UBSASSETMT > PACE SELECT ADVISORS TRUST
PACE Strategic Fixed Income Investments
$447.91M
Avg Monthly Net Assets
$516.86M
Total Assets
$73.04M
Total Liabilities
$443.83M
Net Assets
PACE Strategic Fixed Income Investments is a Mutual Fund in PACE SELECT ADVISORS TRUST
from UBSASSETMT,
based in New York,
United States of America.
The fund has three share classes
and monthly net assets of $447.91M.
On September 24th, 2024 it reported 1,305 holdings, the largest
being United States Treasury (2.1%), United States Treasury (2.1%) and State Street Global Advisors (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000007360 | PBNAX | |
| Class P | C000007359 | PCSIX | |
| Class Y | C000007363 | PSFYX |
Holdings
From latest NPORT-P, filed September 24th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Abertis Infraestructuras Finance BV (ABERTIS FINANCE BV) | Long | Debt | NL | $212K | – | 0.05 |
| ABN AMRO Bank NV | Long | Debt | NL | $203K | – | 0.05 |
| Accredited Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $255K | – | 0.06 |
| Adams Outdoor Advertising LP | Long | ABS-other | US | $1M | – | 0.23 |
| Adani Electricity Mumbai Ltd. | Long | Debt | IN | $229K | – | 0.05 |
| Adient Global Holdings Ltd. | Long | Debt | JE | $89K | – | 0.02 |
| Adjustable Rate Mortgage Trust | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $198K | – | 0.04 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $50K | – | 0.01 |
| AES Corp. (AES CORP/THE) | Long | Debt | US | $168K | – | 0.04 |
| AL NGPL Holdings LLC | Long | Loan | US | $1M | – | 0.33 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $2M | – | 0.36 |
| Algonquin Power & Utilities Corp. (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $200K | – | 0.05 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $3M | – | 0.68 |
| Alliant Energy Finance LLC | Long | Debt | US | $104K | – | 0.02 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $357K | – | 0.08 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $38K | – | 0.01 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $15K | – | 0.00 |
| Ally Bank Auto Credit-Linked Notes | Long | ABS-other | US | $236K | – | 0.05 |
| Ally Financial, Inc. (ALLY FINANCIAL INC) | Long | Debt | US | $1M | – | 0.30 |
| Ally Financial, Inc. (ALLY FINANCIAL INC) | Long | Debt | US | $177K | – | 0.04 |
| Ally Financial, Inc. (ALLY FINANCIAL INC) | Long | Debt | US | $86K | – | 0.02 |
| Altice France SA | Long | Debt | FR | $164K | – | 0.04 |
| Ameren Corp. | Long | Debt | US | $201K | – | 0.05 |
| American Airlines Pass-Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $184K | – | 0.04 |
| American Airlines Pass-Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $179K | – | 0.04 |
| American Electric Power Co., Inc. | Long | Debt | US | $204K | – | 0.05 |
| American Electric Power Co., Inc. | Long | Debt | US | $136K | – | 0.03 |
| American Express Co. | Long | Debt | US | $203K | – | 0.05 |
| American Express Co. | Long | Debt | US | $202K | – | 0.05 |
| American Express Co. | Long | Debt | US | $131K | – | 0.03 |
| American Honda Finance Corp. | Long | Debt | US | $200K | – | 0.05 |
| Amgen, Inc. (AMGEN INC) | Long | Debt | US | $242K | – | 0.05 |
| ams-OSRAM AG | Long | Debt | AT | $2M | – | 0.43 |
| Angola Government International Bonds (Republic of Angola) | Long | Debt | AO | $29K | – | 0.01 |
| Angola Government International Bonds (REPUBLIC OF ANGOLA) | Long | Debt | AO | $9K | – | 0.00 |
| Antares CLO Ltd. | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.52 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp. (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $265K | – | 0.06 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp. (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $73K | – | 0.02 |
| Aon North America, Inc. (AON NORTH AMERICA INC) | Long | Debt | US | $92K | – | 0.02 |
| APA Infrastructure Ltd. | Long | Debt | AU | $117K | – | 0.03 |
| Appalachian Power Co. | Long | Debt | US | $174K | – | 0.04 |
| Arbor Realty SR, Inc. (ARBOR REALTY SR INC) | Long | Debt | US | $2M | – | 0.49 |
| ASB Bank Ltd. (ASB BANK LIMITED) | Long | Debt | NZ | $2M | – | 0.39 |
| ASB Bank Ltd. (ASB BANK LIMITED) | Long | Debt | NZ | $2M | – | 0.38 |
| Ashtead Capital, Inc. (ASHTEAD CAPITAL INC) | Long | Debt | US | $2M | – | 0.38 |
| AT&T, Inc. (AT&T INC) | Long | Debt | US | $192K | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.40 |
| Athene Global Funding | Long | Debt | US | $204K | – | 0.05 |
| Athene Global Funding | Long | Debt | US | $201K | – | 0.05 |
| Athene Holding Ltd. | Long | Debt | US | $2M | – | 0.38 |
| Atlantica Sustainable Infrastructure PLC (ATLANTICA SUSTAIN INFRA) | Long | Debt | GB | $1M | – | 0.33 |
| AusNet Services Holdings Pty. Ltd. | Long | Debt | AU | $101K | – | 0.02 |
| Australia & New Zealand Banking Group Ltd. (AUST & NZ BANKING GRP NY) | Long | Debt | AU | $252K | – | 0.06 |
| Avangrid, Inc. (Avangrid Inc) | Long | Debt | US | $2M | – | 0.34 |
| Aviation Capital Group LLC | Long | Debt | US | $207K | – | 0.05 |
| Aviation Capital Group LLC | Long | Debt | US | $201K | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.48 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $135K | – | 0.03 |
| Avolon Holdings Funding Ltd. (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $203K | – | 0.05 |
| Banc of America Funding Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $124K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $199K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $196K | – | 0.04 |
| Bangkok Bank PCL (BANGKOK BANK PCL/HK) | Long | Debt | TH | $26K | – | 0.01 |
| Banijay Entertainment SAS | Long | Debt | FR | $113K | – | 0.03 |
| Bank | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Bank | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Bank | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $256K | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $247K | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $234K | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $226K | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $207K | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $200K | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $195K | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $189K | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $177K | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $140K | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $133K | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $97K | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $47K | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $20K | – | 0.00 |
| Bank of America Mortgage Trust (Banc of America Mortgage Securities) | Long | ABS-mortgage backed security | US | $61.82 | – | 0.00 |
| Bank of Montreal | Long | Debt | CA | $106K | – | 0.02 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Debt | US | $2M | – | 0.38 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Debt | US | $202K | – | 0.05 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Debt | US | $157K | – | 0.04 |
| Bank of New Zealand | Long | Debt | NZ | $1M | – | 0.32 |
| Bank of Nova Scotia | Long | Debt | CA | $172K | – | 0.04 |
| Bank5 | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Bank5 | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $204K | – | 0.05 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $200K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $526K | – | 0.12 |
| Barclays PLC | Long | Debt | GB | $452K | – | 0.10 |
| Barclays PLC | Long | Debt | GB | $205K | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $199K | – | 0.04 |
| BAT Capital Corp. | Long | Debt | US | $213K | – | 0.05 |
| Bayer AG | Long | Debt | DE | $104K | – | 0.02 |
| Bayer U.S. Finance LLC (BAYER US FINANCE LLC) | Long | Debt | US | $408K | – | 0.09 |
| Bayview Opportunity Master Fund VII LLC | Long | ABS-other | US | $41K | – | 0.01 |
| Bayview Opportunity Master Fund VII LLC | Long | ABS-other | US | $18K | – | 0.00 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| BCP Renaissance Parent LLC | Long | Loan | US | $1M | – | 0.30 |
| BCP Trust | Long | ABS-mortgage backed security | US | $468K | – | 0.11 |
| Beacon Container Finance II LLC | Long | ABS-other | US | $87K | – | 0.02 |
| Bear Stearns ALT-A Trust | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| Bear Stearns ALT-A Trust | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| Bear Stearns ALT-A Trust | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Bellis Acquisition Co. PLC (BELLIS ACQUISITION CO PL) | Long | Debt | GB | $127K | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| Benchmark Mortgage Trust (Benchmark 2024-V8 Mortgage Trust) | Long | ABS-mortgage backed security | US | $147K | – | 0.03 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Benchmark Mortgage Trust | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Benteler International AG | Long | Debt | AT | $80K | – | 0.02 |
| BHG Securitization Trust (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $2M | – | 0.53 |
| Birkenstock Financing SARL (BIRKENSTOCK FINANC SARL) | Long | Debt | LU | $109K | – | 0.02 |
| Black Hills Corp. | Long | Debt | US | $173K | – | 0.04 |
| BlackRock TCP Capital Corp. (BLACKROCK TCP CAP CORP) | Long | Debt | US | $1M | – | 0.30 |
| Blackstone Mortgage Trust, Inc. | Long | Debt | US | $3M | – | 0.71 |
| Blackstone Private Credit Fund | Long | Debt | US | $2M | – | 0.47 |
| Block, Inc. (BLOCK INC) | Long | Debt | US | $203K | – | 0.05 |
| Blue Owl Capital Corp. | Long | Debt | US | $993K | – | 0.22 |
| Blue Owl Credit Income Corp. | Long | Debt | US | $992K | – | 0.22 |
| BNP Paribas SA | Long | Debt | FR | $203K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $198K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $184K | – | 0.04 |
| Boeing Co. | Long | Debt | US | $377K | – | 0.09 |
| Boeing Co. | Long | Debt | US | $288K | – | 0.06 |
| Boeing Co. | Long | Debt | US | $185K | – | 0.04 |
| Boeing Co. | Long | Debt | US | $94K | – | 0.02 |
| Boeing Co. | Long | Debt | US | $92K | – | 0.02 |
| Boost Newco Borrower LLC | Long | Debt | US | $205K | – | 0.05 |
| Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV (GTCR W DUTCH FINANCE SUB) | Long | Debt | NL | $138K | – | 0.03 |
| BP Capital Markets PLC | Long | Debt | GB | $212K | – | 0.05 |
| BPCE SA | Long | Debt | FR | $263K | – | 0.06 |
| BPCRE Ltd. (BPCRE Holder LLC) | Long | ABS-collateralized bond/debt obligation | BM | $273K | – | 0.06 |
| BPR Trust | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $132K | – | 0.03 |
| Bread Financial Holdings, Inc. (BREAD FINANCIAL HLDGS) | Long | Debt | US | $2M | – | 0.44 |
| Brightsphere Investment Group, Inc. | Long | Debt | US | $732K | – | 0.16 |
| British Telecommunications PLC | Long | Debt | GB | $317K | – | 0.07 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $641K | – | 0.14 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $259K | – | 0.06 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $202K | – | 0.05 |
