US | $44K | – | 0.00 |
| Rad CLO 19 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.63 |
| Rad CLO 5 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.56 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $920K | – | 0.05 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $6K | – | 0.00 |
| Radnor RE 2023-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $760K | – | 0.04 |
| Rathlin Residential 2021-1 DAC | Long | ABS-other | IE | $790K | – | 0.05 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $944K | – | 0.06 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Realty Income Corp | Long | Debt | US | $2M | – | 0.11 |
| Realty Income Corp | Long | Debt | US | $437K | – | 0.03 |
| Realty Income Corp | Long | Debt | US | $88K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $50K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $13K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $11K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $4K | – | 0.00 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.07 |
| Regional Transportation District Sales Tax Revenue (REGL TRANSPRTN DIST CO SALES T) | Long | Debt | US | $805K | – | 0.05 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $5M | – | 0.28 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $178K | – | 0.01 |
| Republic Services Inc | Long | Debt | US | $30K | – | 0.00 |
| Republic Services Inc | Long | Debt | US | $19K | – | 0.00 |
| Republic Services Inc | Long | Debt | US | $9K | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $13K | – | 0.00 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $750K | – | 0.04 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $76K | – | 0.00 |
| Rochester Gas and Electric Corp (ROCHESTER GAS & ELECTRIC) | Long | Debt | US | $42K | – | 0.00 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $9K | – | 0.00 |
| Rockies Express Pipeline LLC | Long | Debt | US | $73K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.08 |
| Romanian Government International Bond | Long | Debt | RO | $360K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $251K | – | 0.01 |
| Romark WM-R Ltd (Romark CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| Ross Stores Inc | Long | Debt | US | $50K | – | 0.00 |
| Ross Stores Inc | Long | Debt | US | $2K | – | 0.00 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $545K | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $129K | – | 0.01 |
| RTX Corp | Long | Debt | US | $5K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $58K | – | 0.00 |
| Salesforce Inc | Long | Debt | US | $9K | – | 0.00 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $346K | – | 0.02 |
| Salt River Project Agricultural Improvement & Power District (SALT RIVER AZ PROJ AGRIC IMPT) | Long | Debt | US | $28K | – | 0.00 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $40K | – | 0.00 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $16K | – | 0.00 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $8K | – | 0.00 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $3K | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $392K | – | 0.02 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | Long | ABS-other | US | $159K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C | Long | ABS-other | US | $107K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $816K | – | 0.05 |
| Santander Drive Auto Receivables Trust 2020-2 | Long | ABS-other | US | $25K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2020-3 | Long | ABS-other | US | $328K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $507K | – | 0.03 |
| Sasol Financing USA LLC | Long | Debt | US | $433K | – | 0.03 |
| SBA Communications Corp | Long | Debt | US | $1M | – | 0.06 |
| Scotts Miracle-Gro Co/The | Long | Debt | US | $732K | – | 0.04 |
| Seagate HDD Cayman | Long | Debt | KY | $39K | – | 0.00 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $100K | – | 0.01 |
| Sempra | Long | Debt | US | $4K | – | 0.00 |
| Sensata Technologies BV | Long | Debt | NL | $1M | – | 0.06 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.14 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.12 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.09 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $986K | – | 0.06 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $466K | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $445K | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $281K | – | 0.02 |
| Shackleton 2014-V-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $367K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $16K | – | 0.00 |
| Shell International Finance BV | Long | Debt | NL | $7K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Debt | US | $439K | – | 0.03 |
| Sherwin-Williams Co/The | Long | Debt | US | $17K | – | 0.00 |
| Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA) | Long | Debt | IE | $4M | – | 0.21 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Sierra Pacific Power Co | Long | Debt | US | $19K | – | 0.00 |
| Simon Property Group LP | Long | Debt | US | $45K | – | 0.00 |
| Simon Property Group LP | Long | Debt | US | $19K | – | 0.00 |
| Sirius XM Radio Inc | Long | Debt | US | $14K | – | 0.00 |
| Sirius XM Radio Inc | Long | Debt | US | $14K | – | 0.00 |
| Sixth Street CLO XVI Ltd (Sixth Street CLO XVI, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.38 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $680K | – | 0.04 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-other | US | $997K | – | 0.06 |
| Smithfield Foods Inc | Long | Debt | US | $4M | – | 0.21 |
| Smithfield Foods Inc | Long | Debt | US | $1M | – | 0.09 |
| Smithfield Foods Inc | Long | Debt | US | $8K | – | 0.00 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $1M | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.14 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.12 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.06 |
| Sofi RR Funding III Trust 2020-1 | Long | ABS-other | US | $1M | – | 0.06 |
