The Vanguard Group, Inc. > VANGUARD FIXED INCOME SECURITIES FUNDS
VANGUARD SHORT-TERM INVESTMENT-GRADE FUND
$56.37B
Avg Monthly Net Assets
$55.83B
Total Assets
$1.16B
Total Liabilities
$54.67B
Net Assets
VANGUARD SHORT-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 three share classes
and monthly net assets of $56.37B.
On September 27th, 2024 it reported 2,019 holdings, the largest
being United States Treasury Note/Bond (1.3%), Vanguard Cmt Funds-Vanguard Market Liquidity Fund (0.9%) and AbbVie Inc (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Admiral Shares | C000007108 | VFSUX | |
| Institutional Shares | C000007109 | VFSIX | |
| Investor Shares | C000007107 | VFSTX |
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 | $2M | – | 0.00 |
| 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6 (UNKNOWN) | Long | Loan | CA | $2M | – | 0.00 |
| 7-ELEVEN INC | Long | Debt | US | $64M | – | 0.12 |
| AADVANTAGE LOYAL (AAdvantage Loyalty IP Ltd) | Long | Loan | KY | $6M | – | 0.01 |
| AB INBEV SA/NV (Anheuser-Busch InBev SA/NV) | Long | Debt | BE | $6M | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $444M | – | 0.81 |
| ABBVIE INC | Long | Debt | US | $378M | – | 0.69 |
| ABBVIE INC | Long | Debt | US | $165M | – | 0.30 |
| ABBVIE INC | Long | Debt | US | $15M | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $7M | – | 0.01 |
| ABCLN 2024-A B (ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ABCLN 2024-A C (ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| ABCLN 2024-A D (ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| ABU DHABI DEVELO (Abu Dhabi Developmental Holding Co PJSC) | Long | Debt | AE | $29M | – | 0.05 |
| AECMAN 7/30/2031 (AMAZON HOLDCO INC) | Long | Loan | US | $3M | – | 0.01 |
| AEGON FUNDING (AEGON Funding Co LLC) | Long | Debt | US | $24M | – | 0.04 |
| AEP TEXAS (AEP Texas Inc) | Long | Debt | US | $28M | – | 0.05 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $13M | – | 0.02 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $73M | – | 0.13 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $65M | – | 0.12 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $42M | – | 0.08 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $36M | – | 0.07 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $36M | – | 0.07 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $31M | – | 0.06 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $24M | – | 0.04 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $22M | – | 0.04 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $18M | – | 0.03 |
| AES CORP/THE | Long | Debt | US | $29M | – | 0.05 |
| AESOP 2022-5A C (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP_22-5A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AESOP 2023-1A C (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| AESOP 2023-2A C (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| AESOP 2023-5A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5A) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| AESOP 2023-7A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| AESOP 2023-8A A (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| AESOP 2024-1A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.05 |
| AESOP 2024-1A B (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| AESOP 2024-1A C (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| AESOP 2024-3A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| AESOP 2024-3A B (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| AFLAC INC | Long | Debt | US | $15M | – | 0.03 |
| AGI FINANCE (AGI Finance Pty Ltd) | Long | Debt | AU | $9M | – | 0.02 |
| AGILENT TECH INC (Agilent Technologies Inc) | Long | Debt | US | $2M | – | 0.00 |
| AGL CAPITAL CORP (Southern Co Gas Capital Corp) | Long | Debt | US | $4M | – | 0.01 |
| AH4R 2015-SFR2 A (AMERICAN HOMES 4 RENT AH4R_15-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AH4R 2015-SFR2 B (AMERICAN HOMES 4 RENT AH4R_15-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| AIR CANADA | Long | Debt | CA | $2M | – | 0.00 |
| AIR LEASE CORP | Long | Debt | US | $52M | – | 0.09 |
| AIR LEASE CORP | Long | Debt | US | $48M | – | 0.09 |
| AIR LEASE CORP | Long | Debt | US | $27M | – | 0.05 |
| AIR LEASE CORP | Long | Debt | US | $26M | – | 0.05 |
| AIR LEASE CORP | Long | Debt | US | $14M | – | 0.03 |
| AIR LEASE CORP | Long | Debt | US | $4M | – | 0.01 |
| AIR PROD & CHEM (Air Products and Chemicals Inc) | Long | Debt | US | $10M | – | 0.02 |
| AIRPORT AUTH HK (Airport Authority) | Long | Debt | HK | $9M | – | 0.02 |
| AKELIUS RESIDENT (Akelius Residential Property AB) | Long | Debt | SE | $33M | – | 0.06 |
| AKELIUS RESIDENT (Akelius Residential Property AB) | Long | Debt | SE | $3M | – | 0.01 |
| ALABAMA POWER CO | Long | Debt | US | $47M | – | 0.09 |
| ALBEMARLE CORP | Long | Debt | US | $16M | – | 0.03 |
| ALCON FINANCE CO (Alcon Finance Corp) | Long | Debt | US | $18M | – | 0.03 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $9M | – | 0.02 |
| ALLIANT ENERGY F (Alliant Energy Finance LLC) | Long | Debt | US | $14M | – | 0.03 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $46M | – | 0.08 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $9M | – | 0.02 |
| ALLY FINANCIAL (Ally Financial Inc) | Long | Debt | US | $43M | – | 0.08 |
| ALLY FINANCIAL (Ally Financial Inc) | Long | Debt | US | $29M | – | 0.05 |
| ALLYA 2023-1 B (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| ALLYA 2023-1 C (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| ALLYA 2023-1 D (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| ALLYA 2023-A D (ALLY AUTO RECEIVABLES TRUST ALLYA_23-A) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| ALLYA 2024-1 B (ALLY AUTO RECEIVABLES TRUST ALLYA_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| ALLYA 2024-1 C (ALLY AUTO RECEIVABLES TRUST ALLYA_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| ALLYA 2024-1 D (ALLY AUTO RECEIVABLES TRUST ALLYA_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| ALTMOU 5/31/2030 (ALTERRA MOUNTAIN CO) | Long | Loan | US | $2M | – | 0.00 |
| ALTRIA GROUP INC | Long | Debt | US | $24M | – | 0.04 |
| ALTRIA GROUP INC | Long | Debt | US | $17M | – | 0.03 |
| ALTRIA GROUP INC | Long | Debt | US | $10M | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $8M | – | 0.01 |
| AMC NETWORKS INC | Long | Debt | US | $1M | – | 0.00 |
| AMCAR 2023-2 C (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| AMCAR 2024-1 B (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 0.04 |
| AMENTUM ESCROW (Amentum Escrow Corp) | Long | Debt | US | $740K | – | 0.00 |
| AMER ELEC PWR (American Electric Power Co Inc) | Long | Debt | US | $29M | – | 0.05 |
| AMER ELEC PWR (American Electric Power Co Inc) | Long | Debt | US | $18M | – | 0.03 |
| AMER ELEC PWR (American Electric Power Co Inc) | Long | Debt | US | $9M | – | 0.02 |
| AMER INTL GROUP (American International Group Inc) | Long | Debt | US | $7M | – | 0.01 |
| AMER INTL GROUP (American International Group Inc) | Long | Debt | US | $7M | – | 0.01 |
| AMER INTL GROUP (American International Group Inc) | Long | Debt | US | $5M | – | 0.01 |
| AMER MED SYST EU (American Medical Systems Europe BV) | Long | Debt | NL | $15M | – | 0.03 |
| AMEREN CORP | Long | Debt | US | $127M | – | 0.23 |
| AMEREN CORP | Long | Debt | US | $103M | – | 0.19 |
| AMEREN CORP | Long | Debt | US | $25M | – | 0.04 |
| AMEREN CORP | Long | Debt | US | $13M | – | 0.02 |
| AMEREN CORP | Long | Debt | US | $9M | – | 0.02 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $59M | – | 0.11 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $31M | – | 0.06 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $28M | – | 0.05 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $22M | – | 0.04 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $21M | – | 0.04 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $19M | – | 0.04 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $48M | – | 0.09 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $34M | – | 0.06 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $28M | – | 0.05 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $28M | – | 0.05 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $64M | – | 0.12 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $34M | – | 0.06 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $32M | – | 0.06 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $27M | – | 0.05 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $24M | – | 0.04 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $20M | – | 0.04 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $13M | – | 0.02 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $11M | – | 0.02 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $11M | – | 0.02 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $9M | – | 0.02 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $2M | – | 0.00 |
| AMERIPRISE FINL (Ameriprise Financial Inc) | Long | Debt | US | $45M | – | 0.08 |
| AMERIPRISE FINL (Ameriprise Financial Inc) | Long | Debt | US | $11M | – | 0.02 |
| AMGEN INC | Long | Debt | US | $169M | – | 0.31 |
| AMGEN INC | Long | Debt | US | $37M | – | 0.07 |
| AMGEN INC | Long | Debt | US | $10M | – | 0.02 |
| AMPHENOL CORP | Long | Debt | US | $12M | – | 0.02 |
| AMPRION GMBH | Long | Debt | DE | $16M | – | 0.03 |
| AMWINS GROUP INC | Long | Debt | US | $3M | – | 0.01 |
| AMWINS GROUP INC | Long | Debt | US | $2M | – | 0.00 |
| AMWINS GROUP INC | Long | Loan | US | $548K | – | 0.00 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $15M | – | 0.03 |
| ANTARES HOLDINGS (Antares Holdings LP) | Long | Debt | US | $31M | – | 0.06 |
| ANTARES HOLDINGS (Antares Holdings LP) | Long | Debt | US | $20M | – | 0.04 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $893K | – | 0.00 |
| AON CORP/AON GLO (Aon Corp / Aon Global Holdings PLC) | Long | Debt | $25M | – | 0.05 | |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $52M | – | 0.09 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $15M | – | 0.03 |
| AON PLC (Aon Global Ltd) | Long | Debt | GB | $11M | – | 0.02 |
| APPLIED MATERIAL (Applied Materials Inc) | Long | Debt | US | $37M | – | 0.07 |
| ARCELORMITTAL (ArcelorMittal SA) | Long | Debt | LU | $9M | – | 0.02 |
| ARCELORMITTAL SA | Long | Debt | LU | $3M | – | 0.01 |
| ARDAGH METAL PAC (Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC) | Long | Debt | $2M | – | 0.00 | |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $58M | – | 0.11 |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $40M | – | 0.07 |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $29M | – | 0.05 |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $26M | – | 0.05 |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $16M | – | 0.03 |
| ARES STRATEGIC I (Ares Strategic Income Fund) | Long | Debt | US | $27M | – | 0.05 |
| AROUNDTOWN SA | Long | Debt | LU | $6M | – | 0.01 |
| AROUNDTOWN SA | Long | Debt | LU | $3M | – | 0.01 |
| AROUNDTOWN SA | Long | Debt | LU | $2M | – | 0.00 |
| AROUNDTOWN SA | Long | Debt | LU | $2M | – | 0.00 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $458K | – | 0.00 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $73M | – | 0.13 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $46M | – | 0.08 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $22M | – | 0.04 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $9M | – | 0.02 |
| ASURION LLC | Long | Loan | US | $2M | – | 0.00 |
| AT&T INC | Long | Debt | US | $205M | – | 0.37 |
| AT&T INC | Long | Debt | US | $56M | – | 0.10 |
| AT&T INC | Long | Debt | US | $48M | – | 0.09 |
| AT&T INC | Long | Debt | US | $31M | – | 0.06 |
| AT&T INC | Long | Debt | US | $28M | – | 0.05 |
| AT&T INC | Long | Debt | US | $23M | – | 0.04 |
| AT&T INC | Long | Debt | US | $21M | – | 0.04 |
| AT&T INC | Long | Debt | US | $11M | – | 0.02 |
| AT&T INC | Long | Debt | US | $8M | – | 0.01 |
| ATHENE HOLDING (Athene Holding Ltd) | Long | Debt | US | $31M | – | 0.06 |
| ATLASSIAN CORP | Long | Debt | US | $23M | – | 0.04 |
| AUD/USD FWD 20240918 | Derivative-foreign exchange | $7M | – | 0.01 | ||
| AUD/USD FWD 20240918 | Derivative-foreign exchange | $-31K | – | -0.00 | ||
| AURIZON FINANCE (Aurizon Finance Pty Ltd) | Long | Debt | AU | $5M | – | 0.01 |
| AUSGRID FINANCE (Ausgrid Finance Pty Ltd) | Long | Debt | AU | $14M | – | 0.03 |
| AUSNET SERVICES (AusNet Services Holdings Pty Ltd) | Long | Debt | AU | $6M | – | 0.01 |
| AUST & NZ BANK (Australia & New Zealand Banking Group Ltd) | Long | Debt | AU | $15M | – | 0.03 |
| AUST 3YR BOND FUT Sep24 | Derivative-interest rate | $-429K | – | -0.00 | ||
| AUTOZONE INC | Long | Debt | US | $42M | – | 0.08 |
| AUTOZONE INC | Long | Debt | US | $33M | – | 0.06 |
| AUTOZONE INC | Long | Debt | US | $24M | – | 0.04 |
| AUTOZONE INC | Long | Debt | US | $22M | – | 0.04 |
| AUTOZONE INC | Long | Debt | US | $15M | – | 0.03 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $19M | – | 0.03 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $6M | – | 0.01 |
| AVALONBAY COMMUN (AvalonBay Communities Inc) | Long | Debt | US | $851K | – | 0.00 |
| AVMT 2018-AVM A (Aventura Mall Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| AXA EQUITABLE HO (Equitable Holdings Inc) | Long | Debt | US | $14M | – | 0.03 |
| AYVENS SA | Long | Debt | FR | $8M | – | 0.01 |
| AYVENS SA | Long | Debt | FR | $7M | – | 0.01 |
| AYVENS SA | Long | Debt | FR | $6M | – | 0.01 |
| BAA FUNDING LTD (Heathrow Funding Ltd) | Long | Debt | JE | $13M | – | 0.02 |
| BAAT 2023-1A A4 (BANK OF AMERICA AUTO TRUST BAAT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| BACM 2015-UBS7 C (Banc of America Commercial Mortgage Trust 2015-UBS7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BACM 2017-BNK3 A4 (Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BAE SYSTEMS PLC | Long | Debt | GB | $51M | – | 0.09 |
| BAE SYSTEMS PLC | Long | Debt | GB | $31M | – | 0.06 |
| BAFC 2006-H 2A2 (Banc of America Funding 2006-H Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BAKER HUGHES (Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc) | Long | Debt | US | $49M | – | 0.09 |
| BAKER HUGHES (Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc) | Long | Debt | US | $13M | – | 0.02 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $42M | – | 0.08 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $26M | – | 0.05 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $23M | – | 0.04 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $20M | – | 0.04 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $17M | – | 0.03 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $5M | – | 0.01 |
| BANK 2017-BNK4 A4 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 2017-BNK7 A4 | Long | ABS-mortgage backed security | US | $790K | – | 0.00 |
| BANK 2017-BNK7 A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2017-BNK8 A4 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BANK 2019-BN16 A4 (BANK 2019-BNK16) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2019-BN23 A3 (BANK 2019-BNK23) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $47M | – | 0.09 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $22M | – | 0.04 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $21M | – | 0.04 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $20M | – | 0.04 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $11M | – | 0.02 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $126M | – | 0.23 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $103M | – | 0.19 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $83M | – | 0.15 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $79M | – | 0.14 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $72M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $71M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $71M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $55M | – | 0.10 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $53M | – | 0.10 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $46M | – | 0.08 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $44M | – | 0.08 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $42M | – | 0.08 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $41M | – | 0.07 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $27M | – | 0.05 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $27M | – | 0.05 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $25M | – | 0.04 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $20M | – | 0.04 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $17M | – | 0.03 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $14M | – | 0.03 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $13M | – | 0.02 |
| BANK OF AMERICA (Bank of America NA) | Long | Debt | US | $14M | – | 0.02 |
| BANK OF MONTREAL | Long | Debt | CA | $39M | – | 0.07 |
| BANK OF MONTREAL | Long | Debt | CA | $21M | – | 0.04 |
| BANK OF MONTREAL | Long | Debt | CA | $16M | – | 0.03 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $71M | – | 0.13 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $31M | – | 0.06 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $23M | – | 0.04 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $23M | – | 0.04 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $20M | – | 0.04 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $16M | – | 0.03 |
| BANK5 2023-5YR3 A3 | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BANK5 2024-5YR7 A3 | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| BANQ FED CRD MUT (Banque Federative du Credit Mutuel SA) | Long | Debt | FR | $13M | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $58M | – | 0.11 |
| BARCLAYS PLC | Long | Debt | GB | $54M | – | 0.10 |
| BARCLAYS PLC | Long | Debt | GB | $51M | – | 0.09 |
| BARCLAYS PLC | Long | Debt | GB | $51M | – | 0.09 |
| BARCLAYS PLC | Long | Debt | GB | $50M | – | 0.09 |
| BARCLAYS PLC | Long | Debt | GB | $49M | – | 0.09 |
| BARCLAYS PLC | Long | Debt | GB | $35M | – | 0.06 |
| BARCLAYS PLC | Long | Debt | GB | $28M | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $25M | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $14M | – | 0.03 |
| BARCLAYS PLC | Long | Debt | GB | $11M | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $10M | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $9M | – | 0.02 |
| BARCLAYS PLC | Long | Debt | GB | $6M | – | 0.01 |
| BARCLAYS PLC | Long | Debt | GB | $3M | – | 0.01 |
| BAT CAPITAL CORP | Long | Debt | US | $83M | – | 0.15 |
| BAT CAPITAL CORP | Long | Debt | US | $82M | – | 0.15 |