| Business Jet Securities LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $115K | – | 0.03 |
| Business Jet Securities LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $98K | – | 0.02 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $224K | – | 0.05 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $158K | – | 0.04 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| BX Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.58 |
| BX Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| BX Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| BX Trust | Long | ABS-mortgage backed security | US | $221K | – | 0.05 |
| BX Trust (BX TRUST 2024 VLT4) | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| BX Trust (BX Trust 2019-OC11) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| C&W Senior Finance Ltd. | Long | Debt | KY | $44K | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $204K | – | 0.05 |
| Calpine Corp. | Long | Debt | US | $249K | – | 0.06 |
| Calpine Corp. | Long | Debt | US | $249K | – | 0.06 |
| Calpine Corp. | Long | Debt | US | $40K | – | 0.01 |
| Calpine Corp. | Long | Debt | US | $29K | – | 0.01 |
| CAMB Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| CAMB Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| Campbell Soup Co. | Long | Debt | US | $122K | – | 0.03 |
| Capital Automotive REIT | Long | ABS-other | US | $1M | – | 0.32 |
| Capital One Financial Corp. | Long | Debt | US | $2M | – | 0.38 |
| Capital One Financial Corp. | Long | Debt | US | $355K | – | 0.08 |
| Capital One Financial Corp. | Long | Debt | US | $128K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $47K | – | 0.01 |
| Cargill, Inc. (CARGILL INC) | Long | Debt | US | $1M | – | 0.25 |
| Carlyle Finance Subsidiary LLC (CARLYLE FINANCE SUB LLC) | Long | Debt | US | $189K | – | 0.04 |
| CARS-DB7 LP (Capital Automotive Reit) | Long | ABS-other | US | $1M | – | 0.27 |
| CBRE Services, Inc. (CBRE SERVICES INC) | Long | Debt | US | $205K | – | 0.05 |
| CCO Holdings LLC/CCO Holdings Capital Corp. (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.30 |
| CCO Holdings LLC/CCO Holdings Capital Corp. (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $86K | – | 0.02 |
| CCO Holdings LLC/CCO Holdings Capital Corp. (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $53K | – | 0.01 |
| CCO Holdings LLC/CCO Holdings Capital Corp. (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $49K | – | 0.01 |
| Centene Corp. | Long | Debt | US | $250K | – | 0.06 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $204K | – | 0.05 |
| Central Parent, Inc. (Central Parent Inc) | Long | Loan | US | $1M | – | 0.33 |
| Charles Schwab Corp. | Long | Debt | US | $216K | – | 0.05 |
| Charles Schwab Corp. | Long | Debt | US | $123K | – | 0.03 |
| Charles Schwab Corp. | Long | Debt | US | $52K | – | 0.01 |
| Charles Schwab Corp. | Long | Debt | US | $15K | – | 0.00 |
| Charter Communications Operating LLC/Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $427K | – | 0.10 |
| Charter Communications Operating LLC/Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $175K | – | 0.04 |
| Charter Communications Operating LLC/Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $139K | – | 0.03 |
| Charter Communications Operating LLC/Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $65K | – | 0.01 |
| Chase Home Lending Mortgage Trust (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $204K | – | 0.05 |
| Chase Home Lending Mortgage Trust (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $190K | – | 0.04 |
| Chase Home Lending Mortgage Trust (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $126K | – | 0.03 |
| Chase Mortgage Finance Trust (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $527K | – | 0.12 |
| Chase Mortgage Finance Trust (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $214K | – | 0.05 |
| CHEC Loan Trust | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $174K | – | 0.04 |
| CHL Mortgage Pass-Through Trust (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| Churchill Downs, Inc. (CHURCHILL DOWNS INC) | Long | Debt | US | $229K | – | 0.05 |
| Cigna Group (CIGNA GROUP/THE) | Long | Debt | US | $197K | – | 0.04 |
| Cirsa Finance International SARL | Long | Debt | LU | $229K | – | 0.05 |
| Citibank NA | Long | Debt | US | $101K | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc. (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Citigroup Mortgage Loan Trust, Inc. (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc. (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc. (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $359.67 | – | 0.00 |
| Citigroup, Inc. (Citigroup Inc) | Long | Debt | US | $644K | – | 0.15 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Debt | US | $121K | – | 0.03 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Debt | US | $39K | – | 0.01 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Debt | US | $22K | – | 0.00 |
| Citizens Financial Group, Inc. | Long | Debt | US | $79K | – | 0.02 |
| Citizens Financial Group, Inc. | Long | Debt | US | $60K | – | 0.01 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $1M | – | 0.27 |
| Cogent Ipv4 LLC | Long | ABS-other | US | $2M | – | 0.55 |
| Cold Storage Trust | Long | ABS-mortgage backed security | US | $294K | – | 0.07 |
| Collateral Position (MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2) | Long | Short-term investment vehicle | US | $594K | 594K | 0.13 |
| Collateral Position (MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2) | Long | Short-term investment vehicle | US | $495K | 495K | 0.11 |
| Collateral Position (GOLDMAN FUTURES CASH COLLATERAL FEDL01) | Long | Short-term investment vehicle | US | $199K | 199K | 0.04 |
| Collateral Position (MORGAN STANLEY + CO INC CASH COLL (CCP)) | Long | Short-term investment vehicle | US | $101K | 101K | 0.02 |
| Colombia Government International Bonds | Long | Debt | CO | $42K | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $252K | – | 0.06 |
| Comerica Bank | Long | Debt | US | $2M | – | 0.35 |
| Comerica Bank | Long | Debt | US | $1M | – | 0.23 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $7.3 | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $1M | – | 0.30 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II, LLC) | Long | ABS-other | US | $103K | – | 0.02 |
| CONE Trust (CART) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| CONE Trust (CART) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Connect Finco SARL | Long | Loan | LU | $1M | – | 0.28 |
| Connect Finco SARL | Long | Loan | LU | $381K | – | 0.09 |
| Connect Finco SARL/Connect U.S. Finco LLC | Long | Debt | XX | $2M | – | 0.37 |
| Constellation Brands, Inc. (CONSTELLATION BRANDS INC) | Long | Debt | US | $100K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $213K | – | 0.05 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $55K | – | 0.01 |
| Continental Airlines Pass-Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $95K | – | 0.02 |
| Continental Resources, Inc. | Long | Debt | US | $201K | – | 0.05 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $2M | – | 0.39 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $111K | – | 0.02 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $98K | – | 0.02 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $101K | – | 0.02 |
| Corp. Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $112K | – | 0.03 |
| CoStar Group, Inc. (COSTAR GROUP INC) | Long | Debt | US | $174K | – | 0.04 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $58K | – | 0.01 |
| Countrywide Alternative Loan Trust | Long | ABS-mortgage backed security | US | $645K | – | 0.15 |
| Countrywide Alternative Loan Trust | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| Countrywide Alternative Loan Trust | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Countrywide Alternative Loan Trust | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Countrywide Reperforming Loan REMICS Trust (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $304K | – | 0.07 |
| Countrywide Reperforming Loan REMICS Trust (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| CQP Holdco LP/BIP-V Chinook Holdco LLC | Long | Debt | US | $307K | – | 0.07 |
| CQP Holdco LP/BIP-V Chinook Holdco LLC | Long | Debt | US | $86K | – | 0.02 |
| Credit Acceptance Auto Loan Trust | Long | ABS-other | US | $3M | – | 0.71 |
| Crown Castle Towers LLC | Long | Debt | US | $78K | – | 0.02 |
| CRSO Trust (CRSO TR 2023 BRND) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| CSN Inova Ventures (CSN ISLANDS XI CORP) | Long | Debt | KY | $140K | – | 0.03 |
| CVS Health Corp. | Long | Debt | US | $507K | – | 0.11 |
| CVS Pass-Through Trust (CVS PASS-THROUGH TR 2013) | Long | Debt | US | $2M | – | 0.48 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $55K | – | 0.01 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $187K | – | 0.04 |
| Danske Bank AS (DANSKE BANK A/S) | Long | Debt | DK | $205K | – | 0.05 |
| DataBank Issuer LLC | Long | ABS-other | US | $1M | – | 0.28 |
| DC Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $888K | – | 0.20 |
| Dell Equipment Finance Trust | Long | ABS-other | US | $101K | – | 0.02 |
| Dell International LLC/EMC Corp. (DELL INT LLC / EMC CORP) | Long | Debt | US | $201K | – | 0.05 |
| Delta Funding Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Deutsche Bank AG (DEUTSCHE BANK NY) | Long | Debt | DE | $212K | – | 0.05 |
| Deutsche Bank AG (DEUTSCHE BANK NY) | Long | Debt | DE | $202K | – | 0.05 |
| Deutsche Bank AG (DEUTSCHE BANK NY) | Long | Debt | DE | $199K | – | 0.04 |
| Diamondback Energy, Inc. (DIAMONDBACK ENERGY INC) | Long | Debt | US | $90K | – | 0.02 |
| Diamondback Energy, Inc. (DIAMONDBACK ENERGY INC) | Long | Debt | US | $64K | – | 0.01 |
| Dominican Republic International Bonds | Long | Debt | DO | $111K | – | 0.03 |
| Dominion Energy, Inc. (DOMINION ENERGY INC) | Long | Debt | US | $274K | – | 0.06 |
| Dominion Energy, Inc. (DOMINION ENERGY INC) | Long | Debt | US | $168K | – | 0.04 |
| Dominion Energy, Inc. (DOMINION ENERGY INC) | Long | Debt | US | $163K | – | 0.04 |
| Dominion Energy, Inc. (DOMINION ENERGY INC) | Long | Debt | US | $57K | – | 0.01 |
| DSLA Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| DTE Energy Co. | Long | Debt | US | $303K | – | 0.07 |
| Dufry One BV | Long | Debt | NL | $105K | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $1M | – | 0.28 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.23 |
| Duke University | Long | Debt | US | $223K | – | 0.05 |
| Eastern Power LLC | Long | Loan | US | $2M | – | 0.45 |
| Ecopetrol SA | Long | Debt | CO | $47K | – | 0.01 |
| Edgeconnex Data Centers Issuer LLC (EdgeConneX Data Centers Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.24 |
| Edison International | Long | Debt | US | $2M | – | 0.40 |
| Edison International | Long | Debt | US | $226K | – | 0.05 |
| Edison International | Long | Debt | US | $204K | – | 0.05 |
| El Salvador Government International Bonds (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $20K | – | 0.00 |
