The Vanguard Group, Inc. > VANGUARD FIXED INCOME SECURITIES FUNDS
VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND
$30.96B
Avg Monthly Net Assets
$35.03B
Total Assets
$848.69M
Total Liabilities
$34.18B
Net Assets
VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND is a Mutual Fund in VANGUARD FIXED INCOME SECURITIES FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $30.96B.
On September 27th, 2024 it reported 1,767 holdings, the largest
being United States Treasury Note/Bond (0.9%), United States Treasury Note/Bond (0.7%) and United States Treasury Note/Bond (0.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Admiral Shares | C000007098 | VFIDX | |
| Investor Shares | C000007097 | VFICX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $5M | – | 0.01 |
| 3M CO | Long | Debt | US | $14M | – | 0.04 |
| AB INBEV SA/NV (Anheuser-Busch InBev SA/NV) | Long | Debt | BE | $4M | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $96M | – | 0.28 |
| ABBVIE INC | Long | Debt | US | $88M | – | 0.26 |
| ABBVIE INC | Long | Debt | US | $60M | – | 0.18 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $710K | – | 0.00 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $638K | – | 0.00 |
| ABN AMRO BANK NV | Long | Debt | NL | $11M | – | 0.03 |
| ADVANCED DRAINAG (Advanced Drainage Systems Inc) | Long | Debt | US | $650K | – | 0.00 |
| ADVENT HEALTH SY (Adventist Health System/West) | Long | Debt | US | $15M | – | 0.04 |
| AEP TEXAS (AEP Texas Inc) | Long | Debt | US | $20M | – | 0.06 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $52M | – | 0.15 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $37M | – | 0.11 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $18M | – | 0.05 |
| AFFIL MANAGERS (Affiliated Managers Group Inc) | Long | Debt | US | $14M | – | 0.04 |
| AFLAC INC | Long | Debt | US | $9M | – | 0.03 |
| AGI FINANCE (AGI Finance Pty Ltd) | Long | Debt | AU | $15M | – | 0.04 |
| AGI FINANCE (AGI Finance Pty Ltd) | Long | Debt | AU | $2M | – | 0.01 |
| AGILENT TECH INC (Agilent Technologies Inc) | Long | Debt | US | $21M | – | 0.06 |
| AGILENT TECH INC (Agilent Technologies Inc) | Long | Debt | US | $9M | – | 0.03 |
| AGREE LP | Long | Debt | US | $15M | – | 0.04 |
| AGREE LP | Long | Debt | US | $7M | – | 0.02 |
| AGREE LP | Long | Debt | US | $6M | – | 0.02 |
| AGREE LP | Long | Debt | US | $5M | – | 0.02 |
| AIR LEASE CORP | Long | Debt | US | $22M | – | 0.07 |
| AIR LEASE CORP | Long | Debt | US | $10M | – | 0.03 |
| AIR LEASE CORP | Long | Debt | US | $5M | – | 0.01 |
| AIR LEASE CORP | Long | Debt | US | $2M | – | 0.01 |
| AIR LEASE CORP | Long | Debt | US | $2M | – | 0.00 |
| AIR PROD & CHEM (Air Products and Chemicals Inc) | Long | Debt | US | $15M | – | 0.05 |
| AIR PROD & CHEM (Air Products and Chemicals Inc) | Long | Debt | US | $13M | – | 0.04 |
| ALABAMA POWER CO | Long | Debt | US | $23M | – | 0.07 |
| ALABAMA POWER CO | Long | Debt | US | $11M | – | 0.03 |
| ALABAMA POWER CO | Long | Debt | US | $3M | – | 0.01 |
| ALBERTA ENERGY (Ovintiv Inc) | Long | Debt | US | $17M | – | 0.05 |
| ALBERTA ENERGY (Ovintiv Inc) | Long | Debt | US | $3M | – | 0.01 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $24M | – | 0.07 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $20M | – | 0.06 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $12M | – | 0.03 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $10M | – | 0.03 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $4M | – | 0.01 |
| ALLEGHANY CORP | Long | Debt | US | $9M | – | 0.03 |
| ALLIANZ SE | Long | Debt | DE | $4M | – | 0.01 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $88M | – | 0.26 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $10M | – | 0.03 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $10M | – | 0.03 |
| ALTRIA GROUP INC | Long | Debt | US | $57M | – | 0.17 |
| ALTRIA GROUP INC | Long | Debt | US | $56M | – | 0.16 |
| AMC NETWORKS INC | Long | Debt | US | $240K | – | 0.00 |
| AMCOR FLEXIBLES (Amcor Flexibles North America Inc) | Long | Debt | US | $17M | – | 0.05 |
| AMENTUM ESCROW (Amentum Escrow Corp) | Long | Debt | US | $194K | – | 0.00 |
| AMER AXLE & MFG (American Axle & Manufacturing Inc) | Long | Debt | US | $652K | – | 0.00 |
| AMER INTL GROUP (American International Group Inc) | Long | Debt | US | $6M | – | 0.02 |
| AMER SPORTS CO | Long | Debt | US | $347K | – | 0.00 |
| AMEREN CORP | Long | Debt | US | $31M | – | 0.09 |
| AMEREN ILLINOIS (Ameren Illinois Co) | Long | Debt | US | $42M | – | 0.12 |
| AMEREN ILLINOIS (Ameren Illinois Co) | Long | Debt | US | $28M | – | 0.08 |
| AMEREN ILLINOIS (Ameren Illinois Co) | Long | Debt | US | $8M | – | 0.02 |
| AMERICAN AIRLINE (American Airlines Inc/AAdvantage Loyalty IP Ltd) | Long | Debt | $5M | – | 0.02 | |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $4M | – | 0.01 |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $705K | – | 0.00 |
| AMERICAN ASTS LP (American Assets Trust LP) | Long | Debt | US | $9M | – | 0.03 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $88M | – | 0.26 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $46M | – | 0.13 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $22M | – | 0.06 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $17M | – | 0.05 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $10M | – | 0.03 |
| AMERICAN HOMES 4 (American Homes 4 Rent LP) | Long | Debt | US | $13M | – | 0.04 |
| AMERICAN HOMES 4 (American Homes 4 Rent LP) | Long | Debt | US | $10M | – | 0.03 |
| AMERICAN HOMES 4 (American Homes 4 Rent LP) | Long | Debt | US | $8M | – | 0.02 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $49M | – | 0.14 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $22M | – | 0.07 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $12M | – | 0.04 |
| AMERICAN INTERNA (American International Group Inc) | Long | Debt | US | $15M | – | 0.04 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $23M | – | 0.07 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $17M | – | 0.05 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $15M | – | 0.05 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $13M | – | 0.04 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $8M | – | 0.02 |
| AMERICAN WATER (American Water Capital Corp) | Long | Debt | US | $5M | – | 0.01 |
| AMERICAN WATER (American Water Capital Corp) | Long | Debt | US | $4M | – | 0.01 |
| AMGEN INC | Long | Debt | US | $44M | – | 0.13 |
| AMGEN INC | Long | Debt | US | $43M | – | 0.12 |
| AMGEN INC | Long | Debt | US | $26M | – | 0.08 |
| AMGEN INC | Long | Debt | US | $17M | – | 0.05 |
| AMGEN INC | Long | Debt | US | $9M | – | 0.03 |
| AMWINS GROUP INC | Long | Debt | US | $923K | – | 0.00 |
| AMWINS GROUP INC | Long | Debt | US | $221K | – | 0.00 |
| ANALOG DEVICES (Analog Devices Inc) | Long | Debt | US | $22M | – | 0.06 |
| ANALOG DEVICES (Analog Devices Inc) | Long | Debt | US | $14M | – | 0.04 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $47M | – | 0.14 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $689K | – | 0.00 |
| ANTOFAGASTA (Antofagasta PLC) | Long | Debt | GB | $6M | – | 0.02 |
| AON CORP | Long | Debt | US | $7M | – | 0.02 |
| AON CORP/AON GLO (Aon Corp / Aon Global Holdings PLC) | Long | Debt | $29M | – | 0.08 | |
| AON CORP/AON GLO (Aon Corp / Aon Global Holdings PLC) | Long | Debt | $12M | – | 0.03 | |
| AON CORP/AON GLO (Aon Corp / Aon Global Holdings PLC) | Long | Debt | $6M | – | 0.02 | |
| AON CORP/AON GLO (Aon Corp / Aon Global Holdings PLC) | Long | Debt | US | $5M | – | 0.02 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $36M | – | 0.10 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $20M | – | 0.06 |
| APPALACHIAN PWR (Appalachian Power Co) | Long | Debt | US | $21M | – | 0.06 |
| ARCHER-DANIELS (Archer-Daniels-Midland Co) | Long | Debt | US | $18M | – | 0.05 |
| ARDAGH METAL PAC (Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC) | Long | Debt | $1M | – | 0.00 | |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $2M | – | 0.00 |
| AROUNDTOWN SA | Long | Debt | LU | $5M | – | 0.02 |
| AROUNDTOWN SA | Long | Debt | LU | $293K | – | 0.00 |
| ARTHUR J GALLAGH (Arthur J Gallagher & Co) | Long | Debt | US | $13M | – | 0.04 |
| ARTHUR J GALLAGH (Arthur J Gallagher & Co) | Long | Debt | US | $9M | – | 0.03 |
| ASCENSION HEALTH | Long | Debt | US | $2M | – | 0.01 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $38M | – | 0.11 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $25M | – | 0.07 |
| ASTRAZENECA PLC | Long | Debt | GB | $49M | – | 0.14 |
| AT&T INC | Long | Debt | US | $79M | – | 0.23 |
| AT&T INC | Long | Debt | US | $67M | – | 0.20 |
| AT&T INC | Long | Debt | US | $46M | – | 0.13 |
| AT&T INC | Long | Debt | US | $25M | – | 0.07 |
| AT&T INC | Long | Debt | US | $14M | – | 0.04 |
| ATHENE HOLDING (Athene Holding Ltd) | Long | Debt | US | $31M | – | 0.09 |
| ATHENE HOLDING (Athene Holding Ltd) | Long | Debt | US | $6M | – | 0.02 |
| ATHENE HOLDING (Athene Holding Ltd) | Long | Debt | US | $2M | – | 0.01 |
| ATLASSIAN CORP | Long | Debt | US | $16M | – | 0.05 |
| ATMOS ENERGY COR (Atmos Energy Corp) | Long | Debt | US | $11M | – | 0.03 |
| AUD/USD FWD 20240918 | Derivative-foreign exchange | $5M | – | 0.02 | ||
| AURIZON FINANCE (Aurizon Finance Pty Ltd) | Long | Debt | AU | $18M | – | 0.05 |
| AURIZON NETWORK (Aurizon Network Pty Ltd) | Long | Debt | AU | $3M | – | 0.01 |
| AUSNET SERVICES (AusNet Services Holdings Pty Ltd) | Long | Debt | AU | $3M | – | 0.01 |
| AUST & NZ BANK (Australia & New Zealand Banking Group Ltd) | Long | Debt | AU | $3M | – | 0.01 |
| AUST & NZ BANK (Australia & New Zealand Banking Group Ltd) | Long | Debt | AU | $3M | – | 0.01 |
| AUST 10Y BOND FUT Sep24 | Derivative-interest rate | $-1M | – | -0.00 | ||
| AUST 3YR BOND FUT Sep24 | Derivative-interest rate | $-488K | – | -0.00 | ||
| AUTOZONE INC | Long | Debt | US | $23M | – | 0.07 |
| AUTOZONE INC | Long | Debt | US | $20M | – | 0.06 |
| AUTOZONE INC | Long | Debt | US | $15M | – | 0.04 |
| AUTOZONE INC | Long | Debt | US | $14M | – | 0.04 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $13M | – | 0.04 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $10M | – | 0.03 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $10M | – | 0.03 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $7M | – | 0.02 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $4M | – | 0.01 |
| AXA SA | Long | Debt | FR | $12M | – | 0.04 |
| AXA SA | Long | Debt | FR | $7M | – | 0.02 |
| AXALTA COATING S (Axalta Coating Systems Dutch Holding B BV) | Long | Debt | NL | $354K | – | 0.00 |
| AYVENS SA | Long | Debt | FR | $13M | – | 0.04 |
| B&G FOODS INC | Long | Debt | US | $648K | – | 0.00 |
| BACM 2015-UBS7 C (Banc of America Commercial Mortgage Trust 2015-UBS7) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| BACM 2017-BNK3 A4 (Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BAE SYSTEMS PLC | Long | Debt | GB | $24M | – | 0.07 |
| BAE SYSTEMS PLC | Long | Debt | GB | $9M | – | 0.02 |
| BALL CORP | Long | Debt | US | $2M | – | 0.01 |
| BALL CORP | Long | Debt | US | $1M | – | 0.00 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $48M | – | 0.14 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $41M | – | 0.12 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $31M | – | 0.09 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $23M | – | 0.07 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $4M | – | 0.01 |
| BANK 2019-BN18 A4 (BANK 2019-BNK18) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 2022-BNK40 A4 | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| BANK 2022-BNK43 A5 | Long | ABS-mortgage backed security | US | $18M | – | 0.05 |
| BANK 2024-BNK47 A5 | Long | ABS-mortgage backed security | US | $41M | – | 0.12 |
| BANK GOSPODARSTW (Bank Gospodarstwa Krajowego) | Long | Debt | PL | $28M | – | 0.08 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $21M | – | 0.06 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $14M | – | 0.04 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $5M | – | 0.01 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $3M | – | 0.01 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $90M | – | 0.26 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $72M | – | 0.21 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $70M | – | 0.21 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $66M | – | 0.19 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $64M | – | 0.19 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $63M | – | 0.19 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $57M | – | 0.17 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $46M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $45M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $44M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $41M | – | 0.12 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $41M | – | 0.12 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $34M | – | 0.10 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $33M | – | 0.10 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $30M | – | 0.09 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $26M | – | 0.08 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $23M | – | 0.07 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $8M | – | 0.02 |
| BANK OF MONTREAL | Long | Debt | CA | $52M | – | 0.15 |
| BANK OF MONTREAL | Long | Debt | CA | $14M | – | 0.04 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $101M | – | 0.30 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $90M | – | 0.26 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $74M | – | 0.22 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $61M | – | 0.18 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $59M | – | 0.17 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $35M | – | 0.10 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $19M | – | 0.05 |
| BANQ FED CRD MUT (Banque Federative du Credit Mutuel SA) | Long | Debt | FR | $3M | – | 0.01 |
| BARCLAYS PLC | Long | Debt | GB | $74M | – | 0.22 |
| BARCLAYS PLC | Long | Debt | GB | $27M | – | 0.08 |
| BARCLAYS PLC | Long | Debt | GB | $26M | – | 0.08 |
| BARCLAYS PLC | Long | Debt | GB | $16M | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $14M | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $14M | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $13M | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $12M | – | 0.03 |
| BARCLAYS PLC | Long | Debt | GB | $5M | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $86M | – | 0.25 |
| BAT CAPITAL CORP | Long | Debt | US | $46M | – | 0.13 |
| BAT CAPITAL CORP | Long | Debt | US | $38M | – | 0.11 |
| BAT CAPITAL CORP | Long | Debt | US | $35M | – | 0.10 |
| BAT CAPITAL CORP | Long | Debt | US | $32M | – | 0.09 |
| BAT CAPITAL CORP | Long | Debt | US | $21M | – | 0.06 |
| BAT CAPITAL CORP | Long | Debt | US | $21M | – | 0.06 |
| BAT CAPITAL CORP | Long | Debt | US | $21M | – | 0.06 |
| BAT CAPITAL CORP | Long | Debt | US | $17M | – | 0.05 |
| BAT CAPITAL CORP | Long | Debt | US | $11M | – | 0.03 |
| BAT CAPITAL CORP | Long | Debt | US | $4M | – | 0.01 |
| BAT NETHERLANDS (BAT Netherlands Finance BV) | Long | Debt | NL | $7M | – | 0.02 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Debt | CA | $1M | – | 0.00 |
| BAXTER INTL (Baxter International Inc) | Long | Debt | US | $29M | – | 0.08 |
| BAXTER INTL (Baxter International Inc) | Long | Debt | US | $23M | – | 0.07 |
| BAXTER INTL (Baxter International Inc) | Long | Debt | US | $20M | – | 0.06 |
| BAYER AG | Long | Debt | DE | $4M | – | 0.01 |