| BAT CAPITAL CORP | Long | Debt | US | $69M | – | 0.13 |
| BAT CAPITAL CORP | Long | Debt | US | $8M | – | 0.01 |
| BAT INTL FINANCE (BAT International Finance PLC) | Long | Debt | GB | $194M | – | 0.35 |
| BAT INTL FINANCE (BAT International Finance PLC) | Long | Debt | GB | $129M | – | 0.24 |
| BAT INTL FINANCE (BAT International Finance PLC) | Long | Debt | GB | $54M | – | 0.10 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Loan | CA | $5M | – | 0.01 |
| BAXTER INTL (Baxter International Inc) | Long | Debt | US | $161M | – | 0.29 |
| BAXTER INTL (Baxter International Inc) | Long | Debt | US | $55M | – | 0.10 |
| BBCMS 2022-C16 A1 (BBCMS Mortgage Trust 2022-C16) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BBCMS 2023-5C23 A3 (BBCMS Mortgage Trust 2023-5C23) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BBCMS 2024-5C25 A3 (BBCMS Mortgage Trust 2024-5C25) | Long | ABS-mortgage backed security | US | $24M | – | 0.04 |
| BBCMS 2024-5C25 AS (BBCMS Mortgage Trust 2024-5C25) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $76M | – | 0.14 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $40M | – | 0.07 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $24M | – | 0.04 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $21M | – | 0.04 |
| BECTON DICKINSON (Becton Dickinson Euro Finance Sarl) | Long | Debt | LU | $11M | – | 0.02 |
| BERRY GLOBAL INC | Long | Debt | US | $108M | – | 0.20 |
| BERRY GLOBAL INC | Long | Debt | US | $20M | – | 0.04 |
| BERRY GLOBAL INC | Long | Debt | US | $7M | – | 0.01 |
| BERRY GLOBAL INC | Long | Debt | US | $2M | – | 0.00 |
| BHP FINANCE USA (BHP Billiton Finance USA Ltd) | Long | Debt | AU | $117M | – | 0.21 |
| BHP FINANCE USA (BHP Billiton Finance USA Ltd) | Long | Debt | AU | $46M | – | 0.08 |
| BHP FINANCE USA (BHP Billiton Finance USA Ltd) | Long | Debt | AU | $39M | – | 0.07 |
| BIG RVR STL/FIN (Big River Steel LLC / BRS Finance Corp) | Long | Debt | US | $4M | – | 0.01 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $18M | – | 0.03 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $6M | – | 0.01 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $5M | – | 0.01 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $5M | – | 0.01 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $3M | – | 0.01 |
| BLUE OWL CAPITAL (Blue Owl Capital Corp) | Long | Debt | US | $24M | – | 0.04 |
| BLUE OWL CAPITAL (Blue Owl Capital Corp) | Long | Debt | US | $19M | – | 0.03 |
| BLUE OWL CAPITAL (Blue Owl Capital Corp) | Long | Debt | US | $2M | – | 0.00 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $8M | – | 0.01 |
| BMARK 2018-B1 A5 (Benchmark 2018-B1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.02 |
| BMARK 2018-B8 A4 (Benchmark 2018-B8 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BMARK 2023-V3 A3 (Benchmark 2023-V3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BMARK 2024-V6 A3 (Benchmark 2024-V6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.02 |
| BMARK 2024-V8 A3 | Long | ABS-mortgage backed security | US | $37M | – | 0.07 |
| BMO 2023-5C2 A3 (BMO 2023-5C2 Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BMO 2024-5C3 A3 (BMO 2024-5C3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.03 |
| BMO 2024-5C4 A3 (BMO 2024-5C4 Mortgage Trust) | Long | ABS-mortgage backed security | US | $29M | – | 0.05 |
| BMW US CAP LLC (BMW US Capital LLC) | Long | Debt | US | $21M | – | 0.04 |
| BMW US CAP LLC (BMW US Capital LLC) | Long | Debt | US | $10M | – | 0.02 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $10M | – | 0.02 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $8M | – | 0.01 |
| BOAD (Banque Ouest Africaine de Developpement) | Long | Debt | $8M | – | 0.01 | |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $383M | – | 0.70 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $201M | – | 0.37 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $120M | – | 0.22 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $22M | – | 0.04 |
| BOEING CO/THE | Long | Debt | US | $37M | – | 0.07 |
| BOEING CO/THE | Long | Debt | US | $24M | – | 0.04 |
| BOOKING HLDS INC (Booking Holdings Inc) | Long | Debt | US | $8M | – | 0.02 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Loan | US | $965K | – | 0.00 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Debt | US | $857K | – | 0.00 |
| BOSTON PROP LP (Boston Properties LP) | Long | Debt | US | $16M | – | 0.03 |
| BOSTON PROP LP (Boston Properties LP) | Long | Debt | US | $15M | – | 0.03 |
| BOSTON PROP LP (Boston Properties LP) | Long | Debt | US | $4M | – | 0.01 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $32M | – | 0.06 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $28M | – | 0.05 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $15M | – | 0.03 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $12M | – | 0.02 |
| BP CAP MKY BV (BP Capital Markets BV) | Long | Debt | NL | $7M | – | 0.01 |
| BP CAPITAL PLC (BP Capital Markets PLC) | Long | Debt | GB | $46M | – | 0.08 |
| BP CAPITAL PLC (BP Capital Markets PLC) | Long | Debt | GB | $11M | – | 0.02 |
| BPCE (BPCE SA) | Long | Debt | FR | $5M | – | 0.01 |
| BPCE (BPCE SA) | Long | Debt | FR | $4M | – | 0.01 |
| BPR 2023-BRK2 A (BPR Trust 2023-BRK2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BRANCH BKG & TR (Truist Bank) | Long | Debt | US | $20M | – | 0.04 |
| BRAZIL REP OF (Brazilian Government International Bond) | Long | Debt | BR | $17M | – | 0.03 |
| BRDCOM CRP / FIN (Broadcom Corp / Broadcom Cayman Finance Ltd) | Long | Debt | $70M | – | 0.13 | |
| BRDCOM CRP / FIN (Broadcom Corp / Broadcom Cayman Finance Ltd) | Long | Debt | $8M | – | 0.01 | |
| BRINK'S CO/THE | Long | Debt | US | $392K | – | 0.00 |
| BRISBANE AIRPORT (Brisbane Airport Corp Pty Ltd) | Long | Debt | AU | $5M | – | 0.01 |
| BRISBANE AIRPORT (Brisbane Airport Corp Pty Ltd) | Long | Debt | AU | $3M | – | 0.01 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $27M | – | 0.05 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $16M | – | 0.03 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $12M | – | 0.02 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $9M | – | 0.02 |
| BRIT AMER TOBACC (British American Tobacco PLC) | Long | Debt | GB | $11M | – | 0.02 |
| BRITISH TELECOMM (British Telecommunications PLC) | Long | Debt | GB | $22M | – | 0.04 |
| BRIXMOR OPERATIN (Brixmor Operating Partnership LP) | Long | Debt | US | $9M | – | 0.02 |
| BRIXMOR OPERATIN (Brixmor Operating Partnership LP) | Long | Debt | US | $7M | – | 0.01 |
| BRIXMOR OPERATIN (Brixmor Operating Partnership LP) | Long | Debt | US | $5M | – | 0.01 |
| BROADCOM INC | Long | Debt | US | $73M | – | 0.13 |
| BROADCOM INC | Long | Debt | US | $73M | – | 0.13 |
| BROADCOM INC | Long | Debt | US | $55M | – | 0.10 |
| BROADCOM INC | Long | Debt | US | $39M | – | 0.07 |
| BROADCOM INC | Long | Debt | US | $31M | – | 0.06 |
| BROADCOM INC | Long | Debt | US | $23M | – | 0.04 |
| BROADCOM INC | Long | Debt | US | $17M | – | 0.03 |
| BSARM 2006-4 2A1 (Bear Stearns ARM Trust 2006-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BSARM 2007-3 1A1 (Bear Stearns ARM Trust 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BVABS 2024-SN1 B (BOF URSA FUNDING BVABS_24-SN1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| BVABS 2024-SN1 C (BOF URSA FUNDING BVABS_24-SN1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| BVABS 2024-SN1 D (BOF URSA FUNDING BVABS_24-SN1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| BX 2019-OC11 A (BX Trust 2019-OC11) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CADILLAC FAIRVIE (Ontario Teachers' Cadillac Fairview Properties Trust) | Long | Debt | CA | $6M | – | 0.01 |
| CAIXABANK (CaixaBank SA) | Long | Debt | ES | $5M | – | 0.01 |
| CALPINE CORP | Long | Debt | US | $2M | – | 0.00 |
| CAMDEN PROP TRST (Camden Property Trust) | Long | Debt | US | $28M | – | 0.05 |
| CAMDEN PROP TRST (Camden Property Trust) | Long | Debt | US | $9M | – | 0.02 |
| CAMPBELL SOUP CO | Long | Debt | US | $96M | – | 0.18 |
| CAMPBELL SOUP CO | Long | Debt | US | $28M | – | 0.05 |
| CAMPBELL SOUP CO | Long | Debt | US | $28M | – | 0.05 |
| CAMPBELL SOUP CO | Long | Debt | US | $28M | – | 0.05 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $54M | – | 0.10 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $39M | – | 0.07 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $20M | – | 0.04 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $16M | – | 0.03 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $9M | – | 0.02 |
| CANADIAN NATL RE (Canadian Natural Resources Ltd) | Long | Debt | CA | $92M | – | 0.17 |
| CANADIAN PACIFIC (Canadian Pacific Railway Co) | Long | Debt | CA | $34M | – | 0.06 |
| CANADIAN PACIFIC (Canadian Pacific Railway Co) | Long | Debt | CA | $24M | – | 0.04 |
| CANPACK SA (Canpack SA / Canpack US LLC) | Long | Debt | $1M | – | 0.00 | |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $146M | – | 0.27 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $136M | – | 0.25 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $47M | – | 0.09 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $46M | – | 0.08 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $44M | – | 0.08 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $43M | – | 0.08 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $41M | – | 0.08 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $38M | – | 0.07 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $23M | – | 0.04 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $22M | – | 0.04 |
| CARDINAL HEALTH (Cardinal Health Inc) | Long | Debt | US | $39M | – | 0.07 |
| CARDINAL HEALTH (Cardinal Health Inc) | Long | Debt | US | $945K | – | 0.00 |
| CARE CAPITAL (Sabra Health Care LP) | Long | Debt | US | $24M | – | 0.04 |
| CARGILL INC | Long | Debt | US | $12M | – | 0.02 |
| CARMX 2023-1 A4 (CARMAX AUTO OWNER TRUST CARMX_21-4) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| CARMX 2024-3 C (CARMAX AUTO OWNER TRUST CARMX_24-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CARMX 2024-3 D (CARMAX AUTO OWNER TRUST CARMX_24-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CAS 2023-R06 1M1 (Connecticut Avenue Securities Trust 2023-R06) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CAS 2023-R07 2M1 (Connecticut Avenue Securities Trust 2023-R07) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| CAS 2023-R08 1M1 (Connecticut Avenue Securities Trust 2023-R08) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CAS 2024-R01 1M1 (Connecticut Avenue Securities Trust 2024-R01) | Long | ABS-mortgage backed security | US | $27M | – | 0.05 |
| CAS 2024-R02 1M1 (Connecticut Avenue Securities Trust 2024-R02) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CAS 2024-R04 1A1 (Connecticut Avenue Securities Trust 2024-R04) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| CAS 2024-R05 2A1 (Connecticut Avenue Securities Trust 2024-R05) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $6M | – | 0.01 |
| CBS CORP (Paramount Global) | Long | Debt | US | $10M | – | 0.02 |
| CBS CORP (Paramount Global) | Long | Debt | US | $9M | – | 0.02 |
| CBS CORP (Paramount Global) | Long | Debt | US | $6M | – | 0.01 |
| CBS CORP (Paramount Global) | Long | Debt | US | $3M | – | 0.00 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $3M | – | 0.01 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $2M | – | 0.00 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $332K | – | 0.00 |
| CD 2016-CD1 A4 (CD 2016-CD1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CD 2016-CD1 C (CD 2016-CD1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CD 2017-CD3 A4 (CD 2017-CD3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CD 2017-CD4 A4 (CD 2017-CD4 Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| CD 2017-CD5 AS (CD 2017-CD5 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CD 2017-CD6 AM (CD 2017-CD6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CD 2018-CD7 A3 (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| CD 2018-CD7 C (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CDX.NA.IG.42.V1 5YR RTP @ 50.00000 | Derivative-credit | $2M | – | 0.00 | ||
| CDX.NA.IG.42.V1 5YR RTP @ 52.50000 | Derivative-credit | $940K | – | 0.00 | ||
| CDX.NA.IG.42.V1 5YR RTP @ 70.00000 | Derivative-credit | $-437K | – | -0.00 | ||
| CELANESE US HLDS (Celanese US Holdings LLC) | Long | Debt | US | $25M | – | 0.05 |
| CENCORA INC | Long | Debt | US | $14M | – | 0.03 |
| CENOVUS ENERGY (Cenovus Energy Inc) | Long | Debt | CA | $785K | – | 0.00 |
| CENTENE CORP | Long | Debt | US | $17M | – | 0.03 |
| CENTENE CORP | Long | Debt | US | $7M | – | 0.01 |
| CENTENNIAL RESOU (Permian Resources Operating LLC) | Long | Debt | US | $2M | – | 0.00 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $53M | – | 0.10 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $45M | – | 0.08 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $44M | – | 0.08 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $10M | – | 0.02 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $21M | – | 0.04 |
| CFCRE 2016-C4 A4 (CFCRE Commercial Mortgage Trust 2016-C4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CGCMT 2015-GC31 A4 (Citigroup Commercial Mortgage Trust 2015-GC31) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| CGCMT 2015-GC33 C (Citigroup Commercial Mortgage Trust 2015-GC33) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CGCMT 2017-C4 A4 (Citigroup Commercial Mortgage Trust 2017-C4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CGCMT 2017-P8 A3 (Citigroup Commercial Mortgage Trust 2017-P8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CGCMT 2017-P8 B (Citigroup Commercial Mortgage Trust 2017-P8) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CGCMT 2017-P8 C (Citigroup Commercial Mortgage Trust 2017-P8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CGCMT 2018-C5 A4 (Citigroup Commercial Mortgage Trust 2018-C5) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CGCMT 2019-C7 A4 (Citigroup Commercial Mortgage Trust 2019-C7) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| CGNU PLC (Aviva PLC) | Long | Debt | GB | $9M | – | 0.02 |
| CHAIT 2024-A2 A (CHASE ISSUANCE TRUST CHAIT_24-A2) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.04 |
| CHAOT 2024-1A A4 (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| CHAOT 2024-1A B (CHASE AUTO OWNER TRUST CHAOT_24-1A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CHAOT 2024-1A C (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| CHAOT 2024-1A D (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| CHAOT 2024-3A B (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CHAOT 2024-3A C (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CHAOT 2024-3A D (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CHAOT 2024-4A B (CHASE AUTO OWNER TRUST CHAOT_24-4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| CHAOT 2024-4A C (CHASE AUTO OWNER TRUST CHAOT_24-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| CHAOT 2024-4A D (CHASE AUTO OWNER TRUST CHAOT_24-4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $66M | – | 0.12 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $64M | – | 0.12 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $41M | – | 0.07 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $24M | – | 0.04 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $19M | – | 0.04 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $1M | – | 0.00 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $117M | – | 0.21 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $64M | – | 0.12 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $62M | – | 0.11 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $26M | – | 0.05 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $16M | – | 0.03 |
| CHEMOURS CO (Chemours Co/The) | Long | Loan | US | $5M | – | 0.01 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $3M | – | 0.01 |
| CHENIERE CORP CH (Cheniere Corpus Christi Holdings LLC) | Long | Debt | US | $53M | – | 0.10 |
| CHENIERE ENERGY (Cheniere Energy Inc) | Long | Debt | US | $64M | – | 0.12 |
| CHEVRON PHILLIPS (Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP) | Long | Debt | US | $34M | – | 0.06 |
| CHILE (Chile Government International Bond) | Long | Debt | CL | $5M | – | 0.01 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $4M | – | 0.01 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $1M | – | 0.00 |
| CHUBB INA HLDGS (Chubb INA Holdings LLC) | Long | Debt | US | $83M | – | 0.15 |
| CHUBB INA HLDGS (Chubb INA Holdings LLC) | Long | Debt | US | $62M | – | 0.11 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $3M | – | 0.00 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $2M | – | 0.00 |
| CIGNA GROUP/THE | Long | Debt | US | $35M | – | 0.06 |
| CIGNA GROUP/THE | Long | Debt | US | $31M | – | 0.06 |
| CIGNA GROUP/THE | Long | Debt | US | $9M | – | 0.02 |
| CIGNA GROUP/THE | Long | Debt | US | $3M | – | 0.00 |
| CISCO SYSTEMS (Cisco Systems Inc) | Long | Debt | US | $114M | – | 0.21 |
| CISCO SYSTEMS (Cisco Systems Inc) | Long | Debt | US | $71M | – | 0.13 |
| CITIBANK NA | Long | Debt | US | $62M | – | 0.11 |
| CITIBANK NA | Long | Debt | US | $30M | – | 0.05 |
| CITIBANK NA | Long | Debt | US | $29M | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $81M | – | 0.15 |
| CITIGROUP INC | Long | Debt | US | $66M | – | 0.12 |
| CITIGROUP INC | Long | Debt | US | $54M | – | 0.10 |
| CITIGROUP INC | Long | Debt | US | $46M | – | 0.08 |
| CITIGROUP INC | Long | Debt | US | $40M | – | 0.07 |
| CITIGROUP INC | Long | Debt | US | $38M | – | 0.07 |
| CITIGROUP INC | Long | Debt | US | $33M | – | 0.06 |
| CITIGROUP INC | Long | Debt | US | $28M | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $26M | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $15M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $8M | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $5M | – | 0.01 |
| CITZN 2024-1 A4 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $4M | – | 0.01 |
| CK HUTCHISON (CK Hutchison Group Telecom Finance SA) | Long | Debt | LU | $35M | – | 0.06 |
| CKH FIN 16 (CK Hutchison Finance 16 Ltd) | Long | Debt | KY | $11M | – | 0.02 |
| CLARIOS GLOBAL L (Clarios Global LP) | Long | Debt | CA | $2M | – | 0.00 |
| CLARIOS GLOBAL L (Clarios Global LP) | Long | Debt | CA | $2M | – | 0.00 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $4M | – | 0.01 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $3M | – | 0.01 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Loan | US | $419K | – | 0.00 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $6M | – | 0.01 |