| Electricite de France SA | Long | Debt | FR | $235K | – | 0.05 |
| Eleven Madison Trust Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| ELFI Graduate Loan Program LLC | Long | ABS-other | US | $103K | – | 0.02 |
| Elia Group SA (ELIA GROUP SA/NV) | Long | Debt | BE | $112K | – | 0.03 |
| Ellington Financial, Inc. | Long | Equity-preferred | US | $3M | 121K | 0.67 |
| ELM Trust (ELM Trust 2024) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| ELM Trust (ELM Trust 2024) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| Emory University | Long | Debt | US | $175K | – | 0.04 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc. (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $204K | – | 0.05 |
| Enbridge, Inc. (ENBRIDGE INC) | Long | Debt | CA | $204K | – | 0.05 |
| Enbridge, Inc. (ENBRIDGE INC) | Long | Debt | CA | $105K | – | 0.02 |
| Enel Finance America LLC | Long | Debt | US | $532K | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $209K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $203K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $202K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $148K | – | 0.03 |
| Enstar Finance LLC | Long | Debt | US | $2M | – | 0.40 |
| Enstar Group Ltd. | Long | Debt | BM | $2M | – | 0.40 |
| EPH Financing International AS (EPH FIN INTERNATIONAL AS) | Long | Debt | CZ | $228K | – | 0.05 |
| Equitable Holdings, Inc. (EQUITABLE HOLDINGS INC) | Long | Debt | US | $295K | – | 0.07 |
| Eversource Energy | Long | Debt | US | $104K | – | 0.02 |
| Eversource Energy | Long | Debt | US | $81K | – | 0.02 |
| Exelon Corp. | Long | Debt | US | $203K | – | 0.05 |
| Exelon Corp. | Long | Debt | US | $190K | – | 0.04 |
| Expedia Group, Inc. (EXPEDIA GROUP INC) | Long | Debt | US | $197K | – | 0.04 |
| Expedia Group, Inc. (EXPEDIA GROUP INC) | Long | Debt | US | $97K | – | 0.02 |
| F&G Annuities & Life, Inc. (F&G ANNUITIES & LIFE INC) | Long | Debt | US | $3M | – | 0.64 |
| F&G Global Funding | Long | Debt | US | $101K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $718K | – | 0.16 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $521K | – | 0.12 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $474K | – | 0.11 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $458K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $455K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $446K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $438K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $430K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $422K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $409K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $406K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $399K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $319K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $311K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $261K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $231K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $224K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $217K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $215K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $206K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $202K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $197K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $192K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $186K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $173K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $125K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $123K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $119K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Federal Home Loan Mortgage Corp. Multiclass Certificates (Freddie Mac Multiclass Certificates) | Long | ABS-mortgage backed security | US | $245K | – | 0.06 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $576K | – | 0.13 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $466K | – | 0.10 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $440K | – | 0.10 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $187K | – | 0.04 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $462K | – | 0.10 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $458K | – | 0.10 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $426K | – | 0.10 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $416K | – | 0.09 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $386K | – | 0.09 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $223K | – | 0.05 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $219K | – | 0.05 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $208K | – | 0.05 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $207K | – | 0.05 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $312K | – | 0.07 |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $641K | – | 0.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $508K | – | 0.11 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $468K | – | 0.11 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $457K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $454K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $426K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $426K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $424K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $405K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $341K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $296K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $290K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $270K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $257K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $232K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $225K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $225K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $225K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $224K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $224K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $222K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $221K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $220K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $218K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $216K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $208K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $194K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $192K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $192K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $189K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $183K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $176K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $174K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $232.43 | – | 0.00 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $500K | – | 0.11 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $369K | – | 0.08 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $348K | – | 0.08 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $243K | – | 0.05 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| Federal National Mortgage Association Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $585K | – | 0.13 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Federal National Mortgage Association REMICS Trust (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Federal National Mortgage Association Trust (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $181K | – | 0.04 |
| Fifth Third Bancorp | Long | Debt | US | $3M | – | 0.57 |
| Fifth Third Bancorp | Long | Debt | US | $114K | – | 0.03 |
| Fifth Third Bancorp | Long | Debt | US | $98K | – | 0.02 |
| Fifth Third Bancorp | Long | Debt | US | $37K | – | 0.01 |
| Fifth Third Bancorp | Long | Debt | US | $34K | – | 0.01 |
| First American Financial Corp. | Long | Debt | US | $1M | – | 0.30 |
| First Franklin Mortgage Loan Trust (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $630K | – | 0.14 |
| First Horizon Mortgage Pass-Through Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $205K | – | 0.05 |
| Ford Motor Credit Co. LLC (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $202K | – | 0.05 |
| Ford Motor Credit Co. LLC (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $195K | – | 0.04 |
| FORESEA Holding SA | Long | Debt | LU | $19K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $210K | – | 0.05 |
| Fox Corp. | Long | Debt | US | $293K | – | 0.07 |
| Fox Corp. | Long | Debt | US | $182K | – | 0.04 |
| Frontier Issuer LLC | Long | ABS-other | US | $142K | – | 0.03 |
| Frontier Issuer LLC | Long | ABS-other | US | $99K | – | 0.02 |
| FS KKR Capital Corp. | Long | Debt | US | $3M | – | 0.57 |
| FS Rialto Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $753K | – | 0.17 |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $823K | – | 0.19 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $609K | – | 0.14 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $521K | – | 0.12 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $474K | – | 0.11 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $347K | – | 0.08 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $257K | – | 0.06 | |
| Future (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $32K | – | 0.01 | |
| Future (Eurex Deutschland) | Derivative-interest rate | DE | $16K | – | 0.00 | |
| Future (Eurex Deutschland) | Derivative-interest rate | DE | $13K | – | 0.00 | |
| Future (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| Future (Eurex Deutschland) | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $-117K | – | -0.03 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $-231K | – | -0.05 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $-392K | – | -0.09 | |
| GA Global Funding Trust | Long | Debt | US | $1M | – | 0.31 |
| Georgia Power Co. | Long | Debt | US | $202K | – | 0.05 |
| Georgia Power Co. | Long | Debt | US | $201K | – | 0.05 |
| Global Atlantic Fin Co. | Long | Debt | US | $2M | – | 0.34 |
| Global Atlantic Fin Co. | Long | Debt | US | $609K | – | 0.14 |
| GLS Auto Receivables Issuer Trust (GLS Auto Receivables Trust) | Long | ABS-other | US | $62K | – | 0.01 |
| Golden State Tobacco Securitization Corp. | Long | Debt | US | $160K | – | 0.04 |
| GoldenTree Loan Management U.S. CLO 4 Ltd. (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $445K | – | 0.10 |
| Goldman Sachs Bank USA | Long | Debt | US | $250K | – | 0.06 |
| Goldman Sachs Bank USA | Long | Debt | US | $200K | – | 0.05 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $344K | – | 0.08 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $262K | – | 0.06 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $205K | – | 0.05 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $199K | – | 0.04 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $129K | – | 0.03 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $99K | – | 0.02 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $94K | – | 0.02 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $47K | – | 0.01 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $42K | – | 0.01 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $19K | – | 0.00 |