| BBCMS 2020-C6 A4 (BBCMS Mortgage Trust 2020-C6) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BBCMS 2021-C10 A5 (BBCMS Trust 2021-C10) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BBCMS 2021-C9 A5 (BBCMS Mortgage Trust 2021-C9) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| BBCMS 2022-C16 A5 (BBCMS Mortgage Trust 2022-C16) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| BBCMS 2022-C17 A5 (BBCMS Mortgage Trust 2022-C17) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BBCMS 2023-C22 A5 (BBCMS Mortgage Trust 2023-C22) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BBCMS 2024-C24 A5 (BBCMS Mortgage Trust 2024-C24) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BBCMS 2024-C26 A5 (BBCMS Mortgage Trust 2024-C26) | Long | ABS-mortgage backed security | US | $14M | – | 0.04 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $37M | – | 0.11 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $26M | – | 0.08 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $19M | – | 0.06 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $19M | – | 0.06 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $12M | – | 0.03 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $7M | – | 0.02 |
| BELL CANADA (Bell Telephone Co of Canada or Bell Canada) | Long | Debt | CA | $10M | – | 0.03 |
| BERKSHIRE HATHAW (Berkshire Hathaway Energy Co) | Long | Debt | US | $24M | – | 0.07 |
| BERKSHIRE HATHAW (Berkshire Hathaway Energy Co) | Long | Debt | US | $19M | – | 0.06 |
| BERMUDA-GOVT OF (Bermuda Government International Bond) | Long | Debt | BM | $18M | – | 0.05 |
| BERMUDA-GOVT OF (Bermuda Government International Bond) | Long | Debt | BM | $17M | – | 0.05 |
| BGARIA-FLIRB-REG (Bulgaria Government International Bond) | Long | Debt | BG | $11M | – | 0.03 |
| BHP FINANCE USA (BHP Billiton Finance USA Ltd) | Long | Debt | AU | $40M | – | 0.12 |
| BHP FINANCE USA (BHP Billiton Finance USA Ltd) | Long | Debt | AU | $21M | – | 0.06 |
| BHP FINANCE USA (BHP Billiton Finance USA Ltd) | Long | Debt | AU | $15M | – | 0.04 |
| BLACKROCK FUND (BlackRock Funding Inc) | Long | Debt | US | $21M | – | 0.06 |
| BLACKROCK FUND (BlackRock Funding Inc) | Long | Debt | US | $17M | – | 0.05 |
| BLACKROCK INC | Long | Debt | US | $31M | – | 0.09 |
| BLACKROCK INC | Long | Debt | US | $17M | – | 0.05 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $17M | – | 0.05 |
| BLOCK INC | Long | Debt | US | $2M | – | 0.01 |
| BLUE OWL FIN LLC (Blue Owl Finance LLC) | Long | Debt | US | $20M | – | 0.06 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $940K | – | 0.00 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $519K | – | 0.00 |
| BMARK 2018-B8 A4 (Benchmark 2018-B8 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BMARK 2019-B15 A5 (Benchmark 2019-B15 Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BMARK 2020-B16 A5 (Benchmark 2020-B16 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BMARK 2022-B36 A5 (Benchmark 2022-B36 Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.06 |
| BMARK 2023-B38 A4 (Benchmark 2023-B38 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BMO 2023-C7 A5 (BMO 2023-C7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.07 |
| BMO 2024-C8 A5 (BMO 2024-C8 Mortgage Trust) | Long | ABS-mortgage backed security | US | $35M | – | 0.10 |
| BMO 2024-C9 A5 (BMO 2024-C9 Mortgage Trust) | Long | ABS-mortgage backed security | US | $46M | – | 0.13 |
| BMW US CAP LLC (BMW US Capital LLC) | Long | Debt | US | $17M | – | 0.05 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $3M | – | 0.01 |
| BOAD (Banque Ouest Africaine de Developpement) | Long | Debt | $603K | – | 0.00 | |
| BOARDWALK PIPELI (Boardwalk Pipelines LP) | Long | Debt | US | $6M | – | 0.02 |
| BOARDWALK PIPELI (Boardwalk Pipelines LP) | Long | Debt | US | $4M | – | 0.01 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $91M | – | 0.27 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $14M | – | 0.04 |
| BOEING CO/THE | Long | Debt | US | $52M | – | 0.15 |
| BOEING CO/THE | Long | Debt | US | $37M | – | 0.11 |
| BOMBARDIER INC | Long | Debt | CA | $675K | – | 0.00 |
| BOMBARDIER INC | Long | Debt | CA | $562K | – | 0.00 |
| BOOKING HLDS INC (Booking Holdings Inc) | Long | Debt | US | $36M | – | 0.10 |
| BOOKING HLDS INC (Booking Holdings Inc) | Long | Debt | US | $7M | – | 0.02 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Debt | US | $466K | – | 0.00 |
| BOSTON PROP LP (Boston Properties LP) | Long | Debt | US | $17M | – | 0.05 |
| BOSTON PROP LP (Boston Properties LP) | Long | Debt | US | $14M | – | 0.04 |
| BOSTON PROP LP (Boston Properties LP) | Long | Debt | US | $2M | – | 0.01 |
| BOSTON SCIENTIFC (Boston Scientific Corp) | Long | Debt | US | $82M | – | 0.24 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $57M | – | 0.17 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $52M | – | 0.15 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $30M | – | 0.09 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $15M | – | 0.04 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $11M | – | 0.03 |
| BPCE (BPCE SA) | Long | Debt | FR | $14M | – | 0.04 |
| BPCE (BPCE SA) | Long | Debt | FR | $12M | – | 0.04 |
| BRASKEM NL (Braskem Netherlands Finance BV) | Long | Debt | NL | $7M | – | 0.02 |
| BRIGHTHOUSE FINA (Brighthouse Financial Inc) | Long | Debt | US | $2M | – | 0.00 |
| BRINK'S CO/THE | Long | Debt | US | $192K | – | 0.00 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $59M | – | 0.17 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $37M | – | 0.11 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $22M | – | 0.06 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $21M | – | 0.06 |
| BRIT AMER TOBACC (British American Tobacco PLC) | Long | Debt | GB | $3M | – | 0.01 |
| BRITISH TELECOMM (British Telecommunications PLC) | Long | Debt | GB | $28M | – | 0.08 |
| BRITISH TELECOMM (British Telecommunications PLC) | Long | Debt | GB | $8M | – | 0.02 |
| BRIXMOR OPERATIN (Brixmor Operating Partnership LP) | Long | Debt | US | $18M | – | 0.05 |
| BRIXMOR OPERATIN (Brixmor Operating Partnership LP) | Long | Debt | US | $8M | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $72M | – | 0.21 |
| BROADCOM INC | Long | Debt | US | $69M | – | 0.20 |
| BROADCOM INC | Long | Debt | US | $56M | – | 0.16 |
| BROADCOM INC | Long | Debt | US | $38M | – | 0.11 |
| BROADCOM INC | Long | Debt | US | $35M | – | 0.10 |
| BROADCOM INC | Long | Debt | US | $32M | – | 0.09 |
| BROADCOM INC | Long | Debt | US | $12M | – | 0.04 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Debt | US | $21M | – | 0.06 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Debt | US | $12M | – | 0.04 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Debt | US | $8M | – | 0.02 |
| BROWN-FORMAN (Brown-Forman Corp) | Long | Debt | US | $9M | – | 0.03 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Debt | US | $2M | – | 0.00 |
| CABLE ONE INC | Long | Debt | US | $387K | – | 0.00 |
| CADILLAC FAIRVIE (Ontario Teachers' Cadillac Fairview Properties Trust) | Long | Debt | CA | $11M | – | 0.03 |
| CADILLAC FAIRVIE (Ontario Teachers' Cadillac Fairview Properties Trust) | Long | Debt | CA | $7M | – | 0.02 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $400K | – | 0.00 |
| CAMDEN PROP TRST (Camden Property Trust) | Long | Debt | US | $10M | – | 0.03 |
| CAMPBELL SOUP CO | Long | Debt | US | $25M | – | 0.07 |
| CAMPBELL SOUP CO | Long | Debt | US | $17M | – | 0.05 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $27M | – | 0.08 |
| CAN NATURAL RES (Canadian Natural Resources Ltd) | Long | Debt | CA | $18M | – | 0.05 |
| CAN NATURAL RES (Canadian Natural Resources Ltd) | Long | Debt | CA | $13M | – | 0.04 |
| CANADIAN NATL RE (Canadian Natural Resources Ltd) | Long | Debt | CA | $30M | – | 0.09 |
| CANADIAN NATL RR (Canadian National Railway Co) | Long | Debt | CA | $25M | – | 0.07 |
| CANADIAN PACIFIC (Canadian Pacific Railway Co) | Long | Debt | CA | $3M | – | 0.01 |
| CANPACK SA (Canpack SA / Canpack US LLC) | Long | Debt | $5M | – | 0.02 | |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $102M | – | 0.30 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $77M | – | 0.22 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $57M | – | 0.17 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $50M | – | 0.15 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $20M | – | 0.06 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $18M | – | 0.05 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $10M | – | 0.03 |
| CARGILL INC | Long | Debt | US | $7M | – | 0.02 |
| CARNIVAL CORP | Long | Debt | PA | $6M | – | 0.02 |
| CARRIER GLOBAL (Carrier Global Corp) | Long | Debt | US | $19M | – | 0.06 |
| CARRIER GLOBAL (Carrier Global Corp) | Long | Debt | US | $3M | – | 0.01 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $2M | – | 0.01 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $2M | – | 0.00 |
| CBOE GLOBAL MKTS (Cboe Global Markets Inc) | Long | Debt | US | $7M | – | 0.02 |
| CBOE GLOBAL MKTS (Cboe Global Markets Inc) | Long | Debt | US | $6M | – | 0.02 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $7M | – | 0.02 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $2M | – | 0.01 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $192K | – | 0.00 |
| CD 2016-CD1 C (CD 2016-CD1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| CD 2017-CD5 AS (CD 2017-CD5 Mortgage Trust) | Long | ABS-mortgage backed security | US | $769K | – | 0.00 |
| CD 2017-CD6 AM (CD 2017-CD6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CD 2018-CD7 C (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CDX.NA.IG.42.V1 5YR RTP @ 50.00000 | Derivative-credit | $1M | – | 0.00 | ||
| CDX.NA.IG.42.V1 5YR RTP @ 52.50000 | Derivative-credit | $575K | – | 0.00 | ||
| CDX.NA.IG.42.V1 5YR RTP @ 70.00000 | Derivative-credit | $-268K | – | -0.00 | ||
| CEDARS-SINAI HLT (Cedars-Sinai Health System) | Long | Debt | US | $2M | – | 0.01 |
| CELANESE US HLDS (Celanese US Holdings LLC) | Long | Debt | US | $27M | – | 0.08 |
| CELANESE US HLDS (Celanese US Holdings LLC) | Long | Debt | US | $16M | – | 0.05 |
| CENCORA INC | Long | Debt | US | $63M | – | 0.18 |
| CENCORA INC | Long | Debt | US | $25M | – | 0.07 |
| CENCORA INC | Long | Debt | US | $5M | – | 0.02 |
| CENCOSUD SA | Long | Debt | CL | $9M | – | 0.03 |
| CENOVUS ENERGY (Cenovus Energy Inc) | Long | Debt | CA | $31M | – | 0.09 |
| CENTENE CORP | Long | Debt | US | $39M | – | 0.11 |
| CENTENE CORP | Long | Debt | US | $37M | – | 0.11 |
| CENTENE CORP | Long | Debt | US | $34M | – | 0.10 |
| CENTENE CORP | Long | Debt | US | $28M | – | 0.08 |
| CENTENE CORP | Long | Debt | US | $18M | – | 0.05 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $20M | – | 0.06 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $12M | – | 0.04 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $10M | – | 0.03 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $8M | – | 0.02 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $5M | – | 0.01 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $36M | – | 0.10 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $11M | – | 0.03 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $9M | – | 0.02 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $8M | – | 0.02 |
| CF 2019-CF3 A4 (Cantor Commercial Real Estate Lending 2019-CF3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CFCRE 2016-C4 A4 (CFCRE Commercial Mortgage Trust 2016-C4) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| CGCMT 2015-GC33 C (Citigroup Commercial Mortgage Trust 2015-GC33) | Long | ABS-mortgage backed security | US | $778K | – | 0.00 |
| CGCMT 2017-P8 B (Citigroup Commercial Mortgage Trust 2017-P8) | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| CGCMT 2017-P8 C (Citigroup Commercial Mortgage Trust 2017-P8) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| CGCMT 2018-C5 A4 (Citigroup Commercial Mortgage Trust 2018-C5) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $72M | – | 0.21 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $37M | – | 0.11 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $18M | – | 0.05 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $8M | – | 0.02 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $6M | – | 0.02 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $4M | – | 0.01 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $401K | – | 0.00 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $300K | – | 0.00 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $31M | – | 0.09 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $27M | – | 0.08 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $12M | – | 0.03 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $4M | – | 0.01 |
| CHENIERE CORP CH (Cheniere Corpus Christi Holdings LLC) | Long | Debt | US | $55M | – | 0.16 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $85M | – | 0.25 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $37M | – | 0.11 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $25M | – | 0.07 |
| CHILE ELECTR LUX (Chile Electricity Lux MPC Sarl) | Long | Debt | LU | $17M | – | 0.05 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $1M | – | 0.00 |
| CHUBB INA HLDGS (Chubb INA Holdings LLC) | Long | Debt | US | $39M | – | 0.11 |
| CHUBB INA HLDGS (Chubb INA Holdings LLC) | Long | Debt | US | $6M | – | 0.02 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $7M | – | 0.02 |
| CIGNA GROUP/THE | Long | Debt | US | $36M | – | 0.11 |
| CIGNA GROUP/THE | Long | Debt | US | $33M | – | 0.10 |
| CIGNA GROUP/THE | Long | Debt | US | $30M | – | 0.09 |
| CISCO SYSTEMS (Cisco Systems Inc) | Long | Debt | US | $115M | – | 0.34 |
| CISCO SYSTEMS (Cisco Systems Inc) | Long | Debt | US | $41M | – | 0.12 |
| CITIBANK NA | Long | Debt | US | $90M | – | 0.26 |
| CITIBANK NA | Long | Debt | US | $16M | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $51M | – | 0.15 |
| CITIGROUP INC | Long | Debt | US | $47M | – | 0.14 |
| CITIGROUP INC | Long | Debt | US | $47M | – | 0.14 |
| CITIGROUP INC | Long | Debt | US | $45M | – | 0.13 |
| CITIGROUP INC | Long | Debt | US | $45M | – | 0.13 |
| CITIGROUP INC | Long | Debt | US | $41M | – | 0.12 |
| CITIGROUP INC | Long | Debt | US | $40M | – | 0.12 |
| CITIGROUP INC | Long | Debt | US | $34M | – | 0.10 |
| CITIGROUP INC | Long | Debt | US | $32M | – | 0.09 |
| CITIGROUP INC | Long | Debt | US | $21M | – | 0.06 |
| CITIGROUP INC | Long | Debt | US | $11M | – | 0.03 |
| CITIZENS FIN GRP (Citizens Financial Group Inc) | Long | Debt | US | $15M | – | 0.04 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $455K | – | 0.00 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $279K | – | 0.00 |
| CK HUTCHISON (CK Hutchison Group Telecom Finance SA) | Long | Debt | LU | $7M | – | 0.02 |
| CLARIOS GLOBAL (Clarios Global LP / Clarios US Finance Co) | Long | Debt | $2M | – | 0.01 | |
| CLARIOS GLOBAL L (Clarios Global LP) | Long | Debt | CA | $300K | – | 0.00 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $3M | – | 0.01 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $268K | – | 0.00 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $3M | – | 0.01 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $130K | – | 0.00 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Debt | US | $2M | – | 0.00 |
| CNA FINANCIAL (CNA Financial Corp) | Long | Debt | US | $10M | – | 0.03 |
| CNO FINANCIAL (CNO Financial Group Inc) | Long | Debt | US | $31M | – | 0.09 |
| CNT PAR/CDK GL/F (Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc) | Long | Debt | US | $237K | – | 0.00 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $855K | – | 0.00 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $511K | – | 0.00 |
| CODELCO INC (Corp Nacional del Cobre de Chile) | Long | Debt | CL | $5M | – | 0.02 |
| COFIDE (Corp Financiera de Desarrollo SA) | Long | Debt | PE | $8M | – | 0.02 |
| COLGATE-PALM CO (Colgate-Palmolive Co) | Long | Debt | US | $7M | – | 0.02 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $47M | – | 0.14 |