| CLIF 2024-1A A (CLI FUNDING LLC CLIF_24-1A) | Long | ABS-collateralized bond/debt obligation | US | $41M | – | 0.07 |
| CLOSE BROTHERS (Close Brothers Finance PLC) | Long | Debt | GB | $6M | – | 0.01 |
| CMLTI 2007-AR8 2A1A (Citigroup Mortgage Loan Trust 2007-AR8) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| CNH 2022-B A4 (CNH EQUIPMENT TRUST CNH_22-B) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| CNH INDUSTRIAL (CNH Industrial Capital LLC) | Long | Debt | US | $70M | – | 0.13 |
| CNH INDUSTRIAL (CNH Industrial Capital LLC) | Long | Debt | US | $35M | – | 0.06 |
| CNH INDUSTRIAL (CNH Industrial Capital LLC) | Long | Debt | US | $25M | – | 0.05 |
| CNH INDUSTRIAL (CNH Industrial Capital LLC) | Long | Debt | US | $19M | – | 0.03 |
| CNO FINANCIAL (CNO Financial Group Inc) | Long | Debt | US | $16M | – | 0.03 |
| CNT PAR/CDK GL/F (Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc) | Long | Debt | US | $386K | – | 0.00 |
| CODELCO INC (Corp Nacional del Cobre de Chile) | Long | Debt | CL | $14M | – | 0.03 |
| CODELCO INC (Corp Nacional del Cobre de Chile) | Long | Debt | CL | $11M | – | 0.02 |
| COFIDE (Corp Financiera de Desarrollo SA) | Long | Debt | PE | $2M | – | 0.00 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $27M | – | 0.05 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $24M | – | 0.04 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $13M | – | 0.02 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $5M | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $49M | – | 0.09 |
| COMCAST CORP | Long | Debt | US | $34M | – | 0.06 |
| COMCAST CORP | Long | Debt | US | $28M | – | 0.05 |
| COMCAST CORP | Long | Debt | US | $21M | – | 0.04 |
| COMCAST CORP | Long | Debt | US | $18M | – | 0.03 |
| COMM 2013-CR6 B (COMM 2013-CCRE6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COMMONSPIRIT (CommonSpirit Health) | Long | Debt | US | $31M | – | 0.06 |
| CONAGRA BRANDS (Conagra Brands Inc) | Long | Debt | US | $33M | – | 0.06 |
| CONAGRA BRANDS (Conagra Brands Inc) | Long | Debt | US | $1M | – | 0.00 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $53M | – | 0.10 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $23M | – | 0.04 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $15M | – | 0.03 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $8M | – | 0.01 |
| CONSTELLATION BR (Constellation Brands Inc) | Long | Debt | US | $4M | – | 0.01 |
| CONSUMERS ENERGY (Consumers Energy Co) | Long | Debt | US | $62M | – | 0.11 |
| CONSUMERS ENERGY (Consumers Energy Co) | Long | Debt | US | $31M | – | 0.06 |
| CONTINENTAL RESO (Continental Resources Inc/OK) | Long | Debt | US | $25M | – | 0.05 |
| COOP RAB UA/NY (Cooperatieve Rabobank UA/NY) | Long | Debt | NL | $10M | – | 0.02 |
| COOPERATIEVE RAB (Cooperatieve Rabobank UA) | Long | Debt | NL | $47M | – | 0.09 |
| COPAR 2022-2 A4 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| COPAR 2023-1 A4 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| COPT DEFENSE LP (COPT Defense Properties LP) | Long | Debt | US | $56M | – | 0.10 |
| COPT DEFENSE LP (COPT Defense Properties LP) | Long | Debt | US | $3M | – | 0.01 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $82M | – | 0.15 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $16M | – | 0.03 |
| CORP ANDINA FOM (Corp Andina de Fomento) | Long | Debt | $19M | – | 0.04 | |
| COTERRA ENERGY (Coterra Energy Inc) | Long | Debt | US | $16M | – | 0.03 |
| COTIVITI (Cotiviti Inc) | Long | Loan | US | $450K | – | 0.00 |
| CRDT AGR ASSR (Credit Agricole Assurances SA) | Long | Debt | FR | $10M | – | 0.02 |
| CRELAN SA | Long | Debt | BE | $11M | – | 0.02 |
| CRELAN SA | Long | Debt | BE | $6M | – | 0.01 |
| CROWN CASTLE INC | Long | Debt | US | $44M | – | 0.08 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $55M | – | 0.10 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $53M | – | 0.10 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $41M | – | 0.07 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $18M | – | 0.03 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $8M | – | 0.02 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $7M | – | 0.01 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $1M | – | 0.00 |
| CROWNROCK LP/CR (CrownRock LP / CrownRock Finance Inc) | Long | Debt | US | $2M | – | 0.00 |
| CRVNA 2021-P3 A4 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| CSAIL 2015-C3 C (CSAIL 2015-C3 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CSAIL 2016-C7 A5 (CSAIL 2016-C7 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $1M | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $1M | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $894K | – | 0.00 |
| CSL FINANCE PLC | Long | Debt | GB | $9M | – | 0.02 |
| CSX CORP | Long | Debt | US | $14M | – | 0.03 |
| CUBESMART LP | Long | Debt | US | $20M | – | 0.04 |
| CUBESMART LP | Long | Debt | US | $12M | – | 0.02 |
| CUBESMART LP | Long | Debt | US | $7M | – | 0.01 |
| CUBESMART LP | Long | Debt | US | $3M | – | 0.00 |
| CUMMINS INC | Long | Debt | US | $17M | – | 0.03 |
| CVS HEALTH CORP | Long | Debt | US | $159M | – | 0.29 |
| CVS HEALTH CORP | Long | Debt | US | $99M | – | 0.18 |
| CVS HEALTH CORP | Long | Debt | US | $96M | – | 0.18 |
| CVS HEALTH CORP | Long | Debt | US | $57M | – | 0.10 |
| CVS HEALTH CORP | Long | Debt | US | $48M | – | 0.09 |
| CVS HEALTH CORP | Long | Debt | US | $45M | – | 0.08 |
| CVS HEALTH CORP | Long | Debt | US | $40M | – | 0.07 |
| CVS HEALTH CORP | Long | Debt | US | $38M | – | 0.07 |
| CWHL 2006-HYB1 1A1 (CHL Mortgage Pass-Through Trust 2006-HYB1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CWHL 2007-HYB2 3A1 (CHL Mortgage Pass-Through Trust 2007-HYB2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DAIMLER FINANCE (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $17M | – | 0.03 |
| DAIMLER TRUCK (Daimler Truck Finance North America LLC) | Long | Debt | US | $27M | – | 0.05 |
| DAIMLER TRUCK (Daimler Truck Finance North America LLC) | Long | Debt | US | $15M | – | 0.03 |
| DANSKE BANK A/S | Long | Debt | DK | $59M | – | 0.11 |
| DANSKE BANK A/S | Long | Debt | DK | $45M | – | 0.08 |
| DANSKE BANK A/S | Long | Debt | DK | $5M | – | 0.01 |
| DAVITA INC | Long | Loan | US | $3M | – | 0.00 |
| DBJPM 2017-C6 A5 (DBJPM 2017-C6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| DCP MIDSTREAM OP (DCP Midstream Operating LP) | Long | Debt | US | $71M | – | 0.13 |
| DCP MIDSTREAM OP (DCP Midstream Operating LP) | Long | Debt | US | $2M | – | 0.00 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $127M | – | 0.23 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $79M | – | 0.14 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $38M | – | 0.07 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $13M | – | 0.02 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $7M | – | 0.01 |
| DELTA/SKYMILES (Delta Air Lines Inc / SkyMiles IP Ltd) | Long | Debt | $111M | – | 0.20 | |
| DEUTSCHE BANK AG | Long | Debt | DE | $4M | – | 0.01 |
| DEUTSCHE BANK AG | Long | Debt | DE | $2M | – | 0.00 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $67M | – | 0.12 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $59M | – | 0.11 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $49M | – | 0.09 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $41M | – | 0.08 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $35M | – | 0.06 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $32M | – | 0.06 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $4M | – | 0.01 |
| DEVON ENERGY (Devon Energy Corp) | Long | Debt | US | $13M | – | 0.02 |
| DIAGEO CAP PLC (Diageo Capital PLC) | Long | Debt | GB | $40M | – | 0.07 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $50M | – | 0.09 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $39M | – | 0.07 |
| DIGITAL REALTY (Digital Realty Trust LP) | Long | Debt | US | $49M | – | 0.09 |
| DIGITAL REALTY (Digital Realty Trust LP) | Long | Debt | US | $18M | – | 0.03 |
| DIGITAL REALTY (Digital Realty Trust LP) | Long | Debt | US | $15M | – | 0.03 |
| DIGITAL REALTY (Digital Realty Trust LP) | Long | Debt | US | $4M | – | 0.01 |
| DIRECTV FIN/DTV (Directv Financing LLC / Directv Financing Co-Obligor Inc) | Long | Debt | US | $1M | – | 0.00 |
| DISCOVER BANK | Long | Debt | US | $33M | – | 0.06 |
| DISCOVER BANK | Long | Debt | US | $15M | – | 0.03 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $37M | – | 0.07 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $21M | – | 0.04 |
| DISH NETWORK (DISH Network Corp) | Long | Debt | US | $5M | – | 0.01 |
| DLLAA 2023-1A A4 (DLLAA LLC DLLAA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| DLLST 2024-1A A4 (DE LAGE LANDEN FINANCIAL SERVICES INC DLLST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| DNKN 2019-1A A23 (DNKN_19-1-A2I) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| DOLLAR GENERAL (Dollar General Corp) | Long | Debt | US | $19M | – | 0.03 |
| DOMINION ENERGY (Dominion Energy Inc) | Long | Debt | US | $38M | – | 0.07 |
| DOMINION ENERGY (Dominion Energy Inc) | Long | Debt | US | $2M | – | 0.00 |
| DOMINION RES (Dominion Energy Inc) | Long | Debt | US | $4M | – | 0.01 |
| DOVER CORP | Long | Debt | US | $6M | – | 0.01 |
| DOW CHEMICAL CO (Dow Chemical Co/The) | Long | Debt | US | $24M | – | 0.04 |
| DOWDUPONT (DuPont de Nemours Inc) | Long | Debt | US | $59M | – | 0.11 |
| DPABS 2019-1A A2 (DOMINOS PIZZA MASTER ISSUER LLC DPABS_19-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| DPS LEHMAN BRTH HLD (LEHMAN BROTHERS HOLDINGS PLC) | Long | Debt | US | $941 | – | 0.00 |
| DRIVE 2024-1 B (DRIVE AUTO RECEIVABLES TRUST DRIVE_24-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.02 |
| DRIVE 2024-1 C (DRIVE AUTO RECEIVABLES TRUST DRIVE_24-1) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.03 |
| DT LUFTHANSA AG (Deutsche Lufthansa AG) | Long | Debt | DE | $9M | – | 0.02 |
| DT LUFTHANSA AG (Deutsche Lufthansa AG) | Long | Debt | DE | $4M | – | 0.01 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $2M | – | 0.00 |
| DTE ENERGY CO | Long | Debt | US | $47M | – | 0.09 |
| DTE ENERGY CO | Long | Debt | US | $39M | – | 0.07 |
| DTE ENERGY CO | Long | Debt | US | $35M | – | 0.06 |
| DTE ENERGY CO | Long | Debt | US | $21M | – | 0.04 |
| DTE ENERGY CO | Long | Debt | US | $20M | – | 0.04 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $203K | – | 0.00 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $34M | – | 0.06 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $24M | – | 0.04 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $24M | – | 0.04 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $21M | – | 0.04 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $19M | – | 0.04 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $14M | – | 0.03 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $13M | – | 0.02 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $506K | – | 0.00 |
| DXC TECH CO (DXC Technology Co) | Long | Debt | US | $31M | – | 0.06 |
| DXC TECH CO (DXC Technology Co) | Long | Debt | US | $21M | – | 0.04 |
| EARTHSTONE NRGY (Permian Resources Operating LLC) | Long | Debt | US | $3M | – | 0.01 |
| EASTMAN CHEMICAL (Eastman Chemical Co) | Long | Debt | US | $29M | – | 0.05 |
| EATON VANCE CORP | Long | Debt | US | $134K | – | 0.00 |
| EBAY INC | Long | Debt | US | $27M | – | 0.05 |
| EBAY INC | Long | Debt | US | $27M | – | 0.05 |
| EBAY INC | Long | Debt | US | $17M | – | 0.03 |
| EDUSA 2015-1 A (EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| EDVES 2019-A A (EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| EFF 2024-3 A4 (ENTERPRISE FLEET FINANCING LLC EFF_24-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $16M | – | 0.03 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $8M | – | 0.02 |
| ELEMENT SOLN INC (Element Solutions Inc) | Long | Debt | US | $4M | – | 0.01 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $37M | – | 0.07 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $36M | – | 0.07 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $24M | – | 0.04 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $12M | – | 0.02 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $7M | – | 0.01 |
| ELI LILLY & CO | Long | Debt | US | $15M | – | 0.03 |
| ELIA TRANS BE (Elia Transmission Belgium SA) | Long | Debt | BE | $6M | – | 0.01 |
| EMECLI 6/18/2031 (EMERALD DEBT MERGER SUB LLC) | Long | Loan | US | $3M | – | 0.01 |
| EMERSON ELECTRIC (Emerson Electric Co) | Long | Debt | US | $18M | – | 0.03 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $62M | – | 0.11 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $5M | – | 0.01 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $392K | – | 0.00 |
| EMRLD BOR / EMRD (EMRLD Borrower LP / Emerald Co-Issuer Inc) | Long | Debt | US | $387K | – | 0.00 |
| ENBRIDGE ENERGY (Enbridge Energy Partners LP) | Long | Debt | US | $25M | – | 0.05 |
| ENBRIDGE INC | Long | Debt | CA | $70M | – | 0.13 |
| ENBRIDGE INC | Long | Debt | CA | $49M | – | 0.09 |
| ENBRIDGE INC | Long | Debt | CA | $49M | – | 0.09 |
| ENBRIDGE INC | Long | Debt | CA | $33M | – | 0.06 |
| ENBRIDGE INC | Long | Debt | CA | $32M | – | 0.06 |
| ENBRIDGE INC | Long | Debt | CA | $29M | – | 0.05 |
| ENBRIDGE INC | Long | Debt | CA | $27M | – | 0.05 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Loan | US | $4M | – | 0.01 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Debt | US | $2M | – | 0.00 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $4M | – | 0.01 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $114M | – | 0.21 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $66M | – | 0.12 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $54M | – | 0.10 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $46M | – | 0.08 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $43M | – | 0.08 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $33M | – | 0.06 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $78M | – | 0.14 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $77M | – | 0.14 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $13M | – | 0.02 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $13M | – | 0.02 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $11M | – | 0.02 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $10M | – | 0.02 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $3M | – | 0.01 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $4M | – | 0.01 |
| ENTERGY ARKANSAS (Entergy Arkansas LLC) | Long | Debt | US | $9M | – | 0.02 |
| ENTERGY CORP | Long | Debt | US | $86M | – | 0.16 |
| ENTERGY CORP | Long | Debt | US | $47M | – | 0.09 |
| ENTERGY CORP | Long | Debt | US | $9M | – | 0.02 |
| ENTERGY LA LLC (Entergy Louisiana LLC) | Long | Debt | US | $16M | – | 0.03 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $4M | – | 0.01 |
| EQT CORP | Long | Debt | US | $45M | – | 0.08 |
| EQT CORP | Long | Debt | US | $6M | – | 0.01 |
| EQT CORP | Long | Debt | US | $3M | – | 0.00 |
| EQUIFAX INC | Long | Debt | US | $47M | – | 0.09 |
| EQUINIX INC | Long | Debt | US | $17M | – | 0.03 |
| EQUINIX INC | Long | Debt | US | $13M | – | 0.02 |
| EQUINIX INC | Long | Debt | US | $9M | – | 0.02 |
| EQUINIX INC | Long | Debt | US | $9M | – | 0.02 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $38M | – | 0.07 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $20M | – | 0.04 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $18M | – | 0.03 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $3M | – | 0.01 |
| ERP OPERATING LP | Long | Debt | US | $8M | – | 0.01 |
| ERP OPERATING LP | Long | Debt | US | $3M | – | 0.00 |
| ESSEX PORTFOLIO (Essex Portfolio LP) | Long | Debt | US | $9M | – | 0.02 |
| ESSEX PORTFOLIO (Essex Portfolio LP) | Long | Debt | US | $8M | – | 0.01 |
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $5M | – | 0.01 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $20K | – | 0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $20K | – | 0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-18K | – | -0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-63K | – | -0.00 | ||
| EUR/USD FWD 20240918 | Derivative-foreign exchange | $-63K | – | -0.00 | ||
| EURO-BOBL FUTURE Sep24 | Derivative-interest rate | $-9M | – | -0.02 | ||
| EURO-SCHATZ FUT Sep24 | Derivative-interest rate | $-84K | – | -0.00 | ||
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $42M | – | 0.08 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $40M | – | 0.07 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $38M | – | 0.07 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $24M | – | 0.04 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $20M | – | 0.04 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $68M | – | 0.12 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $35M | – | 0.06 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $24M | – | 0.04 |
| EXELON CORP | Long | Debt | US | $5M | – | 0.01 |
| EXPEDIA GRP INC (Expedia Group Inc) | Long | Debt | US | $75M | – | 0.14 |
| EXPERIAN FINANCE (Experian Finance PLC) | Long | Debt | GB | $6M | – | 0.01 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $36M | – | 0.07 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $6M | – | 0.01 |
| F&G GLOBAL FUND (F&G Global Funding) | Long | Debt | US | $17M | – | 0.03 |
| F1VE 2023-V1 A3 (FIVE 2023-V1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FEDERAL RLTY INV (Federal Realty OP LP) | Long | Debt | US | $12M | – | 0.02 |
| FEDERAL RLTY OP (Federal Realty OP LP) | Long | Debt | US | $9M | – | 0.02 |
| FEDERAL RLTY OP (Federal Realty OP LP) | Long | Debt | US | $7M | – | 0.01 |
| FEDEX CORP | Long | Debt | US | $14M | – | 0.03 |
| FHASI 2006-AR3 1A1 (First Horizon Mortgage Pass-Through Trust 2006-AR3) | Long | ABS-mortgage backed security | US | $963K | – | 0.00 |
| FHASI 2006-AR4 1A1 (First Horizon Mortgage Pass-Through Trust 2006-AR4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIDELITY NATIONA (Fidelity National Information Services Inc) | Long | Debt | US | $18M | – | 0.03 |
| FIDELITY NATL FI (Fidelity National Financial Inc) | Long | Debt | US | $497K | – | 0.00 |
| FIDELITY NATL IN (Fidelity National Information Services Inc) | Long | Debt | US | $5M | – | 0.01 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $102M | – | 0.19 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $80M | – | 0.15 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $59M | – | 0.11 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $21M | – | 0.04 |
| FIFTH THIRD BANK (Fifth Third Bancorp) | Long | Debt | US | $37M | – | 0.07 |