| Golub Capital BDC, Inc. | Long | Debt | US | $208K | – | 0.05 |
| Golub Capital Partners ABS Funding Ltd. (Golub Capital Partners Funding) | Long | ABS-other | US | $3M | – | 0.57 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $339.54 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $197.21 | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $576K | – | 0.13 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $561K | – | 0.13 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $219K | – | 0.05 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $191K | – | 0.04 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $170K | – | 0.04 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $167K | – | 0.04 |
| Gracie Point International Funding LLC | Long | ABS-other | US | $108K | – | 0.02 |
| Gracie Point International Funding LLC | Long | ABS-other | US | $101K | – | 0.02 |
| Great Wolf Trust | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $201K | – | 0.05 |
| Grupo Aval Ltd. | Long | Debt | KY | $60K | – | 0.01 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $156K | – | 0.04 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| GSAMP Trust | Long | ABS-other | US | $479K | – | 0.11 |
| GSR Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Guatemala Government Bonds (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $37K | – | 0.01 |
| HA Sustainable Infrastructure Capital, Inc. (HA SUSTAINABLE INF CAP) | Long | Debt | US | $1M | – | 0.31 |
| HarborView Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| HarborView Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| HAT Holdings I LLC/HAT Holdings II LLC | Long | Debt | US | $2M | – | 0.41 |
| Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd. | Long | Debt | KY | $1M | – | 0.24 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $192K | – | 0.04 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $96K | – | 0.02 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $47K | – | 0.01 |
| HealthEquity, Inc. (HEALTHEQUITY INC) | Long | Debt | US | $212K | – | 0.05 |
| HGI CRE CLO Ltd. | Long | ABS-collateralized bond/debt obligation | US | $788K | – | 0.18 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $128K | – | 0.03 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $64K | – | 0.01 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $60K | – | 0.01 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $55K | – | 0.01 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $53K | – | 0.01 |
| Hilton Grand Vacations Trust | Long | ABS-other | US | $25K | – | 0.01 |
| Hilton USA Trust | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| Honeywell International, Inc. | Long | Debt | US | $227K | – | 0.05 |
| HPEFS Equipment Trust | Long | ABS-other | US | $115K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.40 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.29 |
| HSBC Holdings PLC | Long | Debt | GB | $639K | – | 0.14 |
| HSBC Holdings PLC | Long | Debt | GB | $202K | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $173K | – | 0.04 |
| HUB International Ltd. | Long | Debt | US | $438K | – | 0.10 |
| Huntington Bancshares, Inc. | Long | Debt | US | $816K | – | 0.18 |
| Huntington Bancshares, Inc. | Long | Debt | US | $122K | – | 0.03 |
| Huntington Bancshares, Inc. | Long | Debt | US | $86K | – | 0.02 |
| Huntington Bancshares, Inc. | Long | Debt | US | $46K | – | 0.01 |
| Huntington Bancshares, Inc. | Long | Debt | US | $18K | – | 0.00 |
| Huntington Bank Auto Credit-Linked Notes (The Huntington National Bank) | Long | ABS-other | US | $241K | – | 0.05 |
| Huntington Ingalls Industries, Inc. | Long | Debt | US | $179K | – | 0.04 |
| Huntington National Bank | Long | Debt | US | $2M | – | 0.38 |
| Hyundai Capital America | Long | Debt | US | $201K | – | 0.05 |
| Hyundai Capital America | Long | Debt | US | $201K | – | 0.05 |
| Hyundai Capital America | Long | Debt | US | $102K | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | IE | $204K | – | 0.05 |
| IHO Verwaltungs GmbH | Long | Debt | DE | $106K | – | 0.02 |
| Iliad Holding SASU | Long | Debt | FR | $218K | – | 0.05 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $201K | – | 0.05 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $194K | – | 0.04 |
| Indonesia Government International Bonds (REPUBLIC OF INDONESIA) | Long | Debt | ID | $152K | – | 0.03 |
| INEOS Enterprises Holdings U.S. Finco LLC (INEOS Enterprises Holdings US Finco LLC) | Long | Loan | US | $1M | – | 0.30 |
| ING Groep NV | Long | Debt | NL | $2M | – | 0.40 |
| ING Groep NV | Long | Debt | NL | $203K | – | 0.05 |
| ING Groep NV | Long | Debt | NL | $203K | – | 0.05 |
| ING Groep NV | Long | Debt | NL | $196K | – | 0.04 |
| ING Groep NV | Long | Debt | NL | $194K | – | 0.04 |
| Ingersoll Rand, Inc. (INGERSOLL RAND INC) | Long | Debt | US | $26K | – | 0.01 |
| Intel Corp. | Long | Debt | US | $84K | – | 0.02 |
| International Flavors & Fragrances, Inc. (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $171K | – | 0.04 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $226K | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $220K | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $188K | – | 0.04 |
| Invesco Senior Loan ETF | Long | Equity-common | US | $2M | 73K | 0.35 |
| IPALCO Enterprises, Inc. (IPALCO ENTERPRISES INC) | Long | Debt | US | $190K | – | 0.04 |
| IQVIA, Inc. (IQVIA Inc) | Long | Loan | US | $1M | – | 0.28 |
| Iridium Satellite LLC | Long | Loan | US | $1M | – | 0.31 |
| Israel Government International Bonds (STATE OF ISRAEL) | Long | Debt | IL | $195K | – | 0.04 |
| Jaguar Land Rover Automotive PLC | Long | Debt | GB | $108K | – | 0.02 |
| Japan Bank for International Cooperation (JPN BANK FOR INT'L COOP) | Long | Debt | JP | $288K | – | 0.06 |
| Japan International Cooperation Agency (JAPAN INT'L COOP AGENCY) | Long | Debt | JP | $287K | – | 0.06 |
| Jazz Financing Lux SARL | Long | Loan | LU | $2M | – | 0.34 |
| JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $45K | – | 0.01 |
| JDE Peet's NV | Long | Debt | NL | $225K | – | 0.05 |
| JetBlue Pass-Through Trust (JETBLUE 2019-1 CLASS A) | Long | Debt | US | $216K | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| JP Morgan Mortgage Trust | Long | ABS-other | US | $96K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $233K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $205K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $204K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $192K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $191K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $186K | – | 0.04 |
| JPMorgan Chase & Co. | Long | Debt | US | $98K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $76K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $45K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $45K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $16K | – | 0.00 |
| KazMunayGas National Co. JSC | Long | Debt | KZ | $57K | – | 0.01 |
| KeyBank NA (KEY BANK NA) | Long | Debt | US | $1M | – | 0.33 |
| Kinder Morgan, Inc. (KINDER MORGAN INC) | Long | Debt | US | $231K | – | 0.05 |
| Kinder Morgan, Inc. (KINDER MORGAN INC) | Long | Debt | US | $96K | – | 0.02 |
| KREF Ltd. (KREF 2022-Fl3 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $597K | – | 0.13 |
| Kroger Co. | Long | Debt | US | $111K | – | 0.03 |
| Kubota Credit Owner Trust | Long | ABS-other | US | $109K | – | 0.02 |
| L3Harris Technologies, Inc. (L3HARRIS TECH INC) | Long | Debt | US | $112K | – | 0.03 |
| Las Vegas Sands Corp. | Long | Debt | US | $204K | – | 0.05 |
| Las Vegas Sands Corp. | Long | Debt | US | $56K | – | 0.01 |
| Lazard Group LLC | Long | Debt | US | $97K | – | 0.02 |
| LeasePlan Corp. NV (LEASEPLAN CORPORATION NV) | Long | Debt | NL | $199K | – | 0.04 |
| Lehman Brothers Holdings, Inc. (ESC LEHMAN BRTH HLDG) | Long | Debt | US | $2K | – | 0.00 |
| Lehman Brothers Holdings, Inc. (20491230AN BRTH HLDH PROD) | Long | Debt | US | $950 | – | 0.00 |
| Lehman Brothers Holdings, Inc. (ESC LEHMAN BRTH HLDH PROD) | Long | Debt | US | $450 | – | 0.00 |
| LendingTree, Inc. (LendingTree Inc) | Long | Loan | US | $2M | – | 0.35 |
| LHOME Mortgage Trust | Long | ABS-mortgage backed security | US | $217K | – | 0.05 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $103K | – | 0.02 |
| Lightstone Holdco LLC | Long | Loan | US | $88K | – | 0.02 |
| Lightstone Holdco LLC | Long | Loan | US | $5K | – | 0.00 |
| Lloyds Bank PLC | Long | Debt | GB | $532K | – | 0.12 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.39 |
| Lloyds Banking Group PLC | Long | Debt | GB | $927K | – | 0.21 |
| Lloyds Banking Group PLC | Long | Debt | GB | $208K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $205K | – | 0.05 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE6 Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $390K | – | 0.09 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $215K | – | 0.05 |
| Lumen Technologies, Inc. (Lumen Technologies Inc) | Long | Loan | US | $356K | – | 0.08 |
| M&T Bank Corp. (M&T BANK CORPORATION) | Long | Debt | US | $164K | – | 0.04 |
| M&T Bank Corp. (M&T BANK CORPORATION) | Long | Debt | US | $56K | – | 0.01 |
| M&T Bank Corp. (M&T BANK CORPORATION) | Long | Debt | US | $46K | – | 0.01 |
| M360 Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $426K | – | 0.10 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $1M | – | 0.24 |
| Manhattan West Mortgage Trust | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| Mariner Finance Issuance Trust | Long | ABS-other | US | $2M | – | 0.56 |
| Marriott International, Inc. | Long | Debt | US | $206K | – | 0.05 |
| Marvell Technology, Inc. (MARVELL TECHNOLOGY INC) | Long | Debt | US | $194K | – | 0.04 |
| MassMutual Global Funding II | Long | Debt | US | $202K | – | 0.05 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $237K | – | 0.05 |
| McDonald's Corp. | Long | Debt | US | $97K | – | 0.02 |
| MCF CLO 10 Ltd. (MCF CLO LLC) | Long | ABS-collateralized bond/debt obligation | JE | $829K | – | 0.19 |
| MED Commercial Mortgage Trust (MED Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| Medallion Midland Acquisition LLC | Long | Loan | US | $1M | – | 0.26 |
| Medco Bell Pte. Ltd. (MEDCO BELL PTE LTD) | Long | Debt | SG | $54K | – | 0.01 |
| Medline Borrower LP | Long | Loan | US | $1M | – | 0.33 |
| Medline Borrower LP | Long | Debt | US | $369K | – | 0.08 |
| Medline Borrower LP/Medline Co-Issuer, Inc. (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $281K | – | 0.06 |
| Melco Resorts Finance Ltd. | Long | Debt | KY | $100K | – | 0.02 |
| Metinvest BV | Long | Debt | NL | $73K | – | 0.02 |