| COLUMBIA PIPE HC (Columbia Pipelines Holding Co LLC) | Long | Debt | US | $18M | – | 0.05 |
| COLUMBIA PIPE OC (Columbia Pipelines Operating Co LLC) | Long | Debt | US | $6M | – | 0.02 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $5M | – | 0.02 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $3M | – | 0.01 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $3M | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $62M | – | 0.18 |
| COMCAST CORP | Long | Debt | US | $35M | – | 0.10 |
| COMCAST CORP | Long | Debt | US | $27M | – | 0.08 |
| COMCAST CORP | Long | Debt | US | $18M | – | 0.05 |
| COMCAST CORP | Long | Debt | US | $14M | – | 0.04 |
| COMCAST CORP | Long | Debt | US | $7M | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $6M | – | 0.02 |
| COMISION FEDERAL (Comision Federal de Electricidad) | Long | Debt | MX | $6M | – | 0.02 |
| COMM 2013-CR6 B (COMM 2013-CCRE6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| COMMONSPIRIT (CommonSpirit Health) | Long | Debt | US | $452K | – | 0.00 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $21M | – | 0.06 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $15M | – | 0.04 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $11M | – | 0.03 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $9M | – | 0.03 |
| CONN LIGHT & PWR (Connecticut Light and Power Co/The) | Long | Debt | US | $3M | – | 0.01 |
| CONOCOPHIL CO (ConocoPhillips Co) | Long | Debt | US | $20M | – | 0.06 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $21M | – | 0.06 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $14M | – | 0.04 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $7M | – | 0.02 |
| CONSTELLIUM SE | Long | Debt | FR | $198K | – | 0.00 |
| CONSUMERS ENERGY (Consumers Energy Co) | Long | Debt | US | $5M | – | 0.01 |
| CONSUMERS ENERGY (Consumers Energy Co) | Long | Debt | US | $4M | – | 0.01 |
| COPT DEFENSE LP (COPT Defense Properties LP) | Long | Debt | US | $5M | – | 0.02 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $62M | – | 0.18 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $37M | – | 0.11 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $26M | – | 0.08 |
| COSTCO COMPANIES (Costco Wholesale Corp) | Long | Debt | US | $11M | – | 0.03 |
| COTY/HFC PREST (Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC) | Long | Debt | US | $354K | – | 0.00 |
| CREDIT SUIS USA (Credit Suisse USA LLC) | Long | Debt | US | $26M | – | 0.08 |
| CRELAN SA | Long | Debt | BE | $10M | – | 0.03 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $19M | – | 0.06 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $12M | – | 0.03 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $2M | – | 0.01 |
| CROWNROCK LP/CR (CrownRock LP / CrownRock Finance Inc) | Long | Debt | US | $2M | – | 0.00 |
| CSAIL 2015-C3 C (CSAIL 2015-C3 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| CSAIL 2020-C19 A3 (CSAIL 2020-C19 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $974K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $578K | – | 0.00 |
| CSL FINANCE PLC | Long | Debt | GB | $26M | – | 0.07 |
| CSL FINANCE PLC | Long | Debt | GB | $20M | – | 0.06 |
| CSX CORP | Long | Debt | US | $29M | – | 0.08 |
| CSX CORP | Long | Debt | US | $5M | – | 0.01 |
| CUBESMART LP | Long | Debt | US | $22M | – | 0.07 |
| CVS HEALTH CORP | Long | Debt | US | $52M | – | 0.15 |
| CVS HEALTH CORP | Long | Debt | US | $50M | – | 0.15 |
| CVS HEALTH CORP | Long | Debt | US | $46M | – | 0.13 |
| CVS HEALTH CORP | Long | Debt | US | $37M | – | 0.11 |
| CVS HEALTH CORP | Long | Debt | US | $31M | – | 0.09 |
| CVS HEALTH CORP | Long | Debt | US | $20M | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $20M | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $17M | – | 0.05 |
| CVS HEALTH CORP | Long | Debt | US | $15M | – | 0.04 |
| DAIMLER TRUCK (Daimler Truck Finance North America LLC) | Long | Debt | US | $22M | – | 0.06 |
| DANA INC | Long | Debt | US | $1M | – | 0.00 |
| DANA INC | Long | Debt | US | $534K | – | 0.00 |
| DANSKE BANK A/S | Long | Debt | DK | $5M | – | 0.01 |
| DAVITA INC | Long | Debt | US | $1M | – | 0.00 |
| DCP MIDSTREAM OP (DCP Midstream Operating LP) | Long | Debt | US | $22M | – | 0.07 |
| DEERE & CO | Long | Debt | US | $2M | – | 0.01 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $59M | – | 0.17 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $45M | – | 0.13 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $14M | – | 0.04 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $5M | – | 0.01 |
| DELTA AIR LINES (Delta Air Lines Inc) | Long | Debt | US | $1M | – | 0.00 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $28M | – | 0.08 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $20M | – | 0.06 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $18M | – | 0.05 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $16M | – | 0.05 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $7M | – | 0.02 |
| DEUTSCHE TEL FIN (Deutsche Telekom International Finance BV) | Long | Debt | NL | $71M | – | 0.21 |
| DEUTSCHE TEL FIN (Deutsche Telekom International Finance BV) | Long | Debt | NL | $6M | – | 0.02 |
| DIAGEO CAP PLC (Diageo Capital PLC) | Long | Debt | GB | $12M | – | 0.04 |
| DIAGEO CAP PLC (Diageo Capital PLC) | Long | Debt | GB | $10M | – | 0.03 |
| DIAMOND FRGN/FIN (Diamond Foreign Asset Co / Diamond Finance LLC) | Long | Debt | KY | $893K | – | 0.00 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $53M | – | 0.15 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $46M | – | 0.13 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $45M | – | 0.13 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $35M | – | 0.10 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $31M | – | 0.09 |
| DIGITAL DUTCH (Digital Dutch Finco BV) | Long | Debt | NL | $7M | – | 0.02 |
| DIGITAL DUTCH (Digital Dutch Finco BV) | Long | Debt | NL | $4M | – | 0.01 |
| DIRECTV FINANCIN (Directv Financing LLC) | Long | Loan | US | $120K | – | 0.00 |
| DISCOVER BANK | Long | Debt | US | $21M | – | 0.06 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $16M | – | 0.05 |
| DISH NETWORK (DISH Network Corp) | Long | Debt | US | $2M | – | 0.01 |
| DOLLAR GENERAL (Dollar General Corp) | Long | Debt | US | $28M | – | 0.08 |
| DOLLAR GENERAL (Dollar General Corp) | Long | Debt | US | $10M | – | 0.03 |
| DOMINION ENERGY (Dominion Energy Inc) | Long | Debt | US | $35M | – | 0.10 |
| DOMINION ENERGY (Dominion Energy Inc) | Long | Debt | US | $11M | – | 0.03 |
| DOMINION ENERGY (Dominion Energy South Carolina Inc) | Long | Debt | US | $9M | – | 0.03 |
| DOMINION ENERGY (Dominion Energy Inc) | Long | Debt | US | $4M | – | 0.01 |
| DOMINION RESOURC (Dominion Energy Inc) | Long | Debt | US | $5M | – | 0.02 |
| DOVER CORP | Long | Debt | US | $3M | – | 0.01 |
| DOW CHEMICAL CO (Dow Chemical Co/The) | Long | Debt | US | $38M | – | 0.11 |
| DOW CHEMICAL CO (Dow Chemical Co/The) | Long | Debt | US | $9M | – | 0.03 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $3M | – | 0.01 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $2M | – | 0.00 |
| DTE ELECTRIC CO | Long | Debt | US | $27M | – | 0.08 |
| DTE ELECTRIC CO | Long | Debt | US | $20M | – | 0.06 |
| DTE ELECTRIC CO | Long | Debt | US | $15M | – | 0.04 |
| DTE ELECTRIC CO | Long | Debt | US | $11M | – | 0.03 |
| DTE ELECTRIC CO | Long | Debt | US | $10M | – | 0.03 |
| DTE ENERGY CO | Long | Debt | US | $42M | – | 0.12 |
| DTE ENERGY CO | Long | Debt | US | $17M | – | 0.05 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $25M | – | 0.07 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $22M | – | 0.07 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $20M | – | 0.06 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $7M | – | 0.02 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $6M | – | 0.02 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $37M | – | 0.11 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $26M | – | 0.08 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $14M | – | 0.04 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $30M | – | 0.09 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $16M | – | 0.05 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $14M | – | 0.04 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $9M | – | 0.02 |
| DUKE ENERGY IND (Duke Energy Indiana LLC) | Long | Debt | US | $26M | – | 0.07 |
| DUKE ENERGY OHIO (Duke Energy Ohio Inc) | Long | Debt | US | $10M | – | 0.03 |
| DUKE ENERGY OHIO (Duke Energy Ohio Inc) | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY PROG (Duke Energy Progress LLC) | Long | Debt | US | $15M | – | 0.04 |
| DUKE ENERGY PROG (Duke Energy Progress LLC) | Long | Debt | US | $14M | – | 0.04 |
| DUKE ENERGY PROG (Duke Energy Progress LLC) | Long | Debt | US | $6M | – | 0.02 |
| EASTMAN CHEMICAL (Eastman Chemical Co) | Long | Debt | US | $25M | – | 0.07 |
| EASTMAN CHEMICAL (Eastman Chemical Co) | Long | Debt | US | $15M | – | 0.05 |
| EATON CORP | Long | Debt | US | $24M | – | 0.07 |
| EBAY INC | Long | Debt | US | $13M | – | 0.04 |
| EBAY INC | Long | Debt | US | $10M | – | 0.03 |
| EBAY INC | Long | Debt | US | $6M | – | 0.02 |
| ECOLAB INC | Long | Debt | US | $18M | – | 0.05 |
| ECOPETROL SA | Long | Debt | CO | $11M | – | 0.03 |
| ECOPETROL SA | Long | Debt | CO | $8M | – | 0.02 |
| ECOPETROL SA | Long | Debt | CO | $772K | – | 0.00 |
| EL PASO CORP (Kinder Morgan Inc) | Long | Debt | US | $1M | – | 0.00 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $5M | – | 0.02 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $5M | – | 0.01 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $5M | – | 0.01 |
| ELECTRONIC ARTS (Electronic Arts Inc) | Long | Debt | US | $29M | – | 0.08 |
| ELEMENT SOLN INC (Element Solutions Inc) | Long | Debt | US | $2M | – | 0.01 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $51M | – | 0.15 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $33M | – | 0.10 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $18M | – | 0.05 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $9M | – | 0.03 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $6M | – | 0.02 |
| ELI LILLY & CO | Long | Debt | US | $25M | – | 0.07 |
| EMBRAER NL FINAN (Embraer Netherlands Finance BV) | Long | Debt | NL | $4M | – | 0.01 |
| EMERSON ELECTRIC (Emerson Electric Co) | Long | Debt | US | $14M | – | 0.04 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $31M | – | 0.09 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $13M | – | 0.04 |
| EMRLD BOR / EMRD (EMRLD Borrower LP / Emerald Co-Issuer Inc) | Long | Debt | US | $831K | – | 0.00 |
| ENBRIDGE INC | Long | Debt | CA | $61M | – | 0.18 |
| ENBRIDGE INC | Long | Debt | CA | $46M | – | 0.13 |
| ENBRIDGE INC | Long | Debt | CA | $28M | – | 0.08 |
| ENBRIDGE INC | Long | Debt | CA | $15M | – | 0.04 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Debt | US | $2M | – | 0.01 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $4M | – | 0.01 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $58M | – | 0.17 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $56M | – | 0.16 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $56M | – | 0.16 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $37M | – | 0.11 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $20M | – | 0.06 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $10M | – | 0.03 |
| ENGIE (Engie SA) | Long | Debt | FR | $11M | – | 0.03 |
| ENGIE (Engie SA) | Long | Debt | FR | $2M | – | 0.01 |
| ENI SPA | Long | Debt | IT | $25M | – | 0.07 |
| ENSTAR GROUP LTD | Long | Debt | BM | $11M | – | 0.03 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $24M | – | 0.07 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $3M | – | 0.01 |
| ENTERGY ARKANSAS (Entergy Arkansas LLC) | Long | Debt | US | $15M | – | 0.04 |
| ENTERGY ARKANSAS (Entergy Arkansas LLC) | Long | Debt | US | $4M | – | 0.01 |
| ENTERGY CORP | Long | Debt | US | $20M | – | 0.06 |
| ENTERGY CORP | Long | Debt | US | $14M | – | 0.04 |
| ENTERGY LA LLC (Entergy Louisiana LLC) | Long | Debt | US | $5M | – | 0.02 |
| ENTERGY LA LLC (Entergy Louisiana LLC) | Long | Debt | US | $4M | – | 0.01 |
| ENTERGY TEXAS (Entergy Texas Inc) | Long | Debt | US | $4M | – | 0.01 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $31M | – | 0.09 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $20M | – | 0.06 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $18M | – | 0.05 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $10M | – | 0.03 |
| EOG RESOURCES IN (EOG Resources Inc) | Long | Debt | US | $19M | – | 0.06 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $1M | – | 0.00 |
| EQT CORP | Long | Debt | US | $16M | – | 0.05 |
| EQT CORP | Long | Debt | US | $5M | – | 0.02 |
| EQT MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $2M | – | 0.01 |
| EQUIFAX INC | Long | Debt | US | $25M | – | 0.07 |
| EQUIFAX INC | Long | Debt | US | $8M | – | 0.02 |
| EQUINIX INC | Long | Debt | US | $13M | – | 0.04 |
| EQUINIX INC | Long | Debt | US | $9M | – | 0.03 |
| EQUINIX INC | Long | Debt | US | $9M | – | 0.03 |
| EQUINIX INC | Long | Debt | US | $8M | – | 0.02 |
| EQUITABLE HLDGS (Equitable Holdings Inc) | Long | Debt | US | $23M | – | 0.07 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $26M | – | 0.08 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $20M | – | 0.06 |
| ERP OPERATING LP | Long | Debt | US | $10M | – | 0.03 |
| ERP OPERATING LP | Long | Debt | US | $1M | – | 0.00 |
| ESKOM HOLDINGS (Eskom Holdings SOC Ltd) | Long | Debt | ZA | $3M | – | 0.01 |
| ESSENTIAL PROPER (Essential Properties LP) | Long | Debt | US | $4M | – | 0.01 |
| ESSEX PORTFOLIO (Essex Portfolio LP) | Long | Debt | US | $9M | – | 0.03 |
| ESSEX PORTFOLIO (Essex Portfolio LP) | Long | Debt | US | $6M | – | 0.02 |
| ESSEX PORTFOLIO (Essex Portfolio LP) | Long | Debt | US | $2M | – | 0.00 |
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $3M | – | 0.01 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $10K | – | 0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-32K | – | -0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-51K | – | -0.00 | ||
| EURO-BOBL FUTURE Sep24 | Derivative-interest rate | $-2M | – | -0.01 | ||
| EURO-BUND FUTURE Sep24 | Derivative-interest rate | $-7M | – | -0.02 | ||
| EURO-BUXL 30Y BND Sep24 | Derivative-interest rate | $-1M | – | -0.00 | ||
| EVERGY INC | Long | Debt | US | $23M | – | 0.07 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $22M | – | 0.06 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $13M | – | 0.04 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $7M | – | 0.02 |
| EX-IM BK OF IN (Export-Import Bank of India) | Long | Debt | IN | $14M | – | 0.04 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $30M | – | 0.09 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $15M | – | 0.04 |
| EXELON CORP | Long | Debt | US | $48M | – | 0.14 |
| EXPEDIA GRP INC (Expedia Group Inc) | Long | Debt | US | $6M | – | 0.02 |
| EXPEDIA GRP INC (Expedia Group Inc) | Long | Debt | US | $5M | – | 0.01 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $32M | – | 0.09 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $22M | – | 0.07 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $17M | – | 0.05 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $15M | – | 0.04 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $11M | – | 0.03 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $8M | – | 0.02 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $6M | – | 0.02 |
| FAIRFAX FINL HLD (Fairfax Financial Holdings Ltd) | Long | Debt | CA | $7M | – | 0.02 |
| FEDERAL RLTY OP (Federal Realty OP LP) | Long | Debt | US | $2M | – | 0.01 |
| FEDEX CORP | Long | Debt | US | $28M | – | 0.08 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $25M | – | 0.07 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $9M | – | 0.03 |