| FIFTH THIRD BANK (Fifth Third Bancorp) | Long | Debt | US | $9M | – | 0.02 |
| FIRST QUANTUM (First Quantum Minerals Ltd) | Long | Debt | CA | $474K | – | 0.00 |
| FIRSTENERGY CORP | Long | Debt | US | $12M | – | 0.02 |
| FIRSTENERGY CORP | Long | Debt | US | $4M | – | 0.01 |
| FIRSTENERGY PENN (FirstEnergy Pennsylvania Electric Co) | Long | Debt | US | $15M | – | 0.03 |
| FIRSTENERGY PENN (FirstEnergy Pennsylvania Electric Co) | Long | Debt | US | $8M | – | 0.01 |
| FISERV INC | Long | Debt | US | $50M | – | 0.09 |
| FISERV INC | Long | Debt | US | $49M | – | 0.09 |
| FISERV INC | Long | Debt | US | $49M | – | 0.09 |
| FISERV INC | Long | Debt | US | $39M | – | 0.07 |
| FISERV INC | Long | Debt | US | $30M | – | 0.05 |
| FLORIDA ST BRD OF ADM (State Board of Administration Finance Corp) | Long | Debt | US | $21M | – | 0.04 |
| FMC CORP | Long | Debt | US | $19M | – | 0.04 |
| FMC CORP | Long | Debt | US | $12M | – | 0.02 |
| FNMNT 2023-2 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FNMNT 2024-1 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.04 |
| FONDO MIVIVIE SA (Fondo MIVIVIENDA SA) | Long | Debt | PE | $15M | – | 0.03 |
| FORD MOTOR CO | Long | Debt | US | $19M | – | 0.03 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $63M | – | 0.12 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $57M | – | 0.10 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $56M | – | 0.10 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $36M | – | 0.07 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $34M | – | 0.06 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $27M | – | 0.05 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $25M | – | 0.05 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $22M | – | 0.04 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $16M | – | 0.03 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $9M | – | 0.02 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $7M | – | 0.01 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $5M | – | 0.01 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $5M | – | 0.01 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $2M | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $944K | – | 0.00 |
| FORDF 2023-1 A1 (FORD CREDIT FLOORPLAN MASTER OWNER TRUST) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| FORDF 2024-1 A1 (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-1) | Long | ABS-collateralized bond/debt obligation | US | $47M | – | 0.09 |
| FORDF 2024-1 B (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.03 |
| FORDF 2024-2 A (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-2) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.05 |
| FORDF 2024-2 B (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| FORDL 2023-B B (FORD CREDIT AUTO LEASE TRUST FORDL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| FORDL 2023-B C (FORD CREDIT AUTO LEASE TRUST FORDL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| FORDL 2024-A B (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FORDO 2022-D A4 (FORD CREDIT AUTO OWNER TRUST FORDO_22-D) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| FORDO 2023-C B (FORD CREDIT AUTO OWNER TRUST FORDO_23-C) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.02 |
| FORDO 2023-C C (FORD CREDIT AUTO OWNER TRUST FORDO_23-C) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| FORDO 2024-A B (FORD CREDIT AUTO OWNER TRUST FORDO_24-A) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| FORDO 2024-B B (FORD CREDIT AUTO OWNER TRUST FORDO_24-B) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.03 |
| FORDR 2020-1 C (FORD CREDIT AUTO OWNER TRUST FORDR_20-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| FORDR 2020-2 B (FORD CREDIT AUTO OWNER TRUST FORDR_20-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| FORDR 2021-1 C (FORD CREDIT AUTO OWNER TRUST FORDR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| FORDR 2023-1 A (FORD CREDIT AUTO OWNER TRUST FORDR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $32M | – | 0.06 |
| FORDR 2023-2 A (FORD CREDIT AUTO OWNER TRUST FORDR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| FORDR 2024-1 A (FORD CREDIT AUTO OWNER TRUST FORDR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $49M | – | 0.09 |
| FORDR 2024-1 B (FORD CREDIT AUTO OWNER TRUST FORDR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| FORTIVE CORP | Long | Debt | US | $17M | – | 0.03 |
| FOX CORP | Long | Debt | US | $45M | – | 0.08 |
| FREEPORT INDONES (Freeport Indonesia PT) | Long | Debt | ID | $22M | – | 0.04 |
| FREEPORT-MCMORAN (Freeport-McMoRan Inc) | Long | Debt | US | $17M | – | 0.03 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $3M | – | 0.01 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Loan | US | $825K | – | 0.00 |
| FSWP: OIS 3.678790 17-MAY-2028 SOF | Derivative-interest rate | $1M | – | 0.00 | ||
| FSWP: OIS 3.700800 17-MAY-2028 SOF | Derivative-interest rate | $1M | – | 0.00 | ||
| FSWP: OIS 3.750000 23-OCT-2034 SOF | Derivative-interest rate | $-535K | – | -0.00 | ||
| FSWP: OIS 3.754000 23-OCT-2034 SOF | Derivative-interest rate | $553K | – | 0.00 | ||
| FSWP: OIS 3.762030 24-MAY-2028 SOF | Derivative-interest rate | $1M | – | 0.00 | ||
| FSWP: OIS 3.798790 17-MAY-2034 SOF | Derivative-interest rate | $-660K | – | -0.00 | ||
| FSWP: OIS 3.833300 17-MAY-2034 SOF | Derivative-interest rate | $-773K | – | -0.00 | ||
| FSWP: OIS 3.864530 24-MAY-2034 SOF | Derivative-interest rate | $-872K | – | -0.00 | ||
| FWDP 10Y RTP 3.915000 21-OCT-2024 | Derivative-interest rate | $-2M | – | -0.00 | ||
| FWDP 10Y RTP 4.065000 21-OCT-2024 | Derivative-interest rate | $1M | – | 0.00 | ||
| FWDP 10Y RTP 4.225000 11-SEP-2024 | Derivative-interest rate | $-165K | – | -0.00 | ||
| FWDP 10Y RTP 4.375000 11-SEP-2024 | Derivative-interest rate | $69K | – | 0.00 | ||
| FWDP 10Y RTR 3.315000 21-OCT-2024 | Derivative-interest rate | $870K | – | 0.00 | ||
| FWDP 10Y RTR 3.620000 11-SEP-2024 | Derivative-interest rate | $1M | – | 0.00 | ||
| GACM (Groupe des Assurances du Credit Mutuel SADIR) | Long | Debt | FR | $11M | – | 0.02 |
| GALC 2024-2 A4 (GREAT AMERICA LEASING RECEIVABLES GALC_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| GATES CORP/DE | Long | Debt | US | $2M | – | 0.00 |
| GATX CORP | Long | Debt | US | $21M | – | 0.04 |
| GATX CORP | Long | Debt | US | $9M | – | 0.02 |
| GBP/USD FWD 20240918 | Derivative-foreign exchange | $2M | – | 0.00 | ||
| GBP/USD FWD 20240918 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| GBP/USD FWD 20240918 | Derivative-foreign exchange | $-133K | – | -0.00 | ||
| GCCT 2021-1A A (GOLDEN CREDIT CARD TRUST GCCT_21-1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.03 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $124M | – | 0.23 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $119M | – | 0.22 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $145M | – | 0.27 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $73M | – | 0.13 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $59M | – | 0.11 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $58M | – | 0.11 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $53M | – | 0.10 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $49M | – | 0.09 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $45M | – | 0.08 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $43M | – | 0.08 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $43M | – | 0.08 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $36M | – | 0.07 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $30M | – | 0.05 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $22M | – | 0.04 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $22M | – | 0.04 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $22M | – | 0.04 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $21M | – | 0.04 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $19M | – | 0.03 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $10M | – | 0.02 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $3M | – | 0.01 |
| GENERAL DYNAMICS (General Dynamics Corp) | Long | Debt | US | $29M | – | 0.05 |
| GENERAL DYNAMICS (General Dynamics Corp) | Long | Debt | US | $11M | – | 0.02 |
| GENERAL MILLS IN (General Mills Inc) | Long | Debt | US | $5M | – | 0.01 |
| GENERAL MOTORS C (General Motors Co) | Long | Debt | US | $109M | – | 0.20 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $87M | – | 0.16 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $14M | – | 0.03 |
| GEORGIA-PACIFIC (Georgia-Pacific LLC) | Long | Debt | US | $67M | – | 0.12 |
| GEORGIA-PACIFIC (Georgia-Pacific LLC) | Long | Debt | US | $47M | – | 0.09 |
| GEORGIA-PACIFIC (Georgia-Pacific LLC) | Long | Debt | US | $45M | – | 0.08 |
| GFORT 2023-2 A (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| GFORT 2024-1A B (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| GFORT 2024-2A A (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $39M | – | 0.07 |
| GFORT 2024-2A B (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GGAM FINANCE LTD | Long | Debt | KY | $5M | – | 0.01 |
| GGAM FINANCE LTD | Long | Debt | KY | $2M | – | 0.00 |
| GILEAD SCIENCES (Gilead Sciences Inc) | Long | Debt | US | $87M | – | 0.16 |
| GILEAD SCIENCES (Gilead Sciences Inc) | Long | Debt | US | $7M | – | 0.01 |
| GLAXOSMITHKLINE (GlaxoSmithKline Capital Inc) | Long | Debt | US | $48M | – | 0.09 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $10M | – | 0.02 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $8M | – | 0.01 |
| GLOBAL PAY INC (Global Payments Inc) | Long | Debt | US | $74M | – | 0.14 |
| GLOBAL PAY INC (Global Payments Inc) | Long | Debt | US | $70M | – | 0.13 |
| GMACM 2005-AR6 3A1 (GMACM Mortgage Loan Trust 2005-AR6) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| GMALT 2023-3 B (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| GMALT 2024-1 B (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| GMALT 2024-2 B (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| GMCAR 2022-4 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| GMCAR 2023-1 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $858K | – | 0.00 |
| GMCAR 2023-1 C (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GMCAR 2024-1 B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GMCAR 2024-2 B (GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GMCAR 2024-3 B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| GMREV 2021-1 B (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GMREV 2021-1 C (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GMREV 2023-1 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| GMREV 2023-2 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| GMREV 2023-2 B (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GMREV 2024-1 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.03 |
| GMREV 2024-1 B (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| GOLDMAN SACHS BK (Goldman Sachs Bank USA/New York NY) | Long | Debt | US | $68M | – | 0.12 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $91M | – | 0.17 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $82M | – | 0.15 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $60M | – | 0.11 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $58M | – | 0.11 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $55M | – | 0.10 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $46M | – | 0.08 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $41M | – | 0.07 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $32M | – | 0.06 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $26M | – | 0.05 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $25M | – | 0.04 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $9M | – | 0.02 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $7M | – | 0.01 |
| GOLUB CAPITAL (Golub Capital BDC Inc) | Long | Debt | US | $31M | – | 0.06 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $2M | – | 0.00 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $584K | – | 0.00 |
| GRATHO 5/31/2031 (GRANT THORNTON ADVISORS LLC) | Long | Loan | US | $4M | – | 0.01 |
| GROUP 1 AUTO (Group 1 Automotive Inc) | Long | Debt | US | $818K | – | 0.00 |
| GSK CONSUMER (Haleon US Capital LLC) | Long | Debt | US | $18M | – | 0.03 |
| GSMS 2014-GC24 C (GS Mortgage Securities Trust 2014-GC24) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| GSMS 2015-GC34 C (GS Mortgage Securities Trust 2015-GC34) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSMS 2017-GS6 A3 (GS Mortgage Securities Trust 2017-GS6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSMS 2018-GS10 A5 (GS Mortgage Securities Trust 2018-GS10) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GSMS 2018-GS9 A4 (GS Mortgage Securities Trust 2018-GS9) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GSMS 2020-GC45 A5 (GS Mortgage Securities Trust 2020-GC45) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GWR 4/7/2031 (GENESEE & WYOMING INC.) | Long | Loan | US | $2M | – | 0.00 |
| HACLN 2024-1 B1 (HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| HALST 2024-A B (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| HALST 2024-B B (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-B) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| HANOVER INSURANC (Hanover Insurance Group Inc/The) | Long | Debt | US | $10M | – | 0.02 |
| HARLEY-DAVIDSON (Harley-Davidson Financial Services Inc) | Long | Debt | US | $53M | – | 0.10 |
| HARLEY-DAVIDSON (Harley-Davidson Financial Services Inc) | Long | Debt | US | $11M | – | 0.02 |
| HAROT 2023-1 A4 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| HARRIS CORP (L3Harris Technologies Inc) | Long | Debt | US | $546K | – | 0.00 |
| HART 2023-C B (HYUNDAI AUTO RECEIVABLES TRUST HART_23-C) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.03 |
| HART 2024-A B (HYUNDAI AUTO RECEIVABLES TRUST HART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| HART 2024-A C (HYUNDAI AUTO RECEIVABLES TRUST HART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| HART 2024-B B (HYUNDAI AUTO RECEIVABLES TRUST HART_24-B) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| HART 2024-B C (HYUNDAI AUTO RECEIVABLES TRUST HART_24-B) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.02 |
| HAWAIIAN BRAND (Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd) | Long | Debt | KY | $3M | – | 0.01 |
| HCA INC | Long | Debt | US | $65M | – | 0.12 |
| HCA INC | Long | Debt | US | $33M | – | 0.06 |
| HCA INC | Long | Debt | US | $14M | – | 0.02 |
| HCA INC | Long | Debt | US | $10M | – | 0.02 |
| HEALTHCARE RLTY (Healthcare Realty Holdings LP) | Long | Debt | US | $19M | – | 0.03 |
| HEALTHPEAK OP (Healthpeak OP LLC) | Long | Debt | US | $22M | – | 0.04 |
| HEIMSTADEN BOSTA (Heimstaden Bostad AB) | Long | Debt | SE | $17M | – | 0.03 |
| HERTZ 2022-2A A (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| HERTZ 2024-1A B (HERTZ VEHICLE FINANCING LLC HERTZ_24-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| HERTZ 2024-1A C (HERTZ VEHICLE FINANCING LLC HERTZ_24-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| HESS MIDSTREAM (Hess Midstream Operations LP) | Long | Debt | US | $2M | – | 0.00 |
| HIGHMARK INC | Long | Debt | US | $47M | – | 0.09 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $22M | – | 0.04 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $9M | – | 0.02 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $9M | – | 0.02 |
| HILLENBRAND INC | Long | Debt | US | $3M | – | 0.00 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $8M | – | 0.01 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $1M | – | 0.00 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $43M | – | 0.08 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $43M | – | 0.08 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $38M | – | 0.07 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $20M | – | 0.04 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $14M | – | 0.03 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $4M | – | 0.01 |
| HOME POINT CAP (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $5M | – | 0.01 |
| HONDA MOTOR CO (Honda Motor Co Ltd) | Long | Debt | JP | $37M | – | 0.07 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $74M | – | 0.14 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $34M | – | 0.06 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $17M | – | 0.03 |
| HORACE MANN EDUC (Horace Mann Educators Corp) | Long | Debt | US | $4M | – | 0.01 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $2M | – | 0.00 |
| HP INC | Long | Debt | US | $9M | – | 0.02 |
| HP INC | Long | Debt | US | $7M | – | 0.01 |
| HP INC | Long | Debt | US | $2M | – | 0.00 |
| HPEFS 2024-1A C (HPEFS EQUIPMENT TRUST HPEFS_24-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| HPEFS 2024-1A D (HPEFS EQUIPMENT TRUST HPEFS_24-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| HPEFS 2024-2A B (HPEFS EQUIPMENT TRUST HPEFS_24-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| HPEFS 2024-2A C (HPEFS EQUIPMENT TRUST HPEFS_24-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| HPEFS 2024-2A D (HPEFS EQUIPMENT TRUST HPEFS_24-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $90M | – | 0.17 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $65M | – | 0.12 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $64M | – | 0.12 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $57M | – | 0.10 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $54M | – | 0.10 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $43M | – | 0.08 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $43M | – | 0.08 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $30M | – | 0.06 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $30M | – | 0.06 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $27M | – | 0.05 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $20M | – | 0.04 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $16M | – | 0.03 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $10M | – | 0.02 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $9M | – | 0.02 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $5M | – | 0.01 |
| HSBC USA INC | Long | Debt | US | $17M | – | 0.03 |
| HUB INTL LTD (HUB International Ltd) | Long | Loan | US | $2M | – | 0.00 |
| HUDBAY MINERALS (Hudbay Minerals Inc) | Long | Debt | CA | $1M | – | 0.00 |
| HUMANA INC | Long | Debt | US | $17M | – | 0.03 |
| HUMANA INC | Long | Debt | US | $9M | – | 0.02 |
| HUNGARIAN DEVEL (MFB Magyar Fejlesztesi Bank Zrt) | Long | Debt | HU | $17M | – | 0.03 |