| Metinvest BV | Long | Debt | NL | $18K | – | 0.00 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $177K | – | 0.04 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $2M | – | 0.49 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $150K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $146K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $130K | – | 0.03 |
| MF1 Ltd. (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $575K | – | 0.13 |
| Micron Technology, Inc. (Micron Technology Inc) | Long | Debt | US | $200K | – | 0.04 |
| MidAmerican Energy Co. | Long | Debt | US | $1M | – | 0.30 |
| Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp. (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $212K | – | 0.05 |
| MIP V Waste Holdings LLC | Long | Loan | US | $1M | – | 0.33 |
| Mitsubishi UFJ Financial Group, Inc. (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $196K | – | 0.04 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $204K | – | 0.05 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $186K | – | 0.04 |
| Molson Coors Beverage Co. | Long | Debt | US | $247K | – | 0.06 |
| Mongolia Government International Bonds (MONGOLIA INTL BOND) | Long | Debt | MN | $54K | – | 0.01 |
| Monongahela Power Co. | Long | Debt | US | $2M | – | 0.39 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.34 |
| Morgan Stanley | Long | Debt | US | $289K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $204K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $202K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $110K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $92K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $73K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $46K | – | 0.01 |
| Morgan Stanley ABS Capital I, Inc. Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| Morgan Stanley Bank NA | Long | Debt | US | $254K | – | 0.06 |
| Morgan Stanley Bank NA | Long | Debt | US | $252K | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| Motorola Solutions, Inc. (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $172K | – | 0.04 |
| MPH Acquisition Holdings LLC | Long | Loan | US | $1M | – | 0.32 |
| MPLX LP | Long | Debt | US | $320K | – | 0.07 |
| MPLX LP | Long | Debt | US | $196K | – | 0.04 |
| MSWF Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| MSWF Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| MTN Commercial Mortgage Trust (MTN Commercial Mortgage Trust 2022-LPFL) | Long | ABS-mortgage backed security | US | $3M | – | 0.59 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (MUNICH RE) | Long | Debt | DE | $1M | – | 0.23 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $252K | – | 0.06 |
| MV24 Capital BV | Long | Debt | NL | $30K | – | 0.01 |
| MVW LLC (MVW Owner Trust) | Long | ABS-other | US | $97K | – | 0.02 |
| MVW LLC (MVW Owner Trust) | Long | ABS-other | US | $95K | – | 0.02 |
| MVW LLC (MVW Owner Trust) | Long | ABS-other | US | $90K | – | 0.02 |
| NAAC Reperforming Loan REMICS Trust Certificates (Nomura Asset Acceptance Corporation) | Long | ABS-mortgage backed security | US | $296K | – | 0.07 |
| National Fuel Gas Co. | Long | Debt | US | $258K | – | 0.06 |
| National Rural Utilities Cooperative Finance Corp. (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $100K | – | 0.02 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $258K | – | 0.06 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $190K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.32 |
| NatWest Group PLC | Long | Debt | GB | $476K | – | 0.11 |
| NatWest Group PLC | Long | Debt | GB | $211K | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $190K | – | 0.04 |
| Navient Corp. | Long | Debt | US | $99K | – | 0.02 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $400K | – | 0.09 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $239K | – | 0.05 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $189K | – | 0.04 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $153K | – | 0.03 |
| Navient Private Education Refi Loan Trust (Navient Student Loan Trust) | Long | ABS-other | US | $38K | – | 0.01 |
| Nevada Power Co. | Long | Debt | US | $1M | – | 0.29 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Issuer LLC) | Long | ABS-other | US | $1M | – | 0.31 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $118K | – | 0.03 |
| New York State Electric & Gas Corp. (NY STATE ELECTRIC & GAS) | Long | Debt | US | $1M | – | 0.26 |
| Newmark Group, Inc. (NEWMARK GROUP INC) | Long | Debt | US | $210K | – | 0.05 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $291K | – | 0.07 |
| NextEra Energy Capital Holdings, Inc. (NextEra Energy Capital Holdings Inc) | Long | Short-term investment vehicle | US | $250K | – | 0.06 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $166K | – | 0.04 |
| NextEra Energy Partners LP | Long | Debt | US | $1M | – | 0.32 |
| NextGear Floorplan Master Owner Trust | Long | ABS-other | US | $2M | – | 0.51 |
| NFAS2 LLC (NFAS, Llc) | Long | ABS-other | US | $1M | – | 0.33 |
| Niagara Mohawk Power Corp. | Long | Debt | US | $291K | – | 0.07 |
| NiSource, Inc. (NISOURCE INC) | Long | Debt | US | $188K | – | 0.04 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $181K | – | 0.04 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $94K | – | 0.02 |
| Nissan Motor Co. Ltd. | Long | Debt | JP | $195K | – | 0.04 |
| Nissan Motor Co. Ltd. | Long | Debt | JP | $188K | – | 0.04 |
| NMEF Funding LLC | Long | ABS-other | US | $1M | – | 0.33 |
| Nomura Holdings, Inc. (NOMURA HOLDINGS INC) | Long | Debt | JP | $201K | – | 0.05 |
| Nordea Bank Abp | Long | Debt | FI | $186K | – | 0.04 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $978K | – | 0.22 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $50K | – | 0.01 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $288K | – | 0.06 |
| NRG Energy, Inc. (NRG Energy Inc) | Long | Debt | US | $49K | – | 0.01 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $44K | – | 0.01 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $3K | – | 0.00 |
| OAKST Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.60 |
| Oaktree Strategic Credit Fund | Long | Debt | US | $1M | – | 0.31 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $235K | – | 0.05 |
| Olympus Water U.S. Holding Corp. (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $175K | – | 0.04 |
| Olympus Water U.S. Holding Corp. (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $60K | – | 0.01 |
| Oman Government International Bonds (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $75K | – | 0.02 |
| OnDeck Asset Securitization Trust IV LLC (Ondeck Asset Securitization Trust LLC) | Long | ABS-other | US | $1M | – | 0.32 |
| One Bryant Park Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.60 |
| One Market Plaza Trust | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| One Market Plaza Trust | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| ONE Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| OneMain Financial Issuance Trust | Long | ABS-other | US | $2M | – | 0.48 |
| OneMain Financial Issuance Trust | Long | ABS-other | US | $286K | – | 0.06 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $206K | – | 0.05 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $202K | – | 0.05 |
| ONNI Commerical Mortgage Trust (ONNI Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| Oportun Issuance Trust (Oportun Funding LLC) | Long | ABS-other | US | $2M | – | 0.38 |
| Optics Bidco SpA | Long | Debt | IT | $242K | – | 0.05 |
| Option (HSBC Bank PLC) | Derivative-foreign exchange | LU | $553.4 | – | 0.00 | |
| Option (BNP Paribas SA) | Derivative-foreign exchange | LU | $478.1 | – | 0.00 | |
| Option (BNP Paribas SA) | Derivative-foreign exchange | US | $303 | – | 0.00 | |
| Option (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $31.11 | – | 0.00 | |
| Option (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-0.51 | – | -0.00 | |
| Option (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-62.5 | – | -0.00 | |
| Option (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-156.25 | – | -0.00 | |
| Option (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-859.38 | – | -0.00 | |
| Option (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Oracle Corp. | Long | Debt | US | $269K | – | 0.06 |
| Oracle Corp. | Long | Debt | US | $204K | – | 0.05 |
| Oracle Corp. | Long | Debt | US | $177K | – | 0.04 |
| Oracle Corp. | Long | Debt | US | $163K | – | 0.04 |
| Oracle Corp. | Long | Debt | US | $142K | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $100K | – | 0.02 |
| ORL Trust | Long | ABS-mortgage backed security | US | $128K | – | 0.03 |
| Orsted AS (ORSTED A/S) | Long | Debt | DK | $221K | – | 0.05 |
| Oxford Finance Funding Trust | Long | ABS-other | US | $3M | – | 0.56 |
| Oxford Finance LLC/Oxford Finance Co-Issuer II, Inc. (OXFORD FIN LLC/CO-ISS II) | Long | Debt | US | $2M | – | 0.37 |
| Oztel Holdings SPC Ltd. | Long | Debt | AE | $112K | – | 0.03 |
| Pacific Gas & Electric Co. | Long | Debt | US | $334K | – | 0.08 |
| Pacific Gas & Electric Co. | Long | Debt | US | $212K | – | 0.05 |
| Pacific Gas & Electric Co. | Long | Debt | US | $204K | – | 0.05 |
| Pacific Gas & Electric Co. | Long | Debt | US | $200K | – | 0.05 |
| Pacific Gas & Electric Co. | Long | Debt | US | $110K | – | 0.02 |
| Pacific Gas & Electric Co. | Long | Debt | US | $97K | – | 0.02 |
| Pacific Gas & Electric Co. | Long | Debt | US | $45K | – | 0.01 |
| Pacific Life Global Funding II (PACIFIC LIFE GF II) | Long | Debt | US | $103K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $203K | – | 0.05 |
| PacifiCorp | Long | Debt | US | $89K | – | 0.02 |
| Pagaya AI Debt Trust (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $430K | – | 0.10 |
| Panama Government International Bonds | Long | Debt | PA | $59K | – | 0.01 |
| Panther Escrow Issuer LLC | Long | Debt | US | $108K | – | 0.02 |
| Paraguay Government International Bonds (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $68K | – | 0.02 |
| Paraguay Government International Bonds (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $35K | – | 0.01 |
| Paraguay Government International Bonds (Republic of Paraguay) | Long | Debt | PY | $31K | – | 0.01 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $56K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $42K | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | NL | $41K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $56K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $37K | – | 0.01 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $199K | – | 0.04 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $107K | – | 0.02 |
| Pinnacle West Capital Corp. | Long | Debt | US | $200K | – | 0.05 |
| Pioneer Natural Resources Co. | Long | Debt | US | $101K | – | 0.02 |
| PNC Financial Services Group, Inc. | Long | Debt | US | $272K | – | 0.06 |
| PNC Financial Services Group, Inc. | Long | Debt | US | $95K | – | 0.02 |
| PNC Financial Services Group, Inc. | Long | Debt | US | $73K | – | 0.02 |
| PNC Financial Services Group, Inc. | Long | Debt | US | $21K | – | 0.00 |