| FIRST QUANTUM (First Quantum Minerals Ltd) | Long | Debt | CA | $279K | – | 0.00 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Loan | US | $3M | – | 0.01 |
| FIRSTENERGY CORP | Long | Debt | US | $18M | – | 0.05 |
| FIRSTENERGY CORP | Long | Debt | US | $7M | – | 0.02 |
| FISERV INC | Long | Debt | US | $33M | – | 0.10 |
| FISERV INC | Long | Debt | US | $21M | – | 0.06 |
| FISERV INC | Long | Debt | US | $21M | – | 0.06 |
| FISERV INC | Long | Debt | US | $10M | – | 0.03 |
| FIVE CORNERS III (Five Corners Funding Trust III) | Long | Debt | US | $31M | – | 0.09 |
| FLIR SYSTEMS (Teledyne FLIR LLC) | Long | Debt | US | $13M | – | 0.04 |
| FLORIDA POWER & (Florida Power & Light Co) | Long | Debt | US | $11M | – | 0.03 |
| FLORIDA ST BRD OF ADM (State Board of Administration Finance Corp) | Long | Debt | US | $16M | – | 0.05 |
| FMC CORP | Long | Debt | US | $20M | – | 0.06 |
| FMC CORP | Long | Debt | US | $7M | – | 0.02 |
| FORD MOTOR CO | Long | Debt | US | $40M | – | 0.12 |
| FORD MOTOR CO | Long | Debt | US | $34M | – | 0.10 |
| FORD MOTOR CO | Long | Debt | US | $165K | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $48M | – | 0.14 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $22M | – | 0.07 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $22M | – | 0.06 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $20M | – | 0.06 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $18M | – | 0.05 |
| FOX CORP | Long | Debt | US | $79M | – | 0.23 |
| FOX CORP | Long | Debt | US | $13M | – | 0.04 |
| FRANCE TELECOM (Orange SA) | Long | Debt | FR | $26M | – | 0.08 |
| FRANCE TELECOM (Orange SA) | Long | Debt | FR | $2M | – | 0.01 |
| FRANKLIN RES INC (Franklin Resources Inc) | Long | Debt | US | $12M | – | 0.04 |
| FREEPORT-MCMORAN (Freeport-McMoRan Inc) | Long | Debt | US | $23M | – | 0.07 |
| FREEPORT-MCMORAN (Freeport-McMoRan Inc) | Long | Debt | US | $12M | – | 0.04 |
| FREEPORT-MCMORAN (Freeport-McMoRan Inc) | Long | Debt | US | $6M | – | 0.02 |
| FRESENIUS FIN IR (Fresenius Finance Ireland PLC) | Long | Debt | IE | $5M | – | 0.01 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $1M | – | 0.00 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $863K | – | 0.00 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $713K | – | 0.00 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Loan | US | $236K | – | 0.00 |
| FS LUX SARL (FS Luxembourg Sarl) | Long | Debt | LU | $196K | – | 0.00 |
| FSWP: OIS 3.678790 17-MAY-2028 SOF | Derivative-interest rate | $721K | – | 0.00 | ||
| FSWP: OIS 3.700800 17-MAY-2028 SOF | Derivative-interest rate | $756K | – | 0.00 | ||
| FSWP: OIS 3.750000 23-OCT-2034 SOF | Derivative-interest rate | $-333K | – | -0.00 | ||
| FSWP: OIS 3.754000 23-OCT-2034 SOF | Derivative-interest rate | $344K | – | 0.00 | ||
| FSWP: OIS 3.762030 24-MAY-2028 SOF | Derivative-interest rate | $878K | – | 0.00 | ||
| FSWP: OIS 3.798790 17-MAY-2034 SOF | Derivative-interest rate | $-395K | – | -0.00 | ||
| FSWP: OIS 3.833300 17-MAY-2034 SOF | Derivative-interest rate | $-463K | – | -0.00 | ||
| FSWP: OIS 3.864530 24-MAY-2034 SOF | Derivative-interest rate | $-522K | – | -0.00 | ||
| FWDP 10Y RTP 3.915000 21-OCT-2024 | Derivative-interest rate | $-1M | – | -0.00 | ||
| FWDP 10Y RTP 4.065000 21-OCT-2024 | Derivative-interest rate | $672K | – | 0.00 | ||
| FWDP 10Y RTP 4.225000 11-SEP-2024 | Derivative-interest rate | $-109K | – | -0.00 | ||
| FWDP 10Y RTP 4.375000 11-SEP-2024 | Derivative-interest rate | $46K | – | 0.00 | ||
| FWDP 10Y RTR 3.315000 21-OCT-2024 | Derivative-interest rate | $542K | – | 0.00 | ||
| FWDP 10Y RTR 3.620000 11-SEP-2024 | Derivative-interest rate | $942K | – | 0.00 | ||
| GACM (Groupe des Assurances du Credit Mutuel SADIR) | Long | Debt | FR | $4M | – | 0.01 |
| GACM (Groupe des Assurances du Credit Mutuel SADIR) | Long | Debt | FR | $3M | – | 0.01 |
| GALAXY PIPELINE (Galaxy Pipeline Assets Bidco Ltd) | Long | Debt | JE | $21M | – | 0.06 |
| GARDA SECURITY (Garda World Security Corp) | Long | Debt | CA | $756K | – | 0.00 |
| GARRETT MOT/SARL (Garrett Motion Holdings Inc / Garrett LX I Sarl) | Long | Debt | US | $450K | – | 0.00 |
| GATES CORP/DE | Long | Debt | US | $530K | – | 0.00 |
| GATX CORP | Long | Debt | US | $20M | – | 0.06 |
| GATX CORP | Long | Debt | US | $14M | – | 0.04 |
| GATX CORP | Long | Debt | US | $7M | – | 0.02 |
| GATX CORP | Long | Debt | US | $4M | – | 0.01 |
| GBP/USD FWD 20240918 | Derivative-foreign exchange | $292K | – | 0.00 | ||
| GE CAP FUNDING (GE Capital Funding LLC) | Long | Debt | US | $12M | – | 0.03 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $49M | – | 0.14 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $34M | – | 0.10 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $59M | – | 0.17 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $51M | – | 0.15 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $39M | – | 0.11 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $38M | – | 0.11 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $31M | – | 0.09 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $26M | – | 0.08 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $25M | – | 0.07 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $24M | – | 0.07 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $17M | – | 0.05 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $14M | – | 0.04 |
| GENERAL DYNAMICS (General Dynamics Corp) | Long | Debt | US | $13M | – | 0.04 |
| GENERAL MOTORS C (General Motors Co) | Long | Debt | US | $10M | – | 0.03 |
| GENESEE & WYOMIN (Genesee & Wyoming Inc) | Long | Debt | US | $1M | – | 0.00 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $388K | – | 0.00 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $59M | – | 0.17 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $24M | – | 0.07 |
| GEORGIA-PACIFIC (Georgia-Pacific LLC) | Long | Debt | US | $29M | – | 0.09 |
| GGAM FINANCE LTD | Long | Debt | KY | $551K | – | 0.00 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $49M | – | 0.14 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $17M | – | 0.05 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $10M | – | 0.03 |
| GLOBAL PAY INC (Global Payments Inc) | Long | Debt | US | $30M | – | 0.09 |
| GLOBAL PAY INC (Global Payments Inc) | Long | Debt | US | $19M | – | 0.06 |
| GLOBAL PAY INC (Global Payments Inc) | Long | Debt | US | $5M | – | 0.01 |
| GMAC LLC (Ally Financial Inc) | Long | Debt | US | $28M | – | 0.08 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $52M | – | 0.15 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $45M | – | 0.13 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $41M | – | 0.12 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $38M | – | 0.11 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $32M | – | 0.09 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $31M | – | 0.09 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $26M | – | 0.08 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $22M | – | 0.06 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $2M | – | 0.01 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $2M | – | 0.01 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $186K | – | 0.00 |
| GRAY TELE INC (Gray Television Inc) | Long | Debt | US | $480K | – | 0.00 |
| GSK CONSUMER (Haleon US Capital LLC) | Long | Debt | US | $19M | – | 0.05 |
| GSK CONSUMER (Haleon US Capital LLC) | Long | Debt | US | $13M | – | 0.04 |
| GSMS 2014-GC24 C (GS Mortgage Securities Trust 2014-GC24) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GSMS 2015-GC34 C (GS Mortgage Securities Trust 2015-GC34) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| GSMS 2018-GS10 A5 (GS Mortgage Securities Trust 2018-GS10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSMS 2020-GC45 A5 (GS Mortgage Securities Trust 2020-GC45) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| HALLIBURTON CO | Long | Debt | US | $19M | – | 0.06 |
| HANESBRANDS INC | Long | Debt | US | $569K | – | 0.00 |
| HANOVER INSURANC (Hanover Insurance Group Inc/The) | Long | Debt | US | $4M | – | 0.01 |
| HCA INC | Long | Debt | US | $85M | – | 0.25 |
| HCA INC | Long | Debt | US | $68M | – | 0.20 |
| HCA INC | Long | Debt | US | $36M | – | 0.10 |
| HCA INC | Long | Debt | US | $34M | – | 0.10 |
| HEALTHCARE RLTY (Healthcare Realty Holdings LP) | Long | Debt | US | $846K | – | 0.00 |
| HEALTHCARE RLTY (Healthcare Realty Holdings LP) | Long | Debt | US | $448K | – | 0.00 |
| HEALTHPEAK OP (Healthpeak OP LLC) | Long | Debt | US | $25M | – | 0.07 |
| HEALTHPEAK OP (Healthpeak OP LLC) | Long | Debt | US | $16M | – | 0.05 |
| HEALTHPEAK OP (Healthpeak OP LLC) | Long | Debt | US | $14M | – | 0.04 |
| HEATHROW FNDG (Heathrow Funding Ltd) | Long | Debt | JE | $8M | – | 0.02 |
| HEATHROW FNDG (Heathrow Funding Ltd) | Long | Debt | JE | $4M | – | 0.01 |
| HELMERICH & PAYN (Helmerich & Payne Inc) | Long | Debt | US | $30M | – | 0.09 |
| HERC HOLDINGS (Herc Holdings Inc) | Long | Debt | US | $659K | – | 0.00 |
| HERSHEY COMPANY (Hershey Co/The) | Long | Debt | US | $8M | – | 0.02 |
| HESS CORP | Long | Debt | US | $27M | – | 0.08 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $62M | – | 0.18 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $16M | – | 0.05 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $3M | – | 0.01 |
| HILCORP ENERGY I (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $804K | – | 0.00 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $42M | – | 0.12 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $40M | – | 0.12 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $27M | – | 0.08 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $24M | – | 0.07 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $8M | – | 0.02 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $90M | – | 0.26 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $70M | – | 0.20 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $44M | – | 0.13 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $19M | – | 0.06 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $18M | – | 0.05 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $16M | – | 0.05 |
| HORMEL FOODS CRP (Hormel Foods Corp) | Long | Debt | US | $14M | – | 0.04 |
| HOST HOTELS (Host Hotels & Resorts LP) | Long | Debt | US | $21M | – | 0.06 |
| HOST HOTELS (Host Hotels & Resorts LP) | Long | Debt | US | $15M | – | 0.04 |
| HOST HOTELS (Host Hotels & Resorts LP) | Long | Debt | US | $14M | – | 0.04 |
| HOST HOTELS (Host Hotels & Resorts LP) | Long | Debt | US | $3M | – | 0.01 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $593K | – | 0.00 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $416K | – | 0.00 |
| HP INC | Long | Debt | US | $31M | – | 0.09 |
| HP INC | Long | Debt | US | $9M | – | 0.03 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $121M | – | 0.35 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $76M | – | 0.22 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $50M | – | 0.15 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $42M | – | 0.12 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $35M | – | 0.10 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $31M | – | 0.09 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $27M | – | 0.08 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $26M | – | 0.08 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $20M | – | 0.06 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $17M | – | 0.05 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $16M | – | 0.05 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $12M | – | 0.04 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $10M | – | 0.03 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $6M | – | 0.02 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $6M | – | 0.02 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $1M | – | 0.00 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $360K | – | 0.00 |
| HUB INTL LTD (HUB International Ltd) | Long | Loan | US | $200K | – | 0.00 |
| HUBBELL INC | Long | Debt | US | $13M | – | 0.04 |
| HUMANA INC | Long | Debt | US | $4M | – | 0.01 |
| HUMANA INC | Long | Debt | US | $2M | – | 0.01 |
| HUNT INGALLS IND (Huntington Ingalls Industries Inc) | Long | Debt | US | $23M | – | 0.07 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $119M | – | 0.35 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $32M | – | 0.09 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $9M | – | 0.03 |
| HUNTINGTON NATL (Huntington National Bank/The) | Long | Debt | US | $15M | – | 0.04 |
| HYATT HOTELS (Hyatt Hotels Corp) | Long | Debt | US | $17M | – | 0.05 |
| ICADE | Long | Debt | FR | $4M | – | 0.01 |
| ICE: (CDX.NA.HY.42.V1) | Derivative-credit | $10M | – | 0.03 | ||
| ICE: (ITRAXX.EUR.41.V1) | Derivative-credit | $7M | – | 0.02 | ||
| INCO LTD (Vale Canada Ltd) | Long | Debt | CA | $3M | – | 0.01 |
| ING GROEP NV | Long | Debt | NL | $26M | – | 0.08 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $23M | – | 0.07 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $21M | – | 0.06 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $11M | – | 0.03 |
| INSIGHT ENTERPRI (Insight Enterprises Inc) | Long | Debt | US | $1M | – | 0.00 |
| INTEL CORP | Long | Debt | US | $52M | – | 0.15 |
| INTEL CORP | Long | Debt | US | $50M | – | 0.15 |
| INTEL CORP | Long | Debt | US | $28M | – | 0.08 |
| INTEL CORP | Long | Debt | US | $15M | – | 0.04 |
| INTEL CORP | Long | Debt | US | $10M | – | 0.03 |
| INTEL CORP | Long | Debt | US | $8M | – | 0.02 |
| INTEL CORP | Long | Debt | US | $6M | – | 0.02 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $22M | – | 0.06 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $21M | – | 0.06 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $19M | – | 0.05 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $17M | – | 0.05 |
| INTERPUBLIC GRP (Interpublic Group of Cos Inc/The) | Long | Debt | US | $361K | – | 0.00 |
| INTESA SANPAOLO (Intesa Sanpaolo SpA) | Long | Debt | IT | $6M | – | 0.02 |
| INTL CONSOLIDAT (International Consolidated Airlines Group SA) | Long | Debt | ES | $11M | – | 0.03 |
| INTUIT INC | Long | Debt | US | $36M | – | 0.11 |
| INVERSIONES CMPC (Inversiones CMPC SA) | Long | Debt | CL | $8M | – | 0.02 |
| INVITATION HOMES (Invitation Homes Operating Partnership LP) | Long | Debt | US | $3M | – | 0.01 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $18M | – | 0.05 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $9M | – | 0.03 |
| JAB HOLDINGS (JAB Holdings BV) | Long | Debt | NL | $6M | – | 0.02 |
| JACOBS ENGIN GRP (Jacobs Engineering Group Inc) | Long | Debt | US | $12M | – | 0.03 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $44M | – | 0.13 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $38M | – | 0.11 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $36M | – | 0.10 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $34M | – | 0.10 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $28M | – | 0.08 |
| JEFFERIES GROUP (Jefferies Financial Group Inc) | Long | Debt | US | $31M | – | 0.09 |
| JEFFERIES GROUP (Jefferies Financial Group Inc) | Long | Debt | US | $21M | – | 0.06 |
| JEFFERIES GROUP (Jefferies Financial Group Inc) | Long | Debt | US | $10M | – | 0.03 |
| JEFFERIES GROUP (Jefferies Financial Group Inc) | Long | Debt | US | $6M | – | 0.02 |
| JM SMUCKER CO (J M Smucker Co/The) | Long | Debt | US | $17M | – | 0.05 |
| JM SMUCKER CO (J M Smucker Co/The) | Long | Debt | US | $8M | – | 0.02 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $10M | – | 0.03 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $9M | – | 0.03 |
| JOHNSON&JOHNSON (Johnson & Johnson) | Long | Debt | US | $37M | – | 0.11 |
| JOHNSON&JOHNSON (Johnson & Johnson) | Long | Debt | US | $36M | – | 0.11 |