| HUNGARY (Hungary Government International Bond) | Long | Debt | HU | $7M | – | 0.01 |
| HUNT INGALLS IND (Huntington Ingalls Industries Inc) | Long | Debt | US | $30M | – | 0.05 |
| HUNT INGALLS IND (Huntington Ingalls Industries Inc) | Long | Debt | US | $2M | – | 0.00 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $64M | – | 0.12 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $27M | – | 0.05 |
| HUNTINGTON NATL (Huntington National Bank/The) | Long | Debt | US | $16M | – | 0.03 |
| HUNTINGTON NATL (Huntington National Bank/The) | Long | Debt | US | $6M | – | 0.01 |
| HYATT HOTELS (Hyatt Hotels Corp) | Long | Debt | US | $33M | – | 0.06 |
| HYPINS 2/1/2031 (HYPERION REFINANCE SARL) | Long | Loan | LU | $2M | – | 0.00 |
| IBM CORP (International Business Machines Corp) | Long | Debt | US | $112M | – | 0.20 |
| IBM CORP (International Business Machines Corp) | Long | Debt | US | $19M | – | 0.04 |
| IBM CORP (International Business Machines Corp) | Long | Debt | US | $18M | – | 0.03 |
| ICE: (CDX.NA.HY.42.V1) | Derivative-credit | $17M | – | 0.03 | ||
| ICE: (ITRAXX.EUR.41.V1) | Derivative-credit | $12M | – | 0.02 | ||
| INDO ASA/MINERAL (Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT) | Long | Debt | ID | $25M | – | 0.05 |
| INDONESIA (REP) (Indonesia Government International Bond) | Long | Debt | ID | $4M | – | 0.01 |
| ING GROEP NV | Long | Debt | NL | $14M | – | 0.03 |
| ING GROEP NV | Long | Debt | NL | $10M | – | 0.02 |
| ING GROEP NV | Long | Debt | NL | $10M | – | 0.02 |
| ING GROEP NV | Long | Debt | NL | $9M | – | 0.02 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $54M | – | 0.10 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $33M | – | 0.06 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $6M | – | 0.01 |
| INTEL CORP | Long | Debt | US | $96M | – | 0.18 |
| INTEL CORP | Long | Debt | US | $60M | – | 0.11 |
| INTEL CORP | Long | Debt | US | $11M | – | 0.02 |
| INTEL CORP | Long | Debt | US | $5M | – | 0.01 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $62M | – | 0.11 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $41M | – | 0.07 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $25M | – | 0.05 |
| INTL CONSOLIDAT (International Consolidated Airlines Group SA) | Long | Debt | ES | $9M | – | 0.02 |
| INVESCO FIN PLC (Invesco Finance PLC) | Long | Debt | GB | $14M | – | 0.02 |
| INVITATION HOMES (Invitation Homes Operating Partnership LP) | Long | Debt | US | $6M | – | 0.01 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $23M | – | 0.04 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $15M | – | 0.03 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $9M | – | 0.02 |
| JAB HOLDINGS (JAB Holdings BV) | Long | Debt | NL | $25M | – | 0.04 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $12M | – | 0.02 |
| JEFFERIES GROUP (Jefferies Financial Group Inc) | Long | Debt | US | $20M | – | 0.04 |
| JM SMUCKER CO (J M Smucker Co/The) | Long | Debt | US | $20M | – | 0.04 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $74M | – | 0.14 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $54M | – | 0.10 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $40M | – | 0.07 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $29M | – | 0.05 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $14M | – | 0.03 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $1M | – | 0.00 |
| JP MORGAN CHASE (JPMorgan Chase Bank NA) | Long | Debt | US | $83M | – | 0.15 |
| JPMBB 2015-C32 A5 (JPMBB Commercial Mortgage Securities Trust 2015-C32) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| JPMCC 2010-C2 D (JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| JPMCC 2017-JP5 A5 (JPMCC Commercial Mortgage Securities Trust 2017-JP5) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| JPMCC 2017-JP6 A4 (JPMCC Commercial Mortgage Securities Trust 2017-JP6) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| JPMDB 2017-C7 A5 (JPMDB Commercial Mortgage Securities Trust 2017-C7) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JPMDB 2018-C8 A4 (JPMDB Commercial Mortgage Securities Trust 2018-C8) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $118M | – | 0.22 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $82M | – | 0.15 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $69M | – | 0.13 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $68M | – | 0.12 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $66M | – | 0.12 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $51M | – | 0.09 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $49M | – | 0.09 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $48M | – | 0.09 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $40M | – | 0.07 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $39M | – | 0.07 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $38M | – | 0.07 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $36M | – | 0.07 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $35M | – | 0.06 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $27M | – | 0.05 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $27M | – | 0.05 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $25M | – | 0.05 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $24M | – | 0.04 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $20M | – | 0.04 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $16M | – | 0.03 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $13M | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $10M | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $5M | – | 0.01 |
| JPN 10Y BOND(OSE) Sep24 | Derivative-interest rate | $240K | – | 0.00 | ||
| JPY/USD FWD 20240918 | Derivative-foreign exchange | $153K | – | 0.00 | ||
| JPY/USD FWD 20240918 | Derivative-foreign exchange | $38K | – | 0.00 | ||
| JUNIPER NETWORKS (Juniper Networks Inc) | Long | Debt | US | $13M | – | 0.02 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Debt | US | $2M | – | 0.00 |
| KCOT 2023-1A A4 (KUBOTA CREDIT OWNER TRUST KCOT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| KEHE DIS/FIN/NXT (KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc) | Long | Debt | US | $3M | – | 0.00 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $57M | – | 0.10 |
| KEURIG DR PEPPER (Keurig Dr Pepper Inc) | Long | Debt | US | $9M | – | 0.02 |
| KEY BANK NA (KeyBank NA/Cleveland OH) | Long | Debt | US | $20M | – | 0.04 |
| KEY BANK NA (KeyBank NA/Cleveland OH) | Long | Debt | US | $10M | – | 0.02 |
| KILROY REALTY LP | Long | Debt | US | $33M | – | 0.06 |
| KILROY REALTY LP | Long | Debt | US | $6M | – | 0.01 |
| KIMBERLY-CLA MEX (Kimberly-Clark de Mexico SAB de CV) | Long | Debt | MX | $9M | – | 0.02 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $9M | – | 0.02 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $7M | – | 0.01 |
| KINDER MORGAN (Kinder Morgan Inc) | Long | Debt | US | $50M | – | 0.09 |
| KINDER MORGAN (Kinder Morgan Inc) | Long | Debt | US | $27M | – | 0.05 |
| KINETIK HOLDINGS (Kinetik Holdings LP) | Long | Debt | US | $2M | – | 0.00 |
| KOREA ELEC PWR (Korea Electric Power Corp) | Long | Debt | KR | $39M | – | 0.07 |
| KRAFT HEINZ FOOD (Kraft Heinz Foods Co) | Long | Debt | US | $68M | – | 0.12 |
| KRAFT HEINZ FOOD (Kraft Heinz Foods Co) | Long | Debt | US | $20M | – | 0.04 |
| KROGER CO (Kroger Co/The) | Long | Debt | US | $25M | – | 0.05 |
| KROGER CO (Kroger Co/The) | Long | Debt | US | $592K | – | 0.00 |
| KSA SUKUK LTD | Long | Debt | KY | $225M | – | 0.41 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $73M | – | 0.13 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $49M | – | 0.09 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $26M | – | 0.05 |
| LADAR 2024-2A B (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| LADAR 2024-2A C (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| LADAR 2024-2A D (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $4M | – | 0.01 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $849K | – | 0.00 |
| LAMB WESTON HLD (Lamb Weston Holdings Inc) | Long | Debt | US | $2M | – | 0.00 |
| LDC FINANCE BV (Louis Dreyfus Co Finance BV) | Long | Debt | NL | $6M | – | 0.01 |
| LENNAR CORP | Long | Debt | US | $53M | – | 0.10 |
| LENNOX INTL INC (Lennox International Inc) | Long | Debt | US | $6M | – | 0.01 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $1M | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $812K | – | 0.00 |
| LIFEPOINT HEALTH (LifePoint Health Inc) | Long | Loan | US | $4M | – | 0.01 |
| LIFEPOINT HEALTH (LifePoint Health Inc) | Long | Debt | US | $1M | – | 0.00 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $2M | – | 0.00 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $2M | – | 0.00 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $10M | – | 0.02 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $2M | – | 0.00 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $37M | – | 0.07 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $29M | – | 0.05 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $27M | – | 0.05 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $23M | – | 0.04 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $17M | – | 0.03 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $13M | – | 0.02 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $9M | – | 0.02 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $1M | – | 0.00 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $1M | – | 0.00 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $38M | – | 0.07 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $24M | – | 0.04 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $17M | – | 0.03 |
| LONG GILT FUTURE Sep24 | Derivative-interest rate | $-1M | – | -0.00 | ||
| LONSDALE FINANCE (Lonsdale Finance Pty Ltd) | Long | Debt | AU | $20M | – | 0.04 |
| LOWE'S COS INC | Long | Debt | US | $76M | – | 0.14 |
| LOWE'S COS INC | Long | Debt | US | $31M | – | 0.06 |
| LOWE'S COS INC | Long | Debt | US | $17M | – | 0.03 |
| LOWE'S COS INC | Long | Debt | US | $17M | – | 0.03 |
| LOWE'S COS INC | Long | Debt | US | $9M | – | 0.02 |
| LPL HOLDINGS INC | Long | Debt | US | $15M | – | 0.03 |
| LPL HOLDINGS INC | Long | Debt | US | $9M | – | 0.02 |
| LSEG US FIN CORP | Long | Debt | US | $19M | – | 0.04 |
| LVMH MOET HENNES (LVMH Moet Hennessy Louis Vuitton SE) | Long | Debt | FR | $9M | – | 0.02 |
| LYB INT FIN III (LYB International Finance III LLC) | Long | Debt | US | $50M | – | 0.09 |
| M&T BANK CORP | Long | Debt | US | $132M | – | 0.24 |
| M&T BANK CORP | Long | Debt | US | $97M | – | 0.18 |
| MACQUARIE AIR (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $1M | – | 0.00 |
| MACQUARIE BK LTD (Macquarie Bank Ltd) | Long | Debt | AU | $19M | – | 0.03 |
| MACQUARIE BK LTD (Macquarie Bank Ltd) | Long | Debt | AU | $2M | – | 0.00 |
| MAGYAR EXPORT-IM (Magyar Export-Import Bank Zrt) | Long | Debt | HU | $19M | – | 0.03 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $97M | – | 0.18 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $92M | – | 0.17 |
| MARATHON OIL COR (Marathon Oil Corp) | Long | Debt | US | $46M | – | 0.08 |
| MARATHON OIL COR (Marathon Oil Corp) | Long | Debt | US | $2M | – | 0.00 |
| MARATHON PETRO (Marathon Petroleum Corp) | Long | Debt | US | $60M | – | 0.11 |
| MARATHON PETRO (Marathon Petroleum Corp) | Long | Debt | US | $15M | – | 0.03 |
| MARM 2004-3 5A1 (MASTR Adjustable Rate Mortgages Trust 2004-3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $19M | – | 0.03 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $15M | – | 0.03 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $14M | – | 0.03 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $6M | – | 0.01 |
| MARS INC | Long | Debt | US | $43M | – | 0.08 |
| MCAFEE CORP | Long | Debt | US | $1M | – | 0.00 |
| MCCORMICK (McCormick & Co Inc/MD) | Long | Debt | US | $19M | – | 0.03 |
| MCDONALD'S CORP | Long | Debt | US | $21M | – | 0.04 |
| MCKESSON CORP | Long | Debt | US | $32M | – | 0.06 |
| MCKESSON CORP | Long | Debt | US | $32M | – | 0.06 |
| MCKESSON CORP | Long | Debt | US | $26M | – | 0.05 |
| MEAD JOHNSON NUT (Mead Johnson Nutrition Co) | Long | Debt | US | $5M | – | 0.01 |
| MEDLINE BOR/CO-I (Medline Borrower LP/Medline Co-Issuer Inc) | Long | Debt | US | $592K | – | 0.00 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Loan | US | $4M | – | 0.01 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $64M | – | 0.12 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $54M | – | 0.10 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $47M | – | 0.09 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $25M | – | 0.05 |
| MERCK & CO INC | Long | Debt | US | $32M | – | 0.06 |
| MERCK & CO INC | Long | Debt | US | $5M | – | 0.01 |
| META PLATFORMS (Meta Platforms Inc) | Long | Debt | US | $160M | – | 0.29 |
| META PLATFORMS (Meta Platforms Inc) | Long | Debt | US | $29M | – | 0.05 |
| MGM CHINA HOLDIN (MGM China Holdings Ltd) | Long | Debt | KY | $2M | – | 0.00 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $24M | – | 0.04 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $17M | – | 0.03 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $11M | – | 0.02 |
| MID-AMER APT LP (Mid-America Apartments LP) | Long | Debt | US | $3M | – | 0.00 |
| MID-ATLANTIC INT (Mid-Atlantic Interstate Transmission LLC) | Long | Debt | US | $9M | – | 0.02 |
| MILEAGE PLUS HLD (Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd) | Long | Debt | US | $145M | – | 0.27 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $60M | – | 0.11 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $44M | – | 0.08 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $36M | – | 0.07 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $27M | – | 0.05 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $25M | – | 0.05 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $21M | – | 0.04 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $19M | – | 0.03 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $10M | – | 0.02 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $4M | – | 0.01 |
| MIWD HOLDCO II (MIWD Holdco II LLC) | Long | Loan | US | $662K | – | 0.00 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $37M | – | 0.07 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $27M | – | 0.05 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $19M | – | 0.04 |
| MLMI 2003-A2 2A2 (Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| MLMI 2003-A4 2A (Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| MOHAWK INDUST (Mohawk Industries Inc) | Long | Debt | US | $12M | – | 0.02 |
| MOLSON COORS (Molson Coors Beverage Co) | Long | Debt | US | $24M | – | 0.04 |
| MONDELEZ INT INC (Mondelez International Inc) | Long | Debt | US | $48M | – | 0.09 |
| MONDELEZ INT INC (Mondelez International Inc) | Long | Debt | US | $28M | – | 0.05 |
| MONDELEZ INTL (Mondelez International Holdings Netherlands BV) | Long | Debt | NL | $44M | – | 0.08 |
| MORGAN STANLEY | Long | Debt | US | $155M | – | 0.28 |
| MORGAN STANLEY | Long | Debt | US | $124M | – | 0.23 |
| MORGAN STANLEY | Long | Debt | US | $84M | – | 0.15 |
| MORGAN STANLEY | Long | Debt | US | $70M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $69M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $62M | – | 0.11 |
| MORGAN STANLEY | Long | Debt | US | $56M | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $52M | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $48M | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $46M | – | 0.08 |
| MORGAN STANLEY | Long | Debt | US | $44M | – | 0.08 |
| MORGAN STANLEY | Long | Debt | US | $41M | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $30M | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $29M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $26M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $25M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $25M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $25M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $23M | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $18M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $16M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $14M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $14M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $12M | – | 0.02 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $78M | – | 0.14 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $39M | – | 0.07 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $37M | – | 0.07 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $29M | – | 0.05 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $25M | – | 0.05 |
| MOROCCO KINGDOM (Morocco Government International Bond) | Long | Debt | MA | $13M | – | 0.02 |
| MOSAIC CO (Mosaic Co/The) | Long | Debt | US | $15M | – | 0.03 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $5M | – | 0.01 |
| MPLX LP | Long | Debt | US | $81M | – | 0.15 |
| MPLX LP | Long | Debt | US | $13M | – | 0.02 |
| MSBAM 2012-CKSV A2 (MSBAM Commercial Mortgage Securities Trust 2012-CKSV) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| MSBAM 2013-C10 C (Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MSBAM 2017-C34 A4 (Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34) | 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 | $7M | – | 0.01 |
| MSC 2017-HR2 ASB (Morgan Stanley Capital I 2017-HR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MSC 2018-L1 A4 (Morgan Stanley Capital I Trust 2018-L1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| MSM 2006-8AR 5A1 (Morgan Stanley Mortgage Loan Trust 2006-8AR) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MTBAT 2024-1A A3 (M&T BANK AUTO RECEIVABLES TRUST MTBAT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| MTBAT 2024-1A A4 (M&T BANK AUTO RECEIVABLES TRUST MTBAT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| MUELLER WATER (Mueller Water Products Inc) | Long | Debt | US | $3M | – | 0.01 |
| MYLAN NV (Utah Acquisition Sub Inc) | Long | Debt | US | $82M | – | 0.15 |
| NAROT 2023-A A4 (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| NASDAQ INC | Long | Debt | US | $87M | – | 0.16 |
| NAT GRD ELCT DIS (National Grid Electricity Distribution PLC) | Long | Debt | GB | $12M | – | 0.02 |
| NAT GRD ELCT EM (National Grid Electricity Distribution East Midlands PLC) | Long | Debt | GB | $22M | – | 0.04 |
| NATIONAL FUEL GA (National Fuel Gas Co) | Long | Debt | US | $19M | – | 0.04 |
| NATIONAL FUEL GA (National Fuel Gas Co) | Long | Debt | US | $10M | – | 0.02 |