| Polaris Newco LLC | Long | Loan | US | $10K | – | 0.00 |
| Post Holdings, Inc. (POST HOLDINGS INC) | Long | Debt | US | $61K | – | 0.01 |
| Prestige Auto Receivables Trust | Long | ABS-other | US | $169K | – | 0.04 |
| Prestige Auto Receivables Trust | Long | ABS-other | US | $118K | – | 0.03 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $135K | – | 0.03 |
| Priority Holdings LLC | Long | Loan | US | $1M | – | 0.31 |
| Propulsion BC Finco SARL (Propulsion (BC) Finco Sarl) | Long | Loan | US | $1M | – | 0.26 |
| Protective Life Global Funding | Long | Debt | US | $203K | – | 0.05 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $66K | – | 0.01 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $51K | – | 0.01 |
| Purchased AUD / Sold USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | AU | $-9.5 | – | -0.00 | |
| Purchased AUD / Sold USD (BNP Paribas SA) | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| Purchased BRL / Sold USD (Goldman Sachs International) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| Purchased BRL / Sold USD (Citibank NA) | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| Purchased BRL / Sold USD (Citibank NA) | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| Purchased BRL / Sold USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-21K | – | -0.00 | |
| Purchased CNH / Sold USD (Citibank NA) | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| Purchased CNH / Sold USD (BNP Paribas SA) | Derivative-foreign exchange | CN | $656.61 | – | 0.00 | |
| Purchased CNH / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | CN | $406.89 | – | 0.00 | |
| Purchased GBP / Sold USD (HSBC Bank PLC) | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| Purchased HUF / Sold USD (Goldman Sachs International) | Derivative-foreign exchange | HU | $729.94 | – | 0.00 | |
| Purchased HUF / Sold USD (Goldman Sachs International) | Derivative-foreign exchange | HU | $6.05 | – | 0.00 | |
| Purchased JPY / Sold USD (Citibank NA) | Derivative-foreign exchange | JP | $15K | – | 0.00 | |
| Purchased MXN / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | MX | $-0.91 | – | -0.00 | |
| Purchased MXN / Sold USD (Citibank NA) | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| Purchased MXN / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-10K | – | -0.00 | |
| Purchased MXN / Sold USD (BNP Paribas SA) | Derivative-foreign exchange | MX | $-22K | – | -0.00 | |
| Purchased TRY / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| Purchased TRY / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| Purchased TRY / Sold USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| Purchased TRY / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| Purchased TRY / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $933.71 | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $849.41 | – | 0.00 | |
| Purchased TRY / Sold USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | TR | $824.24 | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $780.82 | – | 0.00 | |
| Purchased TRY / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $689.99 | – | 0.00 | |
| Purchased TRY / Sold USD (Citibank NA) | Derivative-foreign exchange | TR | $565.48 | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $498.68 | – | 0.00 | |
| Purchased TRY / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $274.1 | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $171.25 | – | 0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $-27.06 | – | -0.00 | |
| Purchased TRY / Sold USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $-38.13 | – | -0.00 | |
| Purchased TWD / Sold USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TW | $-43.96 | – | -0.00 | |
| Purchased TWD / Sold USD (HSBC Bank PLC) | Derivative-foreign exchange | TW | $-92.86 | – | -0.00 | |
| Purchased USD / Sold AUD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $24.34 | – | 0.00 | |
| Purchased USD / Sold BRL (Citibank NA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| Purchased USD / Sold BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| Purchased USD / Sold BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| Purchased USD / Sold BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $889.07 | – | 0.00 | |
| Purchased USD / Sold BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $835.94 | – | 0.00 | |
| Purchased USD / Sold BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $827.66 | – | 0.00 | |
| Purchased USD / Sold BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $702.68 | – | 0.00 | |
| Purchased USD / Sold CAD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| Purchased USD / Sold CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $38.99 | – | 0.00 | |
| Purchased USD / Sold CNH (Bank of America NA) | Derivative-foreign exchange | US | $-489.39 | – | -0.00 | |
| Purchased USD / Sold CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-792.39 | – | -0.00 | |
| Purchased USD / Sold CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| Purchased USD / Sold EUR (Bank of America NA) | Derivative-foreign exchange | US | $31K | – | 0.01 | |
| Purchased USD / Sold EUR (Citibank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| Purchased USD / Sold EUR (Goldman Sachs International) | Derivative-foreign exchange | US | $-930.25 | – | -0.00 | |
| Purchased USD / Sold GBP (Citibank NA) | Derivative-foreign exchange | US | $-753.98 | – | -0.00 | |
| Purchased USD / Sold GBP (HSBC Bank PLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| Purchased USD / Sold GBP (HSBC Bank PLC) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| Purchased USD / Sold JPY (Citibank NA) | Derivative-foreign exchange | US | $-170.28 | – | -0.00 | |
| Purchased USD / Sold JPY (Bank of America NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Purchased USD / Sold MXN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| Purchased USD / Sold MXN (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| Purchased USD / Sold MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| Purchased USD / Sold MYR (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| Purchased USD / Sold TWD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $477.49 | – | 0.00 | |
| Purchased USD / Sold TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $378.71 | – | 0.00 | |
| Purchased USD / Sold TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $364.46 | – | 0.00 | |
| Purchased USD / Sold TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $355.53 | – | 0.00 | |
| Purchased USD / Sold TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $350.68 | – | 0.00 | |
| Purchased USD / Sold TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $312.3 | – | 0.00 | |
| Purchased USD / Sold TWD (Citibank NA) | Derivative-foreign exchange | US | $275.54 | – | 0.00 | |
| Purchased USD / Sold TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $253.71 | – | 0.00 | |
| Purchased USD / Sold TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $184.42 | – | 0.00 | |
| Purchased USD / Sold TWD (Citibank NA) | Derivative-foreign exchange | US | $174.3 | – | 0.00 | |
| Purchased USD / Sold TWD (HSBC Bank PLC) | Derivative-foreign exchange | US | $65.1 | – | 0.00 | |
| Purchased USD / Sold TWD (HSBC Bank PLC) | Derivative-foreign exchange | US | $26.06 | – | 0.00 | |
| Purchased USD / Sold TWD (HSBC Bank PLC) | Derivative-foreign exchange | US | $6.52 | – | 0.00 | |
| Purchased USD / Sold TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $0.53 | – | 0.00 | |
| Qatar Government International Bonds (STATE OF QATAR) | Long | Debt | QA | $53K | – | 0.01 |
| Regeneron Pharmaceuticals, Inc. | Long | Debt | US | $254K | – | 0.06 |
| Regional Management Issuance Trust | Long | ABS-other | US | $3M | – | 0.72 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $2M | – | 0.34 |
| RenaissanceRe Holdings Ltd. | Long | Debt | BM | $2M | – | 0.48 |
| Republic Finance Issuance Trust | Long | ABS-other | US | $2M | – | 0.44 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $100K | – | 0.02 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $69K | – | 0.02 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $35K | – | 0.01 |
| Residential Asset Securities Corporation Trust | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $2M | – | 0.39 |
| RFMSI Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| RGA Global Funding | Long | Debt | US | $209K | – | 0.05 |
| RHP Hotel Properties LP/RHP Finance Corp. (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $192K | – | 0.04 |
| RHP Hotel Properties LP/RHP Finance Corp. (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $49K | – | 0.01 |
| RHP Hotel Properties LP/RHP Finance Corp. (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $31K | – | 0.01 |
| Rogers Communications, Inc. (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $104K | – | 0.02 |
| Rolls-Royce PLC | Long | Debt | GB | $202K | – | 0.05 |
| Romania Government International Bonds | Long | Debt | RO | $273K | – | 0.06 |
| Romania Government International Bonds | Long | Debt | RO | $88K | – | 0.02 |
| Romania Government International Bonds | Long | Debt | RO | $43K | – | 0.01 |
| Romania Government International Bonds | Long | Debt | RO | $42K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $140K | – | 0.03 |
| Royal Caribbean Cruises Ltd. | Long | Debt | LR | $0 | – | – |
| RTX Corp. | Long | Debt | US | $102K | – | 0.02 |
| Sales Tax Securitization Corp. | Long | Debt | US | $1M | – | 0.27 |
| Santander Drive Auto Receivables Trust | Long | ABS-other | US | $3M | – | 0.69 |
| Santander Drive Auto Receivables Trust | Long | ABS-other | US | $50K | – | 0.01 |
| Santander Holdings USA, Inc. | Long | Debt | US | $1M | – | 0.27 |
| Santander Holdings USA, Inc. | Long | Debt | US | $1M | – | 0.26 |
| Santander Holdings USA, Inc. | Long | Debt | US | $1M | – | 0.25 |
| Santander U.K. Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $407K | – | 0.09 |
| Santander U.K. Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $104K | – | 0.02 |
| Saudi Government International Bonds (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $198K | – | 0.04 |
| Saudi Government International Bonds (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $178K | – | 0.04 |
| Saudi Government International Bonds (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $80K | – | 0.02 |
| Saudi Government International Bonds (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $36K | – | 0.01 |
| Saxon Asset Securities Trust | Long | ABS-other | US | $663K | – | 0.15 |
| Saxon Asset Securities Trust | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| SBA Tower Trust | Long | Debt | US | $3M | – | 0.72 |
| Scentre Group Trust 1/Scentre Group Trust 2 (SCENTRE GROUP TRUST 1/2) | Long | Debt | AU | $2M | – | 0.38 |
| SCOTT Trust (SCOTT Trust 2023-SFS) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| Sequoia Mortgage Trust | Long | ABS-mortgage backed security | US | $216K | – | 0.05 |