| JPMCC 2010-C2 D (JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| JPMDB 2018-C8 A4 (JPMDB Commercial Mortgage Securities Trust 2018-C8) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $109M | – | 0.32 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $78M | – | 0.23 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $75M | – | 0.22 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $73M | – | 0.21 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $71M | – | 0.21 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $68M | – | 0.20 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $68M | – | 0.20 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $60M | – | 0.17 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $56M | – | 0.17 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $47M | – | 0.14 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $41M | – | 0.12 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $38M | – | 0.11 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $32M | – | 0.10 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $28M | – | 0.08 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $28M | – | 0.08 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $19M | – | 0.05 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $15M | – | 0.04 |
| JPN 10Y BOND(OSE) Sep24 | Derivative-interest rate | $140K | – | 0.00 | ||
| JPY/USD FWD 20240918 | Derivative-foreign exchange | $23K | – | 0.00 | ||
| JPY/USD FWD 20240918 | Derivative-foreign exchange | $-114K | – | -0.00 | ||
| JUNIPER NETWORKS (Juniper Networks Inc) | Long | Debt | US | $13M | – | 0.04 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Debt | US | $1M | – | 0.00 |
| KAZMUNAYGAS NAT (KazMunayGas National Co JSC) | Long | Debt | KZ | $3M | – | 0.01 |
| KAZMUNAYGAS NAT (KazMunayGas National Co JSC) | Long | Debt | KZ | $2M | – | 0.01 |
| KEHE DIS/FIN/NXT (KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc) | Long | Debt | US | $1M | – | 0.00 |
| KELLOGG CO (Kellanova) | Long | Debt | US | $20M | – | 0.06 |
| KEMPER (Kemper Corp) | Long | Debt | US | $4M | – | 0.01 |
| KENTUCKY UTIL (Kentucky Utilities Co) | Long | Debt | US | $8M | – | 0.02 |
| KENVUE INC | Long | Debt | US | $40M | – | 0.12 |
| KENVUE INC | Long | Debt | US | $36M | – | 0.10 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $21M | – | 0.06 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $20M | – | 0.06 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $11M | – | 0.03 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $10M | – | 0.03 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $6M | – | 0.02 |
| KEY BANK NA (KeyBank NA/Cleveland OH) | Long | Debt | US | $9M | – | 0.03 |
| KEY BANK NA (KeyBank NA/Cleveland OH) | Long | Debt | US | $6M | – | 0.02 |
| KEYCORP | Long | Debt | US | $7M | – | 0.02 |
| KILROY REALTY LP | Long | Debt | US | $23M | – | 0.07 |
| KILROY REALTY LP | Long | Debt | US | $16M | – | 0.05 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $14M | – | 0.04 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $11M | – | 0.03 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $10M | – | 0.03 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $10M | – | 0.03 |
| KINDER MORGAN (Kinder Morgan Inc) | Long | Debt | US | $32M | – | 0.09 |
| KINETIK HLDINGS (Kinetik Holdings LP) | Long | Debt | US | $168K | – | 0.00 |
| KITE REALTY GRP (Kite Realty Group LP) | Long | Debt | US | $15M | – | 0.04 |
| KONINKLIJKE PHIL (Koninklijke Philips NV) | Long | Debt | NL | $6M | – | 0.02 |
| KRAFT HEINZ FOOD (Kraft Heinz Foods Co) | Long | Debt | US | $21M | – | 0.06 |
| KROGER CO (Kroger Co/The) | Long | Debt | US | $14M | – | 0.04 |
| KYNDRYL HOLDINGS (Kyndryl Holdings Inc) | Long | Debt | US | $9M | – | 0.03 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $54M | – | 0.16 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $36M | – | 0.11 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $16M | – | 0.05 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $12M | – | 0.04 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $2M | – | 0.01 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $1M | – | 0.00 |
| LAMB WESTON HLD (Lamb Weston Holdings Inc) | Long | Debt | US | $1M | – | 0.00 |
| LEIDOS INC | Long | Debt | US | $18M | – | 0.05 |
| LEIDOS INC | Long | Debt | US | $5M | – | 0.01 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $360K | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $297K | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $252K | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $208K | – | 0.00 |
| LEXINGTON REALTY (LXP Industrial Trust) | Long | Debt | US | $4M | – | 0.01 |
| LIFEPOINT HEALTH (LifePoint Health Inc) | Long | Debt | US | $556K | – | 0.00 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $6M | – | 0.02 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $1M | – | 0.00 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $978K | – | 0.00 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $446K | – | 0.00 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $20M | – | 0.06 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $10M | – | 0.03 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $40M | – | 0.12 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $14M | – | 0.04 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $6M | – | 0.02 |
| LONG GILT FUTURE Sep24 | Derivative-interest rate | $-389K | – | -0.00 | ||
| LONSDALE FINANCE (Lonsdale Finance Pty Ltd) | Long | Debt | AU | $19M | – | 0.06 |
| LOUISVILLE G & E (Louisville Gas and Electric Co) | Long | Debt | US | $6M | – | 0.02 |
| LOWE'S COS INC | Long | Debt | US | $28M | – | 0.08 |
| LOWE'S COS INC | Long | Debt | US | $25M | – | 0.07 |
| LOWE'S COS INC | Long | Debt | US | $23M | – | 0.07 |
| LPL HOLDINGS INC | Long | Debt | US | $19M | – | 0.06 |
| LYB INT FIN III (LYB International Finance III LLC) | Long | Debt | US | $30M | – | 0.09 |
| LYB INT FIN III (LYB International Finance III LLC) | Long | Debt | US | $12M | – | 0.04 |
| LYB INT FIN III (LYB International Finance III LLC) | Long | Debt | US | $4M | – | 0.01 |
| M&T BANK CORP | Long | Debt | US | $96M | – | 0.28 |
| M&T BANK CORP | Long | Debt | US | $20M | – | 0.06 |
| MA SCH BLDG AUTH-B (Massachusetts School Building Authority) | Long | Debt | US | $22M | – | 0.07 |
| MACQUARIE BK LTD (Macquarie Bank Ltd) | Long | Debt | AU | $2M | – | 0.01 |
| MARATHON OIL COR (Marathon Oil Corp) | Long | Debt | US | $26M | – | 0.08 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $39M | – | 0.11 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $31M | – | 0.09 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $17M | – | 0.05 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $16M | – | 0.05 |
| MARS INC | Long | Debt | US | $28M | – | 0.08 |
| MARS INC | Long | Debt | US | $14M | – | 0.04 |
| MARSH & MCLENNAN (Marsh & McLennan Cos Inc) | Long | Debt | US | $19M | – | 0.06 |
| MARSH & MCLENNAN (Marsh & McLennan Cos Inc) | Long | Debt | US | $16M | – | 0.05 |
| MARTIN MAR MTLS (Martin Marietta Materials Inc) | Long | Debt | US | $21M | – | 0.06 |
| MCAFEE CORP | Long | Debt | US | $2M | – | 0.01 |
| MCAFEE CORP | Long | Debt | US | $1M | – | 0.00 |
| MCCORMICK (McCormick & Co Inc/MD) | Long | Debt | US | $15M | – | 0.04 |
| MCCORMICK (McCormick & Co Inc/MD) | Long | Debt | US | $1M | – | 0.00 |
| MCDONALD'S CORP | Long | Debt | US | $8M | – | 0.02 |
| MEDLINE BOR/CO-I (Medline Borrower LP/Medline Co-Issuer Inc) | Long | Debt | US | $449K | – | 0.00 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $2M | – | 0.01 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Loan | US | $2M | – | 0.00 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $473K | – | 0.00 |
| MELCO RESORTS (Melco Resorts Finance Ltd) | Long | Debt | KY | $1M | – | 0.00 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $12M | – | 0.04 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $8M | – | 0.02 |
| MERCK & CO INC | Long | Debt | US | $52M | – | 0.15 |
| MERCK & CO INC | Long | Debt | US | $14M | – | 0.04 |
| META PLATFORMS (Meta Platforms Inc) | Long | Debt | US | $48M | – | 0.14 |
| METLIFE INC | Long | Debt | US | $18M | – | 0.05 |
| METLIFE INC | Long | Debt | US | $11M | – | 0.03 |
| MGM CHINA HOLDIN (MGM China Holdings Ltd) | Long | Debt | KY | $496K | – | 0.00 |
| MGM RESORTS (MGM Resorts International) | Long | Debt | US | $753K | – | 0.00 |
| MICRON TECH (Micron Technology Inc) | Long | Debt | US | $13M | – | 0.04 |
| MICRON TECH (Micron Technology Inc) | Long | Debt | US | $10M | – | 0.03 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $12M | – | 0.04 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $10M | – | 0.03 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $4M | – | 0.01 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $2M | – | 0.00 |
| MITR BRDN / MIWD (Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC) | Long | Debt | US | $1M | – | 0.00 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $46M | – | 0.14 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $39M | – | 0.11 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $34M | – | 0.10 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $17M | – | 0.05 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $16M | – | 0.05 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $10M | – | 0.03 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $5M | – | 0.02 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $2M | – | 0.01 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $26M | – | 0.08 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $17M | – | 0.05 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $17M | – | 0.05 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $10M | – | 0.03 |
| MONDELEZ INT INC (Mondelez International Inc) | Long | Debt | US | $27M | – | 0.08 |
| MONDELEZ INT INC (Mondelez International Inc) | Long | Debt | US | $22M | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $112M | – | 0.33 |
| MORGAN STANLEY | Long | Debt | US | $99M | – | 0.29 |
| MORGAN STANLEY | Long | Debt | US | $79M | – | 0.23 |
| MORGAN STANLEY | Long | Debt | US | $67M | – | 0.20 |
| MORGAN STANLEY | Long | Debt | US | $66M | – | 0.19 |
| MORGAN STANLEY | Long | Debt | US | $55M | – | 0.16 |
| MORGAN STANLEY | Long | Debt | US | $53M | – | 0.16 |
| MORGAN STANLEY | Long | Debt | US | $51M | – | 0.15 |
| MORGAN STANLEY | Long | Debt | US | $46M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $44M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $43M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $39M | – | 0.11 |
| MORGAN STANLEY | Long | Debt | US | $37M | – | 0.11 |
| MORGAN STANLEY | Long | Debt | US | $34M | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $33M | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $30M | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $26M | – | 0.08 |
| MORGAN STANLEY | Long | Debt | US | $24M | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $9M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $9M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.01 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $8M | – | 0.02 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $2M | – | 0.01 |
| MOTOROLA SOLUTIO (Motorola Solutions Inc) | Long | Debt | US | $22M | – | 0.06 |
| MPLX LP | Long | Debt | US | $28M | – | 0.08 |
| MPLX LP | Long | Debt | US | $24M | – | 0.07 |
| MPLX LP | Long | Debt | US | $5M | – | 0.01 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $2M | – | 0.01 |
| MSBAM 2012-CKSV A2 (MSBAM Commercial Mortgage Securities Trust 2012-CKSV) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MSBAM 2013-C10 C (Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MSC 2014-150E A (Morgan Stanley Capital I Trust 2014-150E) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MSC 2021-L6 A4 (Morgan Stanley Capital I Trust 2021-L6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MSD NETHERLANDS (MSD Netherlands Capital BV) | Long | Debt | NL | $21M | – | 0.06 |
| MSWF 2023-2 A5 (MSWF Commercial Mortgage Trust 2023-2) | Long | ABS-mortgage backed security | US | $17M | – | 0.05 |
| NASDAQ INC | Long | Debt | US | $53M | – | 0.15 |
| NASDAQ INC | Long | Debt | US | $17M | – | 0.05 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $511K | – | 0.00 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $372K | – | 0.00 |
| NATL AUSTRALIABK (National Australia Bank Ltd) | Long | Debt | AU | $31M | – | 0.09 |
| NATL GRID PLC (National Grid PLC) | Long | Debt | GB | $25M | – | 0.07 |
| NATL GRID PLC (National Grid PLC) | Long | Debt | GB | $24M | – | 0.07 |
| NATL GRID PLC (National Grid PLC) | Long | Debt | GB | $7M | – | 0.02 |
| NATL RURAL UTIL (National Rural Utilities Cooperative Finance Corp) | Long | Debt | US | $10M | – | 0.03 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $16M | – | 0.05 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $13M | – | 0.04 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $10M | – | 0.03 |
| NAVIENT CORP | Long | Debt | US | $504K | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $2M | – | 0.01 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $1M | – | 0.00 |
| NETFLIX INC | Long | Debt | US | $53M | – | 0.16 |
| NETFLIX INC | Long | Debt | US | $51M | – | 0.15 |
| NETFLIX INC | Long | Debt | US | $12M | – | 0.03 |
| NEVADA POWER CO | Long | Debt | US | $10M | – | 0.03 |
| NEW YORK TRANSPRTN DE (New York Transportation Development Corp) | Long | Debt | US | $3M | – | 0.01 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $1M | – | 0.00 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $2M | – | 0.01 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $292K | – | 0.00 |
| NEWMNT / NEWCRST (Newmont Corp / Newcrest Finance Pty Ltd) | Long | Debt | US | $35M | – | 0.10 |
| NEWMONT CORP | Long | Debt | US | $33M | – | 0.10 |
| NEWMONT GOLDCORP (Newmont Corp) | Long | Debt | US | $30M | – | 0.09 |
| NEWS CORP | Long | Debt | US | $5M | – | 0.01 |
| NEXSTAR BROADC (Nexstar Media Inc) | Long | Debt | US | $2M | – | 0.00 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $26M | – | 0.08 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $23M | – | 0.07 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $13M | – | 0.04 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $6M | – | 0.02 |
| NISOURCE INC | Long | Debt | US | $19M | – | 0.06 |
| NISOURCE INC | Long | Debt | US | $16M | – | 0.05 |
| NISOURCE INC | Long | Debt | US | $5M | – | 0.01 |
| NNN REIT (NNN REIT Inc) | Long | Debt | US | $12M | – | 0.04 |
| NNN REIT (NNN REIT Inc) | Long | Debt | US | $10M | – | 0.03 |
| NNN REIT (NNN REIT Inc) | Long | Debt | US | $10M | – | 0.03 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $46M | – | 0.13 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $22M | – | 0.06 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $13M | – | 0.04 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $13M | – | 0.04 |
| NORFOLK SOUTHERN (Norfolk Southern Corp) | Long | Debt | US | $9M | – | 0.03 |
| NORFOLK SOUTHERN (Norfolk Southern Corp) | Long | Debt | US | $7M | – | 0.02 |
| NORTHERN TRST CO (Northern Trust Corp) | Long | Debt | US | $16M | – | 0.05 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $64M | – | 0.19 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $38M | – | 0.11 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $25M | – | 0.07 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $567K | – | 0.00 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $416K | – | 0.00 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $281K | – | 0.00 |
| NOVELIS CORP | Long | Debt | US | $2M | – | 0.01 |
| NOVELIS CORP | Long | Debt | US | $2M | – | 0.01 |
| NSTAR ELECTRIC (NSTAR Electric Co) | Long | Debt | US | $26M | – | 0.08 |