| NATIONAL SECS CL (National Securities Clearing Corp) | Long | Debt | US | $59M | – | 0.11 |
| NATIONAL SECS CL (National Securities Clearing Corp) | Long | Debt | US | $25M | – | 0.05 |
| NATL BANK CANADA (National Bank of Canada) | Long | Debt | CA | $30M | – | 0.05 |
| NATL GRID PLC (National Grid PLC) | Long | Debt | GB | $28M | – | 0.05 |
| NATL RURAL UTIL (National Rural Utilities Cooperative Finance Corp) | Long | Debt | US | $6M | – | 0.01 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $31M | – | 0.06 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $30M | – | 0.05 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $29M | – | 0.05 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $20M | – | 0.04 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $12M | – | 0.02 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $11M | – | 0.02 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $10M | – | 0.02 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $10M | – | 0.02 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $10M | – | 0.02 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $9M | – | 0.02 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $6M | – | 0.01 |
| NAVMT 2024-1 A (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST NAVMT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| NAVSL 2018-BA A2A (NAVIENT STUDENT LOAN TRUST NAVSL_18-BA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| NAVSL 2023-BA A1B (NAVIENT STUDENT LOAN TRUST NAVSL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $1M | – | 0.00 |
| NCR ATLEOS CORP (NCR Atleos Corp) | Long | Loan | US | $1M | – | 0.00 |
| NETFLIX INC | Long | Debt | US | $182M | – | 0.33 |
| NETFLIX INC | Long | Debt | US | $80M | – | 0.15 |
| NETFLIX INC | Long | Debt | US | $52M | – | 0.10 |
| NETFLIX INC | Long | Debt | US | $11M | – | 0.02 |
| NETWORK FINANCE (Network Finance Co Pty Ltd) | Long | Debt | AU | $20M | – | 0.04 |
| NEW YORK TRANSPRTN DE (New York Transportation Development Corp) | Long | Debt | US | $3M | – | 0.01 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $7M | – | 0.01 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $2M | – | 0.00 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $1M | – | 0.00 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $767K | – | 0.00 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $504K | – | 0.00 |
| NEWMNT / NEWCRST (Newmont Corp / Newcrest Finance Pty Ltd) | Long | Debt | US | $79M | – | 0.14 |
| NEXSTAR ESCROW (Nexstar Media Inc) | Long | Debt | US | $2M | – | 0.00 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $48M | – | 0.09 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $29M | – | 0.05 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $24M | – | 0.04 |
| NEXTERA ENERGY (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $19M | – | 0.04 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $432K | – | 0.00 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $225K | – | 0.00 |
| NIBC BANK NV | Long | Debt | NL | $11M | – | 0.02 |
| NISOURCE INC | Long | Debt | US | $36M | – | 0.07 |
| NISOURCE INC | Long | Debt | US | $35M | – | 0.06 |
| NISSAN MOTOR ACC (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $24M | – | 0.04 |
| NJ ECON-SER A (New Jersey Economic Development Authority) | Long | Debt | US | $14M | – | 0.03 |
| NMI HOLDINGS (NMI Holdings Inc) | Long | Debt | US | $10M | – | 0.02 |
| NNN REIT (NNN REIT Inc) | Long | Debt | US | $20M | – | 0.04 |
| NNN REIT (NNN REIT Inc) | Long | Debt | US | $1M | – | 0.00 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $46M | – | 0.08 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $22M | – | 0.04 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $17M | – | 0.03 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $17M | – | 0.03 |
| NORFOLK SOUTHERN (Norfolk Southern Corp) | Long | Debt | US | $16M | – | 0.03 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $132M | – | 0.24 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $97M | – | 0.18 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $65M | – | 0.12 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $4M | – | 0.01 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $772K | – | 0.00 |
| NRG ENERGY INC | Long | Debt | US | $2M | – | 0.00 |
| NSTAR ELECTRIC (NSTAR Electric Co) | Long | Debt | US | $33M | – | 0.06 |
| NSTAR ELECTRIC (NSTAR Electric Co) | Long | Debt | US | $9M | – | 0.02 |
| NTT FINANCE (NTT Finance Corp) | Long | Debt | JP | $83M | – | 0.15 |
| NUCOR CORP | Long | Debt | US | $10M | – | 0.02 |
| NUTRIEN LTD | Long | Debt | CA | $44M | – | 0.08 |
| NUTRIEN LTD | Long | Debt | CA | $39M | – | 0.07 |
| NUTRIEN LTD | Long | Debt | CA | $17M | – | 0.03 |
| NUTRIEN LTD | Long | Debt | CA | $14M | – | 0.03 |
| NUVEEN LLC | Long | Debt | US | $15M | – | 0.03 |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $23M | – | 0.04 | |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $13M | – | 0.02 | |
| NXP BV/NXP FUNDI (NXP BV / NXP Funding LLC) | Long | Debt | $18M | – | 0.03 | |
| NXP BV/NXP FUNDI (NXP BV / NXP Funding LLC) | Long | Debt | $801K | – | 0.00 | |
| O'REILLY AUTOMOT (O'Reilly Automotive Inc) | Long | Debt | US | $25M | – | 0.04 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $75M | – | 0.14 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $40M | – | 0.07 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $25M | – | 0.04 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $19M | – | 0.03 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $4M | – | 0.01 |
| OGE ENERGY CORP | Long | Debt | US | $13M | – | 0.02 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $4M | – | 0.01 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $2M | – | 0.00 |
| OMAN INTRNL BOND (Oman Government International Bond) | Long | Debt | OM | $48M | – | 0.09 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $35M | – | 0.06 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $10M | – | 0.02 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $4M | – | 0.01 |
| OMNICOM GP/OMNI (Omnicom Group Inc / Omnicom Capital Inc) | Long | Debt | US | $21M | – | 0.04 |
| ONCOR ELECTRIC D (Oncor Electric Delivery Co LLC) | Long | Debt | US | $43M | – | 0.08 |
| ONCOR ELECTRIC D (Oncor Electric Delivery Co LLC) | Long | Debt | US | $10M | – | 0.02 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $1M | – | 0.00 |
| ONEOK INC | Long | Debt | US | $70M | – | 0.13 |
| ONEOK INC | Long | Debt | US | $50M | – | 0.09 |
| ONEOK INC | Long | Debt | US | $25M | – | 0.05 |
| ONEOK INC | Long | Debt | US | $25M | – | 0.05 |
| ONEOK INC | Long | Debt | US | $22M | – | 0.04 |
| ONEOK INC | Long | Debt | US | $22M | – | 0.04 |
| ONEOK INC | Long | Debt | US | $7M | – | 0.01 |
| ORACLE CORP | Long | Debt | US | $124M | – | 0.23 |
| ORACLE CORP | Long | Debt | US | $88M | – | 0.16 |
| ORACLE CORP | Long | Debt | US | $52M | – | 0.10 |
| ORACLE CORP | Long | Debt | US | $33M | – | 0.06 |
| ORACLE CORP | Long | Debt | US | $19M | – | 0.03 |
| ORACLE CORP | Long | Debt | US | $15M | – | 0.03 |
| ORACLE CORP | Long | Debt | US | $13M | – | 0.02 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $2M | – | 0.00 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $106K | – | 0.00 |
| OTIS WORLDWIDE (Otis Worldwide Corp) | Long | Debt | US | $34M | – | 0.06 |
| OTIS WORLDWIDE (Otis Worldwide Corp) | Long | Debt | US | $1M | – | 0.00 |
| OVINTIV INC | Long | Debt | US | $39M | – | 0.07 |
| OVINTIV INC | Long | Debt | US | $33M | – | 0.06 |
| OWENS CORNING | Long | Debt | US | $19M | – | 0.03 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $2M | – | 0.00 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $98M | – | 0.18 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $68M | – | 0.13 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $12M | – | 0.02 |
| PACIFIC NTNL FIN (Pacific National Finance Pty Ltd) | Long | Debt | AU | $12M | – | 0.02 |
| PACIFICORP | Long | Debt | US | $13M | – | 0.02 |
| PACTIV EVERGREE (Pactiv Evergreen Group Holdings Inc) | Long | Loan | US | $965K | – | 0.00 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $6M | – | 0.01 |
| PANTHER ESCROW (Panther Escrow Issuer LLC) | Long | Debt | US | $2M | – | 0.00 |
| PARAGUAY (Paraguay Government International Bond) | Long | Debt | PY | $17M | – | 0.03 |
| PARAGUAY (Paraguay Government International Bond) | Long | Debt | PY | $493K | – | 0.00 |
| PARAMOUNT GLOB (Paramount Global) | Long | Debt | US | $2M | – | 0.00 |
| PARK INTERMED HL (Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer) | Long | Debt | US | $1M | – | 0.00 |
| PARKER-HANNIFIN (Parker-Hannifin Corp) | Long | Debt | US | $29M | – | 0.05 |
| PARKER-HANNIFIN (Parker-Hannifin Corp) | Long | Debt | US | $19M | – | 0.03 |
| PARKER-HANNIFIN (Parker-Hannifin Corp) | Long | Debt | US | $2M | – | 0.00 |
| PATTERN ENERGY (Pattern Energy Operations LP / Pattern Energy Operations Inc) | Long | Debt | US | $5M | – | 0.01 |
| PAYPAL HOLDING (PayPal Holdings Inc) | Long | Debt | US | $9M | – | 0.02 |
| PCT 2016-PLSD A (Palisades Center Trust 2016-PLSD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $55M | – | 0.10 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $34M | – | 0.06 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $30M | – | 0.05 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $13M | – | 0.02 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $2M | – | 0.00 |
| PERFORMANCE FOOD (Performance Food Group Inc) | Long | Debt | US | $3M | – | 0.00 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $19M | – | 0.03 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $340M | – | 0.62 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $320M | – | 0.59 |
| PFSFC 2023-B A (PFS FINANCING CORP PFSFC_23-B) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| PFSFC 2023-C A (PFS FINANCING CORP PFSFC_23-C) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| PG&E RECOV FND (PG&E Recovery Funding LLC) | Long | Debt | US | $22M | – | 0.04 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $104M | – | 0.19 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $93M | – | 0.17 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $91M | – | 0.17 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $88M | – | 0.16 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $54M | – | 0.10 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $32M | – | 0.06 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $32M | – | 0.06 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $20M | – | 0.04 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $20M | – | 0.04 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $15M | – | 0.03 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $6M | – | 0.01 |
| PHILLIPS 66 | Long | Debt | US | $24M | – | 0.04 |
| PHILLIPS 66 | Long | Debt | US | $9M | – | 0.02 |
| PHILLIPS 66 CO | Long | Debt | US | $49M | – | 0.09 |
| PHOENIX GRP (Phoenix Group Holdings PLC) | Long | Debt | GB | $31M | – | 0.06 |
| PHOENIX GRP (Phoenix Group Holdings PLC) | Long | Debt | GB | $1M | – | 0.00 |
| PHYSICIANS REALT (DOC DR LLC) | Long | Debt | US | $12M | – | 0.02 |
| PIEDMONT OPERAT (Piedmont Operating Partnership LP) | Long | Debt | US | $15M | – | 0.03 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $73M | – | 0.13 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $30M | – | 0.05 |
| PLAINS ALL AMER (Plains All American Pipeline LP / PAA Finance Corp) | Long | Debt | US | $60M | – | 0.11 |
| PLAINS ALL AMER (Plains All American Pipeline LP / PAA Finance Corp) | Long | Debt | US | $29M | – | 0.05 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $177M | – | 0.32 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $161M | – | 0.29 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $53M | – | 0.10 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $50M | – | 0.09 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $48M | – | 0.09 |
| PPG INDUSTRIES (PPG Industries Inc) | Long | Debt | US | $29M | – | 0.05 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Debt | US | $7M | – | 0.01 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Debt | US | $6M | – | 0.01 |
| PROG 2022-SFR3 A (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PROG 2022-SFR3 B (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| PROG 2022-SFR5 A (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PROG 2022-SFR5 B (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| PROG 2024-SFR1 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| PROG 2024-SFR2 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| PROG 2024-SFR3 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| PROG 2024-SFR4 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR4) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.05 |
| PROG 2024-SFR5 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR5) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| PROGRESSIVE CORP (Progressive Corp/The) | Long | Debt | US | $33M | – | 0.06 |
| PROLOGIS INTL II (Prologis International Funding II SA) | Long | Debt | LU | $6M | – | 0.01 |
| PROLOGIS LP | Long | Debt | US | $39M | – | 0.07 |
| PROLOGIS LP | Long | Debt | US | $11M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $10M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $9M | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $305K | – | 0.00 |
| PROTECTIVE LIFE (Protective Life Global Funding) | Long | Debt | US | $21M | – | 0.04 |
| PT PERTAMINA (Pertamina Persero PT) | Long | Debt | ID | $18M | – | 0.03 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $61M | – | 0.11 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $60M | – | 0.11 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $37M | – | 0.07 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $27M | – | 0.05 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $17M | – | 0.03 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $16M | – | 0.03 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $7M | – | 0.01 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $6M | – | 0.01 |
| QUEST DIAGNOSTIC (Quest Diagnostics Inc) | Long | Debt | US | $7M | – | 0.01 |
| RAIFFEISEN SCHWE (Raiffeisen Schweiz Genossenschaft) | Long | Debt | CH | $8M | – | 0.01 |
| RANGE RESOURCES (Range Resources Corp) | Long | Debt | US | $3M | – | 0.01 |
| RAYBURN CTRY (Rayburn Country Securitization LLC) | Long | Debt | US | $8M | – | 0.01 |
| RCI BANQUE (RCI Banque SA) | Long | Debt | FR | $24M | – | 0.04 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $94M | – | 0.17 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $57M | – | 0.11 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $44M | – | 0.08 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $29M | – | 0.05 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $16M | – | 0.03 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $12M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $11M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $9M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $8M | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $7M | – | 0.01 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $7M | – | 0.01 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $5M | – | 0.01 |
| REGAL REXNORD (Regal Rexnord Corp) | Long | Debt | US | $13M | – | 0.02 |
| REGENCY CENTERS (Regency Centers LP) | Long | Debt | US | $1M | – | 0.00 |
| REGIONS FINL (Regions Financial Corp) | Long | Debt | US | $76M | – | 0.14 |
| REGIONS FINL (Regions Financial Corp) | Long | Debt | US | $6M | – | 0.01 |
| REP OF KOREA (Korea International Bond) | Long | Debt | KR | $9M | – | 0.02 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $40M | – | 0.07 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $24M | – | 0.04 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $14M | – | 0.03 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $25M | – | 0.04 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $19M | – | 0.03 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $14M | – | 0.03 |
| REPUBLIC SVCS (Republic Services Inc) | Long | Debt | US | $5M | – | 0.01 |
| RFMSI 2006-SA2 2A1 (RFMSI Series 2006-SA2 Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| RFMSI 2006-SA3 2A1 (RFMSI Series 2006-SA3 Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $127M | – | 0.23 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $39M | – | 0.07 |
| ROCKET MTGE LLC (Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc) | Long | Debt | US | $3M | – | 0.00 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $79M | – | 0.14 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $37M | – | 0.07 |
| ROLLER BEARING (Roller Bearing Co of America Inc) | Long | Debt | US | $892K | – | 0.00 |
| ROLLS-ROYCE PLC | Long | Debt | GB | $6M | – | 0.01 |
| ROLLS-ROYCE PLC | Long | Debt | GB | $2M | – | 0.00 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $19M | – | 0.03 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $12M | – | 0.02 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $11M | – | 0.02 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $7M | – | 0.01 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $6M | – | 0.01 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $4M | – | 0.01 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $3M | – | 0.01 |
| ROPER TECHNOLOGI (Roper Technologies Inc) | Long | Debt | US | $12M | – | 0.02 |
| ROSS STORES INC | Long | Debt | US | $17M | – | 0.03 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $26M | – | 0.05 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $5M | – | 0.01 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $166M | – | 0.30 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $120M | – | 0.22 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $50M | – | 0.09 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $26M | – | 0.05 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $22M | – | 0.04 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $22M | – | 0.04 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $19M | – | 0.04 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $17M | – | 0.03 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $16M | – | 0.03 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $433K | – | 0.00 |
| ROYALTY PHARMA (Royalty Pharma PLC) | Long | Debt | GB | $35M | – | 0.06 |
| ROYALTY PHARMA (Royalty Pharma PLC) | Long | Debt | GB | $25M | – | 0.04 |
| RPM INTL INC (RPM International Inc) | Long | Debt | US | $37M | – | 0.07 |
| RTX CORP | Long | Debt | US | $47M | – | 0.09 |
| RTX CORP | Long | Debt | US | $38M | – | 0.07 |