| Sompo International Holdings Ltd (SOMPO INTL HLDS LTD) | Long | Debt | BM | $1M | – | 0.09 |
| Sona Fios CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.55 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $39K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $36K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $30K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $19K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $18K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $10K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $8K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $4K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $3K | – | 0.00 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $34K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $861K | – | 0.05 |
| Southern Copper Corp | Long | Debt | US | $49K | – | 0.00 |
| Southern Natural Gas Co LLC | Long | Debt | US | $11K | – | 0.00 |
| Southwest Airlines Co | Long | Debt | US | $3M | – | 0.19 |
| Southwestern Energy Co | Long | Debt | US | $679K | – | 0.04 |
| Southwestern Energy Co | Long | Debt | US | $482K | – | 0.03 |
| Southwestern Public Service Co | Long | Debt | US | $22K | – | 0.00 |
| Sprint LLC | Long | Debt | US | $2M | – | 0.11 |
| Sprint LLC | Long | Debt | US | $807K | – | 0.05 |
| Standard Chartered PLC | Long | Debt | GB | $25K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $2M | – | 0.10 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $858K | – | 0.05 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $35K | – | 0.00 |
| State of Oregon Department of Transportation (OREGON ST DEPT OF TRANSPRTN HI) | Long | Debt | US | $639K | – | 0.04 |
| State Street Corp | Long | Equity-preferred | US | $601K | 25K | 0.04 |
| Steel Dynamics Inc | Long | Debt | US | $18K | – | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $5K | – | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $5K | – | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $3K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 | Long | ABS-mortgage backed security | US | $835K | – | 0.05 |
| Stryker Corp | Long | Debt | US | $522K | – | 0.03 |
| Stryker Corp | Long | Debt | US | $29K | – | 0.00 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $47K | – | 0.00 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $4M | – | 0.23 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.13 |
| Sunrun Artemis Issuer 2024-2 LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Sutter Health | Long | Debt | US | $5K | – | 0.00 |
| Sutter Health | Long | Debt | US | $3K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $377K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $128K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $120K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $43K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $9K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $8K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $3K | – | 0.00 |
| Take-Two Interactive Software Inc | Long | Debt | US | $2M | – | 0.11 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $376K | – | 0.02 |
| Tampa Electric Co | Long | Debt | US | $27K | – | 0.00 |
| Tank Holding Corp | Long | Loan | US | $1M | – | 0.07 |
| TANK HOLDING CORP | Long | Loan | US | $183K | – | 0.01 |
| TANK HOLDING CORP | Long | Loan | US | $79K | – | 0.00 |
| Targa Resources Corp | Long | Debt | US | $6M | – | 0.36 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $15K | – | 0.00 |
| Taylor Morrison Communities Inc | Long | Debt | US | $2M | – | 0.10 |
| Taylor Morrison Communities Inc | Long | Debt | US | $43K | – | 0.00 |
| TCI Communications Inc | Long | Debt | US | $781K | – | 0.05 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.23 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| TD SYNNEX Corp | Long | Debt | US | $30K | – | 0.00 |
| TD SYNNEX Corp | Long | Debt | US | $21K | – | 0.00 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $728K | – | 0.04 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $218K | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $7K | – | 0.00 |
| Teledyne Technologies Inc | Long | Debt | US | $51K | – | 0.00 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Tenet Healthcare Corp | Long | Debt | US | $2M | – | 0.09 |
| Tenet Healthcare Corp | Long | Debt | US | $990K | – | 0.06 |
| Tenet Healthcare Corp | Long | Debt | US | $414K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $372K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $98K | – | 0.01 |
| Tenneco Inc | Long | Debt | US | $2M | – | 0.10 |
| TENNECO INC | Long | Loan | US | $455K | – | 0.03 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $11K | – | 0.00 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $10K | – | 0.00 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $9K | – | 0.00 |
| Texas Eastern Transmission LP | Long | Debt | US | $3M | – | 0.19 |
| Texas Instruments Inc | Long | Debt | US | $9K | – | 0.00 |
| Texas Instruments Inc | Long | Debt | US | $3K | – | 0.00 |
| Texas Private Activity Bond Surface Transportation Corp (TEXAS ST PRIV ACTIVITY BOND SU) | Long | Debt | US | $368K | – | 0.02 |
| Textron Inc | Long | Debt | US | $54K | – | 0.00 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.07 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $1M | – | 0.06 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $469K | – | 0.03 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $306K | – | 0.02 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-42K | – | -0.00 | |
| TICP CLO IX Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Tikehau US CLO III Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.26 |
| Tikehau US CLO IV Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $9M | – | 0.51 |
| Time Warner Cable LLC | Long | Debt | US | $38K | – | 0.00 |
| Toledo Edison Co/The (TOLEDO EDISON COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| Toro European CLO 3 DAC | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.50 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $3K | – | 0.00 |