| NSTAR ELECTRIC (NSTAR Electric Co) | Long | Debt | US | $6M | – | 0.02 |
| NSTAR ELECTRIC (NSTAR Electric Co) | Long | Debt | US | $703K | – | 0.00 |
| NSW ELECTRICITY (NSW Electricity Networks Finance Pty Ltd) | Long | Debt | AU | $17M | – | 0.05 |
| NSW ELECTRICITY (NSW Electricity Networks Finance Pty Ltd) | Long | Debt | AU | $6M | – | 0.02 |
| NTT FINANCE (NTT Finance Corp) | Long | Debt | JP | $4M | – | 0.01 |
| NUCOR CORP | Long | Debt | US | $14M | – | 0.04 |
| NUSTAR LOGISTICS (NuStar Logistics LP) | Long | Debt | US | $3M | – | 0.01 |
| NUTRIEN LTD | Long | Debt | CA | $55M | – | 0.16 |
| NUTRIEN LTD | Long | Debt | CA | $24M | – | 0.07 |
| NUVEEN LLC | Long | Debt | US | $15M | – | 0.05 |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $69M | – | 0.20 | |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $39M | – | 0.11 | |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $26M | – | 0.08 | |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $8M | – | 0.02 | |
| NY DORM-TXB-H-GEN PUR (New York State Dormitory Authority) | Long | Debt | US | $668K | – | 0.00 |
| NY URBAN DEV-B (New York State Urban Development Corp) | Long | Debt | US | $382K | – | 0.00 |
| O'REILLY AUTOMOT (O'Reilly Automotive Inc) | Long | Debt | US | $8M | – | 0.02 |
| O'REILLY AUTOMOT (O'Reilly Automotive Inc) | Long | Debt | US | $8M | – | 0.02 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $106M | – | 0.31 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $54M | – | 0.16 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $45M | – | 0.13 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $25M | – | 0.07 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $19M | – | 0.06 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $17M | – | 0.05 |
| OHIO POWER CO | Long | Debt | US | $26M | – | 0.08 |
| OHIO POWER CO | Long | Debt | US | $15M | – | 0.04 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $2M | – | 0.01 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $891K | – | 0.00 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $221K | – | 0.00 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $14M | – | 0.04 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $13M | – | 0.04 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $9M | – | 0.03 |
| OMNICOM GROUP (Omnicom Group Inc) | Long | Debt | US | $25M | – | 0.07 |
| OMNICOM GROUP (Omnicom Group Inc) | Long | Debt | US | $2M | – | 0.01 |
| ONCOR ELECTRIC (Oncor Electric Delivery Co LLC) | Long | Debt | US | $3M | – | 0.01 |
| ONCOR ELECTRIC (Oncor Electric Delivery Co LLC) | Long | Debt | US | $3M | – | 0.01 |
| ONCOR ELECTRIC D (Oncor Electric Delivery Co LLC) | Long | Debt | US | $32M | – | 0.09 |
| ONCOR ELECTRIC D (Oncor Electric Delivery Co LLC) | Long | Debt | US | $17M | – | 0.05 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $1M | – | 0.00 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $923K | – | 0.00 |
| ONEOK INC | Long | Debt | US | $28M | – | 0.08 |
| ONEOK INC | Long | Debt | US | $27M | – | 0.08 |
| ONEOK INC | Long | Debt | US | $26M | – | 0.08 |
| ONEOK INC | Long | Debt | US | $18M | – | 0.05 |
| ONEOK INC | Long | Debt | US | $9M | – | 0.03 |
| ONEOK INC | Long | Debt | US | $6M | – | 0.02 |
| ONEOK INC | Long | Debt | US | $3M | – | 0.01 |
| ONTARIO GAMI/OTG (Ontario Gaming GTA LP/OTG Co-Issuer Inc) | Long | Debt | CA | $513K | – | 0.00 |
| ONTARIO TEACHERS (Ontario Teachers' Finance Trust) | Long | Debt | CA | $49M | – | 0.14 |
| ORACLE CORP | Long | Debt | US | $55M | – | 0.16 |
| ORACLE CORP | Long | Debt | US | $40M | – | 0.12 |
| ORACLE CORP | Long | Debt | US | $31M | – | 0.09 |
| ORACLE CORP | Long | Debt | US | $24M | – | 0.07 |
| ORACLE CORP | Long | Debt | US | $19M | – | 0.06 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $846K | – | 0.00 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $409K | – | 0.00 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $161K | – | 0.00 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $64K | – | 0.00 |
| ORIX CORP | Long | Debt | JP | $4M | – | 0.01 |
| OTIS WORLDWIDE (Otis Worldwide Corp) | Long | Debt | US | $26M | – | 0.08 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $645K | – | 0.00 |
| OVINTIV INC | Long | Debt | US | $5M | – | 0.02 |
| OWENS CORNING | Long | Debt | US | $31M | – | 0.09 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $623K | – | 0.00 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $494K | – | 0.00 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $57M | – | 0.17 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $38M | – | 0.11 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $22M | – | 0.07 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $15M | – | 0.04 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $13M | – | 0.04 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $7M | – | 0.02 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $5M | – | 0.02 |
| PACIFIC NTNL FIN (Pacific National Finance Pty Ltd) | Long | Debt | AU | $15M | – | 0.04 |
| PACIFIC NTNL FIN (Pacific National Finance Pty Ltd) | Long | Debt | AU | $11M | – | 0.03 |
| PACIFICORP | Long | Debt | US | $20M | – | 0.06 |
| PACIFICORP | Long | Debt | US | $12M | – | 0.04 |
| PACIFICORP | Long | Debt | US | $7M | – | 0.02 |
| PACKAGING CORP (Packaging Corp of America) | Long | Debt | US | $12M | – | 0.03 |
| PACTIV EVERGREEN (Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc) | Long | Debt | US | $2M | – | 0.00 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $15M | – | 0.04 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $10M | – | 0.03 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $241K | – | 0.00 |
| PANTHER ESCROW (Panther Escrow Issuer LLC) | Long | Debt | US | $903K | – | 0.00 |
| PARK INTERMED HL (Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer) | Long | Debt | US | $580K | – | 0.00 |
| PARKER-HANNIFIN (Parker-Hannifin Corp) | Long | Debt | US | $25M | – | 0.07 |
| PATTERN ENERGY (Pattern Energy Operations LP / Pattern Energy Operations Inc) | Long | Debt | US | $203K | – | 0.00 |
| PAYPAL HOLDING (PayPal Holdings Inc) | Long | Debt | US | $45M | – | 0.13 |
| PAYPAL HOLDING (PayPal Holdings Inc) | Long | Debt | US | $9M | – | 0.03 |
| PCT 2016-PLSD A (Palisades Center Trust 2016-PLSD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| PECO ENERGY CO | Long | Debt | US | $15M | – | 0.04 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $16M | – | 0.05 |
| PERFORMANCE FOOD (Performance Food Group Inc) | Long | Debt | US | $486K | – | 0.00 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $5M | – | 0.01 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $443K | – | 0.00 |
| PERTH AIRPORT (Perth Airport Pty Ltd) | Long | Debt | AU | $5M | – | 0.01 |
| PERUSAHAAN LISTR (Perusahaan Perseroan Persero PT Perusahaan Listrik Negara) | Long | Debt | ID | $13M | – | 0.04 |
| PERUSAHAAN LISTR (Perusahaan Perseroan Persero PT Perusahaan Listrik Negara) | Long | Debt | ID | $4M | – | 0.01 |
| PETROLEOS DEL PE (Petroleos del Peru SA) | Long | Debt | PE | $4M | – | 0.01 |
| PETROLEOS DEL PE (Petroleos del Peru SA) | Long | Debt | PE | $3M | – | 0.01 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $14M | – | 0.04 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $2M | – | 0.01 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $2M | – | 0.00 |
| PETRONAS CAP LTD (Petronas Capital Ltd) | Long | Debt | MY | $30M | – | 0.09 |
| PFIZER INC | Long | Debt | US | $11M | – | 0.03 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $108M | – | 0.32 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $57M | – | 0.17 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $82M | – | 0.24 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $63M | – | 0.18 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $58M | – | 0.17 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $48M | – | 0.14 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $36M | – | 0.10 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $35M | – | 0.10 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $31M | – | 0.09 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $20M | – | 0.06 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $17M | – | 0.05 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $16M | – | 0.05 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $10M | – | 0.03 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $4M | – | 0.01 |
| PHILIPPINES(REP) (Philippine Government International Bond) | Long | Debt | PH | $30M | – | 0.09 |
| PHILLIPS 66 (Phillips 66 Co) | Long | Debt | US | $20M | – | 0.06 |
| PHILLIPS 66 | Long | Debt | US | $8M | – | 0.02 |
| PHILLIPS 66 CO | Long | Debt | US | $29M | – | 0.08 |
| PHILLIPS 66 CO | Long | Debt | US | $20M | – | 0.06 |
| PHILLIPS EDIS (Phillips Edison Grocery Center Operating Partnership I LP) | Long | Debt | US | $17M | – | 0.05 |
| PHYSICIANS REALT (DOC DR LLC) | Long | Debt | US | $17M | – | 0.05 |
| PIEDMONT NAT GAS (Piedmont Natural Gas Co Inc) | Long | Debt | US | $4M | – | 0.01 |
| PIEDMONT OPERAT (Piedmont Operating Partnership LP) | Long | Debt | US | $9M | – | 0.03 |
| PILGRIM'S PRIDE (Pilgrim's Pride Corp) | Long | Debt | US | $4M | – | 0.01 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $47M | – | 0.14 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $30M | – | 0.09 |
| PLAINS ALL AMER (Plains All American Pipeline LP / PAA Finance Corp) | Long | Debt | US | $16M | – | 0.05 |
| PLAINS ALL AMER (Plains All American Pipeline LP / PAA Finance Corp) | Long | Debt | US | $11M | – | 0.03 |
| PNC BANK NA | Long | Debt | US | $25M | – | 0.07 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $129M | – | 0.38 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $72M | – | 0.21 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $57M | – | 0.17 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $48M | – | 0.14 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $30M | – | 0.09 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $27M | – | 0.08 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $10M | – | 0.03 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $8M | – | 0.02 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $609K | – | 0.00 |
| PPG INDUSTRIES (PPG Industries Inc) | Long | Debt | US | $8M | – | 0.02 |
| PPL ELECTRIC UTI (PPL Electric Utilities Corp) | Long | Debt | US | $10M | – | 0.03 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Debt | US | $9M | – | 0.03 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Debt | US | $8M | – | 0.02 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Debt | US | $5M | – | 0.01 |
| PROCTER & GAMBLE (Procter & Gamble Co/The) | Long | Debt | US | $30M | – | 0.09 |
| PROGRESS ENERGY (Progress Energy Inc) | Long | Debt | US | $4M | – | 0.01 |
| PROGRESSIVE CORP (Progressive Corp/The) | Long | Debt | US | $25M | – | 0.07 |
| PROGRESSIVE CORP (Progressive Corp/The) | Long | Debt | US | $13M | – | 0.04 |
| PROLOGIS INTL II (Prologis International Funding II SA) | Long | Debt | LU | $5M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $50M | – | 0.15 |
| PROLOGIS LP | Long | Debt | US | $12M | – | 0.04 |
| PROLOGIS LP | Long | Debt | US | $12M | – | 0.03 |
| PROLOGIS LP | Long | Debt | US | $8M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $8M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $8M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $6M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $5M | – | 0.01 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $21M | – | 0.06 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $11M | – | 0.03 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $11M | – | 0.03 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $9M | – | 0.03 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $6M | – | 0.02 |
| PUB SVC OKLAHOMA (Public Service Co of Oklahoma) | Long | Debt | US | $10M | – | 0.03 |
| PUBLIC SERV COLO (Public Service Co of Colorado) | Long | Debt | US | $14M | – | 0.04 |
| PUBLIC SERV COLO (Public Service Co of Colorado) | Long | Debt | US | $249K | – | 0.00 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $45M | – | 0.13 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $31M | – | 0.09 |
| PUBLIC SERVICE (Public Service Electric and Gas Co) | Long | Debt | US | $15M | – | 0.04 |
| PUBLIC SERVICE (Public Service Electric and Gas Co) | Long | Debt | US | $15M | – | 0.04 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $14M | – | 0.04 |
| PUBLIC SERVICE (Public Service Electric and Gas Co) | Long | Debt | US | $10M | – | 0.03 |
| PUBLIC SERVICE (Public Service Electric and Gas Co) | Long | Debt | US | $8M | – | 0.02 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $5M | – | 0.02 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $25M | – | 0.07 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $16M | – | 0.05 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $13M | – | 0.04 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $9M | – | 0.03 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $12M | – | 0.04 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $5M | – | 0.02 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $2M | – | 0.01 |
| QUANTA SERVICES (Quanta Services Inc) | Long | Debt | US | $8M | – | 0.02 |
| QUANTA SERVICES (Quanta Services Inc) | Long | Debt | US | $6M | – | 0.02 |
| QUEST DIAGNOSTIC (Quest Diagnostics Inc) | Long | Debt | US | $15M | – | 0.04 |
| QUEST DIAGNOSTIC (Quest Diagnostics Inc) | Long | Debt | US | $6M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $25M | – | 0.07 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $16M | – | 0.05 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $16M | – | 0.05 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $14M | – | 0.04 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $10M | – | 0.03 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $9M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $7M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $3M | – | 0.01 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $3M | – | 0.01 |
| REGAL REXNORD (Regal Rexnord Corp) | Long | Debt | US | $7M | – | 0.02 |
| REGENCY CENTERS (Regency Centers LP) | Long | Debt | US | $25M | – | 0.07 |
| REGENCY CENTERS (Regency Centers LP) | Long | Debt | US | $17M | – | 0.05 |
| REGENCY CENTERS (Regency Centers LP) | Long | Debt | US | $9M | – | 0.03 |
| REGENERON PHARM (Regeneron Pharmaceuticals Inc) | Long | Debt | US | $13M | – | 0.04 |
| REGION RETAIL TR (Region Retail Trust) | Long | Debt | AU | $15M | – | 0.04 |
| REINSURANCE GRP (Reinsurance Group of America Inc) | Long | Debt | US | $3M | – | 0.01 |
| RELX CAPITAL INC | Long | Debt | US | $8M | – | 0.02 |
| RENAISSANCERE (RenaissanceRe Holdings Ltd) | Long | Debt | BM | $15M | – | 0.05 |
| REP OF GUATEMALA (Guatemala Government Bond) | Long | Debt | GT | $15M | – | 0.04 |
| REP OF LATVIA (Latvia Government International Bond) | Long | Debt | LV | $30M | – | 0.09 |
| REPUB UZBEKISTAN (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $5M | – | 0.01 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $130M | – | 0.38 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $28M | – | 0.08 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $10M | – | 0.03 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $10M | – | 0.03 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $8M | – | 0.02 |
| REVVITY INC | Long | Debt | US | $9M | – | 0.03 |
| REVVITY INC | Long | Debt | US | $5M | – | 0.01 |
| REXFORD INDUS RE (Rexford Industrial Realty LP) | Long | Debt | US | $14M | – | 0.04 |
| REXFORD INDUS RE (Rexford Industrial Realty LP) | Long | Debt | US | $5M | – | 0.01 |
| RHP HOTEL PPTY (RHP Hotel Properties LP / RHP Finance Corp) | Long | Debt | US | $581K | – | 0.00 |