| RTX CORP | Long | Debt | US | $30M | – | 0.06 |
| RTX CORP | Long | Debt | US | $14M | – | 0.02 |
| RYDER SYSTEM INC | Long | Debt | US | $66M | – | 0.12 |
| RYDER SYSTEM INC | Long | Debt | US | $34M | – | 0.06 |
| RYDER SYSTEM INC | Long | Debt | US | $30M | – | 0.05 |
| RYDER SYSTEM INC | Long | Debt | US | $23M | – | 0.04 |
| RYDER SYSTEM INC | Long | Debt | US | $21M | – | 0.04 |
| RYDER SYSTEM INC | Long | Debt | US | $21M | – | 0.04 |
| RYDER SYSTEM INC | Long | Debt | US | $15M | – | 0.03 |
| S&P GLOBAL INC | Long | Debt | US | $58M | – | 0.11 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $89M | – | 0.16 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $61M | – | 0.11 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $20M | – | 0.04 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $998.62 | – | 0.00 |
| SANTANDER HOLD (Santander Holdings USA Inc) | Long | Debt | US | $29M | – | 0.05 |
| SANTANDER HOLD (Santander Holdings USA Inc) | Long | Debt | US | $6M | – | 0.01 |
| SANTANDER UK GRP (Santander UK Group Holdings PLC) | Long | Debt | GB | $59M | – | 0.11 |
| SANTANDER UK GRP (Santander UK Group Holdings PLC) | Long | Debt | GB | $50M | – | 0.09 |
| SANTANDER UK GRP (Santander UK Group Holdings PLC) | Long | Debt | GB | $22M | – | 0.04 |
| SANTANDER UK GRP (Santander UK Group Holdings PLC) | Long | Debt | GB | $20M | – | 0.04 |
| SANTANDER UK GRP (Santander UK Group Holdings PLC) | Long | Debt | GB | $18M | – | 0.03 |
| SAUDI ARAB OIL (Saudi Arabian Oil Co) | Long | Debt | SA | $35M | – | 0.06 |
| SAUDI INT BOND (Saudi Government International Bond) | Long | Debt | SA | $72M | – | 0.13 |
| SBALT 2023-A A4 (SBNA AUTO LEASE TRUST SBALT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| SBALT 2024-B A4 (SBNA AUTO LEASE TRUST SBALT_24-B) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| SBAT 2024-A B (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.02 |
| SBAT 2024-A C (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| SBAT 2024-A D (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| SBCLN 2023-B B (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_23-B) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SBCLN 2023-B C (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_23-B) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| SBCLN 2023-B D (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_23-B) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SBCLN 2024-A A2 (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $990K | – | 0.00 |
| SBCLN 2024-A B (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.00 |
| SBCLN 2024-A C (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SBCLN 2024-A D (SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SCCU 2023-1A A4 (SPACE COAST CREDIT UNION SCCU_23-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SCCU 2024-1A A4 (SPACE COAST CREDIT UNION SCCU_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SCDS: (AIG) | Derivative-credit | $35K | – | 0.00 | ||
| SCDS: (ALLY) | Derivative-credit | $20K | – | 0.00 | ||
| SCDS: (AXP) | Derivative-credit | $39K | – | 0.00 | ||
| SCDS: (BA) | Derivative-credit | $15K | – | 0.00 | ||
| SCDS: (BA) | Derivative-credit | $-22K | – | -0.00 | ||
| SCDS: (CB) | Derivative-credit | $40K | – | 0.00 | ||
| SCDS: (CHILE) | Derivative-credit | $35K | – | 0.00 | ||
| SCDS: (CMCSA) | Derivative-credit | $36K | – | 0.00 | ||
| SCDS: (CVS) | Derivative-credit | $36K | – | 0.00 | ||
| SCDS: (D) | Derivative-credit | $36K | – | 0.00 | ||
| SCDS: (DOW) | Derivative-credit | $36K | – | 0.00 | ||
| SCDS: (ENBCN) | Derivative-credit | $31K | – | 0.00 | ||
| SCDS: (GE) | Derivative-credit | $41K | – | 0.00 | ||
| SCDS: (GM) | Derivative-credit | $32K | – | 0.00 | ||
| SCDS: (IBM) | Derivative-credit | $38K | – | 0.00 | ||
| SCDS: (KR) | Derivative-credit | $38K | – | 0.00 | ||
| SCDS: (LNC) | Derivative-credit | $22K | – | 0.00 | ||
| SCDS: (LOW) | Derivative-credit | $38K | – | 0.00 | ||
| SCDS: (MDLZ) | Derivative-credit | $38K | – | 0.00 | ||
| SCDS: (MET) | Derivative-credit | $33K | – | 0.00 | ||
| SCDS: (MMC) | Derivative-credit | $40K | – | 0.00 | ||
| SCDS: (MPC) | Derivative-credit | $34K | – | 0.00 | ||
| SCDS: (PRU) | Derivative-credit | $33K | – | 0.00 | ||
| SCDS: (SPG) | Derivative-credit | $34K | – | 0.00 | ||
| SCDS: (UNH) | Derivative-credit | $38K | – | 0.00 | ||
| SCDS: (VZ) | Derivative-credit | $30K | – | 0.00 | ||
| SCHLUMBERGER HLD (Schlumberger Holdings Corp) | Long | Debt | US | $39M | – | 0.07 |
| SCHLUMBERGER HLD (Schlumberger Holdings Corp) | Long | Debt | US | $27M | – | 0.05 |
| SCHLUMBERGER INV (Schlumberger Investment SA) | Long | Debt | LU | $32M | – | 0.06 |
| SCOR SE | Long | Debt | FR | $5M | – | 0.01 |
| SCRIPPS ESCROW (Scripps Escrow Inc) | Long | Debt | US | $333K | – | 0.00 |
| SDART 2023-1 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| SDART 2023-6 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| SDART 2023-6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| SDART 2024-1 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| SDART 2024-1 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SDART 2024-2 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.04 |
| SDART 2024-2 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| SDART 2024-2 D (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| SDART 2024-3 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.04 |
| SDART 2024-3 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.04 |
| SDART 2024-3 D (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.05 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $8M | – | 0.02 |
| SEDGWICK CMS INC (Sedgwick Claims Management Services Inc) | Long | Loan | US | $7M | – | 0.01 |
| SENSATA TECHNOLO (Sensata Technologies Inc) | Long | Debt | US | $1M | – | 0.00 |
| SERBIA REPUBLIC (Serbia International Bond) | Long | Debt | RS | $11M | – | 0.02 |
| SETANTA AIRCRAFT (Setanta Aircraft Leasing DAC) | Long | Loan | IE | $19M | – | 0.03 |
| SFAST 2024-1A B (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SFAST 2024-1A C (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| SFAST 2024-2A A4 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| SFAST 2024-2A B (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| SFAST 2024-2A C (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| SHARJAH SUKUK (Sharjah Sukuk Program Ltd) | Long | Debt | KY | $16M | – | 0.03 |
| SHIRE ACQ INV IE (Shire Acquisitions Investments Ireland DAC) | Long | Debt | IE | $3M | – | 0.01 |
| SIEMENS FINAN (Siemens Financieringsmaatschappij NV) | Long | Debt | NL | $13M | – | 0.02 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $23M | – | 0.04 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $22M | – | 0.04 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $20M | – | 0.04 |
| SIX FLAG ENT (Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op) | Long | Debt | US | $673K | – | 0.00 |
| SIXTH STREET (Sixth Street Specialty Lending Inc) | Long | Debt | US | $30M | – | 0.05 |
| SIXTH STREET (Sixth Street Specialty Lending Inc) | Long | Debt | US | $14M | – | 0.03 |
| SIXTH STREET (Sixth Street Specialty Lending Inc) | Long | Debt | US | $9M | – | 0.02 |
| SIXTH STREET LEN (Sixth Street Lending Partners) | Long | Debt | US | $24M | – | 0.04 |
| SKYWORKS SOLUT (Skyworks Solutions Inc) | Long | Debt | US | $85M | – | 0.16 |
| SMB 2016-A A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A) | Long | ABS-collateralized bond/debt obligation | US | $304K | – | 0.00 |
| SMB 2017-B A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SMB 2018-B A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| SMB 2018-C A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| SMB 2024-A A1A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-A) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.03 |
| SMB 2024-C A1A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-C) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| SNF GROUP SACA | Long | Debt | FR | $8M | – | 0.01 |
| SNF GROUP SACA | Long | Debt | FR | $1M | – | 0.00 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $2M | – | 0.00 |
| SOFI 2017-D A2FX (SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SOFI 2017-F A2FX (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $48M | – | 0.09 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $22M | – | 0.04 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $21M | – | 0.04 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $6M | – | 0.01 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $6M | – | 0.01 |
| SOUTHERN CAL GAS (Southern California Gas Co) | Long | Debt | US | $19M | – | 0.03 |
| SOUTHERN CAL GAS (Southern California Gas Co) | Long | Debt | US | $16M | – | 0.03 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $49M | – | 0.09 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $48M | – | 0.09 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $15M | – | 0.03 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $9M | – | 0.02 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $838K | – | 0.00 |
| SOUTHERN POWER (Southern Power Co) | Long | Debt | US | $9M | – | 0.02 |
| SOUTHWEST AIR (Southwest Airlines Co) | Long | Debt | US | $57M | – | 0.10 |
| SOUTHWEST AIR (Southwest Airlines Co) | Long | Debt | US | $10M | – | 0.02 |
| SOUTHWEST AIR (Southwest Airlines Co) | Long | Debt | US | $7M | – | 0.01 |
| SOUTHWESTN EL PR (Southwestern Electric Power Co) | Long | Debt | US | $33M | – | 0.06 |
| SOUTHWESTN EL PR (Southwestern Electric Power Co) | Long | Debt | US | $16M | – | 0.03 |
| SPECTRA PARTNERS (Spectra Energy Partners LP) | Long | Debt | US | $20M | – | 0.04 |
| SPRINT CAP CORP (Sprint Capital Corp) | Long | Debt | US | $134M | – | 0.25 |
| SPRINT CORP (Sprint LLC) | Long | Debt | US | $30M | – | 0.06 |
| SS&C TECH INC (SS&C Technologies Inc) | Long | Debt | US | $3M | – | 0.00 |
| ST JOSEPH HLTH (Providence St Joseph Health Obligated Group) | Long | Debt | US | $12M | – | 0.02 |
| STACR 2022-HQA1 M1A (Freddie Mac STACR REMIC Trust 2022-HQA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STACR 2023-HQA3 A1 (Freddie Mac STACR REMIC Trust 2023-HQA3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| STACR 2023-HQA3 M1 (Freddie Mac STACR REMIC Trust 2023-HQA3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| STACR 2024-DNA1 A1 (Freddie Mac STACR REMIC Trust 2024-DNA1) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| STACR 2024-DNA2 A1 (Freddie Mac STACR REMIC Trust 2024-DNA2) | Long | ABS-mortgage backed security | US | $24M | – | 0.04 |
| STACR 2024-HQA1 A1 (Freddie Mac STACR REMIC Trust 2024-HQA1) | Long | ABS-mortgage backed security | US | $14M | – | 0.02 |
| STANDARD CHART (Standard Chartered PLC) | Long | Debt | GB | $7M | – | 0.01 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $837K | – | 0.00 |
| STANLEY BLACK (Stanley Black & Decker Inc) | Long | Debt | US | $21M | – | 0.04 |
| STAR PARENT INC | Long | Loan | US | $3M | – | 0.01 |
| STAR PARENT INC | Long | Debt | US | $1M | – | 0.00 |
| STARBUCKS CORP | Long | Debt | US | $29M | – | 0.05 |
| STARBUCKS CORP | Long | Debt | US | $4M | – | 0.01 |
| STARWOOD PROP TR (Starwood Property Trust Inc) | Long | Debt | US | $428K | – | 0.00 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $20M | – | 0.04 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $5M | – | 0.01 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $1M | – | 0.00 |
| STATE OF ISRAEL | Long | Debt | IL | $469K | – | 0.00 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $18M | – | 0.03 |
| STHRN GAS CRIDOR (Southern Gas Corridor CJSC) | Long | Debt | AZ | $24M | – | 0.04 |
| STORE CAPITA (Store Capital LLC) | Long | Debt | US | $5M | – | 0.01 |
| STRYKER CORP | Long | Debt | US | $731K | – | 0.00 |
| SUBWAY 2024-1A A2I (SUBWAY FUNDING LLC SUBWAY_24-1) | Long | ABS-collateralized bond/debt obligation | US | $46M | – | 0.08 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $56M | – | 0.10 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $45M | – | 0.08 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $34M | – | 0.06 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $33M | – | 0.06 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $23M | – | 0.04 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $23M | – | 0.04 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $22M | – | 0.04 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $18M | – | 0.03 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $11M | – | 0.02 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $10M | – | 0.02 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $3M | – | 0.01 |
| SUMMIT MIDSTREA (Summit Midstream Holdings LLC) | Long | Debt | US | $434K | – | 0.00 |
| SUN COMMUNITIES (Sun Communities Operating LP) | Long | Debt | US | $29M | – | 0.05 |
| SUN COMMUNITIES (Sun Communities Operating LP) | Long | Debt | US | $2M | – | 0.00 |
| SWEDBANK AB | Long | Debt | SE | $9M | – | 0.02 |
| SWEDISH MATCH (Swedish Match AB) | Long | Debt | SE | $5M | – | 0.01 |
| SWEDISH MATCH (Swedish Match AB) | Long | Debt | SE | $3M | – | 0.01 |
| SWP: IFS 2.393800 01-AUG-2029 USC | Derivative-interest rate | $50K | – | 0.00 | ||
| SWP: IFS 2.419500 15-JUL-2029 USC | Derivative-interest rate | $155K | – | 0.00 | ||
| SWP: IFS 2.437000 19-JUL-2029 USC | Derivative-interest rate | $194K | – | 0.00 | ||
| SWP: IFS 2.449200 18-JUL-2029 USC | Derivative-interest rate | $229K | – | 0.00 | ||
| SWP: IFS 2.453800 01-AUG-2054 USC | Derivative-interest rate | $-76K | – | -0.00 | ||
| SWP: IFS 2.468500 15-JUL-2054 USC | Derivative-interest rate | $-122K | – | -0.00 | ||
| SWP: IFS 2.481500 19-JUL-2054 USC | Derivative-interest rate | $-157K | – | -0.00 | ||
| SWP: IFS 2.484000 10-JUL-2029 USC | Derivative-interest rate | $341K | – | 0.00 | ||
| SWP: IFS 2.490770 10-JUL-2029 USC | Derivative-interest rate | $413K | – | 0.00 | ||
| SWP: IFS 2.498500 10-JUL-2054 USC | Derivative-interest rate | $-207K | – | -0.00 | ||
| SWP: IFS 2.500700 18-JUL-2054 USC | Derivative-interest rate | $-210K | – | -0.00 | ||
| SWP: IFS 2.509520 10-JUL-2054 USC | Derivative-interest rate | $-272K | – | -0.00 | ||
| SWP: IFS 2.518800 05-JUL-2054 USC | Derivative-interest rate | $-244K | – | -0.00 | ||
| SWP: IFS 2.521500 05-JUL-2054 USC | Derivative-interest rate | $-272K | – | -0.00 | ||
| SWP: IFS 2.522700 05-JUL-2029 USC | Derivative-interest rate | $412K | – | 0.00 | ||
| SWP: IFS 2.523700 05-JUL-2054 USC | Derivative-interest rate | $-257K | – | -0.00 | ||
| SWP: IFS 2.524800 05-JUL-2029 USC | Derivative-interest rate | $418K | – | 0.00 | ||
| SWP: IFS 2.530000 05-JUL-2029 USC | Derivative-interest rate | $466K | – | 0.00 | ||
| SWP: USD 3.873500 23-JUL-2029 SOF | Derivative-interest rate | $-2M | – | -0.00 | ||
| SWP: USD 4.073500 23-JUL-2027 SOF | Derivative-interest rate | $2M | – | 0.00 | ||
| SWP: USD 4.698500 17-JUN-2026 SOF | Derivative-interest rate | $-4M | – | -0.01 | ||
| SWP: USD 4.723500 23-MAY-2026 SOF | Derivative-interest rate | $-1M | – | -0.00 | ||
| SWP: USD 5.104500 20-JUN-2025 SOF | Derivative-interest rate | $2M | – | 0.00 | ||
| SWP: USD 5.148000 23-MAY-2025 SOF | Derivative-interest rate | $567K | – | 0.00 | ||
| SYNCHRONY FINANC (Synchrony Financial) | Long | Debt | US | $23M | – | 0.04 |
| SYNIT 2023-A2 A (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.05 |
| SYNIT 2024-A1 A (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-collateralized bond/debt obligation | US | $36M | – | 0.07 |
| SYNOVUS BANK GA (Synovus Bank/Columbus GA) | Long | Debt | US | $21M | – | 0.04 |
| SYSCO CORP | Long | Debt | US | $28M | – | 0.05 |
| T-MOBILE USA INC | Long | Debt | US | $124M | – | 0.23 |
| T-MOBILE USA INC | Long | Debt | US | $72M | – | 0.13 |
| T-MOBILE USA INC | Long | Debt | US | $59M | – | 0.11 |
| T-MOBILE USA INC | Long | Debt | US | $50M | – | 0.09 |
| T-MOBILE USA INC | Long | Debt | US | $38M | – | 0.07 |
| T-MOBILE USA INC | Long | Debt | US | $24M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $18M | – | 0.03 |
| T-MOBILE USA INC | Long | Debt | US | $7M | – | 0.01 |
| T-MOBILE USA INC | Long | Debt | US | $7M | – | 0.01 |
| T-MOBILE USA INC | Long | Debt | US | $5M | – | 0.01 |
| TAKE-TWO INTERAC (Take-Two Interactive Software Inc) | Long | Debt | US | $28M | – | 0.05 |
| TAKE-TWO INTERAC (Take-Two Interactive Software Inc) | Long | Debt | US | $24M | – | 0.04 |
| TAKEDA PHARMACEU (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $8M | – | 0.01 |
| TALLGRASS NRG (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $3M | – | 0.01 |
| TALNT 2024-1A A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.03 |
| TAMPA ELECTRIC (Tampa Electric Co) | Long | Debt | US | $29M | – | 0.05 |
| TAOT 2022-C A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| TAOT 2022-D A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.02 |
| TAOT 2023-A A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.01 |
| TAPESTRY INC | Long | Debt | US | $20M | – | 0.04 |
| TAPESTRY INC | Long | Debt | US | $13M | – | 0.02 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $4M | – | 0.01 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $37M | – | 0.07 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $17M | – | 0.03 |
| TCI COMMUN INC (TCI Communications Inc) | Long | Debt | US | $993K | – | 0.00 |
| TDC NET AS (TDC Net A/S) | Long | Debt | DK | $1M | – | 0.00 |
| TDG 3/15/2030 (TRANSDIGM INC) | Long | Loan | US | $2M | – | 0.00 |
| TELEDYNE TECH (Teledyne Technologies Inc) | Long | Debt | US | $61M | – | 0.11 |
| TELEDYNE TECH (Teledyne Technologies Inc) | Long | Debt | US | $21M | – | 0.04 |
| TELEFONICA EMIS (Telefonica Emisiones SA) | Long | Debt | ES | $68M | – | 0.12 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $1M | – | 0.00 |
| TESLA 2023-B A4 (TESLA AUTO LEASE TRUST TESLA_23-B) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| TEVA PHARMACEUCI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $10M | – | 0.02 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $755K | – | 0.00 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $330K | – | 0.00 |
| TEVT 2023-1 A4 (TESLA ELECTRIC VEHICLE TRUST TEVT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| TEVT 2023-1 B (TESLA ELECTRIC VEHICLE TRUST TEVT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| TEXAS INSTRUMENT (Texas Instruments Inc) | Long | Debt | US | $24M | – | 0.04 |
| THERMO FISHER (Thermo Fisher Scientific Inc) | Long | Debt | US | $27M | – | 0.05 |
| THERMO FISHER (Thermo Fisher Scientific Inc) | Long | Debt | US | $13M | – | 0.02 |
| TIF 2024-2A A (TIF FUNDING III LLC TIF_24-2) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.05 |