| Sequoia Mortgage Trust | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| SFS Auto Receivables Securitization Trust | Long | ABS-other | US | $402K | – | 0.09 |
| SFS Auto Receivables Securitization Trust | Long | ABS-other | US | $69K | – | 0.02 |
| SG Residential Mortgage Trust (SG Capital Partners) | Long | ABS-mortgage backed security | US | $375K | – | 0.08 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $118K | – | 0.03 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $92K | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $91K | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $89K | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $77K | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $47K | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $20K | – | 0.00 |
| SiriusPoint Ltd. | Long | Debt | BM | $1M | – | 0.24 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $903K | – | 0.20 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $197K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $318K | – | 0.07 |
| SoFi Professional Loan Program LLC (Social Professional Loan Program LLC) | Long | ABS-other | US | $137K | – | 0.03 |
| Sotera Health Holdings LLC | Long | Loan | US | $699K | – | 0.16 |
| Sotheby's Artfi Master Trust (Sothebyfr 1/64 13/32s Artfi Master Trust 2024-A) | Long | ABS-other | US | $173K | – | 0.04 |
| Southern California Edison Co. (SOUTHERN CAL EDISON) | Long | Debt | US | $820K | – | 0.18 |
| Southern California Edison Co. (SOUTHERN CAL EDISON) | Long | Debt | US | $204K | – | 0.05 |
| Southern California Edison Co. (SOUTHERN CAL EDISON) | Long | Debt | US | $103K | – | 0.02 |
| Southern California Gas Co. (SOUTHERN CALIF GAS CO) | Long | Debt | US | $96K | – | 0.02 |
| Southern Co. | Long | Debt | US | $423K | – | 0.10 |
| Southern Co. | Long | Debt | US | $189K | – | 0.04 |
| Southwest Gas Corp. | Long | Debt | US | $185K | – | 0.04 |
| Southwestern Electric Power Co. (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $194K | – | 0.04 |
| Spirit Airlines Pass-Through Trust (SPIRIT AIR 2015-1 PTT A) | Long | Debt | US | $50K | – | 0.01 |
| SSE PLC | Long | Debt | GB | $107K | – | 0.02 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $959K | – | 0.22 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $125K | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $102K | – | 0.02 |
| Starwood Property Trust, Inc. (STARWOOD PROPERTY TRUST INC) | Long | Loan | US | $1M | – | 0.23 |
| State Board of Administration Finance Corp. | Long | Debt | US | $205K | – | 0.05 |
| State Street Corp. | Long | Debt | US | $766K | – | 0.17 |
| State Street Corp. | Long | Debt | US | $113K | – | 0.03 |
| State Street Corp. | Long | Debt | US | $79K | – | 0.02 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $9M | 9M | 1.95 |
| State Street Navigator Securities Lending Government Money Market Portfolio (State Street Global Advisors) | Long | Short-term investment vehicle | US | $5M | 5M | 1.11 |
| Stewart Information Services Corp. | Long | Debt | US | $2M | – | 0.38 |
| Store Master Funding I-VII XIV XIX XX (STORE Master Funding LLC) | Long | ABS-other | US | $1M | – | 0.27 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| Structured Asset Mortgage Investments II Trust (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $283K | – | 0.06 |
| Structured Asset Mortgage Investments Trust (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Structured Asset Securities Corp. (Structured Asset Securities Corporation) | Long | ABS-other | US | $5K | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates (Structured Asset Securities Corporation) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $102K | – | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $204K | – | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $179K | – | 0.04 |
| Sumitomo Mitsui Financial Group, Inc. (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $139K | – | 0.03 |
| Sumitomo Mitsui Financial Group, Inc. (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $48K | – | 0.01 |
| Sunoco LP | Long | Debt | US | $1M | – | 0.27 |
| Suntory Holdings Ltd. | Long | Debt | JP | $199K | – | 0.04 |
| Svenska Handelsbanken AB | Long | Debt | SE | $252K | – | 0.06 |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $61K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $50K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $38K | – | 0.01 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $38K | – | 0.01 | |
| Swap (Bank of America NA) | Derivative-credit | US | $37K | – | 0.01 | |
| Swap (Intercontinental Exchange, Inc.) | Derivative-credit | US | $33K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $25K | – | 0.01 | |
| Swap (JPMorgan Chase Bank NA) | Derivative-credit | US | $18K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $9K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Swap (Intercontinental Exchange, Inc.) | Derivative-credit | US | $7K | – | 0.00 | |
| Swap (Intercontinental Exchange, Inc.) | Derivative-credit | US | $7K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Swap (Intercontinental Exchange, Inc.) | Derivative-credit | US | $2K | – | 0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $840.75 | – | 0.00 | |
| Swap (Intercontinental Exchange, Inc.) | Derivative-credit | US | $406.2 | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $398.82 | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $235.28 | – | 0.00 | |
| Swap (JPMorgan Chase Bank NA) | Derivative-credit | US | $203.8 | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $131.62 | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-189.1 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-212.07 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-367.81 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-450.8 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-587.72 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-615.12 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-642.42 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swap (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-2K | – | -0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-24K | – | -0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-29K | – | -0.01 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Swaption (BNP Paribas SA) | Derivative-credit | US | $1K | – | 0.00 | |
| Swaption (Goldman Sachs International) | Derivative-credit | US | $1K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $966.04 | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $908.18 | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $800.45 | – | 0.00 | |
| Swaption (BNP Paribas SA) | Derivative-credit | US | $677.52 | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-0.01 | – | -0.00 | |
| Swaption (Bank of America NA) | Derivative-interest rate | US | $-0.01 | – | -0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-0.01 | – | -0.00 | |
| Swaption (Citibank NA) | Derivative-interest rate | US | $-0.03 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-0.07 | – | -0.00 | |
| Swaption (NatWest Markets PLC) | Derivative-interest rate | US | $-1.63 | – | -0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-4 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-7.58 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-54.33 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-65.55 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-68.22 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-86.13 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-92.06 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-93.91 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-103.26 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-119.63 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-128.34 | – | -0.00 | |
| Swaption (Barclays Bank PLC) | Derivative-interest rate | US | $-202.82 | – | -0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-221.33 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-236.1 | – | -0.00 | |
| Swaption (BNP Paribas SA) | Derivative-credit | US | $-381.78 | – | -0.00 | |
| Swaption (Barclays Bank PLC) | Derivative-interest rate | US | $-408.81 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-413.63 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-452.13 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-513.67 | – | -0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-543.56 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-588.28 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-594.98 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-595.86 | – | -0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-621.6 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-628.91 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-637.65 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-671.83 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-681.81 | – | -0.00 | |
| Swaption (NatWest Markets PLC) | Derivative-interest rate | US | $-737.34 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-738.48 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-755.19 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-803.85 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-809.51 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-834.76 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-841.95 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-861.31 | – | -0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-866.08 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-944.15 | – | -0.00 | |
| Swaption (Citibank NA) | Derivative-interest rate | US | $-967.21 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-969.13 | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-998.52 | – | -0.00 | |
| Swaption (Goldman Sachs International) | Derivative-credit | US | $-1K | – | -0.00 | |
| Swaption (BNP Paribas SA) | Derivative-credit | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (Bank of America NA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swiss Re Finance Luxembourg SA | Long | Debt | LU | $3M | – | 0.75 |
| Sydney Airport Finance Co. Pty. Ltd. | Long | Debt | AU | $296K | – | 0.07 |
| Sysco Corp. (SYSCO CORPORATION) | Long | Debt | US | $208K | – | 0.05 |
| System One Holdings LLC | Long | Loan | US | $2M | – | 0.50 |
| T-Mobile USA, Inc. (T-MOBILE USA INC) | Long | Debt | US | $259K | – | 0.06 |
| T-Mobile USA, Inc. (T-MOBILE USA INC) | Long | Debt | US | $175K | – | 0.04 |
| T-Mobile USA, Inc. (T-MOBILE USA INC) | Long | Debt | US | $174K | – | 0.04 |
| T-Mobile USA, Inc. (T-MOBILE USA INC) | Long | Debt | US | $91K | – | 0.02 |
| TAL Advantage VII LLC | Long | ABS-other | US | $55K | – | 0.01 |
| Tapestry, Inc. (TAPESTRY INC) | Long | Debt | US | $106K | – | 0.02 |
| TD SYNNEX Corp. | Long | Debt | US | $215K | – | 0.05 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $213K | – | 0.05 |
| Texas Natural Gas Securitization Finance Corp. | Long | Debt | US | $99K | – | 0.02 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $79K | – | 0.02 |