| TotalEnergies Capital SA | Long | Debt | FR | $1M | – | 0.08 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $333K | – | 0.02 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Toyota Motor Credit Corp | Long | Debt | US | $45K | – | 0.00 |
| Toyota Motor Credit Corp | Long | Debt | US | $22K | – | 0.00 |
| Toyota Motor Credit Corp | Long | Debt | US | $9K | – | 0.00 |
| TPC Group Inc | Long | Debt | US | $168K | – | 0.01 |
| TPC Group Rights | Long | Equity-common | US | $521K | 15K | 0.03 |
| Tractor Supply Co | Long | Debt | US | $45K | – | 0.00 |
| Trans-Allegheny Interstate Line Co | Long | Debt | US | $98K | – | 0.01 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $72K | – | 0.00 |
| Transocean Inc | Long | Debt | KY | $296K | – | 0.02 |
| Transocean Inc | Long | Debt | KY | $111K | – | 0.01 |
| Trinitas CLO XXVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $8M | – | 0.44 |
| Trinitas Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.28 |
| Trinity Health Corp | Long | Debt | US | $22K | – | 0.00 |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $105K | – | 0.01 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-286K | – | -0.02 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-365K | – | -0.02 | |
| TRS TREASURY BOND (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-512K | – | -0.03 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-644K | – | -0.04 | |
| TRS TREASURY BOND (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-859K | – | -0.05 | |
| TRS TRSBENCH8 INDEX (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $515K | – | 0.03 | |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.06 |
| Truist Financial Corp | Long | Debt | US | $640K | – | 0.04 |
| Tucson Electric Power Co | Long | Debt | US | $1M | – | 0.07 |
| TWDC Enterprises 18 Corp | Long | Debt | US | $28K | – | 0.00 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| UBS Commercial Mortgage Trust 2018-C10 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $916K | – | 0.05 |
| Ukraine Government International Bond | Long | Debt | UA | $299K | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $294K | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $291K | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $127K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $65K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $65K | – | 0.00 |
| UniCredit SpA | Long | Debt | IT | $1M | – | 0.06 |
| UniCredit SpA | Long | Debt | IT | $658K | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $26K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $7K | – | 0.00 |
| United Airlines 2019-1 Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $36K | – | 0.00 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $42K | – | 0.00 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $72K | – | 0.00 |
| United Airlines 2020-1 Class B Pass Through Trust (UNITED AIR 2020-1 B PTT) | Long | Debt | US | $12K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $797K | – | 0.05 |
| United Airlines Inc | Long | Debt | US | $182K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.07 |
| United Rentals North America Inc | Long | Debt | US | $508K | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $350K | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $43K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $46M | – | 2.71 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $30M | – | 1.74 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 1.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.96 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.55 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $812K | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $94K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $5M | – | 0.32 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $5M | – | 0.29 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $5M | – | 0.27 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $3M | – | 0.16 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $2M | – | 0.10 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $1M | – | 0.07 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $962K | – | 0.06 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $946K | – | 0.06 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $595K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $452K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $264K | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $191K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $59K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $56K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $5M | – | 0.31 |
| UnitedHealth Group Inc | Long | Debt | US | $661K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $180K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $20K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $13K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $9K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $3K | – | 0.00 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $21K | – | 0.00 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $2M | – | 0.10 |
| Univision Communications Inc | Long | Debt | US | $935K | – | 0.05 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $415K | – | 0.02 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $412K | – | 0.02 | |
| US Bancorp | Long | Debt | US | $27K | – | 0.00 |
| US Bancorp | Long | Debt | US | $24K | – | 0.00 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $147K | – | 0.01 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $283K | – | 0.02 | |
| USD/EUR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-289K | – | -0.02 | |
| USD/GBP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $88K | – | 0.01 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-54K | – | -0.00 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $152K | – | 0.01 |
| Utah Acquisition Sub Inc | Long | Debt | US | $29K | – | 0.00 |
| Valero Energy Corp | Long | Debt | US | $770K | – | 0.04 |