| RIO TINTO FINANC (Rio Tinto Finance USA PLC) | Long | Debt | GB | $31M | – | 0.09 |
| ROBERT BOSCH (Robert Bosch GmbH) | Long | Debt | DE | $2M | – | 0.01 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $31M | – | 0.09 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $27M | – | 0.08 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $26M | – | 0.08 |
| ROCKET SOFTWARE (Rocket Software Inc) | Long | Debt | US | $618K | – | 0.00 |
| ROCKWELL AUTOMAT (Rockwell Automation Inc) | Long | Debt | US | $6M | – | 0.02 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $85M | – | 0.25 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $45M | – | 0.13 |
| ROLLER BEARING (Roller Bearing Co of America Inc) | Long | Debt | US | $696K | – | 0.00 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $42M | – | 0.12 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $25M | – | 0.07 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $11M | – | 0.03 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $6M | – | 0.02 |
| ROPER TECHNOLOGI (Roper Technologies Inc) | Long | Debt | US | $11M | – | 0.03 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $1M | – | 0.00 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $20M | – | 0.06 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $2M | – | 0.00 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $327K | – | 0.00 |
| ROYALTY PHARM (Royalty Pharma PLC) | Long | Debt | GB | $3M | – | 0.01 |
| ROYALTY PHARMA (Royalty Pharma PLC) | Long | Debt | GB | $21M | – | 0.06 |
| RPM INTL INC (RPM International Inc) | Long | Debt | US | $3M | – | 0.01 |
| RTX CORP | Long | Debt | US | $53M | – | 0.16 |
| RTX CORP | Long | Debt | US | $52M | – | 0.15 |
| RTX CORP | Long | Debt | US | $39M | – | 0.11 |
| RTX CORP | Long | Debt | US | $34M | – | 0.10 |
| RTX CORP | Long | Debt | US | $13M | – | 0.04 |
| RTX CORP | Long | Debt | US | $11M | – | 0.03 |
| RYDER SYSTEM INC | Long | Debt | US | $44M | – | 0.13 |
| S&P GLOBAL INC | Long | Debt | US | $20M | – | 0.06 |
| S&P GLOBAL INC | Long | Debt | US | $9M | – | 0.03 |
| S&P GLOBAL INC | Long | Debt | US | $6M | – | 0.02 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $102M | – | 0.30 |
| SABRA HEALTH CAR (Sabra Health Care LP) | Long | Debt | US | $29M | – | 0.09 |
| SALLY HLD/SAL CA (Sally Holdings LLC / Sally Capital Inc) | Long | Debt | US | $150K | – | 0.00 |
| SANTANDER HOLD (Santander Holdings USA Inc) | Long | Debt | US | $10M | – | 0.03 |
| SAUDI ARAB OIL (Saudi Arabian Oil Co) | Long | Debt | SA | $5M | – | 0.01 |
| SBA COMMUNICATIO (SBA Communications Corp) | Long | Debt | US | $2M | – | 0.00 |
| SCDS: (AIG) | Derivative-credit | $18K | – | 0.00 | ||
| SCDS: (AIRFP) | Derivative-credit | $825K | – | 0.00 | ||
| SCDS: (ALLY) | Derivative-credit | $10K | – | 0.00 | ||
| SCDS: (AXP) | Derivative-credit | $19K | – | 0.00 | ||
| SCDS: (BA) | Derivative-credit | $8K | – | 0.00 | ||
| SCDS: (BRK) | Derivative-credit | $72K | – | 0.00 | ||
| SCDS: (BRK) | Derivative-credit | $35K | – | 0.00 | ||
| SCDS: (CB) | Derivative-credit | $20K | – | 0.00 | ||
| SCDS: (CMCSA) | Derivative-credit | $18K | – | 0.00 | ||
| SCDS: (CVS) | Derivative-credit | $18K | – | 0.00 | ||
| SCDS: (D) | Derivative-credit | $18K | – | 0.00 | ||
| SCDS: (DOW) | Derivative-credit | $18K | – | 0.00 | ||
| SCDS: (ENBCN) | Derivative-credit | $16K | – | 0.00 | ||
| SCDS: (ENFP) | Derivative-credit | $-661K | – | -0.00 | ||
| SCDS: (GE) | Derivative-credit | $20K | – | 0.00 | ||
| SCDS: (GM) | Derivative-credit | $16K | – | 0.00 | ||
| SCDS: (IBM) | Derivative-credit | $19K | – | 0.00 | ||
| SCDS: (KR) | Derivative-credit | $19K | – | 0.00 | ||
| SCDS: (LNC) | Derivative-credit | $11K | – | 0.00 | ||
| SCDS: (LOW) | Derivative-credit | $19K | – | 0.00 | ||
| SCDS: (MDLZ) | Derivative-credit | $19K | – | 0.00 | ||
| SCDS: (MET) | Derivative-credit | $17K | – | 0.00 | ||
| SCDS: (MMC) | Derivative-credit | $20K | – | 0.00 | ||
| SCDS: (MPC) | Derivative-credit | $17K | – | 0.00 | ||
| SCDS: (PANAMA) | Derivative-credit | $-165K | – | -0.00 | ||
| SCDS: (PRU) | Derivative-credit | $17K | – | 0.00 | ||
| SCDS: (SPG) | Derivative-credit | $17K | – | 0.00 | ||
| SCDS: (STANLN) | Derivative-credit | $-62K | – | -0.00 | ||
| SCDS: (ULFP) | Derivative-credit | $-23K | – | -0.00 | ||
| SCDS: (UNH) | Derivative-credit | $19K | – | 0.00 | ||
| SCDS: (VZ) | Derivative-credit | $15K | – | 0.00 | ||
| SCHLUMBERGER HLD (Schlumberger Holdings Corp) | Long | Debt | US | $7M | – | 0.02 |
| SCHLUMBERGER INV (Schlumberger Investment SA) | Long | Debt | LU | $35M | – | 0.10 |
| SCRIPPS ESCROW (Scripps Escrow Inc) | Long | Debt | US | $1M | – | 0.00 |
| SCRIPPS ESCROW (Scripps Escrow II Inc) | Long | Debt | US | $253K | – | 0.00 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $485K | – | 0.00 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $379K | – | 0.00 |
| SEALED AIR CORP | Long | Debt | US | $494K | – | 0.00 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $541K | – | 0.00 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $235K | – | 0.00 |
| SEMPRA | Long | Debt | US | $8M | – | 0.02 |
| SENSATA TECHNOLO (Sensata Technologies Inc) | Long | Debt | US | $1M | – | 0.00 |
| SETANTA AIRCRAFT (Setanta Aircraft Leasing DAC) | Long | Loan | IE | $6M | – | 0.02 |
| SEVERN TRENT FIN (Severn Trent Utilities Finance PLC) | Long | Debt | GB | $7M | – | 0.02 |
| SEVERN TRENT FIN (Severn Trent Utilities Finance PLC) | Long | Debt | GB | $2M | – | 0.01 |
| SHELL INTL FIN (Shell International Finance BV) | Long | Debt | NL | $37M | – | 0.11 |
| SHELL INTL FIN (Shell International Finance BV) | Long | Debt | NL | $13M | – | 0.04 |
| SHERWIN-WILLIAMS (Sherwin-Williams Co/The) | Long | Debt | US | $18M | – | 0.05 |
| SHERWIN-WILLIAMS (Sherwin-Williams Co/The) | Long | Debt | US | $7M | – | 0.02 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $16M | – | 0.05 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $11M | – | 0.03 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $8M | – | 0.02 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $5M | – | 0.01 |
| SIRIUS XM RADIO (Sirius XM Radio Inc) | Long | Debt | US | $2M | – | 0.00 |
| SIX FLAG ENT/THM (Six Flags Entertainment Corp / Six Flags Theme Parks Inc) | Long | Debt | US | $770K | – | 0.00 |
| SKYMILES IP LTD | Long | Loan | KY | $62K | – | 0.00 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $35M | – | 0.10 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $19M | – | 0.06 |
| SNF GROUP SACA | Long | Debt | FR | $3M | – | 0.01 |
| SONOMA PENSION OBLIG (County of Sonoma CA) | Long | Debt | US | $4M | – | 0.01 |
| SOUTH AFRICA (Republic of South Africa Government International Bond) | Long | Debt | ZA | $14M | – | 0.04 |
| SOUTH AFRICA (Republic of South Africa Government International Bond) | Long | Debt | ZA | $8M | – | 0.02 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $28M | – | 0.08 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $17M | – | 0.05 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $9M | – | 0.03 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $7M | – | 0.02 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $6M | – | 0.02 |
| SOUTHERN CAL GAS (Southern California Gas Co) | Long | Debt | US | $5M | – | 0.02 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $29M | – | 0.09 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $12M | – | 0.04 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $12M | – | 0.04 |
| SOUTHERN GAS (Southern Co Gas Capital Corp) | Long | Debt | US | $21M | – | 0.06 |
| SOUTHERN GAS (Southern Co Gas Capital Corp) | Long | Debt | US | $9M | – | 0.03 |
| SOUTHWEST AIR (Southwest Airlines Co) | Long | Debt | US | $35M | – | 0.10 |
| SOUTHWEST AIR (Southwest Airlines Co) | Long | Debt | US | $5M | – | 0.02 |
| SOUTHWESTN EL PR (Southwestern Electric Power Co) | Long | Debt | US | $25M | – | 0.07 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $1M | – | 0.00 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $1M | – | 0.00 |
| SPRINT CAP CORP (Sprint Capital Corp) | Long | Debt | US | $109M | – | 0.32 |
| SQUARE INC (Block Inc) | Long | Debt | US | $247K | – | 0.00 |
| ST JOSEPH HLTH (Providence St Joseph Health Obligated Group) | Long | Debt | US | $12M | – | 0.04 |
| ST JOSEPH HLTH (Providence St Joseph Health Obligated Group) | Long | Debt | US | $8M | – | 0.02 |
| STANDARD CHART (Standard Chartered PLC) | Long | Debt | GB | $12M | – | 0.04 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $336K | – | 0.00 |
| STANFORD HEALTH (Stanford Health Care) | Long | Debt | US | $16M | – | 0.05 |
| STAR PARENT INC | Long | Debt | US | $812K | – | 0.00 |
| STARBUCKS CORP | Long | Debt | US | $31M | – | 0.09 |
| STARBUCKS CORP | Long | Debt | US | $25M | – | 0.07 |
| STARBUCKS CORP | Long | Debt | US | $20M | – | 0.06 |
| STARBUCKS CORP | Long | Debt | US | $12M | – | 0.03 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $39M | – | 0.11 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $26M | – | 0.08 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $21M | – | 0.06 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $10M | – | 0.03 |
| STATION CAS (Station Casinos LLC) | Long | Debt | US | $460K | – | 0.00 |
| STATOIL ASA (Equinor ASA) | Long | Debt | NO | $3M | – | 0.01 |
| STEEL DYNAMICS (Steel Dynamics Inc) | Long | Debt | US | $26M | – | 0.08 |
| STEEL DYNAMICS (Steel Dynamics Inc) | Long | Debt | US | $15M | – | 0.04 |
| STEEL DYNAMICS (Steel Dynamics Inc) | Long | Debt | US | $3M | – | 0.01 |
| STERIS PLC (STERIS Irish FinCo UnLtd Co) | Long | Debt | IE | $19M | – | 0.06 |
| STIFEL FINANCIAL (Stifel Financial Corp) | Long | Debt | US | $4M | – | 0.01 |
| STORE CAPITA (Store Capital LLC) | Long | Debt | US | $6M | – | 0.02 |
| STRYKER CORP | Long | Debt | US | $11M | – | 0.03 |
| STUDIO CITY FIN (Studio City Finance Ltd) | Long | Debt | VG | $759K | – | 0.00 |
| SUBWAY 2024-1A A23 (SUBWAY FUNDING LLC SUBWAY_24-1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.03 |
| SUBWAY 2024-1A A2II (SUBWAY FUNDING LLC SUBWAY_24-1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $51M | – | 0.15 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $36M | – | 0.11 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $29M | – | 0.09 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $27M | – | 0.08 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $26M | – | 0.08 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $26M | – | 0.08 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $26M | – | 0.07 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $19M | – | 0.06 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $9M | – | 0.03 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $8M | – | 0.02 |
| SUMMIT MATERIALS (Summit Materials LLC / Summit Materials Finance Corp) | Long | Debt | US | $318K | – | 0.00 |
| SUNCOR ENERGY (Suncor Energy Inc) | Long | Debt | CA | $28M | – | 0.08 |
| SUNOCO LP | Long | Debt | US | $2M | – | 0.00 |
| SUNRISE FINCO (Sunrise FinCo I BV) | Long | Debt | NL | $1M | – | 0.00 |
| SUTTER HEALTH | Long | Debt | US | $4M | – | 0.01 |
| SWP: IFS 2.393800 01-AUG-2029 USC | Derivative-interest rate | $31K | – | 0.00 | ||
| SWP: IFS 2.419500 15-JUL-2029 USC | Derivative-interest rate | $95K | – | 0.00 | ||
| SWP: IFS 2.437000 19-JUL-2029 USC | Derivative-interest rate | $119K | – | 0.00 | ||
| SWP: IFS 2.449200 18-JUL-2029 USC | Derivative-interest rate | $141K | – | 0.00 | ||
| SWP: IFS 2.453800 01-AUG-2054 USC | Derivative-interest rate | $-47K | – | -0.00 | ||
| SWP: IFS 2.468500 15-JUL-2054 USC | Derivative-interest rate | $-75K | – | -0.00 | ||
| SWP: IFS 2.481500 19-JUL-2054 USC | Derivative-interest rate | $-96K | – | -0.00 | ||
| SWP: IFS 2.484000 10-JUL-2029 USC | Derivative-interest rate | $210K | – | 0.00 | ||
| SWP: IFS 2.490770 10-JUL-2029 USC | Derivative-interest rate | $254K | – | 0.00 | ||
| SWP: IFS 2.498500 10-JUL-2054 USC | Derivative-interest rate | $-127K | – | -0.00 | ||
| SWP: IFS 2.500700 18-JUL-2054 USC | Derivative-interest rate | $-129K | – | -0.00 | ||
| SWP: IFS 2.509520 10-JUL-2054 USC | Derivative-interest rate | $-167K | – | -0.00 | ||
| SWP: IFS 2.518800 05-JUL-2054 USC | Derivative-interest rate | $-150K | – | -0.00 | ||
| SWP: IFS 2.521500 05-JUL-2054 USC | Derivative-interest rate | $-167K | – | -0.00 | ||
| SWP: IFS 2.522700 05-JUL-2029 USC | Derivative-interest rate | $253K | – | 0.00 | ||
| SWP: IFS 2.523700 05-JUL-2054 USC | Derivative-interest rate | $-158K | – | -0.00 | ||
| SWP: IFS 2.524800 05-JUL-2029 USC | Derivative-interest rate | $256K | – | 0.00 | ||
| SWP: IFS 2.530000 05-JUL-2029 USC | Derivative-interest rate | $287K | – | 0.00 | ||
| SYNCHRONY FINANC (Synchrony Financial) | Long | Debt | US | $10M | – | 0.03 |
| SYSCO CORP | Long | Debt | US | $12M | – | 0.03 |
| T-MOBILE USA INC | Long | Debt | US | $129M | – | 0.38 |
| T-MOBILE USA INC | Long | Debt | US | $50M | – | 0.15 |
| T-MOBILE USA INC | Long | Debt | US | $28M | – | 0.08 |
| T-MOBILE USA INC | Long | Debt | US | $27M | – | 0.08 |
| T-MOBILE USA INC | Long | Debt | US | $25M | – | 0.07 |
| T-MOBILE USA INC | Long | Debt | US | $22M | – | 0.07 |
| T-MOBILE USA INC | Long | Debt | US | $15M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $15M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $4M | – | 0.01 |
| TAKEDA PHARM (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $80M | – | 0.24 |
| TAKEDA PHARM (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $20M | – | 0.06 |
| TALLGRASS NRG (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $995K | – | 0.00 |
| TANGER PROP LP (Tanger Properties LP) | Long | Debt | US | $6M | – | 0.02 |
| TAPESTRY INC | Long | Debt | US | $14M | – | 0.04 |
| TAPESTRY INC | Long | Debt | US | $11M | – | 0.03 |
| TAPESTRY INC | Long | Debt | US | $6M | – | 0.02 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $44M | – | 0.13 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $40M | – | 0.12 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $54M | – | 0.16 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $26M | – | 0.08 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $11M | – | 0.03 |
| TARGET CORP | Long | Debt | US | $6M | – | 0.02 |
| TELEDYNE TECH (Teledyne Technologies Inc) | Long | Debt | US | $20M | – | 0.06 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $2M | – | 0.00 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $2M | – | 0.00 |
| TEVA PHARMACEUCI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $246K | – | 0.00 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $1M | – | 0.00 |
| TEXAS INSTRUMENT (Texas Instruments Inc) | Long | Debt | US | $13M | – | 0.04 |
| THERMO FISHER (Thermo Fisher Scientific Inc) | Long | Debt | US | $24M | – | 0.07 |
| THERMO FISHER (Thermo Fisher Scientific Inc) | Long | Debt | US | $18M | – | 0.05 |
| TIMKEN CO (Timken Co/The) | Long | Debt | US | $5M | – | 0.01 |
| TJX COS INC (TJX Cos Inc/The) | Long | Debt | US | $5M | – | 0.01 |
| TMSQ 2014-1500 A (TMSQ 2014-1500 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| TOLL BR FIN CORP (Toll Brothers Finance Corp) | Long | Debt | US | $6M | – | 0.02 |
| TOPBUILD CORP | Long | Debt | US | $1M | – | 0.00 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $13M | – | 0.04 |
| TOTAL CAP INTL (TotalEnergies Capital International SA) | Long | Debt | FR | $2M | – | 0.01 |
| TOTALENERGIES (TotalEnergies Capital SA) | Long | Debt | FR | $15M | – | 0.04 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $39M | – | 0.11 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $23M | – | 0.07 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $20M | – | 0.06 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $17M | – | 0.05 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $13M | – | 0.04 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $6M | – | 0.02 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $4M | – | 0.01 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $106M | – | 0.31 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $32M | – | 0.09 |