| Thornburg Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| TierPoint Issuer LLC | Long | ABS-other | US | $1M | – | 0.23 |
| TIF Funding III LLC | Long | ABS-other | US | $107K | – | 0.02 |
| TIF Funding III LLC | Long | ABS-other | US | $99K | – | 0.02 |
| TK Elevator Midco GmbH | Long | Debt | DE | $211K | – | 0.05 |
| Toronto-Dominion Bank | Long | Debt | CA | $99K | – | 0.02 |
| Toronto-Dominion Bank | Long | Debt | CA | $86K | – | 0.02 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $213K | – | 0.05 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $208K | – | 0.05 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $201K | – | 0.05 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $469K | – | 0.11 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $447K | – | 0.10 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $56K | – | 0.01 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $31K | – | 0.01 |
| Trinity Capital, Inc. (TRINITY CAPITAL INC/MD) | Long | Equity-preferred | US | $1M | 50K | 0.28 |
| Truist Financial Corp. | Long | Debt | US | $2M | – | 0.38 |
| Truist Financial Corp. | Long | Debt | US | $807K | – | 0.18 |
| Truist Financial Corp. | Long | Debt | US | $196K | – | 0.04 |
| Truist Financial Corp. | Long | Debt | US | $175K | – | 0.04 |
| Truist Financial Corp. | Long | Debt | US | $108K | – | 0.02 |
| Truist Financial Corp. (TRUIST FIN CORP) | Long | Debt | US | $73K | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $14K | – | 0.00 |
| U.K. Gilts (UNITED KINGDOM GILT) | Long | Debt | GB | $456K | – | 0.10 |
| U.S. Bancorp (US BANCORP) | Long | Debt | US | $280K | – | 0.06 |
| U.S. Bancorp (US BANCORP) | Long | Debt | US | $194K | – | 0.04 |
| U.S. Bank NA (U.S. Bank National Association) | Long | ABS-other | US | $178K | – | 0.04 |
| U.S. Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $99K | – | 0.02 |
| U.S. Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $20K | – | 0.00 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $1M | – | 0.32 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $1M | – | 0.29 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 2.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 2.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.86 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.42 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.26 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $838K | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $452K | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $403K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $398K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $392K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $280K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $156K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $153K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $67K | – | 0.02 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $367K | – | 0.08 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $309K | – | 0.07 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $214K | – | 0.05 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $98K | – | 0.02 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $73K | – | 0.02 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.32 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.26 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.23 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $890K | – | 0.20 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $629K | – | 0.14 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $300K | – | 0.07 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $243K | – | 0.05 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $128K | – | 0.03 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $117K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 1.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 1.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $658K | – | 0.15 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $282K | – | 0.06 |
| UGI Energy Services LLC | Long | Loan | US | $2M | – | 0.34 |
| UKG, Inc. (UKG INC) | Long | Debt | US | $216K | – | 0.05 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $8M | – | 1.69 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 1.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 1.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.61 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $877K | – | 0.20 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $867K | – | 0.20 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $725K | – | 0.16 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $406K | – | 0.09 |
| United Airlines, Inc. (United Airlines Inc) | Long | Loan | US | $2M | – | 0.34 |
| UnitedHealth Group, Inc. (UNITEDHEALTH GROUP INC) | Long | Debt | US | $196K | – | 0.04 |
| Uruguay Government International Bonds | Long | Debt | UY | $48K | – | 0.01 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $1M | – | 0.31 |
| Vattenfall AB | Long | Debt | SE | $131K | – | 0.03 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $92K | – | 0.02 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $22K | – | 0.01 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $22K | – | 0.01 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $21K | – | 0.00 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $21K | – | 0.00 |
| Veolia Environnement SA | Long | Debt | FR | $114K | – | 0.03 |
| Verisure Midholding AB | Long | Debt | SE | $107K | – | 0.02 |
| Verizon Communications, Inc. | Long | Debt | US | $132K | – | 0.03 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $478K | – | 0.11 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $186K | – | 0.04 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| Vistra Operations Co. LLC (VISTRA CORP) | Long | Debt | US | $514K | – | 0.12 |
| Vistra Operations Co. LLC (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $463K | – | 0.10 |
| Vistra Operations Co. LLC (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $24K | – | 0.01 |
| Vistra Operations Co. LLC (VISTRA CORP) | Long | Debt | US | $10K | – | 0.00 |
| VMC Finance LLC | Long | ABS-collateralized bond/debt obligation | US | $735K | – | 0.17 |
| Vodafone Group PLC | Long | Debt | GB | $245K | – | 0.06 |
| Vodafone Group PLC | Long | Debt | GB | $117K | – | 0.03 |
| Volkswagen Bank GmbH | Long | Debt | DE | $744K | – | 0.17 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $199K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Trust | Long | ABS-mortgage backed security | US | $272K | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Trust | Long | ABS-mortgage backed security | US | $200K | – | 0.05 |
| WaMu Mortgage Pass-Through Certificates Trust | Long | ABS-mortgage backed security | US | $159K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Trust | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $501K | – | 0.11 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $278K | – | 0.06 |
| WEC Energy Group, Inc. (WEC ENERGY GROUP INC) | Long | Debt | US | $167K | – | 0.04 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.38 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $416K | – | 0.09 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $397K | – | 0.09 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $205K | – | 0.05 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $194K | – | 0.04 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $142K | – | 0.03 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $58K | – | 0.01 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $53K | – | 0.01 |
| Wells Fargo Bank NA | Long | Debt | US | $101K | – | 0.02 |
| Wells Fargo Bank NA | Long | Debt | US | $101K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $209K | – | 0.05 |
| Westpac Banking Corp. | Long | Debt | AU | $202K | – | 0.05 |
| Westpac Banking Corp. | Long | Debt | AU | $146K | – | 0.03 |
| WFRBS Commercial Mortgage Trust (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $42.87 | – | 0.00 |
| Whirlpool Corp. | Long | Loan | US | $2M | – | 0.54 |
| Willis Engine Structured Trust VII (Willis Engine Securitization Trust) | Long | ABS-other | US | $764K | – | 0.17 |
| WMRK Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.70 |
| Worldline SA (WORLDLINE SA/FRANCE) | Long | Debt | FR | $109K | – | 0.02 |
| WRKCo, Inc. (WRKCo Inc) | Long | Debt | US | $199K | – | 0.04 |
| WRKCo, Inc. (WRKCo Inc) | Long | Debt | US | $100K | – | 0.02 |
| Wynn Macau Ltd. | Long | Debt | KY | $74K | – | 0.02 |
| Zebra Technologies Corp. | Long | Debt | US | $57K | – | 0.01 |
| ZF Europe Finance BV | Long | Debt | NL | $199K | – | 0.04 |
| Zimmer Biomet Holdings, Inc. | Long | Debt | US | $205K | – | 0.05 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $161K | – | 0.04 |
Address
PACE SELECT ADVISORS TRUST
C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
787 SEVENTH AVENUE
NEW YORK
New York
10019
United States of America
Websites
Directors
Richard R. Burt
Heather R. Higgins
Bernard H. Garil
David R. Malpass
Virginia G. Breen
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Standard & Poor's Financial Services LLC
ICE Data Services, Inc.
S&P Global Inc.
PricingDirect Inc.
Bloomberg L.P.
London Stock Exchange Group PLC
Custodians
BNP Paribas
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
UBS Switzerland AG
Citibank Europe Public Limited Company
State Street Bank and Trust Company (Edinburgh, GB, Branch)
BNP Paribas (Athens, Attica, GR, Branch)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Intesa Sanpaolo S.p.A.
Royal Bank of Canada
Citibank del Peru S.A.
Joint Stock Company 'Commercial Bank CitiBank'
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Hungary Zrt.
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Citibank, Anonim Sirketi
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
First Abu Dhabi Bank P.J.S.C.
State Street Bank and Trust Company
Standard Chartered Bank (Thai) Public Company Limited
Bank Hapoalim B.M.
Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Euroclear Bank
Standard Chartered Bank Malaysia Berhad
Citibank, National Association (Cairo, Cairo, EG, Branch)
HSBC Bank (China) Company Limited
State Street Bank International GmbH
UniCredit Bank Czech Republic and Slovakia, a.s.
Bank Handlowy w Warszawie Spolka Akcyjna
Skandinaviska Enskilda Banken AB
Clearstream Banking S.A.
Citibank, National Association (Singapore, SG, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
UniCredit Bank Austria AG
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
State Street Trust Company Canada
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
UBS Asset Management (Americas) LLC
Brokers
Morgan Stanley & Co. LLC
Goldman Sachs & Co. LLC
Sanford C. Bernstein & Co., LLC
J.P. Morgan Securities LLC
Jefferies LLC
Nomura Securities International, Inc.
CLSA Americas, LLC
Barclays Capital Inc.
BNP Paribas Securities Corp.
Virtu Americas LLC