| TMSQ 2014-1500 A (TMSQ 2014-1500 Mortgage Trust) | Long | ABS-mortgage backed security | US | $19M | – | 0.03 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $38M | – | 0.07 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $21M | – | 0.04 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $11M | – | 0.02 |
| TOTALENERGIES SE | Long | Debt | FR | $1M | – | 0.00 |
| TOYOTA MOTOR FIN (Toyota Motor Finance Netherlands BV) | Long | Debt | NL | $5M | – | 0.01 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $107M | – | 0.20 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $68M | – | 0.12 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $66M | – | 0.12 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $57M | – | 0.10 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $50M | – | 0.09 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $50M | – | 0.09 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $29M | – | 0.05 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $29M | – | 0.05 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $22M | – | 0.04 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $64M | – | 0.12 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $39M | – | 0.07 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $28M | – | 0.05 |
| TRANSCONT GAS PL (Transcontinental Gas Pipe Line Co LLC) | Long | Debt | US | $28M | – | 0.05 |
| TRANSDIGM INC | Long | Debt | US | $8M | – | 0.01 |
| TRANSDIGM INC | Long | Debt | US | $2M | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $3M | – | 0.01 |
| TRANSOCEAN INC | Long | Debt | KY | $2M | – | 0.00 |
| TRATON FIN LUX (Traton Finance Luxembourg SA) | Long | Debt | LU | $15M | – | 0.03 |
| TRATON FIN LUX (Traton Finance Luxembourg SA) | Long | Debt | LU | $2M | – | 0.00 |
| TRFIG 2024-1A A2 (TRAFIGURA SECURITISATION FINANCE PLC TRFIG_24-1) | Long | ABS-collateralized bond/debt obligation | IE | $18M | – | 0.03 |
| TRGP 6.5 7/15/2027 (TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR) | Long | Debt | US | $4M | – | 0.01 |
| TRINITY ACQ PLC (Trinity Acquisition PLC) | Long | Debt | GB | $1M | – | 0.00 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Debt | US | $2M | – | 0.00 |
| TRL 2024-1A A (TRINITY RAIL LEASING LP TRL_24-1) | Long | ABS-collateralized bond/debt obligation | US | $33M | – | 0.06 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $69M | – | 0.13 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $61M | – | 0.11 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $17M | – | 0.03 |
| TRUIST INSURANCE (Truist Insurance Holdings LLC) | Long | Loan | US | $1M | – | 0.00 |
| TYCO ELECTRONICS (Tyco Electronics Group SA) | Long | Debt | LU | $29M | – | 0.05 |
| TYCO ELECTRONICS (Tyco Electronics Group SA) | Long | Debt | LU | $23M | – | 0.04 |
| TYSON FOODS INC | Long | Debt | US | $31M | – | 0.06 |
| UBS AG LONDON (UBS AG/London) | Long | Debt | CH | $88M | – | 0.16 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $77M | – | 0.14 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $65M | – | 0.12 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $36M | – | 0.07 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $141M | – | 0.26 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $92M | – | 0.17 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $51M | – | 0.09 |
| UBSBM 2012-WRM A (UBS-BAMLL Trust 2012-WRM) | Long | ABS-mortgage backed security | US | $745K | – | 0.00 |
| UBSCM 2017-C7 A4 (UBS Commercial Mortgage Trust 2017-C7) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| UDR INC | Long | Debt | US | $1M | – | 0.00 |
| UKG INC | Long | Loan | US | $3M | – | 0.01 |
| UKG INC | Long | Debt | US | $2M | – | 0.00 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $12M | – | 0.02 |
| UNION PAC CORP (Union Pacific Corp) | Long | Debt | US | $18M | – | 0.03 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $2M | – | 0.00 |
| UNITED AIRLINES (United Airlines Inc) | Long | Loan | US | $480K | – | 0.00 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $113M | – | 0.21 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $53M | – | 0.10 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $38M | – | 0.07 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $10M | – | 0.02 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $8M | – | 0.01 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Debt | US | $589K | – | 0.00 |
| UNITED TECH CORP (RTX Corp) | Long | Debt | US | $37M | – | 0.07 |
| UNITED TECH CORP (RTX Corp) | Long | Debt | US | $23M | – | 0.04 |
| UNITED TECH CORP (RTX Corp) | Long | Debt | US | $3M | – | 0.01 |
| UNITED WHOLESALE (United Wholesale Mortgage LLC) | Long | Debt | US | $7M | – | 0.01 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $29M | – | 0.05 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $9M | – | 0.02 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $4M | – | 0.01 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $2M | – | 0.00 |
| UNTD AIR 20-1 A (United Airlines 2020-1 Class A Pass Through Trust) | Long | Debt | US | $2M | – | 0.00 |
| UNTD AIR 20-1 B (United Airlines 2020-1 Class B Pass Through Trust) | Long | Debt | US | $4M | – | 0.01 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $-1M | – | -0.00 | ||
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | $-165K | – | -0.00 | ||
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | $294K | – | 0.00 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $1M | – | 0.00 | ||
| US BANCORP | Long | Debt | US | $146M | – | 0.27 |
| US BANCORP | Long | Debt | US | $57M | – | 0.10 |
| US BANCORP | Long | Debt | US | $39M | – | 0.07 |
| US BANCORP | Long | Debt | US | $33M | – | 0.06 |
| US BANCORP | Long | Debt | US | $31M | – | 0.06 |
| US BANCORP | Long | Debt | US | $24M | – | 0.04 |
| US FOODS INC | Long | Debt | US | $2M | – | 0.00 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $-136K | – | -0.00 | ||
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $706M | – | 1.29 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $326M | – | 0.60 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $281M | – | 0.51 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $264M | – | 0.48 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $209M | – | 0.38 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $191M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $190M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $184M | – | 0.34 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $181M | – | 0.33 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $169M | – | 0.31 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $164M | – | 0.30 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $161M | – | 0.29 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $154M | – | 0.28 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $144M | – | 0.26 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $122M | – | 0.22 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $118M | – | 0.22 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $93M | – | 0.17 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $91M | – | 0.17 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $89M | – | 0.16 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $84M | – | 0.15 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $82M | – | 0.15 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $72M | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $72M | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $70M | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $67M | – | 0.12 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $64M | – | 0.12 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $56M | – | 0.10 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $50M | – | 0.09 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $49M | – | 0.09 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $45M | – | 0.08 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $45M | – | 0.08 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $25M | – | 0.04 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $15M | – | 0.03 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $204K | – | 0.00 |
| USCLN 2023-1 B (US BANK NATIONAL ASSOCIATION USCLN_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| VAIL RESORTS (Vail Resorts Inc) | Long | Debt | US | $4M | – | 0.01 |
| VALARIS (Valaris Ltd) | Long | Debt | BM | $5M | – | 0.01 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $493M | 493M | 0.90 |
| VCVHHO 7.625 2/24/2031 (COTIVITI INC) | Long | Loan | US | $6M | – | 0.01 |
| VELOCITY VEHICLE (Velocity Vehicle Group LLC) | Long | Debt | US | $598K | – | 0.00 |
| VENTAS REALTY LP | Long | Debt | US | $24M | – | 0.04 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $2M | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $12M | – | 0.02 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $3M | – | 0.01 |
| VERALTO CORP | Long | Debt | US | $37M | – | 0.07 |
| VERALTO CORP | Long | Debt | US | $16M | – | 0.03 |
| VERISK ANALYTICS (Verisk Analytics Inc) | Long | Debt | US | $13M | – | 0.02 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $102M | – | 0.19 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $54M | – | 0.10 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $48M | – | 0.09 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $42M | – | 0.08 |
| VICTORIA POWER N (Victoria Power Networks Finance Pty Ltd) | Long | Debt | AU | $8M | – | 0.02 |
| VIRGIN MEDIA FIN (Virgin Media Finance PLC) | Long | Debt | GB | $847K | – | 0.00 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $45M | – | 0.08 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $19M | – | 0.03 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $18M | – | 0.03 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $14M | – | 0.03 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $12M | – | 0.02 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $7M | – | 0.01 |
| VMWARE LLC | Long | Debt | US | $73M | – | 0.13 |
| VMWARE LLC | Long | Debt | US | $61M | – | 0.11 |
| VMWARE LLC | Long | Debt | US | $17M | – | 0.03 |
| VMWARE LLC | Long | Debt | US | $3M | – | 0.01 |
| VOLKSWAGEN BANK (Volkswagen Bank GmbH) | Long | Debt | DE | $5M | – | 0.01 |
| VOLKSWAGEN FIN (Volkswagen Financial Services NV) | Long | Debt | NL | $4M | – | 0.01 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $48M | – | 0.09 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $39M | – | 0.07 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $30M | – | 0.05 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $20M | – | 0.04 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $5M | – | 0.01 |
| VOLKSWAGEN INTFN (Volkswagen International Finance NV) | Long | Debt | NL | $6M | – | 0.01 |
| VOLKSWAGEN LEAS (Volkswagen Leasing GmbH) | Long | Debt | DE | $53M | – | 0.10 |
| VOYA FINANCIAL (Voya Financial Inc) | Long | Debt | US | $12M | – | 0.02 |
| VZMT 2023-6 A (VERIZON MASTER TRUST VZMT_23-5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| VZMT 2024-2 A (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $47M | – | 0.09 |
| VZMT 2024-2 B (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| VZMT 2024-2 C (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.02 |
| VZMT 2024-5 A (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-collateralized bond/debt obligation | US | $42M | – | 0.08 |
| VZMT 2024-5 B (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.04 |
| VZMT 2024-5 C (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| WAMU 2002-AR18 A (WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| WAMU 2003-AR7 A7 (WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| WAMU 2003-AR9 1A7 (WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| WARNERMEDIA HLDG (Warnermedia Holdings Inc) | Long | Debt | US | $105M | – | 0.19 |
| WARNERMEDIA HLDG (Warnermedia Holdings Inc) | Long | Debt | US | $25M | – | 0.05 |
| WASH MUT BANK FA (Washington Mutual Bank / Debt not acquired by JPMorgan) | Long | Debt | US | $4K | – | 0.00 |
| WASTE MANAGEMENT (Waste Management Inc) | Long | Debt | US | $16M | – | 0.03 |
| WASTE MANAGEMENT (Waste Management Inc) | Long | Debt | US | $3M | – | 0.00 |
| WATCO COS LLC/FI (Watco Cos LLC / Watco Finance Corp) | Long | Debt | US | $548K | – | 0.00 |
| WEC ENERGY GROUP (WEC Energy Group Inc) | Long | Debt | US | $133M | – | 0.24 |
| WEC ENERGY GROUP (WEC Energy Group Inc) | Long | Debt | US | $47M | – | 0.09 |
| WEC ENERGY GROUP (WEC Energy Group Inc) | Long | Debt | US | $24M | – | 0.04 |
| WEC ENERGY GROUP (WEC Energy Group Inc) | Long | Debt | US | $13M | – | 0.02 |
| WELLS FARGO BANK (Wells Fargo Bank NA) | Long | Debt | US | $87M | – | 0.16 |
| WELLS FARGO BANK (Wells Fargo Bank NA) | Long | Debt | US | $35M | – | 0.06 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $91M | – | 0.17 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $87M | – | 0.16 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $83M | – | 0.15 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $80M | – | 0.15 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $78M | – | 0.14 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $61M | – | 0.11 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $61M | – | 0.11 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $57M | – | 0.10 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $53M | – | 0.10 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $29M | – | 0.05 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $25M | – | 0.05 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $21M | – | 0.04 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $20M | – | 0.04 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $18M | – | 0.03 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $30M | – | 0.06 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $6M | – | 0.01 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $6M | – | 0.01 |
| WEN 2019-1A A2II (WENDYS FUNDING LLC WEN_19-1A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $3M | – | 0.01 |
| WESTAR ENERGY (Evergy Kansas Central Inc) | Long | Debt | US | $16M | – | 0.03 |
| WESTERN DIGITAL (Western Digital Corp) | Long | Debt | US | $3M | – | 0.01 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $9M | – | 0.02 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $4M | – | 0.01 |
| WESTFIELD AMERIC (Westfield America Management Ltd) | Long | Debt | AU | $8M | – | 0.01 |
| WESTLAKE CHEM (Westlake Corp) | Long | Debt | US | $2M | – | 0.00 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $39M | – | 0.07 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $27M | – | 0.05 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $22M | – | 0.04 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $10M | – | 0.02 |
| WFCM 2014-LC16 B (Wells Fargo Commercial Mortgage Trust 2014-LC16) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WFCM 2014-LC16 C (Wells Fargo Commercial Mortgage Trust 2014-LC16) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WFCM 2015-LC22 C (Wells Fargo Commercial Mortgage Trust 2015-LC22) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WFCM 2017-C39 A4 (Wells Fargo Commercial Mortgage Trust 2017-C39) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WFCM 2017-C40 A3 (Wells Fargo Commercial Mortgage Trust 2017-C40) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| WFCM 2017-C40 A4 (Wells Fargo Commercial Mortgage Trust 2017-C40) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WFCM 2017-RC1 A4 (Wells Fargo Commercial Mortgage Trust 2017-RC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WFCM 2018-C43 C (Wells Fargo Commercial Mortgage Trust 2018-C43) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WFCM 2018-C45 A4 (Wells Fargo Commercial Mortgage Trust 2018-C45) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WFCM 2018-C46 A4 (Wells Fargo Commercial Mortgage Trust 2018-C46) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WFCM 2018-C47 A4 (Wells Fargo Commercial Mortgage Trust 2018-C47) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| WFLD 2014-MONT A (WFLD 2014-MONT Mortgage Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.05 |
| WFMBS 2006-AR14 2A1 (Wells Fargo Mortgage Backed Securities 2006-AR14 Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WFRBS 2014-C20 B (WFRBS Commercial Mortgage Trust 2014-C20) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| WFRBS 2014-C20 C (WFRBS Commercial Mortgage Trust 2014-C20) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WFRBS 2014-C21 AS (WFRBS Commercial Mortgage Trust 2014-C21) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $86M | – | 0.16 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $83M | – | 0.15 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $24M | – | 0.04 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $23M | – | 0.04 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $19M | – | 0.04 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $12M | – | 0.02 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $5M | – | 0.01 |
| WOART 2021-D C (WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| WOART 2022-D A4 (WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| WOART 2023-A A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-A) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.01 |
| WOART 2024-A B (WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| WOART 2024-A C (WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| WOLS 2024-A B (WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_24-A) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.02 |
| WORKDAY INC | Long | Debt | US | $39M | – | 0.07 |
| WORKDAY INC | Long | Debt | US | $9M | – | 0.02 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $964K | – | 0.00 |
| WRKCO INC | Long | Debt | US | $3M | – | 0.01 |
| WYNDHAM HOTELS & (Wyndham Hotels & Resorts Inc) | Long | Debt | US | $4M | – | 0.01 |
| XCEL ENERGY INC | Long | Debt | US | $29M | – | 0.05 |
| XCEL ENERGY INC | Long | Debt | US | $28M | – | 0.05 |
| XCEL ENERGY INC | Long | Debt | US | $20M | – | 0.04 |
| YORKSHIRE WATER (Yorkshire Water Finance PLC) | Long | Debt | GB | $4M | – | 0.01 |
| ZIMMER BIOMET (Zimmer Biomet Holdings Inc) | Long | Debt | US | $71M | – | 0.13 |
| ZIMMER BIOMET (Zimmer Biomet Holdings Inc) | Long | Debt | US | $34M | – | 0.06 |
| ZOETIS INC | Long | Debt | US | $39M | – | 0.07 |
| ZOETIS INC | Long | Debt | US | $27M | – | 0.05 |
| ZOETIS INC | Long | Debt | US | $18M | – | 0.03 |
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