| Ventas Realty LP | Long | Debt | US | $4K | – | 0.00 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $105K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $72K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.25 |
| Verizon Communications Inc | Long | Debt | US | $906K | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $469K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $207K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $126K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $112K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $61K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $46K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $45K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $43K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $28K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $7K | – | 0.00 |
| Viatris Inc | Long | Debt | US | $871K | – | 0.05 |
| Viatris Inc | Long | Debt | US | $4K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $400K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $25K | – | 0.00 |
| Viking Cruises Ltd | Long | Debt | BM | $792K | – | 0.05 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $1M | – | 0.08 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $942K | – | 0.05 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $13K | – | 0.00 |
| Visa Inc | Long | Debt | US | $8K | – | 0.00 |
| Vistra Corp | Long | Debt | US | $2M | – | 0.12 |
| Vistra Corp | Long | Debt | US | $2M | – | 0.10 |
| Vistra Corp | Long | Debt | US | $1M | – | 0.06 |
| Vistra Operations Co LLC | Long | Debt | US | $2M | – | 0.11 |
| Vistra Operations Co LLC | Long | Debt | US | $590K | – | 0.03 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $435K | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $130K | – | 0.01 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $512K | – | 0.03 |
| VOC Escrow Ltd | Long | Debt | BM | $484K | – | 0.03 |
| Voya CLO 2013-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Vulcan Materials Co | Long | Debt | US | $14K | – | 0.00 |
| W R Berkley Corp (BERKLEY (WR) CORPORATION) | Long | Debt | US | $11K | – | 0.00 |
| Walmart Inc | Long | Debt | US | $10K | – | 0.00 |
| Walmart Inc | Long | Debt | US | $2K | – | 0.00 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $81K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.16 |
| Warnermedia Holdings Inc | Long | Debt | US | $865K | – | 0.05 |
| Waste Connections Inc | Long | Debt | CA | $33K | – | 0.00 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.21 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.36 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.22 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $55K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $19K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $18K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-C32 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Wells Fargo Commercial Mortgage Trust 2017-C40 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2019-C54 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Welltower OP LLC | Long | Debt | US | $30K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $24K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $13K | – | 0.00 |
| WESCO Distribution Inc | Long | Debt | US | $560K | – | 0.03 |
| WESCO Distribution Inc | Long | Debt | US | $296K | – | 0.02 |
| WESCO Distribution Inc | Long | Debt | US | $228K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $515K | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $4K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $794K | – | 0.05 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $29K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.06 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $59K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $54K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $25K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $24K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $12K | – | 0.00 |
| Wind River 2016-1K CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Wolverine World Wide Inc | Long | Debt | US | $564K | – | 0.03 |
| WP Carey Inc | Long | Debt | US | $1M | – | 0.09 |
| WRKCo Inc | Long | Debt | US | $25K | – | 0.00 |
| Wynn Macau Ltd | Long | Debt | KY | $710K | – | 0.04 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $270K | – | 0.02 |
| XPO Inc | Long | Debt | US | $870K | – | 0.05 |
| Yamana Gold Inc | Long | Debt | CA | $43K | – | 0.00 |
| Yara International ASA | Long | Debt | NO | $2M | – | 0.14 |
| Zoetis Inc | Long | Debt | US | $29K | – | 0.00 |
Address
Prudential Series Fund
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg Finance L.P.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
LSEG US FIN CORP.
Custodians
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Skandinaviska Enskilda Banken AB, Oslo Branch
Credit Suisse (Switzerland) Ltd.
Euroclear France
TMX GROUP LIMITED
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
The Bank of New York Mellon (United Kingdom)
The Bank of New York Mellon, SA/NV (Italy)
The Bank of New York Mellon, SA/NV (Netherlands)
Banque Nationale de Belgique SA/NV
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Citibank Europe PLC (Portugal)
UniCredit Bank Austria AG
Banco Bilbao Vizcaya Argentaria SA
Skandinaviska Enskilda Banken AB, Helsinki Branch
The Hongkong and Shanghai Banking Corporation (Hong Kong)
Skandinaviska Enskilda Banken AB, Stockholm
Citibanamex
The Bank of New York Mellon (Ireland)
Standard Chartered Bank Malaysia Berhad
The Bank of New York Mellon SA/NV (Belgium)
MUFG Bank, Ltd.
HSBC Bank Australia Limited
CIBC Mellon Trust Company (Canada)
Bank Hapoalim B.M.
The Bank of New York Mellon
Euroclear Bank SA/NV (Belgium)
HSBC NOMINEES (NEW ZEALAND) LIMITED
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
CitiGroup Global Markets Inc.
MORGAN STANLEY & CO. LLC
MIZUHO SECURITIES USA LLC
VIRTU AMERICAS LLC
J.P. Morgan Securities LLC
INSTINET, LLC
CLSA AMERICAS, LLC
BOFA SECURITIES, INC.
GOLDMAN SACHS & CO. LLC
BARCLAYS CAPITAL, INC.