| TRANSCONT GAS PL (Transcontinental Gas Pipe Line Co LLC) | Long | Debt | US | $22M | – | 0.06 |
| TRANSDIGM INC | Long | Debt | US | $2M | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $2M | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $1M | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $52K | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $2M | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $1M | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $338K | – | 0.00 |
| TRIMBLE INC | Long | Debt | US | $6M | – | 0.02 |
| TRITON CONTAINER (Triton Container International Ltd / TAL International Container Corp) | Long | Debt | BM | $3M | – | 0.01 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Debt | US | $830K | – | 0.00 |
| TRUIST BANK | Long | Debt | US | $21M | – | 0.06 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $20M | – | 0.06 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $14M | – | 0.04 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $11M | – | 0.03 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $7M | – | 0.02 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $6M | – | 0.02 |
| TX NATURAL GAS SECZ (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $5M | – | 0.01 |
| TYCO ELECTRONICS (Tyco Electronics Group SA) | Long | Debt | LU | $10M | – | 0.03 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $45M | – | 0.13 |
| UBSBM 2012-WRM A (UBS-BAMLL Trust 2012-WRM) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| UDR INC | Long | Debt | US | $7M | – | 0.02 |
| UDR INC | Long | Debt | US | $4M | – | 0.01 |
| UDR INC | Long | Debt | US | $4M | – | 0.01 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $11M | – | 0.03 |
| UKG INC | Long | Debt | US | $1M | – | 0.00 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $17M | – | 0.05 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $13M | – | 0.04 |
| UNION PAC CORP (Union Pacific Corp) | Long | Debt | US | $32M | – | 0.09 |
| UNION PAC CORP (Union Pacific Corp) | Long | Debt | US | $12M | – | 0.03 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $7M | – | 0.02 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $128M | – | 0.38 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $67M | – | 0.20 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $36M | – | 0.10 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $10M | – | 0.03 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $7M | – | 0.02 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Debt | US | $1M | – | 0.00 |
| UNITED PARCEL (United Parcel Service Inc) | Long | Debt | US | $46M | – | 0.13 |
| UNITED UTIL W FI (United Utilities Water Finance PLC) | Long | Debt | GB | $13M | – | 0.04 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $55M | – | 0.16 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $35M | – | 0.10 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $32M | – | 0.09 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $25M | – | 0.07 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $25M | – | 0.07 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $25M | – | 0.07 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $16M | – | 0.05 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $14M | – | 0.04 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $9M | – | 0.03 |
| UNIV OF CA REGENTS-Q (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $8M | – | 0.02 |
| UNIV OF CALIFORNIA-BG (University of California) | Long | Debt | US | $4M | – | 0.01 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $2M | – | 0.01 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $1M | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $906K | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $96K | – | 0.00 |
| UPJOHN INC (Viatris Inc) | Long | Debt | US | $3M | – | 0.01 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $8M | – | 0.02 | ||
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | $-225K | – | -0.00 | ||
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | $-805K | – | -0.00 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $2M | – | 0.01 | ||
| US BANCORP | Long | Debt | US | $100M | – | 0.29 |
| US BANCORP | Long | Debt | US | $86M | – | 0.25 |
| US BANCORP | Long | Debt | US | $63M | – | 0.18 |
| US BANCORP | Long | Debt | US | $53M | – | 0.15 |
| US BANCORP | Long | Debt | US | $39M | – | 0.11 |
| US BANCORP | Long | Debt | US | $24M | – | 0.07 |
| US BANCORP | Long | Debt | US | $17M | – | 0.05 |
| US BANCORP | Long | Debt | US | $6M | – | 0.02 |
| US BANCORP | Long | Debt | US | $4M | – | 0.01 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $-3M | – | -0.01 | ||
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $306M | – | 0.90 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $229M | – | 0.67 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $174M | – | 0.51 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $148M | – | 0.43 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $147M | – | 0.43 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $144M | – | 0.42 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $141M | – | 0.41 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $125M | – | 0.37 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $121M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $113M | – | 0.33 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $99M | – | 0.29 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $91M | – | 0.27 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $86M | – | 0.25 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $74M | – | 0.22 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $70M | – | 0.20 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $70M | – | 0.20 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $68M | – | 0.20 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $56M | – | 0.16 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $42M | – | 0.12 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $38M | – | 0.11 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $30M | – | 0.09 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $20M | – | 0.06 |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | $-3M | – | -0.01 | ||
| USI INC/NY | Long | Debt | US | $362K | – | 0.00 |
| UZBEKNEFTEGAZ (Uzbekneftegaz JSC) | Long | Debt | UZ | $16M | – | 0.05 |
| VAIL RESORTS (Vail Resorts Inc) | Long | Debt | US | $2M | – | 0.01 |
| VALARIS (Valaris Ltd) | Long | Debt | BM | $1M | – | 0.00 |
| VALE OVERSEAS (Vale Overseas Ltd) | Long | Debt | KY | $19M | – | 0.06 |
| VALE OVERSEAS (Vale Overseas Ltd) | Long | Debt | KY | $5M | – | 0.01 |
| VALERO ENERGY (Valero Energy Corp) | Long | Debt | US | $15M | – | 0.04 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $129M | 129M | 0.38 |
| VELOCITY VEHICLE (Velocity Vehicle Group LLC) | Long | Debt | US | $242K | – | 0.00 |
| VENTAS REALTY LP | Long | Debt | US | $5M | – | 0.01 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $3M | – | 0.01 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $617K | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $3M | – | 0.01 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $2M | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $543K | – | 0.00 |
| VERISK ANALYTICS (Verisk Analytics Inc) | Long | Debt | US | $11M | – | 0.03 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $95M | – | 0.28 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $89M | – | 0.26 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $50M | – | 0.15 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $37M | – | 0.11 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $28M | – | 0.08 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $16M | – | 0.05 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $10M | – | 0.03 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $8M | – | 0.02 |
| VIACOMCBS INC (Paramount Global) | Long | Debt | US | $38M | – | 0.11 |
| VIACOMCBS INC (Paramount Global) | Long | Debt | US | $23M | – | 0.07 |
| VIPER ENERGY PA (Viper Energy Inc) | Long | Debt | US | $801K | – | 0.00 |
| VIRGIN MEDIA FIN (Virgin Media Finance PLC) | Long | Debt | GB | $948K | – | 0.00 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $25M | – | 0.07 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $20M | – | 0.06 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $15M | – | 0.04 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $8M | – | 0.02 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $7M | – | 0.02 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $2M | – | 0.01 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $515K | – | 0.00 |
| VITAL ENERGY INC | Long | Debt | US | $661K | – | 0.00 |
| VMWARE LLC | Long | Debt | US | $40M | – | 0.12 |
| VMWARE LLC | Long | Debt | US | $26M | – | 0.08 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $21M | – | 0.06 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $16M | – | 0.05 |
| VZ SECURED FINAN (VZ Secured Financing BV) | Long | Debt | NL | $2M | – | 0.01 |
| WALT DISNEY CO (Walt Disney Co/The) | Long | Debt | US | $21M | – | 0.06 |
| WALT DISNEY CO (Walt Disney Co/The) | Long | Debt | US | $18M | – | 0.05 |
| WARNERMEDIA HLDG (Warnermedia Holdings Inc) | Long | Debt | US | $68M | – | 0.20 |
| WASH MUT BANK FA (Washington Mutual Bank / Debt not acquired by JPMorgan) | Long | Debt | US | $2K | – | 0.00 |
| WASH MUT BANK FA (Washington Mutual Bank / Debt not acquired by JPMorgan) | Long | Debt | US | $1K | – | 0.00 |
| WASH MUT BANK NV (Washington Mutual Bank / Debt not acquired by JPMorgan) | Long | Debt | US | $1K | – | 0.00 |
| WASTE MANAGEMENT (Waste Management Inc) | Long | Debt | US | $31M | – | 0.09 |
| WASTE MANAGEMENT (Waste Management Inc) | Long | Debt | US | $19M | – | 0.05 |
| WASTE MANAGEMENT (Waste Management Inc) | Long | Debt | US | $10M | – | 0.03 |
| WASTE MANAGEMENT (Waste Management Inc) | Long | Debt | US | $5M | – | 0.01 |
| WATCO COS LLC/FI (Watco Cos LLC / Watco Finance Corp) | Long | Debt | US | $256K | – | 0.00 |
| WEC ENERGY GROUP (WEC Energy Group Inc) | Long | Debt | US | $14M | – | 0.04 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $68M | – | 0.20 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $64M | – | 0.19 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $62M | – | 0.18 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $56M | – | 0.16 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $52M | – | 0.15 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $42M | – | 0.12 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $39M | – | 0.12 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $33M | – | 0.10 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $6M | – | 0.02 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $4M | – | 0.01 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $15M | – | 0.04 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $10M | – | 0.03 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $6M | – | 0.02 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $2M | – | 0.01 |
| WESTCONNEX FINAN (WestConnex Finance Co Pty Ltd) | Long | Debt | AU | $17M | – | 0.05 |
| WESTERN MIDSTRM (Western Midstream Operating LP) | Long | Debt | US | $10M | – | 0.03 |
| WESTFIELD AMERIC (Westfield America Management Ltd) | Long | Debt | AU | $3M | – | 0.01 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $28M | – | 0.08 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $17M | – | 0.05 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $11M | – | 0.03 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $10M | – | 0.03 |
| WEYERHAEUSER CO | Long | Debt | US | $18M | – | 0.05 |
| WFCM 2014-LC16 B (Wells Fargo Commercial Mortgage Trust 2014-LC16) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| WFCM 2014-LC16 C (Wells Fargo Commercial Mortgage Trust 2014-LC16) | Long | ABS-mortgage backed security | US | $997K | – | 0.00 |
| WFCM 2018-C43 C (Wells Fargo Commercial Mortgage Trust 2018-C43) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WFCM 2018-C46 A4 (Wells Fargo Commercial Mortgage Trust 2018-C46) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WFCM 2018-C47 A4 (Wells Fargo Commercial Mortgage Trust 2018-C47) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WFCM 2019-C54 A4 (Wells Fargo Commercial Mortgage Trust 2019-C54) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WFLD 2014-MONT A (WFLD 2014-MONT Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WFRBS 2014-C20 B (WFRBS Commercial Mortgage Trust 2014-C20) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WFRBS 2014-C20 C (WFRBS Commercial Mortgage Trust 2014-C20) | Long | ABS-mortgage backed security | US | $732K | – | 0.00 |
| WFRBS 2014-C21 AS (WFRBS Commercial Mortgage Trust 2014-C21) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| WILLIAMS COS (Williams Cos Inc/The) | Long | Debt | US | $4M | – | 0.01 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $52M | – | 0.15 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $29M | – | 0.08 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $19M | – | 0.05 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $4M | – | 0.01 |
| WILLIAMS SCOTSM (Williams Scotsman Inc) | Long | Debt | US | $255K | – | 0.00 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $15M | – | 0.04 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $9M | – | 0.03 |
| WMG ACQUISITION (WMG Acquisition Corp) | Long | Debt | US | $7M | – | 0.02 |
| WORKDAY INC | Long | Debt | US | $24M | – | 0.07 |
| WP CAREY INC | Long | Debt | US | $8M | – | 0.02 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $383K | – | 0.00 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $349K | – | 0.00 |
| WYNDHAM HOTELS & (Wyndham Hotels & Resorts Inc) | Long | Loan | US | $1M | – | 0.00 |
| WYNN MACAU LTD | Long | Debt | KY | $549K | – | 0.00 |
| WYNN MACAU LTD | Long | Debt | KY | $241K | – | 0.00 |
| XCEL ENERGY INC | Long | Debt | US | $17M | – | 0.05 |
| XCEL ENERGY INC | Long | Debt | US | $12M | – | 0.03 |
| XCEL ENERGY INC | Long | Debt | US | $10M | – | 0.03 |
| XCEL ENERGY INC | Long | Debt | US | $9M | – | 0.03 |
| XCEL ENERGY INC | Long | Debt | US | $4M | – | 0.01 |
| YINSON BORONIA (Yinson Boronia Production BV) | Long | Debt | NL | $12M | – | 0.03 |
| YORKSHIRE WATER (Yorkshire Water Finance PLC) | Long | Debt | GB | $8M | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $25M | – | 0.07 |
| ZOETIS INC | Long | Debt | US | $17M | – | 0.05 |
Address
VANGUARD FIXED INCOME SECURITIES FUNDS
100 Vanguard Boulevard
Malvern
Pennsylvania
19355
United States of America
Websites
Directors
Sarah Bloom Raskin
Deanna Mulligan
Peter F. Volanakis
Lubos Pastor
Emerson U. Fullwood
Grant Reid
David Thomas
F. Joseph Loughrey
Tara Bunch
Mark Loughridge
Scott C. Malpass
Mortimer J. Buckley
Andre F. Perold
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
Bloomberg Finance LP
Markit Group Limited
Markit North America INC
Refinitiv US LLC
JPMorgan Chase Bank
ICE Data Pricing and Reference Data LLC
ITG Analytics Inc
Custodians
Euroclear Bank S.A./N.V.
Cititrust Colombia S.A. Sociedad Fiduciaria
Standard Chartered Bank (Hong Kong) Limited
Citibank Europe plc, Dublin Romania Branch
State Street Trust Company Canada
Standard Chartered Bank
State Street Bank and Trust Company
The Hongkong and Shanghai Banking Corporation Limited
State Street Bank and Trust Company, United Kingdom branch
Banco Nacional de Mexico, S.A.
UniCredit Bank Hungary Zrt.
Mizuho Bank, Limited
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
THE VANGUARD GROUP, INC.
STATE STREET BANK AND TRUST COMPANY
Brokers
N/A